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Extending classical results on polytopal approximation of convex bodies, we derive asymptotic formulas for the weighted approximation of smooth convex functions by piecewise affine convex functions as the number of their facets tends to…

Optimization and Control · Mathematics 2025-10-01 Fernanda M. Baêta

The article is devoted to approximate, global and along curves differentiability of functions over non-archimedean infinite fields with non-trivial valuations. Fields with zero and non-zero characteristics are considered. Spaces of…

Classical Analysis and ODEs · Mathematics 2010-03-16 S. V. Ludkovsky

Finite differences have been widely used in mathematical theory as well as in scientific and engineering computations. These concepts are constantly mentioned in calculus. Most frequently-used difference formulas provide excellent…

Numerical Analysis · Mathematics 2010-06-09 Brian Jain , Andrew D. Sheng

Function approximation and recovery via some sampled data have long been studied in a wide array of applied mathematics and statistics fields. Analytic tools, such as the Poincar\'e inequality, have been handy for estimating the…

Numerical Analysis · Mathematics 2020-07-16 Yifan Chen , Thomas Y. Hou

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

Computational Finance · Quantitative Finance 2012-04-03 Asad Munir , William Shaw

In this article we utilise abstract convexity theory in order to unify and generalize many different concepts from nonsmooth analysis. We introduce the concepts of abstract codifferentiability, abstract quasidifferentiability and abstract…

Optimization and Control · Mathematics 2018-10-03 M. V. Dolgopolik

We propose a new and general method for deriving exact density functionals in one dimension for lattice gases with finite-range pairwise interactions. Corresponding continuum functionals are derived by applying a proper limiting procedure.…

Statistical Mechanics · Physics 2007-05-23 Joachim Buschle , Philipp Maass , Wolfgang Dieterich

In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…

Chaotic Dynamics · Physics 2014-08-20 Marius-F. Danca

In this paper, approximation by means of algebraic polynomials of classes of functions defined by a generalised modulus of smoothness of operators of differentiation of these functions is considered. We give structural characteristics of…

Functional Analysis · Mathematics 2012-08-28 Nimete Sh. Berisha , Faton M. Berisha

Many models require integrals of high-dimensional functions: for instance, to obtain marginal likelihoods. Such integrals may be intractable, or too expensive to compute numerically. Instead, we can use the Laplace approximation (LA). The…

Methodology · Statistics 2024-11-05 Shaun McDonald , David Campbell

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

Numerical Analysis · Mathematics 2016-09-06 Ben Adcock , Jésus Martín-Vaquero , Mark Richardson

In a previous paper [Adcock & Huybrechs, 2019] we described the numerical approximation of functions using redundant sets and frames. Redundancy in the function representation offers enormous flexibility compared to using a basis, but…

Numerical Analysis · Mathematics 2020-07-13 Ben Adcock , Daan Huybrechs

For various Hilbert spaces of analytic functions on the unit disk, we characterize when a function $f$ has optimal polynomial approximants given by truncations of a single power series. We also introduce a generalized notion of optimal…

Functional Analysis · Mathematics 2023-07-11 Christopher Felder

The first aims of this work are to endorse the advent of finitely additive set functions as equilibrium states and the possibility to replace the metric entropy by an upper semi-continuous map associated to a general variational principle.…

Dynamical Systems · Mathematics 2022-04-07 Andrzej Bis , Maria Carvalho , Miguel Mendes , Paulo Varandas

The problem of reconstructing functions from their asymptotic expansions in powers of a small variable is addressed by deriving a novel type of approximants. The derivation is based on the self-similar approximation theory, which presents…

Statistical Mechanics · Physics 2009-11-07 S. Gluzman , V. I. Yukalov , D. Sornette

The paper proposes an approximate expression for calculating very complex one-dimensional integrals depending on the parameter $a$. These integrals often occur in computational problems theory of magnetic solitons. The resulting analytical…

General Physics · Physics 2023-02-27 D. Kovalenko , A. A. Zhmudsky

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…

Numerical Analysis · Mathematics 2019-11-11 Chaitanya Joshi , Paul T. Brown , Stephen Joe

By universal formulas we understand parameterized analytic expressions that have a fixed complexity, but nevertheless can approximate any continuous function on a compact set. There exist various examples of such formulas, including some in…

Machine Learning · Computer Science 2023-11-08 Dmitry Yarotsky

The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equations)…

Numerical Analysis · Mathematics 2019-10-02 Daniele Venturi
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