Related papers: High-order numerical integration on self-affine se…
Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that…
We study the numerical approximation of integrals over $\mathbb{R}^s$ with respect to the standard Gaussian measure for integrands which lie in certain Hermite spaces of functions. The decay rate of the associated sequence is specified by a…
This paper proposes a new hybrid high-order discretization for the biharmonic problem and the corresponding eigenvalue problem. The discrete ansatz space includes degrees of freedom in $n-2$ dimensional submanifolds (e.g., nodal values in…
The paper is devoted to the efficient computation of high-order cubature formulas for volume potentials obtained within the framework of approximate approximations. We combine this approach with modern methods of structured tensor product…
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…
We study numerical integration of functions depending on an infinite number of variables. We provide lower error bounds for general deterministic linear algorithms and provide matching upper error bounds with the help of suitable multilevel…
As a model of more general contour integration problems we consider the numerical calculation of high-order derivatives of holomorphic functions using Cauchy's integral formula. Bornemann (2011) showed that the condition number of the…
Magnetic quadrupoles are essential components of particle accelerators like the Large Hadron Collider. In order to study numerically the stability of the particle beam crossing a quadrupole, a large number of particle revolutions in the…
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…
This paper presents a regularization technique for the high order efficient numerical evaluation of nearly singular, principal-value, and finite-part Cauchy-type integral operators. By relying on the Cauchy formula, the Cauchy-Goursat…
In this article we furnish a new simple proof of a hard identity from the theory of cubature formulas via the method of coefficients.
Building upon the recent work of Teso and Plociniczak (2025) regarding L1 discretization errors for the Caputo derivative in H\"{o}lder spaces, this study extends the analysis to higher-order discretization errors within the same functional…
Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…
In [5] the authors suggested a new algorithm for the numerical approximation of a BSDE by merging the cubature method with the first order discretization developed by [3] and [16]. Though the algorithm presented in [5] compared…
We extend recent computer-assisted design and analysis techniques for first-order optimization over structured functions--known as performance estimation--to apply to structured sets. We prove "interpolation theorems" for smooth and…
Explicit pointwise error bounds for the interpolation of a smooth function by piecewise exponential splines of order four are given. Estimates known for cubic splines are extended to a natural class of piecewise exponential splines which…
Particle methods are widely used because they can provide accurate descriptions of evolving measures. Recently it has become clear that by stepping outside the Monte Carlo paradigm these methods can be of higher order with effective and…
In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…
The goal of the paper is to establish cubature formulas on combinatorial graphs. Two types of cubature formulas are developed. Cubature formulas of the first type are exact on spaces of variational splines on graphs. Since badlimited…
Quadrature formulas for spheres, the rotation group, and other compact, homogeneous manifolds are important in a number of applications and have been the subject of recent research. The main purpose of this paper is to study coordinate…