Related papers: Evaluation of an Integral

This paper aims to develop efficient numerical methods for computing the inverse of matrix $\varphi$-functions, $\psi_\ell(A) := (\varphi_\ell(A))^{-1}$, for $\ell =1,2,\ldots,$ when $A$ is a large and sparse matrix with eigenvalues in the…

Let $(X_1,\ldots,X_n)$ be an i.i.d. sequence of random variables in $\mathbb{R}^d$, $d\geq 1$. We show that, for any function $\varphi :\mathbb{R}^d\rightarrow\mathbb{R}$, under regularity conditions, \[n^…

Let $f$ be an arithmetic function satisfying some simple conditions. The aim of this paper is to establish an asymptotical formula for the quantity \[ S_f(x):=\sum_{n\leq x}\frac{f([x/n])}{[x/n]} \] as $x\rightarrow\infty$, where $[t]$ is…

In this paper, a divergence-type integral of a random integrand with respect to the Hermite process of order $k\in\mathsf{N}$ with Hurst parameter $H\in (1/2,1)$ is defined and it is shown that the integral is of finite $1/H$-variation.

Hiary [3] has presented an algorithm which allows to evaluate the truncated theta function $\sum_{k=0}^n \exp(2\pi \i (zk+\tau k^2))$ to within $\pm \epsilon$ in $O(\ln(\tfrac{n}{\epsilon})^{\kappa})$ arithmetic operations for any real $z$…

In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…

An application of (iterated) Bauer-Muir acceleration can give an Ap\'ery-like continued fraction for $\pi$ with irrational coefficients, and much faster convergence. It can be considered a generalized continued fraction with the same matrix…

We consider an analogue of Nakada's $\alpha$-continued fraction transformation in the setting of continued fractions with odd partial quotients. More precisely, given $\alpha \in [\frac{1}{2}(\sqrt{5}-1),\frac{1}{2}(\sqrt{5}+1)]$, we show…

The celebrated Hardy inequality can be written in the form $$\int_0^\infty \mathcal{P}_p \big(f|_{[0,x]}\big)dx \le (1-p)^{-1/p} \int_0^\infty f(x)\:dx \qquad \text{ for }p\in(0,1)\text{ and }f \in L^1\text{ with }f\ge0,$$ where…

Conventional wisdom assumes that the indefinite integral of the probability density function for the standard normal distribution cannot be expressed in finite elementary terms. While this is true, there is an expression for this…

For $0\neq x>-1$ let $$\Delta(x)={{\ln \Gamma(x+1)} \over x}.$$ Recently Adell and Alzer proved the complete monotonicity of $\Delta'$ on $(-1,\infty)$ by giving an integral representation of $(-1)^n \Delta^{(n+1)}(x)$ in terms of the…

We provide explicit bounds for the number of integral ideals of norms at most $X$ is $\mathbb{Q}[\sqrt{d}]$ when $d <0$ is a fundamendal discriminant with an error term of size $O(X^{1/3})$. In particular, we prove that, when $\chi$ is the…

We introduce the notion of a relative of the Hermitian curve of degree $\sqrt{q}+1$ over $\mathbb{F}_q$, which is a plane curve defined by \[(x^{\sqrt{q}}, y^{\sqrt{q}}, z^{\sqrt{q}})A {}^t \!(x,y,z) =0\] with $A \in GL(3, \mathbb{F}_q)$,…

Let $f$ be a $r\times m$-matrix of holomorphic functions that is generically surjective. We provide explicit integral representation of holomorphic $\psi$ such that $\phi=f\psi$, provided that $\phi$ is holomorphic and annihilates a certain…

Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…

We give sharp sectional curvature estimates for complete immersed cylindrically bounded $m$-submanifolds $\phi:M\to N\times\mathbb{R}^{\ell}$, $n+\ell\leq 2m-1$ provided that either $\phi$ is proper with the second fundamental form with…

We study a class of boundary value problems with $\varphi$-Laplacian (e.g., the prescribed mean curvature equation, in which $\varphi(s)=\frac{s}{\sqrt{1+s^2}}$) \begin{center} $-\left(\varphi(u')\right)'=\lambda f(u)\; \text{ on }(-L,…

Simulation of rough volatility models involves discretization of stochastic integrals where the integrand is a function of a (correlated) fractional Brownian motion of Hurst index $H \in (0,1/2)$. We obtain results on the rate of…

A collocation method is presented for numerical solution of a typical integral equation Rh :=\int_D R(x, y)h(y)dy = f(x), x {\epsilon} D of the class R, whose kernels are of positive rational functions of arbitrary selfadjoint elliptic…

The main purpose of this paper is to construct convergent series for the approximate calculation of certain integrals over the Gaussian measure with a nuclear covariance operator, nonlocal propagator, in separable Hilbert space. Such series…