Related papers: Filtered integration rules for finite Hilbert tran…
Several identities of the cosh-weighted finite Hilbert Transform and the Bertola-Katsevich-Tovbis inversion formulas are rederived by the Sokhotski-Plemelj formula and the Poincare-Bertrand formula. The explicit formulas are derived for the…
We prove lower bounds for the worst case error of quadrature formulas that use given sample points $\X_n = \{ x_1, \dots , x_n \}$. We are mainly interested in optimal point sets $\X_n$, but also prove lower bounds that hold with high…
Generalized product formulas and index transforms, involving products of Whittaker's functions of different indices are established and investigated. The corresponding inversion formulas are found. Particular cases cover index transforms…
We prove upper bounds on the order of convergence of Frolov's cubature formula for numerical integration in function spaces of dominating mixed smoothness on the unit cube with homogeneous boundary condition. More precisely, we study…
We present an approach to defining Hilbert spaces of functions depending on infinitely many variables or parameters, with emphasis on a weighted tensor product construction based on stable space splittings, The construction has been used in…
This work is devoted to the study of integration with respect to binomial measures. We develop interpolatory quadrature rules and study their properties. Local error estimates for these rules are derived in a general framework.
This paper considers filtered polynomial approximations on the unit sphere $\mathbb{S}^d\subset \mathbb{R}^{d+1}$, obtained by truncating smoothly the Fourier series of an integrable function $f$ with the help of a "filter" $h$, which is a…
We study a new simple quadrature rule based on integrating a $C^1$ quadratic spline quasi-interpolant on a bounded interval. We give nodes and weights for uniform and non-uniform partitions. We also give error estimates for smooth functions…
Several interesting formulas concerning finite Hilbert transform and logarithmic integrals are proved with application in determining equilibrium measures, planar limits of analytic random matrix models with $1-$cut potential and solving…
We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the…
We use the properties of Hermite and Kamp\'e de F\'eriet polynomials to get closed forms for the repeated derivatives of functions whose argument is a quadratic or higher-order polynomial. The results we obtain are extended to product of…
In this article, numerical integration is formulated as evaluation of a matrix function of a matrix that is obtained as a projection of the multiplication operator on a finite-dimensional basis. The idea is to approximate the continuous…
A four-term recurrence relation for squared spherical Bessel functions is shown to yield closed-form expressions for several types of finite weighted sums of these functions. The resulting sum rules, which may contain an arbitrarily large…
The theory of Chebyshev approximation has been extensively studied. In most cases, the optimality conditions are based on the notion of alternance or alternating sequence (that is, maximal deviation points with alternating deviation signs).…
An analogue of the Fourier transform will be introduced for all square integrable continuous martingale processes whose quadratic variation is deterministic. Using this transform we will formulate and prove a stochastic Heisenberg…
We construct an interpolatory high-order cubature rule to compute integrals of smooth functions over self-affine sets with respect to an invariant measure. The main difficulty is the computation of the cubature weights, which we…
We present a detailed survey of recent developments in the study of the finite Hilbert transform and its corresponding inversion problem in rearrangement invariant spaces on $(-1,1)$.
A discrete Laplace transform and its inversion formula are obtained by using a quadrature of the continuous Fourier transform which is given in terms of Hermite polynomials and its zeros. This approach yields a convergent discrete formula…
Some quadratic reverses of the continuous triangle inequality for Bochner integral of vector-valued functions in Hilbert spaces are given. Applications for complex-valued functions are provided as well.
Using the theory of orthogonal polynomials, their associated recursion relations and differential formulas we develop a method for evaluating new integrals. The method is illustrated by obtaining a closed-form expression for the value of an…