Related papers: Calculation of Integrals in MathPartner
We explore the combination of deterministic and Monte Carlo methods to facilitate efficient automatic numerical computation of multidimensional integrals with singular integrands. Two adaptive algorithms are presented that employ recursion…
Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…
We design a Quasi-Polynomial time deterministic approximation algorithm for computing the integral of a multi-dimensional separable function, supported by some underlying hyper-graph structure, appropriately defined. Equivalently, our…
We give an algorithm to compute inhomogeneous differential equations for definite integrals with parameters. The algorithm is based on the integration algorithm for $D$-modules by Oaku. Main tool in the algorithm is the Gr\"obner basis…
Estimation of linear functionals from observed data is an important task in many subjects. Juditsky & Nemirovski [The Annals of Statistics 37.5A (2009): 2278-2300] propose a framework for non-parametric estimation of linear functionals in a…
We revisit the classical integrals introduced by Coxeter, not to recalculate their well-known exact values, but to use them as a tool to derive elliptic integral identities. By embedding Coxeter's first integral into a one-parameter family…
Differential lambda-calculus was first introduced by Thomas Ehrhard and Laurent Regnier in 2003. Despite more than 15 years of history, little work has been done on a differential calculus with integration. In this paper, we shall propose a…
The high-performance scalable parallel algorithm for rigorous calculation of partition function of lattice systems with finite number Ising spins was developed. The parallel calculations run by C++ code with using of Message Passing…
Steepest descent methods combining complex contour deformation with numerical quadrature provide an efficient and accurate approach for the evaluation of highly oscillatory integrals. However, unless the phase function governing the…
We present an algorithm for the numerical evaluation of elliptic multiple polylogarithms for arbitrary arguments and to arbitrary precision. The cornerstone of our approach is a procedure to obtain a convergent $q$-series representation of…
Using the resolvent operator, we develop an algorithm for computing smoothed approximations of spectral measures associated with self-adjoint operators. The algorithm can achieve arbitrarily high-orders of convergence in terms of a…
We present the evaluation of some logarithmic integrals. The integrand contains a rational function with complex poles. The methods are illustrated with examples found in the classical table of integrals by I. S. Gradshteyn and I. M.…
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…
The arithmetic geometric mean algorithm for calculation of elliptic integrals of the first type was introduced by Gauss. The analog algorithm for Abelian integrals of genus 2 was introduced by Richelot (1837) and Humbert (1901). We present…
Integral Mittag-Leffler, Whittaker and Wright functions with integrands similar to those which already exist in mathematical literature are introduced for the first time. For particular values of parameters, they can be presented in…
Contour integral algorithms seek to compute a small number of eigenvalues located within a bounded region of the complex plane. These methods can be applied to both linear and nonlinear matrix eigenvalue problems. In the latter case, the…
This paper describes a 2-D graphics algorithm that uses shifts and adds to precisely plot a series of points on an ellipse of any shape and orientation. The algorithm can also plot an elliptic arc that starts and ends at arbitrary angles.…
In this paper, we compute universal estimates of eigenvalues for a class of coupled systems of elliptic differential equations in divergence form on a bounded domain in Euclidean space, which includes the well-known Lam\'e and the Laplacian…
This article focuses on $L^p$ estimates for objects associated to elliptic operators in divergence form: its semigroup, the gradient of the semigroup, functional calculus, square functions and Riesz transforms. We introduce four critical…
In this work, we consider a rational approximation of the exponential function to design an algorithm for computing matrix exponential in the Hermitian case. Using partial fraction decomposition, we obtain a parallelizable method, where the…