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A new alternative numerical procedure to the Szeg\H{o} quadrature formulas for the estimation of integrals with respect to a positive Borel measure $\mu$ supported on the unit circle is presented. As in many practical situations, we assume…

Numerical Analysis · Mathematics 2026-01-27 Ruymán Cruz-Barroso , Lidia Fernández , Francisco Marcellán

We use generating functions to express orthogonality relations in the form of $q$-beta integrals. The integrand of such a $q$-beta integral is then used as a weight function for a new set of orthogonal or biorthogonal

Classical Analysis and ODEs · Mathematics 2016-09-06 Christian Berg , Mourad E. H. Ismail

For trigonometric series and series of Chebyshev polynomials, we defined trigonometric Hermite-Pad\'e and Hermite-Jacobi approximations, linear and nonlinear Hermite-Chebyshev approximations. We established criterion of the existence and…

Classical Analysis and ODEs · Mathematics 2025-07-22 A. P. Starovoitov , I. V. Kruglikov , T. M. Osnach

In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system…

Numerical Analysis · Mathematics 2016-04-07 Fattaneh Bayatbabolghani , Kourosh Parand

In this paper we derive approximate quasi-interpolants when the values of a function $u$ and of some of its derivatives are prescribed at the points of a uniform grid. As a byproduct of these formulas we obtain very simple approximants…

Numerical Analysis · Mathematics 2008-06-17 Flavia Lanzara , Vladimir Maz'ya , Gunther Schmidt

In this paper we use a set of partial differential equations to prove an expansion theorem for multiple complex Hermite polynomials. This expansion theorem allows us to develop a systematic and completely new approach to the complex Hermite…

Complex Variables · Mathematics 2019-05-10 Zhi-Guo Liu

The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…

Probability · Mathematics 2025-11-18 Mihai Nica , Janosch Ortmann

The Hermite-Taylor method evolves all the variables and their derivatives through order $m$ in time to achieve a $2m+1$ order rate of convergence. The data required at each node of the staggered Cartesian meshes used by this method makes…

Numerical Analysis · Mathematics 2025-09-15 Yann-Meing Law

For a non-zero parameter $q$, we define Hermite trace polynomials, which are multivariate polynomials indexed by permutations. We prove several combinatorial properties for them, such as expansions and product formulas. The linear…

Probability · Mathematics 2026-04-03 Michael Anshelevich , David Buzinski

Gaussian radial basis functions can be an accurate basis for multivariate interpolation. In practise, high accuracies are often achieved in the flat limit where the interpolation matrix becomes increasingly ill-conditioned. Stable…

Numerical Analysis · Mathematics 2017-09-08 Anna Yurova , Katharina Kormann

Multiple Hermite polynomials are an extension of the classical Hermite polynomials for which orthogonality conditions are imposed with respect to $r>1$ normal (Gaussian) weights $w_j(x)=e^{-x^2+c_jx}$ with different means $c_j/2$, $1 \leq j…

Classical Analysis and ODEs · Mathematics 2019-01-21 Walter Van Assche , Anton Vuerinckx

The article completes the research of two-point G$^2$ Hermite interpolation problem with spirals by inversion of conics. A simple algorithm is proposed to construct a family of 4th degree rational spirals, matching given G$^2$ Hermite data.…

Differential Geometry · Mathematics 2019-10-15 Alexey Kurnosenko

We consider a system of coupled free boundary problems for pricing American put options with regime-switching. To solve this system, we first employ the logarithmic transformation to map the free boundary for each regime to multi-fixed…

Computational Finance · Quantitative Finance 2020-06-24 Chinonso Nwankwo , Weizhong Dai , Ruihua Liu

Here the polynomial interpolation approach is used to introduce the main results on multivariate normal algebraic systems. Next we bring a construction which shows that any standard algebraic system, with finite set of solutions, can be…

Numerical Analysis · Mathematics 2025-10-20 H. Hakopian

We generalize two-point interpolatory Hermite quadrature to functions with available values and the first (n-1) derivatives at both end points. Armed with integration by parts in the reverse form we provide an elementary derivation of an…

Numerical Analysis · Mathematics 2026-02-24 Tan Bui-Thanh , Giancarlo Villatoro , C. G. Krishnanunni

Motivated by existing blend-to-zero techniques, a formal framework is developed for defining and constructing blend-to-zero operators on closed intervals for the generation of sufficiently smooth transitions between functions. Such…

Classical Analysis and ODEs · Mathematics 2026-04-30 Ivan Méndez-Cruz , Faisal Amlani

In this paper, we introduce some difference sequence spaces in bigeometric calculus. We determine the $\alpha$-duals of these sequence spaces and study their matrix transformations. We also develop an interpolating polynomial in bigeometric…

Functional Analysis · Mathematics 2018-10-25 Sanjay Kumar Mahto , Atanu Manna , P. D. Srivastava

We develop a new method of umbral nature to treat blocks of Hermite and of Hermite like polynomials as independent algebraic quantities. The Calculus we propose allows the formulation of a number of practical rules allowing significant…

Classical Analysis and ODEs · Mathematics 2016-09-27 G. Dattoli , B. Germano , S. Licciardi , M. R. Martinelli

We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the…

Numerical Analysis · Mathematics 2008-07-10 Joerg Kampen

Let R=F[D;sigma,delta] be the ring of Ore polynomials over a field (or skew field) F, where sigma is a automorphism of F and delta is a sigma-derivation. Given a an m by n matrix A over R, we show how to compute the Hermite form H of A and…

Symbolic Computation · Computer Science 2012-11-01 Mark Giesbrecht , Myung Sub Kim
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