Related papers: Computation of highly oscillatory integrals using …
We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…
We change a previous time-stepping algorithm for solving a multi-scale Vlasov-Poisson system within a Particle-In-Cell method, in order to do accurate long time simulations. As an exponential integrator, the new scheme allows to use large…
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…
A Fourier transform method is introduced for a class of hybrid time-frequency methods that solve the acoustic scattering problem in regimes where the solution exhibits both highly oscillatory behavior and slow decay in time. This extends…
To evaluate the Hadamard finite-part integrals accurately, a novel interpolatory-type quadrature is proposed in this article. In our approach, numerical divided difference is utilized to represent the high order derivatives of the…
We present quadrature schemes to calculate matrices, where the so-called modified Hilbert transformation is involved. These matrices occur as temporal parts of Galerkin finite element discretizations of parabolic or hyperbolic problems when…
The precise analysis and accurate measurement of harmonic provides a reliable scientific industrial application. However, the high-performance DSP processor is the important method of electrical harmonic analysis. Hence, in this research…
The Fourier spectrum at a fractional period is often examined when extracting features from biological sequences and time series. It reflects the inner information structure of the sequences. A fractional period is not uncommon in time…
Efficient computer implementations of the GW approximation must approximate a numerically challenging frequency integral; the integral can be performed analytically, but doing so leads to an expensive implementation whose computational cost…
Computing solutions to partial differential equations using the fast Fourier transform can lead to unwanted oscillatory behavior. Due to the periodic nature of the discrete Fourier transform, waves that leave the computational domain on one…
In this paper, we propose a fast and accurate numerical method based on Fourier transform to solve Kolmogorov forward equations of symmetric scalar L\'evy processes. The method is based on the accurate numerical formulas for Fourier…
Affine forms are a common way to represent convex sets of $\mathbb{R}$ using a base of error terms $\epsilon \in [-1, 1]^m$. Quadratic forms are an extension of affine forms enabling the use of quadratic error terms $\epsilon_i \epsilon_j$.…
t is a known fact that near field diffraction or Fresnel diffraction calculations are difficult to perform exactly. It is in general necessary to make some approximations in order to obtain a more suitable form. In this work, a numerical…
This paper describes a method of calculating the transforms, currently obtained via Fourier and reverse Fourier transforms. The method allows calculating efficiently the transforms of a signal having an arbitrary dimension of the digital…
Although the gravitational waves observed by advanced LIGO and Virgo are consistent with compact binaries in a quasi-circular inspiral prior to coalescence, eccentric inspirals are also expected to occur in Nature. Due to their complexity,…
We consider saddle point integrals in d variables whose phase function is neither real nor purely imaginary. Results analogous to those for Laplace (real phase) and Fourier (imaginary phase) integrals hold whenever the phase function is…
We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…
We present an accelerated and hardware parallelized integral-equation solver for the problem of acoustic scattering by a two-dimensional surface in three-dimensional space. The approach is based, in part, on the novel Interpolated Factored…
Accurate computation of the Green's function is crucial for connecting experimental observations to the underlying quantum states. A major challenge in evaluating the Green's function in the time domain lies in the efficient simulation of…
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…