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In this paper, we study optimization problems of numerical differentiation and summation methods on classes of univariate functions. Sharp estimates (in order) of the optimal recovery error and information complexity are calculated for…

Numerical Analysis · Mathematics 2024-11-12 Y. V. Semenova , S. G. Solodky

We study the problem of numerical differentiation of functions from weighted Wiener classes. We construct and analyze a truncation Legendre method to recover arbitrary order derivatives. The main focus is on obtaining error estimates in…

Numerical Analysis · Mathematics 2025-06-16 Maksym Kyselov

Approximation theory plays a central role in numerical analysis, undergoing continuous evolution through a spectrum of methodologies. Notably, Lebesgue, Weierstrass, Fourier, and Chebyshev approximations stand out among these methods.…

Numerical Analysis · Mathematics 2024-04-30 S Akansha

The problem of optimal recovering high-order mixed derivatives of bivariate functions with finite smoothness is studied. On the basis of the truncation method, an algorithm for numerical differentiation is constructed, which is…

Numerical Analysis · Mathematics 2023-09-19 Y. V. Semenova , S. G. Solodky

Exponential divided differences arise in numerical linear algebra, matrix-function evaluation, and quantum Monte Carlo simulations, where they serve as kernel weights for time evolution and observable estimation. Efficient and numerically…

Computational Physics · Physics 2025-12-30 Itay Hen

The problem of recovering partial derivatives of high orders of bivariate functions with finite smoothness is studied. Based on the truncation method, a numerical differentiation algorithm was constructed, which is optimal by the order,…

Numerical Analysis · Mathematics 2023-09-12 Y. V. Semenova , S. G. Solodky

In this study linear and nonlinear higher order singularly perturbed problems are examined by a numerical approach, the differential quadrature method. Here, the main idea is using Chebyshev polynomials to acquire the weighting coefficient…

Numerical Analysis · Mathematics 2017-05-29 Gülsemay Yıgıt , Mustafa Bayram

We present numerical solutions for differential equations by expanding the unknown function in terms of Chebyshev polynomials and solving a system of linear equations directly for the values of the function at the extrema (or zeros) of the…

Computational Physics · Physics 2009-10-31 Bogdan Mihaila , Ioana Mihaila

The problem of optimal recovering high-order mixed derivatives of bivariate functions with finite smoothness is studied. Based on the truncation method, an algorithm for numerical differentiation is constructed, which is order-optimal both…

Numerical Analysis · Mathematics 2024-07-08 Y. V. Semenova , S. G. Solodky

A wide range of numerical methods exists for computing polynomial approximations of solutions of ordinary differential equations based on Chebyshev series expansions or Chebyshev interpolation polynomials. We consider the application of…

Symbolic Computation · Computer Science 2014-07-11 Alexandre Benoit , Mioara Joldes , Marc Mezzarobba

There is presented an approach to find an approximation polynomial of a function with two variables based on the two dimensional discrete Fourier transform. The approximation polynomial is expressed through Chebyshev polynomials. There is…

Numerical Analysis · Mathematics 2015-04-21 Ernest Scheiber

Our objective is to calculate the derivatives of data corrupted by noise. This is a challenging task as even small amounts of noise can result in significant errors in the computation. This is mainly due to the randomness of the noise,…

Numerical Analysis · Mathematics 2023-04-13 Phuong M. Nguyen , Thuy T. Le , Loc H. Nguyen , Michael V. Klibanov

The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. We use recent general results on sampling discretization to derive a new Marcinkiewicz type discretization theorem for the…

Numerical Analysis · Mathematics 2020-05-14 Vladimir Temlyakov

We derive a stronger uniqueness result if a function with compact support and its truncated Hilbert transform are known on the same interval by using the Sokhotski-Plemelj formulas. To find a function from its truncated Hilbert transform,…

Machine Learning · Computer Science 2020-02-13 Jason You

Multivariate polynomials arise in many different disciplines. Representing such a polynomial as a vector of univariate polynomials can offer useful insight, as well as more intuitive understanding. For this, techniques based on tensor…

Optimization and Control · Mathematics 2016-01-29 Gabriel Hollander , Philippe Dreesen , Mariya Ishteva , Johan Schoukens

In applied mathematics, especially in optimization, functions are often only provided as so called "Black-Boxes" provided by software packages, or very complex algorithms, which make automatic differentation very complicated or even…

Numerical Analysis · Mathematics 2021-02-05 Stefan H. Reiterer

We study weighted Chebyshev polynomials on compact subsets of the complex plane with respect to a bounded weight function. We establish existence and uniqueness of weighted Chebyshev polynomials and derive weighted analogs of Kolmogorov's…

Complex Variables · Mathematics 2025-08-13 Galen Novello , Klaus Schiefermayr , Maxim Zinchenko

Calculating the spectral function of two dimensional systems is arguably one of the most pressing challenges in modern computational condensed matter physics. While efficient techniques are available in lower dimensions, two dimensional…

Strongly Correlated Electrons · Physics 2021-12-08 Douglas Hendry , Hongwei Chen , Phillip Weinberg , Adrian E. Feiguin

We derived the formulae of central differentiation for the finding of the first and second derivatives of functions given in discrete points, with the number of points being arbitrary. The obtained formulae for the derivative calculation do…

Numerical Analysis · Mathematics 2025-10-20 Maxim Dvornikov

We derive an asymptotic expansion for the quadratic variation of a stochastic process satisfying a stochastic differential equation driven by a fractional Brownian motion, based on the theory of asymptotic expansion of Skorohod integrals…

Probability · Mathematics 2022-06-02 Hayate Yamagishi , Nakahiro Yoshida
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