Related papers: Numerical integration in arbitrary-precision ball …
In this article, we consider a simple representation for real numbers and propose top-down procedures to approximate various algebraic and transcendental operations with arbitrary precision. Detailed algorithms and proofs are provided to…
The numerical integration of an analytical function $f(x)$ using a finite set of equidistant points can be performed by quadrature formulas like the Newton-Cotes. Unlike Gaussian quadrature formulas however, higher-order Newton-Cotes…
We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…
We establish rigorous error bounds for prime counting using a truncated Gaussian (TG) kernel in the explicit formula framework. Our main theorem proves that the approximation error remains globally below 1/2 for all sufficiently large…
In a recent work, we analyzed a weighted-residual error estimator for isogeometric boundary element methods in 2D and proposed an adaptive algorithm which steers the local mesh-refinement of the underlying partition as well as the…
Numerical integration on spheres, including the computation of the areas of spherical triangles, is a core computation in geomathematics. The commonly used techniques sometimes suffer from instabilities and significant loss of accuracy. We…
Solving a system of nonlinear inequalities is an important problem for which conventional numerical analysis has no satisfactory method. With a box-consistency algorithm one can compute a cover for the solution set to arbitrarily close…
The computation of exact barycenters for a set of discrete measures is of interest in applications where sparse solutions are desired, and to assess the quality of solutions returned by approximate algorithms and heuristics. The task is…
In the paper, we introduce several accelerate iterative algorithms for solving the multiple-set split common fixed-point problem of quasi-nonexpansive operators in real Hilbert space. Based on primal-dual method, we construct several…
Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…
We derive analyticity criteria for explicit error bounds and an exponential rate of convergence of the magic point empirical interpolation method introduced by Barrault et al. (2004). Furthermore, we investigate its application to…
Automatic cubatures approximate integrals to user-specified error tolerances. For high dimensional problems, it is difficult to adaptively change the sampling pattern to focus on peaks because peaks can hide more easily in high dimensional…
Dynamic systems have a fundamental relevance in the description of physical phenomena. The search for more accurate and faster numerical integration methods for the resolution of such systems is, therefore, an important topic of research.…
We study the numerical computation of an expectation of a bounded function with respect to a measure given by a non-normalized density on a convex body. We assume that the density is log-concave, satisfies a variability condition and is not…
We derive a numerical method, based on operator splitting, to abstract parabolic semilinear boundary coupled systems. The method decouples the linear components which describe the coupling and the dynamics in the bulk and on the surface,…
In this work we propose and analyze a Hessian-based adaptive sparse quadrature to compute infinite-dimensional integrals with respect to the posterior distribution in the context of Bayesian inverse problems with Gaussian prior. Due to the…
We examine the use of the Euler-Maclaurin formula and new derived uniform asymptotic expansions for the numerical evaluation of the Lerch transcendent $\Phi(z, s, a)$ for $z, s, a \in \mathbb{C}$ to arbitrary precision. A detailed analysis…
Integration by parts (IBP) has acquired a bad reputation. While it allows us to compute a wide variety of integrals when other methods fall short, its implementation is often seen as plodding and confusing. Readers familiar with tabular IBP…
This paper reinforces numerical iterated integration developed by Muhammad--Mori in the following two points: 1) the approximation formula is modified so that it can achieve a better convergence rate in more general cases, and 2) explicit…
In this paper, we aim to compute numerical approximation integral by using an adaptive Monte Carlo algorithm. We propose a stratified sampling algorithm based on an iterative method which splits the strata following some quantities called…