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In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…

Numerical Analysis · Mathematics 2025-02-13 M. P. Calvo , J. Makazaga , A. Murua

We investigate the optimal rate of convergence in the multidimensional normal approximation of vector-valued Wiener-Ito integrals of which components all belong to the same fixed Wiener chaos. Combining Malliavin calculus, Stein's method…

Probability · Mathematics 2023-03-07 Huiping Chen

Can we assure math computations by automatic verifying floating-point accuracy? We define fast arithmetic (based on Dekker [1971]) over twofold approximations $z\approx z_0+z_1$, such that $z_0$ is standard result and $z_1$ assesses…

Numerical Analysis · Computer Science 2014-07-11 Evgeny Latkin

In scientific computing, the acceleration of atomistic computer simulations by means of custom hardware is finding ever growing application. A major limitation, however, is that the high efficiency in terms of performance and low power…

Computational Physics · Physics 2020-04-29 Varadarajan Rengaraj , Michael Lass , Christian Plessl , Thomas D. Kühne

Fast Fourier transform algorithms are an arsenal of effective tools for solving various problems of analysis and high-speed processing of signals of various natures. Almost all of these algorithms are designed to process sequences of…

Data Structures and Algorithms · Computer Science 2025-04-11 Aleksandr Cariow

This work presents a numerical study of functional type a posteriori error estimates for IgA approximation schemes in the context of elliptic boundary-value problems. Along with the detailed discussion of the most crucial properties of such…

Numerical Analysis · Computer Science 2018-05-28 Svetlana Matculevich

In this paper, we study the strong convergence of an algorithm to solve the variational inequality problem which extends(Thong et al, Numerical Algorithms. 78, 1045-1060 (2018)). We have reduced and refined some of their algorithm's…

Numerical Analysis · Mathematics 2021-05-11 Mostafa Ghadampour , Donal O'Regan , Ebrahim Soori , Ravi. p. Agarwal

Using the theorem of residues Chiarella and Reichel derived a series that can be represented in terms of the complex error function (CEF). Here we show a simple derivation of this CEF series by Fourier expansion of the exponential function…

General Mathematics · Mathematics 2012-08-13 S. M. Abrarov , B. M. Quine , R. K. Jagpal

Inferential models (IMs) offer provably reliable, data-driven, possibilistic statistical inference. But despite the IM framework's theoretical and foundational advantages, efficient computation is a challenge. This paper presents a simple…

Computation · Statistics 2025-07-09 Leonardo Cella , Ryan Martin

In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently…

Numerical Analysis · Mathematics 2022-08-11 Andrew V. Terekhov

A collection of algorithms in object-oriented MATLAB is described for numerically computing with smooth functions defined on the unit ball in the Chebfun software. Functions are numerically and adaptively resolved to essentially machine…

Numerical Analysis · Mathematics 2020-09-29 Nicolas Boullé , Alex Townsend

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

Analysis of PDEs · Mathematics 2020-09-04 Prakash Kumar Das , M. M. Panja

This remark describes efficiency improvements to Algorithm 916 [Zaghloul and Ali 2011]. It is shown that the execution time required by the algorithm, when run at its highest accuracy, may be improved by more than a factor of two. A better…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 Mofreh R. Zaghloul

The paper proposes an approximate expression for calculating very complex one-dimensional integrals depending on the parameter $a$. These integrals often occur in computational problems theory of magnetic solitons. The resulting analytical…

General Physics · Physics 2023-02-27 D. Kovalenko , A. A. Zhmudsky

In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in…

Optimization and Control · Mathematics 2015-05-14 Andrei Patrascu , Ion Necoara , Quoc Tran-Dinh

The series expansion at the origin of the Airy function Ai(x) is alternating and hence problematic to evaluate for x > 0 due to cancellation. Based on a method recently proposed by Gawronski, M\"uller, and Reinhard, we exhibit two functions…

Symbolic Computation · Computer Science 2013-04-30 Sylvain Chevillard , Marc Mezzarobba

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

Multipoint polynomial evaluation and interpolation are fundamental for modern symbolic and numerical computing. The known algorithms solve both problems over any field of constants in nearly linear arithmetic time, but the cost grows to…

Numerical Analysis · Mathematics 2017-04-19 Victor Y. Pan

In this article, we consider a simple representation for real numbers and propose top-down procedures to approximate various algebraic and transcendental operations with arbitrary precision. Detailed algorithms and proofs are provided to…

Numerical Analysis · Computer Science 2015-09-22 Sarmen Keshishzadeh , Jan Friso Groote

In this paper we propose and analyze inexact and stochastic versions of the CGALP algorithm developed in the authors' previous paper, which we denote ICGALP, that allows for errors in the computation of several important quantities. In…

Optimization and Control · Mathematics 2022-10-20 Antonio Silveti-Falls , Cesare Molinari , Jalal Fadili