Related papers: A numerical method for oscillatory integrals with …
Saddle point problems arise in a variety of applications, e.g., when solving the Stokes equations. They can be formulated such that the system matrix is symmetric, but indefinite, so the variational convergence theory that is usually used…
A common measure of a function's complexity is the count of its stationary points. For complicated functions, this count grows exponentially with the volume and dimension of their domain. In practice, the count is averaged over a class of…
Many combinatorial optimization problems can be mapped to finding the ground states of the corresponding Ising Hamiltonians. The physical systems that can solve optimization problems in this way, namely Ising machines, have been attracting…
We consider the question of when it is possible to force a degenerate scalar oscillatory integral to decay as fast as a nondegenerate one by restricting the support to the region where the Hessian determinant of the phase is bounded below.…
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
We prove error estimates for the semi-implicit numerical scheme of sphere-constrained high-index saddle dynamics, which serves as a powerful instrument in finding saddle points and constructing the solution landscapes of constrained systems…
Gaussian Quadrature is a well known technique for numerical integration. Recently Gaussian quadrature with respect to discrete measures corresponding to finite sums have found some new interest. In this paper we apply these ideas to…
Here we present a multiscale method to calculate the saddle point associated with the effective dynamics arising from a stochastic system which couples slow deterministic drift and fast stochastic dynamics. This problem is motivated by the…
This paper investigates a class of non-autonomous highly oscillatory ordinary differential equations characterized by a linear component inversely proportional to a small parameter $\varepsilon$, with purely imaginary eigenvalues, and an…
In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…
The numerical evaluation of integrals of the form \begin{align*} \int_a^b f(x) e^{ikg(x)}\,dx \end{align*} is an important problem in scientific computing with significant applications in many branches of applied mathematics, science and…
We propose a new method of estimating oscillatory integrals, which we call a stationary set method. We use it to obtain the sharp convergence exponents of Tarry's problems in dimension two for every degree $k\ge 2$. As a consequence, we…
In this paper, we consider estimates for the two-dimensional oscillatory integrals. The phase function of the oscillatory integrals is the linear perturbation of a function having $D$ type singularities. We consider estimates for the…
Let G be a semisimple group over rational numbers and H is a subgroup over rational numbers. Given a representation of G and an integral vector x whose stabilizer is equal to H. In this paper we investigate the asymptotic of integral points…
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…
In this paper we consider the uniform estimates for oscillatory integrals with a two-order homogeneous polynomial phase. The estimate is sharp and the result is an analogue of the more general theorem of V. N. Karpushkin…
This article presents a novel approach to enhance the accuracy of classical quadrature rules by incorporating correction terms. The proposed method is particularly effective when the position of an isolated discontinuity in the function and…
We study oscillatory integrals in several variables with analytic, smooth, or $C^k$ phases satisfying a nondegeneracy condition attributed to Varchenko. With only real analytic methods, Varchenko's estimates are rediscovered and…
Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…
Importance sampling (IS) and numerical integration methods are usually employed for approximating moments of complicated target distributions. In its basic procedure, the IS methodology randomly draws samples from a proposal distribution…