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We propose a fast and scalable optimization method to solve chance or probabilistic constrained optimization problems governed by partial differential equations (PDEs) with high-dimensional random parameters. To address the critical…

Optimization and Control · Mathematics 2020-11-20 Peng Chen , Omar Ghattas

For various Hilbert spaces of analytic functions on the unit disk, we characterize when a function $f$ has optimal polynomial approximants given by truncations of a single power series. We also introduce a generalized notion of optimal…

Functional Analysis · Mathematics 2023-07-11 Christopher Felder

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

Purpose of writing this paper is to solve a transcendental function containing a product of a variable and its double exponential by a unique method of approximation. If the value of the said product is given, then its inverse function is…

Numerical Analysis · Mathematics 2025-11-25 Narinder Kumar Wadhawan

A polynomial homotopy is a family of polynomial systems in one parameter, which defines solution paths starting from known solutions and ending at solutions of a system that has to be solved. We consider paths leading to isolated singular…

Numerical Analysis · Mathematics 2024-04-30 Jan Verschelde , Kylash Viswanathan

We propose a novel foundation for calculus that focuses on the notion of approximations while avoiding the use of limits altogether. Continuity is defined as approximation at a point, while differentiability is defined as approximation with…

History and Overview · Mathematics 2025-10-27 Michael P. Lamoureux , Matt Yedlin

Universal approximation theorem suggests that a shallow neural network can approximate any function. The input to neurons at each layer is a weighted sum of previous layer neurons and then an activation is applied. These activation…

Machine Learning · Computer Science 2020-10-30 Bhaavan Goel

One of the basic principles of Approximation Theory is that the quality of approximations increase with the smoothness of the function to be approximated. Functions that are smooth in certain subdomains will have good approximations in…

Numerical Analysis · Mathematics 2016-12-23 Licia Lenarduzzi , Robert Schaback

There is proposed a method for improving the convergence of Fourier series by function systems, orthogonal at the segment, the application of which allows for smooth functions to receive uniformly convergent series. There is also proposed…

Numerical Analysis · Mathematics 2018-05-18 Volodymyr Denysiuk

We survey and unify recent results on the existence of accurate algorithms for evaluating multivariate polynomials, and more generally for accurate numerical linear algebra with structured matrices. By "accurate" we mean that the computed…

Numerical Analysis · Mathematics 2008-05-21 James Demmel , Ioana Dumitriu , Olga Holtz , Plamen Koev

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…

Numerical Analysis · Mathematics 2024-06-11 Dongping Li , Xue Wang , Xiuying Zhang

We present efficient approximation of the error function obtained by Fourier expansion of the exponential function $\exp [{- {(t - 2 \sigma)^2}/4}]$. The error analysis reveals that it is highly accurate and can generate numbers that match…

Numerical Analysis · Mathematics 2013-08-16 S. M. Abrarov , B. M. Quine

This paper presents a novel approximation unit added to the conventional spike processing chain which provides an appreciable reduction of complexity of the high-hardware cost feature extractors. The use of the Taylor polynomial is proposed…

Signal Processing · Electrical Eng. & Systems 2022-04-29 Majid Zamani , Christian Okreghe , Andreas Demosthenous

We introduce an interpolation--regression operator for polynomial approximation on the unit sphere $\mathbb{S}^2$ from discrete samples. The approximant is a spherical polynomial of degree $r$ which interpolates the data on a prescribed…

Numerical Analysis · Mathematics 2026-05-14 Francesco Dell'Accio , Federico Nudo , Teresa E. Pérez , Miguel A. Piñar

This paper presents a novel method for generating a single polynomial approximation that produces correctly rounded results for all inputs of an elementary function for multiple representations. The generated polynomial approximation has…

Mathematical Software · Computer Science 2022-03-18 Mridul Aanjaneya , Jay P. Lim , Santosh Nagarakatte

We construct explicit easily implementable polynomial approximations of sufficiently high accuracy for locally constant functions on the union of disjoint segments. This problem has important applications in several areas of numerical…

Functional Analysis · Mathematics 2023-11-29 Yuri Malykhin , Konstantin Ryutin

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

Computational Finance · Quantitative Finance 2012-04-03 Asad Munir , William Shaw

A new procedure is presented for computing the matrix cosine and sine simultaneously by means of Taylor polynomial approximations. These are factorized so as to reduce the number of matrix products involved. Two versions are developed to be…

Numerical Analysis · Mathematics 2020-10-02 Muaz Seydaoglu , Philipp Bader , Sergio Blanes , Fernando Casas

When implementing regular enough functions (e.g., elementary or special functions) on a computing system, we frequently use polynomial approximations. In most cases, the polynomial that best approximates (for a given distance and in a given…

Mathematical Software · Computer Science 2007-05-23 Nicolas Brisebarre , Jean-Michel Muller

Extrapolation is a generic problem in physics and mathematics: how to use asymptotic data in one parametric regime to learn about the behavior of a function in another parametric regime. For example: extending weak coupling expansions to…

High Energy Physics - Theory · Physics 2019-10-25 Ovidiu Costin , Gerald V. Dunne