Related papers: On Fast Implementation of Higher Order Hermite-Fej…
The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…
Directional interpolation is a fast and efficient compression technique for high-frequency Helmholtz boundary integral equations, but it requires a very large amount of storage in its original form. Algebraic recompression can significantly…
The Frank Wolfe algorithm (FW) is a popular projection-free alternative for solving large-scale constrained optimization problems. However, the FW algorithm suffers from a sublinear convergence rate when minimizing a smooth convex function…
Using the $\hbar$-expansion of the Green's function of the Hartree-Fock-Bogoliubov equation, we extend the second-order Thomas-Fermi approximation to generalized superfluid Fermi systems by including the density-dependent effective mass and…
We derive efficient and reliable goal-oriented error estimations, and devise adaptive mesh procedures for the finite element method that are based on the localization of a posteriori estimates. In our previous work [SIAM J. Sci. Comput.,…
The convergence rates on polynomial interpolation in most cases are estimated by Lebesgue constants. These estimates may be overestimated for some special points of sets for functions of limited regularities. In this paper, by applying the…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…
We establish error estimates for semi-Lagrangian schemes for the initial value problem of one-dimensional conservation laws with a dispersive term, including the Korteweg--de Vries equation. The schemes considered in this paper are based on…
We present a multigrid iterative algorithm for solving a system of coupled free boundary problems for pricing American put options with regime-switching. The algorithm is based on our recently developed compact finite difference scheme…
This paper introduces a new pseudodifferential preconditioner for the Helmholtz equation in variable media with absorption. The pseudodifferential operator is associated with the multiplicative inverse to the symbol of the Helmholtz…
We show that highly accurate approximations can often be obtained from constructing Thiele interpolating continued fractions by a Greedy selection of the interpolation points together with an early termination condition. The obtained…
We present simpler algorithms for two closely related morphing problems, both based on the barycentric interpolation paradigm introduced by Floater and Gotsman, which is in turn based on Floater's asymmetric extension of Tutte's classical…
We propose a method for interpolating divergence-free continuous magnetic fields via vector potential reconstruction using Hermite interpolation, which ensures high-order continuity for applications requiring adaptive, high-order ordinary…
The computational efficiency and rapid convergence of fast Fourier transform (FFT)-based solvers render them a powerful numerical tool for periodic cell problems in multiscale modeling. On regular grids, they tend to outperform traditional…
The goal of this work is to introduce a local and a global interpolator in Jacobi-weighted spaces, with optimal order of approximation in the context of the $p$-version of finite element methods. Then, an a posteriori error indicator of the…
In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the…
Two new one-dimensional fermionic models depending on two independent parameters are formulated and solved exactly by the Bethe-ansatz method. These models connect continuously the integrable Hubbard and supersymmetric t-J models.
The main contribution of this paper is twofold: On the one hand, a general framework for performing Hermite interpolation on Riemannian manifolds is presented. The method is applicable, if algorithms for the associated Riemannian…
Iterative methods with certified convergence for the computation of Gauss--Jacobi quadratures are described. The methods do not require a priori estimations of the nodes to guarantee its fourth-order convergence. They are shown to be…
Gaussian kernels can be an efficient and accurate tool for multivariate interpolation. In practice, high accuracies are often achieved in the flat limit where the interpolation matrix becomes increasingly ill-conditioned. Stable evaluation…