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Approximations by Trefftz functions are rapidly gaining popularity in the numerical solution of boundary value problems of mathematical physics. By definition, these functions satisfy locally, in weak form, the underlying differential…

Computational Physics · Physics 2018-08-24 Igor Tsukerman , Shampy Mansha , Y. D. Chong , Vadim A. Markel

Convergence of diagonal Pad\'e approximants is studied for a class of functions which admit the integral representation $ {\mathfrak F}(\lambda)=r_1(\lambda)\int_{-1}^1\frac{td\sigma(t)}{t-\lambda}+r_2(\lambda), $ where $\sigma$ is a finite…

Classical Analysis and ODEs · Mathematics 2009-05-22 Maxim Derevyagin , Vladimir Derkach

We consider the problem of approximating $[0,1]^{d}$-periodic functions by convolution with a scaled Gaussian kernel. We start by establishing convergence rates to functions from periodic Sobolev spaces and we show that the saturation rate…

Numerical Analysis · Mathematics 2022-02-28 Simon Hubbert , Janin Jäger , Jeremy Levesley

We show how spectral filters can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansion, and thus ultimately on the fast Fourier transform. This is relevant, for example, for…

Computational Finance · Quantitative Finance 2020-01-17 Carolyn E. Phelan , Daniele Marazzina , Gianluca Fusai , Guido Germano

We investigate numerically efficient approximations of eigenspaces associated to symmetric and general matrices. The eigenspaces are factored into a fixed number of fundamental components that can be efficiently manipulated (we consider…

Machine Learning · Computer Science 2021-09-29 Cristian Rusu , Lorenzo Rosasco

We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a flexible notion of the…

Probability · Mathematics 2022-10-20 Zhaoyang Shi , Krishnakumar Balasubramanian , Wolfgang Polonik

In the present article we study strong approximation of solutions of scalar stochastic differential equations (SDEs) with bounded and $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$.…

Probability · Mathematics 2025-04-30 Simon Ellinger , Thomas Müller-Gronbach , Larisa Yaroslavtseva

This article considers the extension of two-grid $hp$-version discontinuous Galerkin finite element methods for the numerical approximation of second-order quasilinear elliptic boundary value problems of monotone type to the case when…

Numerical Analysis · Mathematics 2021-12-10 Scott Congreve , Paul Houston

In this work, we propose a novel formulation for the solution of partial differential equations using finite element methods on unfitted meshes. The proposed formulation relies on the discrete extension operator proposed in the aggregated…

Numerical Analysis · Mathematics 2022-08-15 Santiago Badia , Eric Neiva , Francesc Verdugo

On the sets of $2\pi$-periodic functions $f$, which are defined with a help of $(\psi, \beta)$-integrals of the functions $\varphi$ from $L_{1}$, we establish Lebesgue-type inequalities, in which the uniform norms of deviations of Fourier…

Classical Analysis and ODEs · Mathematics 2023-01-06 Anatoly Serdyuk , Tetiana Stepaniuk

We give a new fast method for evaluating sprectral approximations of nonlinear polynomial functionals. We prove that the new algorithm is convergent if the functions considered are smooth enough, under a general assumption on the spectral…

Numerical Analysis · Mathematics 2012-07-17 Erwan Faou , Fabio Nobile , Christophe Vuillot

Methods for the computation of classical Gaussian quadrature rules are described which are effective both for small and large degree. These methods are reliable because the iterative computation of the nodes has guaranteed convergence, and…

Numerical Analysis · Mathematics 2019-06-14 A. Gil , J. Segura , N. M. Temme

In this work, we apply a semi-Lagrangian spectral method for the Vlasov-Poisson system, previously designed for periodic Fourier discretizations, by implementing Legendre polynomials and Hermite functions in the approximation of the…

Numerical Analysis · Mathematics 2018-07-09 Lorella Fatone , Daniele Funaro , Gianmarco Manzini

Arbitrary high order numerical methods for time-harmonic acoustic scattering problems originally defined on unbounded domains are constructed. This is done by coupling recently developed high order local absorbing boundary conditions (ABCs)…

Numerical Analysis · Mathematics 2020-06-17 Vianey Villamizar , Dane Grundvig , Otilio Rojas , Sebastian Acosta

It is well-known that sparse grid algorithm has been widely accepted as an efficient tool to overcome the "curse of dimensionality" in some degree. In this note, we first give the error estimate of hyperbolic cross (HC) approximations with…

Numerical Analysis · Mathematics 2014-02-04 Xue Luo , Stephen S. -T. Yau

We develop the uniform sparse Fast Fourier Transform (usFFT), an efficient, non-intrusive, adaptive algorithm for the solution of elliptic partial differential equations with random coefficients. The algorithm is an adaption of the sparse…

Numerical Analysis · Mathematics 2022-09-05 Lutz Kämmerer , Daniel Potts , Fabian Taubert

Fractional order controllers become increasingly popular due to their versatility and superiority in various performance. However, the bottleneck in deploying these tools in practice is related to their analog or numerical implementation.…

Numerical Analysis · Mathematics 2021-01-28 Yiheng Wei , YangQuan Chen , Yingdong Wei , Xuefeng Zhang

Polynomial reproduction plays a relevant role in deriving error estimates for various approximation schemes. Local reproduction in a quasi-uniform setting is a significant factor in the estimation of error and the assessment of stability…

Numerical Analysis · Mathematics 2024-11-25 Stefano De Marchi , Giacomo Cappellazzo

Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…

Numerical Analysis · Mathematics 2019-11-11 Chaitanya Joshi , Paul T. Brown , Stephen Joe

Local meshless methods obtain higher convergence rates when RBF approximations are augmented with monomials up to a given order. If the order of the approximation method is spatially variable, the numerical solution is said to be p-refined.…

Numerical Analysis · Mathematics 2022-01-28 Mitja Jančič , Jure Slak , Gregor Kosec
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