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Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…

Numerical Analysis · Mathematics 2018-09-28 Yuhan Ding , Fred J. Hickernell , Lluís Antoni Jiménez Rugama

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

Numerical Analysis · Mathematics 2016-09-06 Ben Adcock , Jésus Martín-Vaquero , Mark Richardson

In this paper, we first establish an evaluation formula to calculate Wiener integrals of functionals on Wiener space. We then apply our evaluation formula to carry out very easily calculating for the analytic Fourier-Feynman transform of…

Functional Analysis · Mathematics 2020-01-01 Hyun Soo Chung

This paper proposes a unique optimization approach for estimating the minimax rational approximation and its application for evaluating matrix functions. Our method enables the extension to generalized rational approximations and has the…

Numerical Analysis · Mathematics 2025-04-03 Nir Sharon , Vinesha Peiris , Nadia Sukhorukova , Julien Ugon

Using the theorem of residues Chiarella and Reichel derived a series that can be represented in terms of the complex error function (CEF). Here we show a simple derivation of this CEF series by Fourier expansion of the exponential function…

General Mathematics · Mathematics 2012-08-13 S. M. Abrarov , B. M. Quine , R. K. Jagpal

In this paper, we consider a method for fast numerical computation of the Fourier transform of a slowly decaying function with given accuracy in given ranges of the frequency. In these decades, some useful formulas for the Fourier transform…

Numerical Analysis · Mathematics 2015-07-28 Ken'ichiro Tanaka

In this paper modified variants of the sparse Fourier transform algorithms from [14] are presented which improve on the approximation error bounds of the original algorithms. In addition, simple methods for extending the improved sparse…

Numerical Analysis · Mathematics 2010-10-04 M. A. Iwen

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…

Numerical Analysis · Mathematics 2025-02-13 M. P. Calvo , J. Makazaga , A. Murua

The error autocorrection effect means that in a calculation all the intermediate errors compensate each other, so the final result is much more accurate than the intermediate results. In this case standard interval estimates are too…

Numerical Analysis · Mathematics 2025-10-20 Grigori L. Litvinov

This paper proposes a novel localized Fourier extension method for approximating non-periodic functions via domain segmentation. By partitioning the computational domain into subregions with uniform discretization scales, the method…

Numerical Analysis · Mathematics 2025-08-29 Zhenyu Zhao , Yanfei Wang

We present a new approximation to the normal distribution quantile function. It has a similar form to the approximation of Beasley and Springer [3], providing a maximum absolute error of less than $2.5 \cdot 10^{-5}$. This is less accurate…

Computation · Statistics 2010-02-03 Paul M. Voutier

We introduce a new numerical method for the computation of the inverse nonlinear Fourier transform and compare its computational complexity and accuracy to those of other methods available in the literature. For a given accuracy, the…

Numerical Analysis · Mathematics 2015-11-26 Stella Civelli , Luigi Barletti , Marco Secondini

Accurate yet efficient computation of the Voigt and complex error function is a challenge since decades in astrophysics and other areas of physics. Rational approximations have attracted considerable attention and are used in many codes,…

Computational Physics · Physics 2018-07-02 Franz Schreier

A new sampling methodology based on incomplete cosine expansion series is presented as an alternative to the traditional sinc function approach. Numerical integration shows that this methodology is efficient and practical. Applying the…

Numerical Analysis · Mathematics 2015-03-24 S. M. Abrarov , B. M. Quine

We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…

Functional Analysis · Mathematics 2016-07-14 Calvin Hotchkiss , Eric S. Weber

We develop the convergence theory for a well-known method for the interpolation of functions on the real axis with rational functions. Precise new error estimates for the interpolant are de- rived using existing theory for trigonometric…

Numerical Analysis · Mathematics 2014-03-12 Thomas Trogdon

We implement an efficient method of computation of two dimensional Fourier-type integrals based on approximation of the integrand by Gaussian radial basis functions, which constitute a standard tool in approximation theory. As a result, we…

Numerical Analysis · Mathematics 2022-02-07 A. Martinez-Finkelshtein , D. Ramos-Lopez , D. R. Iskander

Approximation using Fourier features is a popular technique for scaling kernel methods to large-scale problems, with myriad applications in machine learning and statistics. This method replaces the integral representation of a…

Machine Learning · Statistics 2024-08-26 Ayoub Belhadji , Qianyu Julie Zhu , Youssef Marzouk

Functions that are smooth but non-periodic on a certain interval possess Fourier series that lack uniform convergence and suffer from the Gibbs phenomenon. However, they can be represented accurately by a Fourier series that is periodic on…

Numerical Analysis · Mathematics 2015-03-19 Ben Adcock , Daan Huybrechs