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We propose a Hermite spectral method for the inelastic Boltzmann equation, which makes two-dimensional periodic problem computation affordable by the hardware nowadays. The new algorithm is based on a Hermite expansion, where the expansion…

Numerical Analysis · Mathematics 2023-08-15 Ruo Li , Yixiao Lu , Yanli Wang

The random matrix theory method of planar Gaussian diagrammatic expansion is applied to find the mean spectral density of the Hermitian equal-time and non-Hermitian time-lagged cross-covariance estimators, firstly in the form of master…

Statistical Finance · Quantitative Finance 2012-05-22 Andrzej Jarosz

Trager's Hermite reduction solves the integration problem for algebraic functions via integral bases. A generalization of this algorithm to D-finite functions has so far been limited to the Fuchsian case. In the present paper, we remove…

Symbolic Computation · Computer Science 2023-02-10 Shaoshi Chen , Lixin Du , Manuel Kauers

This paper introduces an auto-stabilized weak Galerkin (WG) finite element method with a built-in stabilizer for Poisson equations. By utilizing bubble functions as a key analytical tool, our method extends to both convex and non-convex…

Numerical Analysis · Mathematics 2024-08-23 Chunmei Wang

This paper introduces an innovative method for ensuring global stability in a broad array of nonlinear systems. The novel approach enhances the traditional analysis based on Jacobian matrices by incorporating the Taylor series boundary…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Samaneh Alsadat Saeedinia , Mojtaba Sharifi , Seyed Mohammad Hosseindokht , Hedieh Jafarpourdavatgar

Let $z_{1},\ldots,z_{K}$ be distinct grid points. If $f_{k,0}$ is the prescribed value of a function at the grid point $z_{k}$, and $f_{k,r}$ the prescribed value of the $r$\foreignlanguage{american}{-th} derivative, for $1\leq r\leq…

Numerical Analysis · Mathematics 2014-08-28 Burhan Sadiq , Divakar Viswanath

An effective solution to the problem of Hermite $G^1$ interpolation with a clothoid curve is provided. At the beginning the problem is naturally formulated as a system of nonlinear equations with multiple solutions that is generally…

Numerical Analysis · Mathematics 2016-07-18 Enrico Bertolazzi , Marco Frego

In this paper, we give new sparse interpolation algorithms for black box univariate and multivariate rational functions h=f/g whose coefficients are integers with an upper bound. The main idea is as follows: choose a proper integer beta and…

Symbolic Computation · Computer Science 2017-06-06 Qiao-Long Huang , Xiao-Shan Gao

This work proposes a novel distributed framework for verifying the incremental stability of large-scale systems with unknown dynamics and known interconnection structures using graph neural networks. Our proposed approach relies on the…

Systems and Control · Electrical Eng. & Systems 2025-12-09 Ahan Basu , Mahathi Anand , Pushpak Jagtap

The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amplitude of the Gaussian weight function employed to describe…

Numerical Analysis · Mathematics 2021-04-07 Lorella Fatone , Daniele Funaro , Gianmarco Manzini

We propose a class of conservative discontinuous Galerkin methods for the Vlasov-Poisson system written as a hyperbolic system using Hermite polynomials in the velocity variable. These schemes are designed to be systematically as accurate…

Numerical Analysis · Mathematics 2020-04-07 Francis Filbet , Tao Xiong

Gaussian processes are widely used for accurate emulation of unknown surfaces in sequential design of expensive simulation experiments. Integrated mean squared error (IMSE) is an effective acquisition function for sequential designs based…

Statistics Theory · Mathematics 2026-04-23 Huanyan Zhu , Cheng Li

Scattered data interpolation schemes using kriging and radial basis functions (RBFs) have the advantage of being meshless and dimensional independent, however, for the data sets having insufficient observations, RBFs have the advantage over…

Numerical Analysis · Mathematics 2018-06-12 Pankaj K Mishra , Sankar K Nath , Mrinal K Sen , Gregory E Fasshauer

It is well-known that polynomial reproduction is not possible when approximating with Gaussian kernels. Quasi-interpolation schemes have been developed which use a finite number of Gaussians at different scales, which then reproduce…

Numerical Analysis · Mathematics 2020-01-24 Simon Hubbert , Jeremy Levesley

We study worst-case optimal approximation of positive linear functionals in reproducing kernel Hilbert spaces induced by increasingly flat Gaussian kernels. This provides a new perspective and some generalisations to the problem of…

Numerical Analysis · Mathematics 2020-01-10 Toni Karvonen , Simo Särkkä

In this note we consider splitting methods based on linear multistep methods and stabilizing corrections. To enhance the stability of the methods, we employ an idea of Bruno & Cubillos (2016) who combine a high-order extrapolation formula…

Numerical Analysis · Mathematics 2017-09-05 Willem Hundsdorfer , Karel in 't Hout

A fast and reliable algorithm for the optimal interpolation of scattered data on the torus by multivariate trigonometric polynomials is presented. The algorithm is based on a variant of the conjugate gradient method in combination with the…

Numerical Analysis · Mathematics 2007-05-23 Stefan Kunis , Daniel Potts

For many expensive deterministic computer simulators, the outputs do not have replication error and the desired metamodel (or statistical emulator) is an interpolator of the observed data. Realizations of Gaussian spatial processes (GP) are…

Methodology · Statistics 2012-03-07 Pritam Ranjan , Ronald Haynes , Richard Karsten

In this preliminary work, we propose to use a polynomial approach in order to study the stability of switched systems. The proposed strategy is based on the Bernstein interpolation method that may transform a switched system into a…

Systems and Control · Computer Science 2014-10-16 Loïc Michel

We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…

Probability · Mathematics 2011-03-29 O. Lévêque , C. Vignat