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Numerical homogenization, i.e. the finite-dimensional approximation of solution spaces of PDEs with arbitrary rough coefficients, requires the identification of accurate basis elements. These basis elements are oftentimes found after a…

Numerical Analysis · Mathematics 2015-05-12 Houman Owhadi

We present a principled study on establishing a recursive Bayesian estimation scheme using B-splines in Euclidean spaces. The use of recurrent control points as the state vector is first conceptualized in a recursive setting. This enables…

Systems and Control · Electrical Eng. & Systems 2025-06-12 Kailai Li

Algorithms for numerical computation of symmetric elliptic integrals of all three kinds are improved in several ways and extended to complex values of the variables (with some restrictions in the case of the integral of the third kind).…

Classical Analysis and ODEs · Mathematics 2015-06-26 Bille C. Carlson

Spline interpolation has been used in several applications due to its favorable properties regarding smoothness and accuracy of the interpolant. However, when there exists a discontinuity or a steep gradient in the data, some artifacts can…

Numerical Analysis · Mathematics 2021-12-21 Francesc Aràndiga , Antonio Baeza , Dionisio F. Yáñez

In this study, a new form of quadratic spline is obtained, where the coefficients are determined explicitly by variational methods. Convergence is studied and parity conservation is demonstrated. Finally, the method is applied to solve…

Numerical Analysis · Mathematics 2019-06-26 A. J. Ferrari , L. P. Lara , E. A. Santillan Marcus

We present exact mixed-integer linear programming formulations for verifying the performance of first-order methods for parametric quadratic optimization. We formulate the verification problem as a mixed-integer linear program where the…

Optimization and Control · Mathematics 2026-05-29 Vinit Ranjan , Jisun Park , Stefano Gualandi , Andrea Lodi , Bartolomeo Stellato

A piecewise Chebyshevian spline space is good for design when it possesses a B-spline basis and this property is preserved under knot insertion. The interest in such kind of spaces is justified by the fact that, similarly as for polynomial…

Numerical Analysis · Mathematics 2021-11-12 Carolina Vittoria Beccari , Giulio Casciola , Lucia Romani

In this paper, B-spline collocation method is developed for the solution of one-dimensional hyperbolic telegraph equation. The convergence of the method is proved. Also the method is applied on some test examples, and the numerical results…

Numerical Analysis · Mathematics 2017-07-11 M. Zarebnia , R. Parvaz

Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…

Probability · Mathematics 2020-05-15 Yanghui Liu , Zachary Selk , Samy Tindel

This paper deals with the discrete counterpart of 2D elliptic model problems rewritten in terms of Boundary Integral Equations. The study is done within the framework of Isogeometric Analysis based on B-splines. In such a context, the…

Numerical Analysis · Mathematics 2018-02-14 A. Aimi , F. Calabrò , M. Diligenti , M. L. Sampoli , G. Sangalli , A. Sestini

This article is concerned with a new method for the approximate evaluation of Fourier sine and cosine transforms. We develop and analyse a new quadrature rule for Fourier sine and cosine transforms involving transforming the integral to one…

Numerical Analysis · Mathematics 2007-05-23 Patrick McLean

Bayesian quadrature is a probabilistic, model-based approach to numerical integration, the estimation of intractable integrals, or expectations. Although Bayesian quadrature was popularised already in the 1980s, no systematic and…

Machine Learning · Computer Science 2026-02-19 Maren Mahsereci , Toni Karvonen

A new general and unified method of summation, which is both regular and consistent, is invented. It is based on the idea concerning a way of integers reordering. The resulting theory includes a number of explicit and closed form summation…

Classical Analysis and ODEs · Mathematics 2011-10-26 Armen Bagdasaryan

We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…

Numerical Analysis · Mathematics 2025-01-23 Aidi Li , Yuwen Li

The method of constructing approximate solutions of the first boundary value problem for linear differential equations based on incomplete (even and odd) trigonometric splines is considered. The theoretical positions are illustrated by…

Numerical Analysis · Mathematics 2024-11-21 Volodymyr Denysiuk , Ludmila Rybachuk

We present a novel method to perform numerical integration over curved polyhedra enclosed by high-order parametric surfaces. Such a polyhedron is first decomposed into a set of triangular and/or rectangular pyramids, whose certain faces…

Numerical Analysis · Mathematics 2022-05-11 Pablo Antolin , Xiaodong Wei , Annalisa Buffa

For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. From these, convergence results based on the order of the…

Numerical Analysis · Mathematics 2011-09-22 Kristian Debrabant , Anne Kværnø

In this paper the local order of convergence used in iterative methods to solve nonlinear systems of equations is revisited, where shorter alternative analytic proofs of the order based on developments of multilineal functions are shown.…

Numerical Analysis · Mathematics 2011-06-07 Miquel Grau-Sánchez , Ángela Grau , Jose Luis Diaz-Barrero

The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The…

Numerical Analysis · Mathematics 2022-04-27 Laura Pezza , Francesca Pitolli

The method of brackets is a method of integration based upon a small number of heuristic rules. Some of these have been made rigorous. An example of an integral involving the Bessel function is used to motivate a new evaluation rule.

Classical Analysis and ODEs · Mathematics 2017-05-11 Ivan Gonzalez , Lin Jiu , Victor H. Moll