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In this paper we investigate polynomial interpolation using orthogonal polynomials. We use weight functions associated with orthogonal polynomials to define a weighted form of Lagrange interpolation. We introduce an upper bound of error…

Numerical Analysis · Mathematics 2019-10-23 Maha Youssef , Gerd Baumann

Interpolation-based methods are well-established and effective approaches for the efficient generation of accurate reduced-order surrogate models. Common challenges for such methods are the automatic selection of good or even optimal…

Numerical Analysis · Mathematics 2024-07-23 Quirin Aumann , Steffen W. R. Werner

As is well-known, the advantage of the high-order compact difference scheme (H-OCD) is unconditionally stable and convergent with the order $O(\tau^2+h^4)$ under the maximum norm. In this article, a new numerical gradient scheme based on…

Numerical Analysis · Mathematics 2015-03-06 Hou-Biao Li , Ming-Yan Song , Er-Jie Zhong , Xian-Ming Gu

One frequently needs to interpolate or approximate gradients on simplicial meshes. Unfortunately, there are very few explicit mathematical results governing the interpolation or approximation of vector-valued functions on Delaunay meshes in…

Numerical Analysis · Mathematics 2025-05-27 David M. Williams , Mathijs Wintraecken

This paper presents a robust enhancement of the Tangent space Hermite Interpolation (THI) method for manifold-valued data by integrating the multivariate Arnoldi process. To circumvent the inherent numerical instability of multivariate…

Numerical Analysis · Mathematics 2026-05-26 Yuxuan Li , Qiang Niu , Wubin Zhou

We present a general form of the iteration and interpolation process used in implicit particle filters. Implicit filters are based on a pseudo-Gaussian representation of posterior densities, and are designed to focus the particle paths so…

Numerical Analysis · Mathematics 2009-10-20 Alexandre J. Chorin , Xuemin Tu

We establish error estimates for semi-Lagrangian schemes for the initial value problem of one-dimensional conservation laws with a dispersive term, including the Korteweg--de Vries equation. The schemes considered in this paper are based on…

Numerical Analysis · Mathematics 2025-12-03 Haruki Takemura

In this paper, the a posteriori error estimates of the exponential midpoint method for time discretization are studied for linear and semilinear parabolic equations. Using the exponential midpoint approximation defined by a continuous and…

Numerical Analysis · Mathematics 2024-06-13 Xianfa Hu , Wansheng Wang , Mengli Mao , Jiliang Cao

In the era of big data, we first need to manage the data, which requires us to find missing data or predict the trend, so we need operations including interpolation and data fitting. Interpolation is a process to discover deducing new data…

Numerical Analysis · Mathematics 2022-08-26 Yijie Xu , Runqi Xu

We describe a simple analytical method for effective summation of series, including divergent series. The method is based on self-similar approximation theory resulting in self-similar root approximants. The method is shown to be general…

Mathematical Physics · Physics 2015-06-23 S. Gluzman , V. I. Yukalov

A second order extrapolation method is presented for shell model calculations, where shell model energies of truncated spaces are well described as a function of energy variance by quadratic curves and exact shell model energies can be…

Nuclear Theory · Physics 2009-11-10 Takahiro Mizusaki , Masatoshi Imada

This paper describes the analysis of Lagrange interpolation errors on tetrahedrons. In many textbooks, the error analysis of Lagrange interpolation is conducted under geometric assumptions such as shape regularity or the (generalized)…

Numerical Analysis · Mathematics 2019-09-23 Kenta Kobayashi , Takuya Tsuchiya

Current state-of-the-art discrete optimization methods struggle behind when it comes to challenging contrast-enhancing discrete energies (i.e., favoring different labels for neighboring variables). This work suggests a multiscale approach…

Computer Vision and Pattern Recognition · Computer Science 2012-11-05 Shai Bagon , Meirav Galun

Nonlinear lens distortion rectification is a common first step in image processing applications where the assumption of a linear camera model is essential. For rectifying the lens distortion, forward distortion model needs to be known.…

Computer Vision and Pattern Recognition · Computer Science 2017-07-05 Burak Benligiray , Cihan Topal

The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…

Computational Finance · Quantitative Finance 2025-07-15 Domagoj Demeterfi , Kathrin Glau , Linus Wunderlich

An implicit purification scheme is proposed for calculation of the temperature-dependent, grand canonical single-particle density matrix, given as a Fermi operator expansion in terms of the Hamiltonian. The computational complexity is shown…

Materials Science · Physics 2009-11-10 Anders M. N. Niklasson

We propose a general theory of estimating interpolation error for smooth functions in two and three dimensions. In our theory, the error of interpolation is bound in terms of the diameter of a simplex and a geometric parameter. In the…

Numerical Analysis · Mathematics 2021-06-10 Hiroki Ishizaka , Kenta Kobayashi , Takuya Tsuchiya

We examine the necessity of interpolation in overparameterized models, that is, when achieving optimal predictive risk in machine learning problems requires (nearly) interpolating the training data. In particular, we consider simple…

Machine Learning · Statistics 2022-06-17 Chen Cheng , John Duchi , Rohith Kuditipudi

This contribution introduces a novel signal extrapolation algorithm and its application to image error concealment. The signal extrapolation is carried out by iteratively generating a model of the signal suffering from distortion. Thereby,…

Image and Video Processing · Electrical Eng. & Systems 2022-07-15 Jürgen Seiler , André Kaup

We propose an approach to the estimation of infinite sets of random vectors. The problem addressed is as follows. Given two infinite sets of random vectors, find a single estimator that estimates vectors from with a controlled associated…

Signal Processing · Electrical Eng. & Systems 2021-11-04 Anatoli Torokhti