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Fourier extension is an approximation method that alleviates the periodicity requirements of Fourier series and avoids the Gibbs phenomenon when approximating functions. We describe a similar extension approach using regular wavelet bases…

Numerical Analysis · Mathematics 2020-04-08 Vincent Coppé , Daan Huybrechs

We present a rigorous convergence analysis for cylindrical approximations of nonlinear functionals, functional derivatives, and functional differential equations (FDEs). The purpose of this analysis is twofold: first, we prove that…

Numerical Analysis · Mathematics 2021-03-17 Daniele Venturi , Alec Dektor

Recent research has shown that piecewise smooth (PS) functions can be approximated by piecewise linear functions with second order error in the distance to a given reference point. A semismooth Newton type algorithm based on successive…

Optimization and Control · Mathematics 2018-08-02 Manuel Radons , Lutz Lehmann , Tom Streubel , Andreas Griewank

It is shown that if a function defined on the segment [-1,1] has sufficiently good approximation by partial sums of the Legendre polynomial expansion, then, given the function's Fourier coefficients $c_n$ for some subset of $n\in[n_1,n_2]$,…

Number Theory · Mathematics 2010-08-31 Sergei N. Preobrazhenskii

In this paper, we propose a numerical method for approximating the solution of a Cauchy singular integral equation defined on a closed, smooth contour in the complex plane. The coefficients and the right-hand side of the equation are…

Numerical Analysis · Mathematics 2025-11-18 Maria Capcelea , Titu Capcelea

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

In this paper we study the problem of computing wavelet coefficients of compactly supported functions from their Fourier samples. For this, we use the recently introduced framework of generalized sampling. Our first result demonstrates that…

Numerical Analysis · Mathematics 2013-05-14 Ben Adcock , Anders C. Hansen , Clarice Poon

We consider the problem of minimizing the sum of three convex functions: i) a smooth function $f$ in the form of an expectation or a finite average, ii) a non-smooth function $g$ in the form of a finite average of proximable functions…

Optimization and Control · Mathematics 2022-03-25 Konstantin Mishchenko , Peter Richtárik

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

Tame functions are a class of nonsmooth, nonconvex functions, which feature in a wide range of applications: functions encountered in the training of deep neural networks with all common activations, value functions of mixed-integer…

Optimization and Control · Mathematics 2024-06-05 Gilles Bareilles , Johannes Aspman , Jiri Nemecek , Jakub Marecek

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

Efficient Green's function evaluation in layered media is a holy-grail of wave theory in general and for electromagnetics in particular. While there is a very large amount of knowledge in this context with vast literature, there are yet…

Computational Physics · Physics 2023-01-04 Yakir Hadad

In this paper, we derive a new reconstruction method for real non-harmonic Fourier sums, i.e., real signals which can be represented as sparse exponential sums of the form $f(t) = \sum_{j=1}^{K} \gamma_{j} \, \cos(2\pi a_{j} t + b_{j})$,…

Numerical Analysis · Mathematics 2020-11-30 Markus Petz , Gerlind Plonka , Nadiia Derevianko

Given a finite number of samples of a continuous set-valued function F, mapping an interval to non-empty compact subsets of $\mathbb{R}^d$, $F: [a,b] \to K(\mathbb{R}^d)$, we discuss the problem of computing good approximations of F. We…

Numerical Analysis · Mathematics 2025-01-27 Nira Dyn , David Levin

We study the problem of recovering an unknown compactly-supported multivariate function from samples of its Fourier transform that are acquired nonuniformly, i.e. not necessarily on a uniform Cartesian grid. Reconstruction problems of this…

Numerical Analysis · Mathematics 2022-05-04 Ben Adcock , Milana Gataric , José Luis Romero

We study the problem of reconstructing the Faber--Schauder coefficients of a continuous function $f$ from discrete observations of its antiderivative $F$. For instance, this question arises in financial mathematics when estimating the…

Numerical Analysis · Mathematics 2024-10-14 Xiyue Han , Alexander Schied

We introduce a method to reconstruct an element of a Hilbert space in terms of an arbitrary finite collection of linearly independent reconstruction vectors, given a finite number of its samples with respect to any Riesz basis. As we…

Numerical Analysis · Mathematics 2010-12-01 Ben Adcock , Anders C. Hansen

A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…

Numerical Analysis · Mathematics 2024-10-18 Jiachuan Cao , Buyang Li , Yanping Lin , Fangyan Yao

We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers.…

Statistics Theory · Mathematics 2007-06-13 Marcus Hutter

Spectral polynomial approximation of smooth functions allows real-time manipulation of and computation with them, as in the Chebfun system. Extension of the technique to two-dimensional and three-dimensional functions on hyperrectangles has…

Numerical Analysis · Mathematics 2019-01-21 Kevin W. Aiton , Tobin A. Driscoll