Related papers: Filtered integration rules for finite Hilbert tran…
Some Gauss-type quadrature rules over [0, 1], which involve values and/or the derivative of the integrand at 0 and/or 1, are investigated
We investigate several infinite product of cosines and find the closed form using the Fourier transform. The answers provide limiting distributions for some elementary probability experiments.
We consider a class of convergence questions for infinite products that arise in wavelet theory when the wavelet filters are more singular than is traditionally built into the assumptions. We establish pointwise convergence properties for…
This article is concerned with Gaussian process quadratures, which are numerical integration methods based on Gaussian process regression methods, and sigma-point methods, which are used in advanced non-linear Kalman filtering and smoothing…
Using Hilbert transforms, we establish two families of sum rules involving Bessel moments, which are integrals associated with Feynman diagrams in two-dimensional quantum field theory. With these linear relations among Bessel moments, we…
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…
This paper deals with the estimation of the quadrature error of a Gaussian formula for weight functions involving fractional powers, exponentials and Bessel functions of the first kind. For this purpose, in this work the averaged and…
Several infinite products are studied that satisfy the transformation relation of the type $f(\alpha)=f(1/\alpha)$. For certain values of the parameters these infinite products reduce to modular forms. Finite counterparts of these infinite…
We develop an approximation theory in Hilbert spaces that generalizes the classical theory of approximation by entire functions of exponential type. The results advance harmonic analysis on manifolds and graphs, thus facilitating data…
Analogy with Bayesian inference is used to formulate constraints within a scheme for functional integration proposed by Cartier and DeWitt-Morette. According to the analogy, functional counterparts of conditional and conjugate probability…
A straightforward 3-point quadrature formula of closed type is derived that improves on Simpson's rule. Just using the additional information of the integrand's derivative at the two endpoints we show the error is sixth order in grid…
We study integration and $L^2$-approximation in the worst-case setting for deterministic linear algorithms based on function evaluations. The underlying function space is a reproducing kernel Hilbert space with a Gaussian kernel of tensor…
Driven by several successful applications such as in stochastic gradient descent or in Bayesian computation, control variates have become a major tool for Monte Carlo integration. However, standard methods do not allow the distribution of…
Integral relations and transformation rules are used to obtain, out of an asymptotic solution, a new group of four pairs of solutions to the double-confluent Heun equation. Each pair presents the same series coefficients but has solutions…
A method for computing the Hankel transform is proposed whereby the letter is reduced to a sum by representing the integrand as a smooth function times a Bessel function. The smooth function is replaced by its wavelet decomposition with a…
We present a systematic computational framework for generating positive quadrature rules in multiple dimensions on general geometries. A direct moment-matching formulation that enforces exact integration on polynomial subspaces yields…
We consider the computation of quadrature rules that are exact for a Chebyshev set of linearly independent functions on an interval $[a,b]$. A general theory of Chebyshev sets guarantees the existence of rules with a Gaussian property, in…
The harmonic polylogarithms (hpl's) are introduced. They are a generalization of Nielsen's polylogarithms, satisfying a product algebra (the product of two hpl's is in turn a combination of hpl's) and forming a set closed under the…
This paper deals with the construction of an optimal quadrature formula for the approximation of Fourier integrals in the Sobolev space $L_2^{(1)}[a,b]$ of non-periodic, complex valued functions which are square integrable with first order…
The finite Hilbert transform $T$, when acting in the classical Zygmund space $\logl$ (over $(-1,1)$), was intensively studied in \cite{curbera-okada-ricker-log}. In this note an integral representation of $T$ is established via the…