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Computationally efficient numerical methods for high-order approximations of convolution integrals involving weakly singular kernels find many practical applications including those in the development of fast quadrature methods for…

Numerical Analysis · Mathematics 2018-10-10 Akash Anand , Awanish Kumar Tiwari

We study the construction of coresets for kernel density estimates. That is we show how to approximate the kernel density estimate described by a large point set with another kernel density estimate with a much smaller point set. For…

Machine Learning · Computer Science 2017-10-13 Jeff M. Phillips , Wai Ming Tai

In this paper, we propose a method to approximate the Gaussian function on ${\mathbb R}$ by a short cosine sum. We generalise and extend the differential approximation method proposed in [4, 40] to approximate $\mathrm{e}^{-t^{2}/2\sigma}$…

Numerical Analysis · Mathematics 2025-05-23 Nadiia Derevianko , Gerlind Plonka

We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

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…

Numerical Analysis · Mathematics 2013-08-20 Shidong Jiang , Leslie Greengard , Shaobo Wang

Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $\beta$ generalisations at the hard and soft edge. It has been…

Mathematical Physics · Physics 2020-09-01 Peter J. Forrester , Shi-Hao Li , Allan K. Trinh

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 present a spectral method for one-sided linear fractional integral equations on a closed interval that achieves exponentially fast convergence for a variety of equations, including ones with irrational order, multiple fractional orders,…

Numerical Analysis · Mathematics 2024-04-10 Tianyi Pu , Marco Fasondini

Data-driven discovery of "hidden physics" -- i.e., machine learning of differential equation models underlying observed data -- has recently been approached by embedding the discovery problem into a Gaussian Process regression of spatial…

Machine Learning · Computer Science 2019-08-05 Mamikon Gulian , Maziar Raissi , Paris Perdikaris , George Karniadakis

The interaction between wavelet-like sensors in Divisive Normalization is classically described through Gaussian kernels that decay with spatial distance, angular distance and frequency distance. However, simultaneous explanation of (a)…

Neurons and Cognition · Quantitative Biology 2018-04-18 Jesus Malo , Marcelo Bertalmio

An efficient Jacobi-Galerkin spectral method for calculating eigenvalues of Riesz fractional partial differential equations with homogeneous Dirichlet boundary values is proposed in this paper. In order to retain the symmetry and positive…

Numerical Analysis · Mathematics 2018-03-12 Lizhen Chen , Zhiping Mao , Huiyuan Li

The fractional Laplacian $(-\Delta)^{\alpha/2}$ is a non-local operator which depends on the parameter $\alpha$ and recovers the usual Laplacian as $\alpha \to 2$. A numerical method for the fractional Laplacian is proposed, based on the…

Numerical Analysis · Mathematics 2014-11-14 Yanghong Huang , Adam Oberman

A standard objective in computer experiments is to approximate the behaviour of an unknown function on a compact domain from a few evaluations inside the domain. When little is known about the function, space-filling design is advisable:…

Statistics Theory · Mathematics 2018-09-03 Luc Pronzato , Anatoly Zhigljavsky

In this paper, based on Newton interpolation we have proposed a numerical scheme of predictor-corrector type in order to solve fractional differential equations with the fractional derivative involving the Mittag-Leffler function. We have…

Numerical Analysis · Mathematics 2025-11-05 Sami Aljhani

A class of numerical quadrature rules is derived, with equally-spaced nodes, and unit weights except at a few points at each end of the series, for which "corrections" (not using any further information about the integrand) are added to the…

History and Overview · Mathematics 2025-12-19 Gavin R. Putland

A new analytical approximation function is proposed to accurately fit the solution of a fractional differential equation of order one-half, whose nonhomogeneous term is defined by a modified Bessel function of the first kind. The exact…

General Mathematics · Mathematics 2025-12-03 Byron Droguett , Pablo Martin , Eduardo Rojas , Jorge Olivares

Bayesian optimization relies on iteratively constructing and optimizing an acquisition function. The latter turns out to be a challenging, non-convex optimization problem itself. Despite the relative importance of this step, most algorithms…

Optimization and Control · Mathematics 2026-04-22 Yilin Xie , Shiqiang Zhang , Joel A. Paulson , Calvin Tsay

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , William McLean , Jiwei Zhang

Here we research the univariate quantitative approximation of real and complex valued continuous functions on a compact interval or all the real line by quasi-interpolation, Baskakov type and quadrature type neural network operators. We…

Classical Analysis and ODEs · Mathematics 2014-04-28 George Anastassiou

In this article we consider the approximation of a variable coefficient (two-sided) fractional diffusion equation (FDE), having unknown $u$. By introducing an intermediate unknown, $q$, the variable coefficient FDE is rewritten as a lower…

Numerical Analysis · Mathematics 2018-10-31 Xiangcheng Zheng , V. J. Ervin , Hong Wang
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