Related papers: Fast evaluation of real and complex exponential su…
For the approximation and simulation of twofold iterated stochastic integrals and the corresponding L\'{e}vy areas w.r.t. a multi-dimensional Wiener process, we review four algorithms based on a Fourier series approach. Especially, the very…
In this paper, we show that efficient separated sum-of-exponentials approximations can be constructed for the heat kernel in any dimension. In one space dimension, the heat kernel admits an approximation involving a number of terms that is…
A boundary element method (BEM) simulation is used to compare the efficiency of numerical inverse Laplace transform strategies, considering general requirements of Laplace-space numerical approaches. The two-dimensional BEM solution is used…
One of the most efficient ways to produce unconditional simulations is with the kernel convolution using fast Fourier transform (FFT) [1]. However, when data is located on a surface, this approach is not efficient because data needs to be…
The paper introduces the butterfly factorization as a data-sparse approximation for the matrices that satisfy a complementary low-rank property. The factorization can be constructed efficiently if either fast algorithms for applying the…
Finding the product of two polynomials is an essential and basic problem in computer algebra. While most previous results have focused on the worst-case complexity, we instead employ the technique of adaptive analysis to give an improvement…
We present a new computation method for simulating reflection high-energy electron diffraction and the total-reflection high-energy positron diffraction experiments. The two experiments are used commonly for the structural analysis of…
This paper presents a new approach in application of the Fourier transform to the complex error function resulting in an efficient rational approximation. Specifically, the computational test shows that with only $17$ summation terms the…
We present a method derived from Laplace transform theory that enables the evaluation of fractional integrals. This method is adapted and extended in a variety of ways to demonstrate its utility in deriving alternative representations for…
Univariate polynomial root-finding is both classical and important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the polynomial…
We present the asymptotically fastest known algorithms for some basic problems on univariate polynomial matrices: rank, nullspace, determinant, generic inverse, reduced form. We show that they essentially can be reduced to two computer…
We propose a novel framework for fast integral operations by uncovering hidden geometries in the row and column structures of the underlying operators. This is accomplished through the \texttt{Questionnaire} algorithm, an iterative…
In this paper we propose a general strategy for rapidly computing sparse Legendre expansions. The resulting methods yield a new class of fast algorithms capable of approximating a given function $f:[-1,1] \rightarrow \mathbb{R}$ with a…
The problem of approximating a sampled function using sums of a fixed number of complex exponentials is considered. We use alternating projections between fixed rank matrices and Hankel matrices to obtain such an approximation. Convergence,…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
Fast algorithms for arithmetic on real or complex polynomials are well-known and have proven to be not only asymptotically efficient but also very practical. Based on Fast Fourier Transform (FFT), they for instance multiply two polynomials…
We study approximations to the Moreau envelope -- and infimal convolutions more broadly -- based on Laplace's method, a classical tool in analysis which ties certain integrals to suprema of their integrands. We believe the connection…
Recent advances in optimization theory have shown that smooth strongly convex finite sums can be minimized faster than by treating them as a black box "batch" problem. In this work we introduce a new method in this class with a theoretical…
Given a real closed polytope $P$, we first describe the Fourier transform of its indicator function by using iterations of Stokes' theorem. We then use the ensuing Fourier transform formulations, together with the Poisson summation formula,…
A blend of two Taylor series for the same smooth real- or complex-valued function of a single variable can be useful for approximation. We use an explicit formula for a two-point Hermite interpolational polynomial to construct such blends.…