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In this paper we introduce a new technique based on high-dimensional Chebyshev Tensors that we call \emph{Orthogonal Chebyshev Sliding Technique}. We implemented this technique inside the systems of a tier-one bank, and used it to…

Risk Management · Quantitative Finance 2020-12-11 Mariano Zeron-Medina Laris , Ignacio Ruiz

A Chebyshev-type quadrature for a given weight function is a quadrature formula with equal weights. In this work we show that a method presented by Kane may be used to produce tight bounds for the minimal number of nodes required in…

Classical Analysis and ODEs · Mathematics 2017-06-20 Shoni Gilboa , Ron Peled

In this paper, we study the optimal general convergence rates for quadratures derived from Chebyshev points. By building on the aliasing errors on integration of Chebyshev polynomials, together with the asymptotic formulae on the…

Numerical Analysis · Mathematics 2014-07-29 Shuhuang Xiang

The quantitative estimation for the interpolation error constants of the Fujino-Morley interpolation operator is considered. To give concrete upper bounds for the constants, which is reduced to the problem of providing lower bounds for…

Numerical Analysis · Mathematics 2019-04-02 Shih-Kang Liao , Yu-Chen Shu , Xuefeng Liu

We present precise anisotropic interpolation error estimates for smooth functions using a new geometric parameter and derive inverse inequalities on anisotropic meshes. In our theory, the interpolation error is bounded in terms of the…

Numerical Analysis · Mathematics 2022-08-03 Hiroki Ishizaka , Kenta Kobayashi , Takuya Tsuchiya

We propose a general theory of estimating interpolation error for smooth functions in two and three dimensions. In our theory, the error of interpolation is bound in terms of the diameter of a simplex and a geometric parameter. In the…

Numerical Analysis · Mathematics 2021-06-10 Hiroki Ishizaka , Kenta Kobayashi , Takuya Tsuchiya

We extend Newton and Lagrange interpolation to arbitrary dimensions. The core contribution that enables this is a generalized notion of non-tensorial unisolvent nodes, i.e., nodes on which the multivariate polynomial interpolant of a…

Numerical Analysis · Mathematics 2024-04-17 Michael Hecht , Krzysztof Gonciarz , Jannik Michelfeit , Vladimir Sivkin , Ivo F. Sbalzarini

A Chebyshev-type quadrature for a probability measure sigma is a distribution which is uniform on n points and has the same first k moments as sigma. We give an upper bound for the minimal n required to achieve a given degree k, for sigma…

Classical Analysis and ODEs · Mathematics 2017-03-14 Ron Peled

In a recent paper we have suggested that the finite temperature density matrix can be computed efficiently by a combination of polynomial expansion and iterative inversion techniques. We present here significant improvements over this…

Materials Science · Physics 2010-10-19 Michele Ceriotti , Thomas D. Kühne , Michele Parrinello

We propose a new analysis of convergence for a $k$th order ($k\ge 1$) finite element method, which is applied on Bakhvalov-type meshes to a singularly perturbed two-point boundary value problem. A novel interpolant is introduced, which has…

Numerical Analysis · Mathematics 2020-03-24 Jin Zhang , Xiaowei Liu

We prove non asymptotic linear convergence rates for the constrained Anderson acceleration extrapolation scheme. These guarantees come from new upper bounds on the constrained Chebyshev problem, which consists in minimizing the maximum…

Numerical Analysis · Mathematics 2020-10-30 Mathieu Barré , Adrien Taylor , Alexandre d'Aspremont

An algorithm for generating interpolants for formulas which are conjunctions of quadratic polynomial inequalities (both strict and nonstrict) is proposed. The algorithm is based on a key observation that quadratic polynomial inequalities…

Logic in Computer Science · Computer Science 2016-11-14 Ting Gan , Liyun Dai , Bican Xia , Naijun Zhan , Deepak Kapur , Mingshuai Chen

Renewed interest in mixed-precision algorithms has emerged due to growing data capacity and bandwidth concerns, as well as the advancement of GPUs, which enable significant speedup for low precision arithmetic. In light of this, we propose…

Numerical Analysis · Mathematics 2020-12-14 Alec Michael Dunton , Alyson Fox

We examine the necessity of interpolation in overparameterized models, that is, when achieving optimal predictive risk in machine learning problems requires (nearly) interpolating the training data. In particular, we consider simple…

Machine Learning · Statistics 2022-06-17 Chen Cheng , John Duchi , Rohith Kuditipudi

We study the problem of verifiable polynomial evaluation in the user-server and multi-party setups. We propose {INTERPOL}, an information-theoretically verifiable algorithm that allows a user to delegate the evaluation of a polynomial to a…

Cryptography and Security · Computer Science 2019-04-30 Saeid Sahraei , A. Salman Avestimehr

An existing solvability result for relaxed one-sided Lipschitz algebraic inclusions is substantially improved. This enhanced solvability result allows the design of a very robust numerical method for the approximation of a solution of the…

Optimization and Control · Mathematics 2013-08-19 Wolf-Jürgen Beyn , Janosch Rieger

We show that interpolation results in the $S$-nodes theory may be considered as Khrushchev-type formulas. If separation of the well-known Verblunsky (Schur) coefficients occurs in Khrushchev formulas, the separation of the so the called new…

Classical Analysis and ODEs · Mathematics 2024-07-16 Alexander Sakhnovich

In this paper, we give a sharp lower bound for the minimum deviation of the Chebyshev polynomial on a compact subset of the real line in terms of the corresponding logarithmic capacity. Especially if the set is the union of several real…

Complex Variables · Mathematics 2013-06-27 Klaus Schiefermayr

Generalized Chebyshev acceleration is a semi-iterative technique applicable to a basic iterative method only when the eigenvalues of the iteration matrix satisfy a highly restrictive inclusion condition. In this work, we relax this…

Numerical Analysis · Mathematics 2025-12-23 Nurgül Gökgöz

We consider the sparse polynomial approximation of a multivariate function on a tensor product domain from samples of both the function and its gradient. When only function samples are prescribed, weighted $\ell^1$ minimization has recently…

Numerical Analysis · Mathematics 2019-02-22 Ben Adcock , Yi Sui
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