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We introduce a new numerical method for the computation of the inverse nonlinear Fourier transform and compare its computational complexity and accuracy to those of other methods available in the literature. For a given accuracy, the…

Numerical Analysis · Mathematics 2015-11-26 Stella Civelli , Luigi Barletti , Marco Secondini

We present convergence theory for corrected quadrature rules on uniform Cartesian grids for functions with a point singularity. We begin by deriving an error estimate for the punctured trapezoidal rule, and then derive error expansions. We…

Numerical Analysis · Mathematics 2022-08-30 Federico Izzo , Olof Runborg , Richard Tsai

A novel method is proposed to infer Bayesian predictions of computationally expensive models. The method is based on the construction of quadrature rules, which are well-suited for approximating the weighted integrals occurring in Bayesian…

Numerical Analysis · Mathematics 2020-06-09 L. M. M. van den Bos , B. Sanderse , W. A. A. M. Bierbooms

In this paper, we propose a new trigonometric interpolation algorithm and establish relevant convergent properties. The method adjusts an existing trigonometric interpolation algorithm such that it can better leverage Fast Fourier Transform…

Numerical Analysis · Mathematics 2025-05-06 Xiaorong Zou

We describe an algorithm, based on Euler's method, for solving Volterra integro-differential equations. The algorithm approximates the relevant integral by means of the composite Trapezium Rule, using the discrete nodes of the independent…

Numerical Analysis · Mathematics 2024-07-24 J. S. C. Prentice

In this paper, we introduce and analyze arbitrarily high-order quadrature rules for evaluating the two-dimensional singular integrals of the forms \begin{align} I_{i,j} = \int_{\mathbb{R}^2}\phi(x)\frac{x_ix_j}{|x|^{2+\alpha}} \d x, \quad…

Numerical Analysis · Mathematics 2022-03-22 Senbao Jiang , Xiaofan Li

This paper introduces the theory and hardware implementation of two new algorithms for computing a single component of the discrete Fourier transform. In terms of multiplicative complexity, both algorithms are more efficient, in general,…

Discrete Mathematics · Computer Science 2018-01-24 G. Jerônimo da Silva , R. M. Campello de Souza , H. M. de Oliveira

We propose a supervised learning algorithm for machine learning applications. Contrary to the model developing in the classical methods, which treat training, validation, and test as separate steps, in the presented approach, there is a…

Machine Learning · Computer Science 2019-09-24 Soheil Mehrabkhani

We introduce two efficient algorithms for computing the partial Fourier transforms in one and two dimensions. Our study is motivated by the wave extrapolation procedure in reflection seismology. In both algorithms, the main idea is to…

Numerical Analysis · Mathematics 2008-02-13 Lexing Ying , Sergey Fomel

The theory of self-reciprocal functions is applied to the study Mordell type integrals. We find two particular eigenfunctions of the double cosine Fourier transform and then use them to evaluate certain one- and two-dimensional Mordell type…

Classical Analysis and ODEs · Mathematics 2021-10-28 Martin Nicholson

This work studies numerical integration by the M\"obius-transformed trapezoidal rule, which combines the classical trapezoidal rule with a change of variables induced by a M\"obius transformation that maps the unit circle onto the real…

Numerical Analysis · Mathematics 2026-05-01 Nuutti Hyvönen , Yuya Suzuki

In this paper a novel contour integral method is proposed for linear convection-diffusion equations. The method is based on the inversion of the Laplace transform and makes use of a contour given by an elliptic arc joined symmetrically to…

Numerical Analysis · Mathematics 2019-07-29 Nicola Guglielmi , Maria López-Fernández , Giancarlo Nino

For the singular integral definition of the fractional Laplacian, we consider an adaptive finite element method steered by two-level error indicators. For this algorithm, we show linear convergence in two and three space dimensions as well…

Numerical Analysis · Mathematics 2022-09-28 Markus Faustmann , Ernst Peter Stephan , David Wörgötter

The double exponential formula was introduced for calculating definite integrals with singular point oscillation functions and Fourier integral. The double exponential transformation is not only useful for numerical computations but it is…

General Mathematics · Mathematics 2017-04-20 Arezoo Khatibi , Omid Khatibi

We consider the computation of the matrix logarithm by using numerical quadrature. The efficiency of numerical quadrature depends on the integrand and the choice of quadrature formula. The Gauss--Legendre quadrature has been conventionally…

Numerical Analysis · Mathematics 2019-09-09 Fuminori Tatsuoka , Tomohiro Sogabe , Yuto Miyatake , Shao-Liang Zhang

We propose a novel mesh refinement scheme based on signal processing for boundary integral simulations of inviscid droplet dynamics with axial symmetry. A key idea is to directly access the Fourier coefficients of a principal curvature as a…

Numerical Analysis · Mathematics 2020-10-13 Kazuki Koga

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

We present a family of high order trapezoidal rule-based quadratures for a class of singular integrals, where the integrand has a point singularity. The singular part of the integrand is expanded in a Taylor series involving terms of…

Numerical Analysis · Mathematics 2023-07-27 Federico Izzo , Olof Runborg , Richard Tsai

The Fourier transform is naturally defined for integrable functrions. Otherwise, it should be stipulated in which sense the Fourier transform is understood. We consider some class of radial and, generally saying, nonintegrable functions.…

funct-an · Mathematics 2008-02-03 Elijah Liflyand

In many practical applications, spatial data are often collected at areal levels (i.e., block data) and the inferences and predictions about the variable at points or blocks different from those at which it has been observed typically…

Computation · Statistics 2020-01-10 Peter Simonson , Douglas Nychka , Soutir Bandyopadhyay