English
Related papers

Related papers: Elementary numerical methods for double integrals

200 papers

In this paper, we use some standard numerical techniques to approximate the hypergeometric function $$ {}_2F_1[a,b;c;x]=1+\frac{ab}{c}x+\frac{a(a+1)b(b+1)}{c(c+1)}\frac{x^2}{2!}+\cdots $$ for a range of parameter triples $(a,b,c)$ on the…

Numerical Analysis · Mathematics 2017-07-26 Hina Manoj Arora , Swadesh Kumar Sahoo

We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error bounds that hold with some minimal assumptions. Second, we…

Numerical Analysis · Mathematics 2022-06-22 Youssef Diouane , Selime Gürol , Alexandre Scotto Di Perrotolo , Xavier Vasseur

We obtain the result of approximating \( f \) in the \( H^1(\mathbb{R}) \) norm using partial Hausdorff integrals. Specifically, by leveraging the homogeneous multiplier theory of \( H^1(\mathbb{R}) \) and the \( K \) functional theory, one…

Classical Analysis and ODEs · Mathematics 2025-12-04 Zifei Yu , Baode Li

This letter gives approximations to an integral appearing in the formula for downlink coverage probability of a typical user in Poisson point process (PPP) based stochastic geometry frameworks of the form $\int_0^\infty \exp\{ - (Ax + B…

Information Theory · Computer Science 2015-10-13 Sudarshan Guruacharya , Hina Tabassum , Ekram Hossain

We find approximate solutions of partial integro-differential equations, which arise in financial models when defaultable assets are described by general scalar L\'evy-type stochastic processes. We derive rigorous error bounds for the…

Computational Finance · Quantitative Finance 2014-12-01 Matthew Lorig , Stefano Pagliarani , Andrea Pascucci

Let $R=k[|t^a,t^b,t^c|]$ be a complete intersection numerical semigroup ring over an infinite field $k$, where $a,b,c\in\BN$. The generalized Loewy length, which is Auslander's index in this case, is computed in terms of the minimal…

Commutative Algebra · Mathematics 2013-02-22 Oana Veliche

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

Numerical Analysis · Mathematics 2019-02-22 Sören Bartels , Michael Růžička

We consider a family of linear systems $A_\mu \alpha=C$ with system matrix $A_\mu$ depending on a parameter $\mu$ and for simplicity parameter-independent right-hand side $C$. These linear systems typically result from the…

Numerical Analysis · Mathematics 2013-07-17 Fabien Casenave , Alexandre Ern , Tony Lelièvre , Guillaume Sylvand

In this article, we describe a new algorithm for the expansion of hypergeometric functions about half-integer parameters. The implementation of this algorithm for certain classes of hypergeometric functions in the already existing…

High Energy Physics - Phenomenology · Physics 2008-11-26 T. Huber , D. Maître

A new algorithm for the approximation and simulation of twofold iterated stochastic integrals together with the corresponding L\'{e}vy areas driven by a multidimensional Brownian motion is proposed. The algorithm is based on a truncated…

Probability · Mathematics 2021-01-26 Jan Mrongowius , Andreas Rößler

We present a new method for the decomposition of multi-loop Euclidean Feynman integrals into quasi-finite Feynman integrals. These are defined in shifted dimensions with higher powers of the propagators, make explicit both infrared and…

High Energy Physics - Phenomenology · Physics 2017-04-21 Andreas von Manteuffel , Erik Panzer , Robert M. Schabinger

In this work, we extend the fractional linear multistep methods in [C. Lubich, SIAM J. Math. Anal., 17 (1986), pp.704--719] to the tempered fractional integral and derivative operators in the sense that the tempered fractional derivative…

Numerical Analysis · Mathematics 2018-12-11 Ling Guo , Fanhai Zeng , Ian Turner , Kevin Burrage , George Em Karniadakis

In this paper, we give a degree of approximation of a function in the space $H_{p}^{(\omega, \omega)}$ by using the second type double delayed arithmetic means of its Fourier series. Such degree of approximation is expressed via two…

Classical Analysis and ODEs · Mathematics 2022-03-07 Xh. Z. Krasniqi , P. Kórus , B. Szal

A mathematical analysis is presented for a class of interior penalty (IP) discontinuous Galerkin approximations of elliptic boundary value problems. In the framework of the present theory one can derive some overpenalized IP bilinear forms…

Numerical Analysis · Mathematics 2014-09-11 Ferenc Izsák

On a separable C*-algebra A every (completely) bounded map, which preserves closed two sided ideals, can be approximated uniformly by elementary operators if and only if A is a finite direct sum of C*-algebras of continuous sections…

Operator Algebras · Mathematics 2009-02-03 Bojan Magajna

Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…

Methodology · Statistics 2020-09-28 Satyajit Ghosh , Zhiqiang Tan

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…

Methodology · Statistics 2023-05-26 Yanbo Tang

Let $c$ be a positive odd integer and $R$ a set of $n$ primes coprime with $c$. We consider equations $X + Y = c^z$ in three integer unknowns $X$, $Y$, $z$, where $z > 0$, $Y > X > 0$, and the primes dividing $XY$ are precisely those in…

Number Theory · Mathematics 2023-01-24 Reese Scott , Robert Styer

We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump L\`evy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior…

Analysis of PDEs · Mathematics 2010-03-31 Luis Caffarelli , Luis Silvestre

We present a collection of integral equation methods for the solution to the two-dimensional, modified Helmholtz equation, $u(\x) - \alpha^2 \Delta u(\x) = 0$, in bounded or unbounded multiply-connected domains. We consider both Dirichlet…

Numerical Analysis · Mathematics 2015-05-19 Mary-Catherine Kropinski , Bryan Quaife