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We consider the computation of the matrix logarithm by using numerical quadrature. The efficiency of numerical quadrature depends on the integrand and the choice of quadrature formula. The Gauss--Legendre quadrature has been conventionally…
In this paper we present an efficient and robust approach to compute a normalized B-spline-like basis for spline spaces with pieces drawn from extended Tchebycheff spaces. The extended Tchebycheff spaces and their dimensions are allowed to…
Laguerre and Laguerre-type polynomials are orthogonal polynomials on the interval $[0,\infty)$ with respect to a weight function of the form $w(x) = x^{\alpha} e^{-Q(x)}, Q(x) = \sum_{k=0}^m q_k x^k, \alpha > -1, q_m > 0$. The classical…
The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios…
We study Chebyshev filter diagonalization as a tool for the computation of many interior eigenvalues of very large sparse symmetric matrices. In this technique the subspace projection onto the target space of wanted eigenvectors is…
Quadrature by Expansion (QBX) is a quadrature method for approximating the value of the singular integrals encountered in the evaluation of layer potentials. It exploits the smoothness of the layer potential by forming locally-valid…
Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…
We present a method for improving a Non Local Means operator by computing its low-rank approximation. The low-rank operator is constructed by applying a filter to the spectrum of the original Non Local Means operator. This results in an…
Integral equation methods for the solution of partial differential equations, when coupled with suitable fast algorithms, yield geometrically flexible, asymptotically optimal and well-conditioned schemes in either interior or exterior…
In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…
A blend of two Taylor series for the same smooth real- or complex-valued function of a single variable can be useful for approximation. We use an explicit formula for a two-point Hermite interpolational polynomial to construct such blends.…
We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…
We construct a soft thresholding operation for rank reduction of hierarchical tensors and subsequently consider its use in iterative thresholding methods, in particular for the solution of discretized high-dimensional elliptic problems. The…
The Cahn-Hilliard equation has been widely employed within various mathematical models in physics, chemistry and engineering. Explicit stabilized time stepping methods can be attractive for time integration of the Cahn-Hilliard equation,…
We consider the problem of estimating the support size of a discrete distribution whose minimum non-zero mass is at least $ \frac{1}{k}$. Under the independent sampling model, we show that the sample complexity, i.e., the minimal sample…
This paper provides a rigorous and delicate analysis for exponential decay of Jacobi polynomial expansions of analytic functions associated with the Bernstein ellipse. Using an argument that can recover the best estimate for the Chebyshev…
We present a new algorithm for computing integral bases in algebraic function fields of one variable, or equivalently for constructing the normalization of a plane curve. Our basic strategy makes use of the concepts of localization and…
We propose an efficient and easy-to-implement gradient-enhanced least squares Monte Carlo method for computing price and Greeks (i.e., derivatives of the price function) of high-dimensional American options. It employs the sparse Hermite…
We present an adaptive delaminating Levin method for evaluating bivariate oscillatory integrals over rectangular domains. Whereas previous analyses of Levin methods impose non-resonance conditions that exclude stationary and resonance…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…