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Interpolatory methods offer a powerful framework for generating reduced-order models (ROMs) for non-parametric or parametric systems with time-varying inputs. Choosing the interpolation points adaptively remains an area of active interest.…

Numerical Analysis · Mathematics 2021-10-13 Sridhar Chellappa , Lihong Feng , Valentin de la Rubia , Peter Benner

We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization…

Numerical Analysis · Mathematics 2024-04-25 Sergio Blanes , Fernando Casas , Luke Shaw

We study the problem of space and time efficient evaluation of a nonparametric estimator that approximates an unknown density. In the regime where consistent estimation is possible, we use a piecewise multivariate polynomial interpolation…

Statistics Theory · Mathematics 2020-11-11 Paxton Turner , Jingbo Liu , Philippe Rigollet

For the numerical solution of the American option valuation problem, we provide a script written in MATLAB implementing an explicit finite difference scheme. Our main contribute is the definition of a posteriori error estimator for the…

Mathematical Finance · Quantitative Finance 2015-04-20 Riccardo Fazio

A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…

Numerical Analysis · Mathematics 2016-02-23 Josef Rebenda , Zdeněk Šmarda

This paper introduces a simple variant of the power method. It is shown analytically and numerically to accelerate convergence to the dominant eigenvalue/eigenvector pair; and, it is particularly effective for problems featuring a small…

Numerical Analysis · Mathematics 2020-09-01 Nilima Nigam , Sara Pollock

For the quadratic Lagrange interpolation function, an algorithm is proposed to provide explicit and verified bound for the interpolation error constant that appears in the interpolation error estimation. The upper bound for the…

Numerical Analysis · Mathematics 2017-04-27 Xuefeng Liu , Chun'guang You

Motivated by classical results of approximation theory, we define an Hermite-type interpolation in terms of $n$-dimensional subspaces of the space of $n$ times continuously differentiable functions. In the main result of this paper, we…

Classical Analysis and ODEs · Mathematics 2024-12-12 Ali Hasan Ali , Zsolt Páles

The finite-lattice method of series expansions has been combined with a new extrapolation procedure to extend the low-temperature series for the specific heat, spontaneous magnetisation and susceptibility of the spin-1 Ising model on the…

Condensed Matter · Physics 2009-10-28 I Jensen , A J Guttmann

An adaptive interpolation scheme is proposed to accurately calculate the wideband responses in electromagnetic simulations. In the proposed scheme, the sampling points are first carefully divided into several groups based on their responses…

Computational Engineering, Finance, and Science · Computer Science 2022-03-14 Kai Zhu , Jinhui Wang , Shunchuan Yang

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

Motivated by a recently proposed error estimator for the transfer function of the reduced-order model of a given linear dynamical system, we further develop more theoretical results in this work. Furthermore, we propose several variants of…

Numerical Analysis · Mathematics 2023-01-16 Lihong Feng , Peter Benner

Interpolation based image zooming methods provide a high execution speed and low computational complexity. However, the quality of the zoomed images is unsatisfactory in many cases. The main challenge of super- resolution methods is to…

Image and Video Processing · Electrical Eng. & Systems 2017-12-05 Soroush Saryazdi , Saman Saryazdi , Hossein Nezamabadi-pour

We study the bias-variance tradeoff within a multiscale approximation framework. Our approach uses a given quasi-interpolation operator, which is repeatedly applied within an error-correction scheme over a hierarchical data structure. We…

Numerical Analysis · Mathematics 2026-01-09 Asaf Abas , Nir Sharon

High-temperature series are computed for a generalized $3d$ Ising model with arbitrary potential. Two specific ``improved'' potentials (suppressing leading scaling corrections) are selected by Monte Carlo computation. Critical exponents are…

Statistical Mechanics · Physics 2009-10-31 Massimo Campostrini , Andrea Pelissetto , Paolo Rossi , Ettore Vicari

Renewed interest in mixed-precision algorithms has emerged due to growing data capacity and bandwidth concerns, as well as the advancement of GPUs, which enable significant speedup for low precision arithmetic. In light of this, we propose…

Numerical Analysis · Mathematics 2020-12-14 Alec Michael Dunton , Alyson Fox

In this paper we explore acceleration techniques for large scale nonconvex optimization problems with special focuses on deep neural networks. The extrapolation scheme is a classical approach for accelerating stochastic gradient descent for…

Machine Learning · Statistics 2018-05-18 Guangzeng Xie , Yitan Wang , Shuchang Zhou , Zhihua Zhang

For nonlinear reduced-order models, especially for those with non-polynomial nonlinearities, the computational complexity still depends on the dimension of the original dynamical system. As a result, the reduced-order model loses its…

Numerical Analysis · Mathematics 2013-04-30 Zhu Wang

The spectral deferred correction method is a variant of the deferred correction method for solving ordinary differential equations. A benefit of this method is that is uses low order schemes iteratively to produce a high order…

Numerical Analysis · Mathematics 2020-07-07 Jehanzeb H. Chaudhry , J. B. Collins

Given a bounded domain, we deal with the problem of estimating the distance function from the internal points of the domain to the boundary of the domain. Convolutional and differential distance estimation schemes are considered and, for…

Numerical Analysis · Mathematics 2024-12-13 Alexander Belyaev , Pierre-Alain Fayolle