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Highly oscillatory integrals of composite type arise in electronic engineering and their calculations is a challenging problem. In this paper, we propose two Gaussian quadrature rules for computing such integrals. The first one is…

Numerical Analysis · Mathematics 2025-04-01 Menghan Wu , Haiyong Wang

We develop efficient numerical integration methods for computing an integral whose integrand is a product of a smooth function and the Gaussian function with a small standard deviation. Traditional numerical integration methods applied to…

Numerical Analysis · Mathematics 2018-04-12 Yunyun Ma , Yuesheng Xu

A method of deriving quadrature rules has been developed which gives nodes and weights for a Gaussian-type rule which integrates functions of the form: f(x,y,t) = a(x,y,t)/((x-t)^2+y^2) + b(x,y,t)/([(x-t)^2+y^2]^{1/2}) +…

Numerical Analysis · Mathematics 2010-09-21 Michael Carley

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…

Machine Learning · Statistics 2024-08-26 Ayoub Belhadji , Qianyu Julie Zhu , Youssef Marzouk

In this paper, we develop an efficient and accurate procedure of electromagnetic multipole decomposition by using the Lebedev and Gaussian quadrature methods to perform the numerical integration. Firstly, we briefly review the principles of…

Optics · Physics 2024-01-01 Wenfei Guo , Zizhe Cai , Zhongfei Xiong , Weijin Chen , Yuntian Chen

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…

Numerical Analysis · Computer Science 2018-09-03 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

In this paper, we consider the Gauss quadrature formulae corresponding to some modifications of anyone of the four Chebyshev weights, considered by Gautschi and Li in \cite{gauli}. As it is well known, in the case of analytic integrands,…

Numerical Analysis · Mathematics 2018-10-03 Ramon Orive , Aleksandar V. Pejcev , Miodrag M. Spalevic

We give an efficient algorithm for robustly clustering of a mixture of two arbitrary Gaussians, a central open problem in the theory of computationally efficient robust estimation, assuming only that the the means of the component Gaussians…

Data Structures and Algorithms · Computer Science 2020-06-02 He Jia , Santosh Vempala

We introduce a new type of quadrature, known as approximate Gaussian quadrature (AGQ) rules using {\epsilon}-quasiorthogonality, for the approximation of integrals of the form \int f(x)d \alpha(x). The measure {\alpha}(\cdot) can be…

Numerical Analysis · Mathematics 2018-11-13 Pierre-David Létourneau , Eric Darve

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

In order to approximate the integral $I(f)=\int_a^b f(x) dx$, where $f$ is a sufficiently smooth function, models for quadrature rules are developed using a given {\it panel} of $n (n\geq 2)$ equally spaced points. These models arise from…

Numerical Analysis · Mathematics 2012-02-02 Mário M. Graça

We present a new adaptive method for electronic structure calculations based on novel fast algorithms for reduction of multivariate mixtures. In our calculations, spatial orbitals are maintained as Gaussian mixtures whose terms are selected…

Numerical Analysis · Mathematics 2019-06-19 Gregory Beylkin , Lucas Monzon , Xinshuo Yang

The Gaussian Elimination with Partial Pivoting (GEPP) is a classical algorithm for solving systems of linear equations. Although in specific cases the loss of precision in GEPP due to roundoff errors can be very significant, empirical…

Numerical Analysis · Mathematics 2024-03-07 Han Huang , Konstantin Tikhomirov

Discretizing an analytic function on a uniform real-space grid is often done via a straightforward collocation method. This is ubiquitous in all areas of computational physics and quantum chemistry. An example in Density Functional Theory…

Computational Physics · Physics 2016-01-20 Luigi Genovese , Thierry Deutsch

Calabro et al. (2017) changed the paradigm of the mass and stiffness computation from the traditional element-wise assembly to a row-wise concept, showing that the latter one offers integration that may be orders of magnitude faster.…

Numerical Analysis · Mathematics 2017-10-04 Michael Bartoň , Vladimir Puzyrev , Quanling Deng , Victor Calo

A new algorithm for the efficient numerical approximation of weakly singular integrals over convex polytopes is introduced. Such integrals appear in the Galerkin discretizations of integral equations and nonlocal partial differential…

Numerical Analysis · Mathematics 2025-11-19 Johannes Tausch

A very simple Gaussian model is used to illustrate a new fitting result: a linear growth of the resolution with the number N of detecting layers. This rule is well beyond the well-known rule proportional to $\sqrt{N}$ for the resolution of…

Instrumentation and Detectors · Physics 2019-04-30 Gregorio Landi , Giovanni E. Landi

Gau{\ss} cubature (multidimensional numerical integration) rules are the natural generalisation of the 1D Gau{\ss} rules. They are optimal in the sense that they exactly integrate polynomials of as high a degree as possible for a particular…

Numerical Analysis · Mathematics 2025-10-20 David De Wit

The theory and computational methods for custom-made Gauss quadrature have been described in Gautschi's 2004 monograph. Gautschi has also provided Fortran and MATLAB code for the implementation and illustration of these methods. We have…

Computation · Statistics 2022-11-10 Paul Kabaila

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…

Numerical Analysis · Mathematics 2017-11-01 Daan Huybrechs
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