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The theme of the present paper is numerical integration of $C^r$ functions using randomized methods. We consider variance reduction methods that consist in two steps. First the initial interval is partitioned into subintervals and the…

Numerical Analysis · Mathematics 2023-06-21 Leszek Plaskota , Paweł Przybyłowicz , Łukasz Stępień

This work extends the results of the preprint Ramanujan type Series for Logarithms, Part I, arXiv:2506.08245, which introduced single hypergeometric type identities for the efficient computing of $\log(p)$, where $p\in\mathbb{Z}_{>1}$. We…

Number Theory · Mathematics 2026-05-13 Jorge Zuniga

In this paper we present a method to derive Pi(x) and other Arithemtical functions that can be generated by a Dirichlet series by variational principles,we use a variational method to determine the solution for a Fredholm integral equation…

General Mathematics · Mathematics 2007-05-23 Jose Javier Garcia Moreta

In our earlier publication we have shown how to compute by iteration a rational number ${u_{2,k}}$ in the two-term Machin-like formula for pi of kind…

General Mathematics · Mathematics 2021-09-14 Sanjar M. Abrarov , Rajinder K. Jagpal , Rehan Siddiqui , Brendan M. Quine

This paper describes applications of extrapolation for the computation of coefficients in an expansion of infrared divergent integrals. An extrapolation procedure is performed with respect to a parameter introduced by dimensional…

Monte Carlo methods approximate integrals by sample averages of integrand values. The error of Monte Carlo methods may be expressed as a trio identity: the product of the variation of the integrand, the discrepancy of the sampling measure,…

Numerical Analysis · Mathematics 2017-08-18 Fred J. Hickernell

This article presents a novel approach to enhance the accuracy of classical quadrature rules by incorporating correction terms. The proposed method is particularly effective when the position of an isolated discontinuity in the function and…

Numerical Analysis · Mathematics 2025-01-27 Shipra Mahata , Samala Rathan , Juan Ruiz-Álvarez , Dionisio F. Yáñez

The error scaling for Markov-Chain Monte Carlo techniques (MCMC) with $N$ samples behaves like $1/\sqrt{N}$. This scaling makes it often very time intensive to reduce the error of computed observables, in particular for applications in…

High Energy Physics - Lattice · Physics 2016-11-29 Andreas Ammon , Alan Genz , Tobias Hartung , Karl Jansen , Hernan Leövey , Julia Volmer

The integration operators (*) $({\mathcal J}^+\,g)(x) = \int_a^x g(t) \, dt$ and (**) $({\mathcal J}^-\,g)(x) = \int_x^b g(t) \, dt$ defined on an interval $(a,b) \subseteq {\mathbf R}$ yield new identities for indefinite convolutions,…

Numerical Analysis · Mathematics 2018-10-19 Frank Stenger

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Statistical Mechanics · Physics 2010-01-29 Artur B. Adib

We propose a new class of multiplier bootstraps for count functionals, ranging from a fast, approximate linear bootstrap tailored to sparse, massive graphs to a quadratic bootstrap procedure that offers refined accuracy for smaller, denser…

Methodology · Statistics 2022-04-11 Qiaohui Lin , Robert Lunde , Purnamrita Sarkar

We develop a theory of finite-dimensional polyhedral subsets over the Wasserstein space and optimization of functionals over them via first-order methods. Our main application is to the problem of mean-field variational inference, which…

Statistics Theory · Mathematics 2025-06-02 Yiheng Jiang , Sinho Chewi , Aram-Alexandre Pooladian

\textbf{Purpose:} Amplitude analysis is a pivotal tool in hadron spectroscopy, fundamentally involving a series of likelihood fits to multi-dimensional experimental distributions. While robust goodness-of-fit tests exist for low-dimensional…

Data Analysis, Statistics and Probability · Physics 2025-12-02 Huoyi Hou , Beijiang Liu

The analytic signal method via the Hilbert transform is a key tool in signal analysis and processing, especially in the time-frquency analysis. Imaging and other applications to multidimensional signals call for extension of the method to…

Information Theory · Computer Science 2013-01-01 Haizhang Zhang

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

Numerical Analysis · Mathematics 2024-11-11 Clarissa Astuto

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 function $ \tan(\pi x / 2) / (\pi x / 2) $ is expanded into a Laurent series of $ 1 - x^2 $, where the coefficients are given explicitly as combinations of zeta function of even integers. This is used to achieve a sequence of upper and…

Classical Analysis and ODEs · Mathematics 2013-09-24 D. Aharonov , U. Elias

We derive exact analytic results for several four-point correlation functions for statistical models exhibiting phase separation in two-dimensions. Our theoretical results are then specialized to the Ising model on the two-dimensional strip…

Statistical Mechanics · Physics 2021-10-27 Alessio Squarcini , Antonio Tinti

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

This paper compares two basic approaches to solving ordinary differential equations, which form the basis for attitude computation in strapdown inertial navigation systems, namely, the Taylor series expansion approach that was used in its…

Numerical Analysis · Mathematics 2021-09-21 Yuanxin Wu , Yury A. Litmanovich
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