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We propose and investigate two new methods to approximate $f({\bf A}){\bf b}$ for large, sparse, Hermitian matrices ${\bf A}$. The main idea behind both methods is to first estimate the spectral density of ${\bf A}$, and then find…

Numerical Analysis · Computer Science 2018-08-30 Li Fan , David I Shuman , Shashanka Ubaru , Yousef Saad

This paper is devoted to the numerical analysis of the Hermite spectral method proposed in [14], which provides, in the semiclassical limit, an asymptotic preserving approximation of the von Neumann equation. More precisely, it relies on…

Numerical Analysis · Mathematics 2026-03-13 Francis Filbet , François Golse

In this paper we present an estimate of accuracy for a piecewise polynomial approximation of a classical numerical solution to a non linear differential problem. We suppose the numerical solution U is computed using a grid with a small…

Numerical Analysis · Mathematics 2025-10-20 Gianluca Argentini

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

We propose an algorithm for producing Hermite-Pad\'e polynomials of type I for an arbitrary tuple of $m+1$ formal power series $[f_0,\dots,f_m]$, $m\geq1$, about $z=0$ ($f_j\in{\mathbb C}[[z]]$) under the assumption that the series have a…

Complex Variables · Mathematics 2021-12-22 N. R. Ikonomov , S. P. Suetin

It is a classical result in rational approximation theory that certain non-smooth or singular functions, such as $|x|$ and $x^{1/p}$, can be efficiently approximated using rational functions with root-exponential convergence in terms of…

Numerical Analysis · Mathematics 2025-06-27 Kingsley Yeon , Steven B. Damelin

This paper studies numerical methods for the approximation of elliptic PDEs with lognormal coefficients of the form $-{\rm div}(a\nabla u)=f$ where $a=\exp(b)$ and $b$ is a Gaussian random field. The approximant of the solution $u$ is an…

Numerical Analysis · Mathematics 2021-03-26 Albert Cohen , Giovanni Migliorati

Two approaches for the efficient rational approximation of the Fermi-Dirac function are discussed: one uses the contour integral representation and conformal mapping and the other is based on a version of the multipole representation of the…

Numerical Analysis · Mathematics 2009-12-14 Lin Lin , Jianfeng Lu , Lexing Ying , E Weinan

In this work, we present a new way to compute the Taylor polynomial of the matrix exponential which reduces the number of matrix multiplications in comparison with the de-facto standard Patterson-Stockmeyer method. This reduction is…

Numerical Analysis · Mathematics 2017-10-31 Philipp Bader , Sergio Blanes , Fernando Casas

One commonly finds in applications of smooth radial basis functions (RBFs) that scaling the kernels so they are `flat' leads to smaller discretization errors. However, the direct numerical approach for computing with flat RBFs (RBF-Direct)…

Numerical Analysis · Mathematics 2017-01-04 Grady B. Wright , Bengt Fornberg

In this paper, we propose a new and simple approach to the approximation algorithms that are modified and improved from our published results. The computational and graphical examples are presented with the aid of Maple procedures.

Numerical Analysis · Mathematics 2025-06-24 Quan Le Phuong

Frequency estimation is a fundamental problem in many areas. The well-known A&M and its variant estimators have established an estimation framework by iteratively interpolating the discrete Fourier transform (DFT) coefficients. In general,…

Signal Processing · Electrical Eng. & Systems 2021-05-31 Kai Wu , J. Andrew Zhang , Xiaojing Huang , Y. Jay Guo

In this paper we derive approximate quasi-interpolants when the values of a function $u$ and of some of its derivatives are prescribed at the points of a uniform grid. As a byproduct of these formulas we obtain very simple approximants…

Numerical Analysis · Mathematics 2008-06-17 Flavia Lanzara , Vladimir Maz'ya , Gunther Schmidt

This paper provides the first criteria for the linear independence of multiple polylogarithm values over algebraic number fields. In particular, we derive novel results regarding the linear independence of products of polylogarithms at…

Number Theory · Mathematics 2026-05-19 Makoto Kawashima

A sequence of approximations for the determinant and its logarithm of a complex matrixis derived, along with relative error bounds. The determinant approximations are derived from expansions of det(X)=exp(trace(log(X))), and they apply to…

Numerical Analysis · Mathematics 2011-05-04 Ilse C. F. Ipsen , Dean J. Lee

We prove simultaneous universal Pad\'{e} approximation for several universal Pad\'{e} approximants of several types. Our results are generic in the space of holomorphic functions, in the space of formal power series as well as in a subspace…

Complex Variables · Mathematics 2015-06-04 K. Makridis , V. Nestoridis

We consider approximating analytic functions on the interval $[-1,1]$ from their values at a set of $m+1$ equispaced nodes. A result of Platte, Trefethen \& Kuijlaars states that fast and stable approximation from equispaced samples is…

Numerical Analysis · Mathematics 2022-03-08 Ben Adcock , Alexei Shadrin

The optimal one-sided parametric polynomial approximants of a circular arc are considered. More precisely, the approximant must be entirely in or out of the underlying circle of an arc. The natural restriction to an arc's approximants…

Numerical Analysis · Mathematics 2025-09-03 Ada Šadl Praprotnik , Aleš Vavpetič , Emil Žagar

A method is suggested for interpolating between small-variable and large-variable asymptotic expansions. The method is based on self-similar approximation theory resulting in self-similar root approximants. The latter are more general than…

High Energy Physics - Phenomenology · Physics 2015-07-01 V. I. Yukalov , S. Gluzman

The method of constructing Hermite trigonometric polynomials, which interpolate the values of a certain periodic function and its derivatives up to (including ) the -th ( ) order in nodes of a uniform grid, is considered. The proposed…

Numerical Analysis · Mathematics 2019-02-13 V. P. Denysiuk