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We present a novel generalized convolution quadrature method that accurately approximates convolution integrals. During the late 1980s, Lubich introduced convolution quadrature techniques, which have now emerged as a prevalent methodology…

Numerical Analysis · Mathematics 2023-05-19 Lehel Banjai , Matteo Ferrari

The rigorous coupled-wave analysis (RCWA) is one of the most successful and widely used methods for modeling periodic optical structures. It yields fast convergence of the electromagnetic far-field and has been adapted to model various…

Optics · Physics 2015-07-24 Martin Weismann , Dominic F. G. Gallagher , Nicolae C. Panoiu

Extensions to the trapezoidal rule using derivative information are studied for periodic integrands and integrals along the entire real line. Integrands which are analytic within a half plane or within a strip containing the path of…

Numerical Analysis · Mathematics 2018-08-15 Carl R. Brune

Nonlinear expressions are often approximated by piecewise affine (PWA) functions to simplify analysis or reduce computational costs. To reduce computational complexity, multivariate functions can be represented as compositions of functions…

Systems and Control · Electrical Eng. & Systems 2024-02-27 Jonah J. Glunt , Jacob A. Siefert , Andrew F. Thompson , Herschel C. Pangborn

In this work we show a rational approximation of the Dawson's integral that can be implemented for high-accuracy computation of the complex error function in a rapid algorithm. Specifically, this approach provides accuracy exceeding $\sim…

Numerical Analysis · Mathematics 2017-11-27 S. M. Abrarov , B. M. Quine

In this study, we introduce a refined method for ascertaining error estimations in numerical simulations of dynamical systems via an innovative application of composition techniques. Our approach involves a dual application of a basic…

General Mathematics · Mathematics 2024-09-18 Ahmad Deeb , Denys Dutykh

This paper presents a new approach in application of the Fourier transform to the complex error function resulting in an efficient rational approximation. Specifically, the computational test shows that with only $17$ summation terms the…

General Mathematics · Mathematics 2016-02-02 S. M. Abrarov , B. M. Quine

We study two modifications of the trapezoidal product cubature formulae, approximating double integrals over the square domain $[a,b]^2=[a,b]\times [a,b]$. Our modified cubature formulae use mixed type data: except evaluations of the…

Numerical Analysis · Mathematics 2024-04-30 Geno Nikolov , Petar Nikolov

We study numerical integration by combining the trapezoidal rule with a M\"obius transformation that maps the unit circle onto the real line. We prove that the resulting transformed trapezoidal rule attains the optimal rate of convergence…

Numerical Analysis · Mathematics 2026-03-11 Yuya Suzuki , Nuutti Hyvönen , Toni Karvonen

We present a generic scheme to construct corrected trapezoidal rules with spectral accuracy for integral operators with weakly singular kernels in arbitrary dimensions. We assume that the kernel factorization of the form,…

Numerical Analysis · Mathematics 2012-11-27 Jae-Seok Huh , George Fann

The present work is devoted to extension of the trapezoidal rule in the space $W_2^{(2,1)}$. The optimal quadrature formula is obtained by minimizing the error of the formula by coefficients at values of the first derivative of a integrand.…

Numerical Analysis · Mathematics 2019-08-02 Abdullo R. Hayotov , Rashidjon G. Rasulov

In this paper, we introduce and analyze arbitrarily high-order quadrature rules for evaluating the two-dimensional singular integrals of the forms \begin{align} I_{i,j} = \int_{\mathbb{R}^2}\phi(x)\frac{x_ix_j}{|x|^{2+\alpha}} \d x, \quad…

Numerical Analysis · Mathematics 2022-03-22 Senbao Jiang , Xiaofan Li

We construct polynomial approximations of Dzjadyk type (in terms of the k-th modulus of continuity, $k \ge 1$) for analytic functions defined on a continuum E in the complex plane, which simultaneously interpolate at given points of E.…

Complex Variables · Mathematics 2013-07-23 V. V. Andrievskii , I. E. Pritsker , R. S. Varga

In neutral meson mixing, a certain class of convolution integrals is required whose solution involves the error function $\mathrm{erf}(z)$ of a complex argument $z$. We show the the general shape of the analytic solution of these integrals,…

Data Analysis, Statistics and Probability · Physics 2014-07-04 Till Moritz Karbach , Gerhard Raven , Manuel Schiller

In this paper, we propose a numerical method for computing Hadamard finite-part integrals with an integral-power singularity at an endpoint, the part of the divergent integral which is finite as a limiting procedure. In the proposed method,…

Numerical Analysis · Mathematics 2019-09-20 Hidenori Ogata

A high-order accurate quadrature rule for the discretization of boundary integral equations (BIEs) on closed smooth contours in the plane is introduced. This quadrature can be viewed as a hybrid of the spectral quadrature of Kress (1991)…

Numerical Analysis · Mathematics 2021-04-09 Bowei Wu , Per-Gunnar Martinsson

In this work, we present some new integration formulas for any order of accuracy as an application of the B-spline relations obtained in [1]. The resulting rules are defined as a perturbation of the trapezoidal integration method. We prove…

Numerical Analysis · Mathematics 2024-05-21 Dionisio F. Yáñez

Kernel approximation with exponentials is useful in many problems with convolution quadrature and particle interactions such as integral-differential equations, molecular dynamics and machine learning. This paper proposes a weighted…

Computational Physics · Physics 2025-05-07 Yuanshen Lin , Zhenli Xu , Yusu Zhang , Qi Zhou

Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…

Probability · Mathematics 2020-05-15 Yanghui Liu , Zachary Selk , Samy Tindel

In this paper we show that a methodology based on a sampling with the Gaussian function of kind $h\,{e^{ - {{\left( {t/c} \right)}^2}}}/\left( {{c}\sqrt \pi } \right)$, where ${c}$ and $h$ are some constants, leads to the Fourier transform…

General Mathematics · Mathematics 2015-08-06 S. M. Abrarov , B. M. Quine