Related papers: Gaussian quadrature rules for composite highly osc…
In this paper we propose a multiscale method for the acoustic wave equation in highly oscillatory media. We use a higher-order extension of the localized orthogonal decomposition method combined with a higher-order time stepping scheme and…
We establish higher order convergence rates in periodic homogenization of fully nonlinear uniformly parabolic Cauchy problems accompanied with rapidly oscillating initial data. Such result is new even for linear problems. Here we construct…
Approximation using Fourier features is a popular technique for scaling kernel methods to large-scale problems, with myriad applications in machine learning and statistics. This method replaces the integral representation of a…
The computation of the entries of Jacobi operators associated with orthogonal polynomials has important applications in numerical analysis. From truncating the operator to form a Jacobi matrix, one can apply the Golub--Welsh algorithm to…
In this paper we study the numerical quadrature of a stochastic integral, where the temporal regularity of the integrand is measured in the fractional Sobolev-Slobodeckij norm in $W^{\sigma,p}(0,T)$, $\sigma \in (0,2)$, $p \in [2,\infty)$.…
Many combinatorial optimization problems can be mapped to finding the ground states of the corresponding Ising Hamiltonians. The physical systems that can solve optimization problems in this way, namely Ising machines, have been attracting…
We develop quadrature rules for the isogeometric analysis of wave propagation and structural vibrations that minimize the discrete dispersion error of the approximation. The rules are optimal in the sense that they only require two…
In this paper we obtain $L^1$-weighted norms of classical orthogonal polynomials (Hermite, Laguerre and Jacobi polynomials) in terms of the zeros of these orthogonal polynomials; these expressions are usually known as quadrature rules. In…
This paper investigates a class of non-autonomous highly oscillatory ordinary differential equations characterized by a linear component inversely proportional to a small parameter $\varepsilon$, with purely imaginary eigenvalues, and an…
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…
The Gaussian kernel plays a central role in machine learning, uncertainty quantification and scattered data approximation, but has received relatively little attention from a numerical analysis standpoint. The basic problem of finding an…
The zeros of type II multiple orthogonal polynomials can be used for quadrature formulas that approximate $r$ integrals of the same function $f$ with respect to $r$ measures $\mu_1,\ldots,\mu_r$ in the spirit of Gaussian quadrature. This…
In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for high-dimensional numerical integration in weighted function spaces. In particular, we consider approximating the integral of periodic functions…
Gauss-Legendre quadrature and the trapezoidal rule are powerful tools for numerical integration of analytic functions. For nearly singular problems, however, these standard methods become unacceptably slow. We discuss and generalize some…
In this paper a double integral containing two Gaussian hypergeometric functions is discussed. The integral is not found in the literature and a direct computation is not (yet) possible. Therefore, a complete different integral is computed…
In this work we study the validity of the rotating wave approximation of an ideal system composed of two harmonic oscillators evolving with a quadratic Hamiltonian and arbitrarily strong interaction. We prove its validity for arbitrary…
We report the three main ingredients to calculate three- and four-electron integrals over Gaussian basis functions involving Gaussian geminal operators: fundamental integrals, upper bounds, and recurrence relations. In particular, we…
Numerical integration and emulation are fundamental topics across scientific fields. We propose novel adaptive quadrature schemes based on an active learning procedure. We consider an interpolative approach for building a surrogate…
In this paper we study the asymptotic behavior of a family of polynomials which are orthogonal with respect to an exponential weight on certain contours of the complex plane. The zeros of these polynomials are the nodes for complex Gaussian…
A class of numerical quadrature rules is derived, with equally-spaced nodes, and unit weights except at a few points at each end of the series, for which "corrections" (not using any further information about the integrand) are added to the…