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Related papers: Novel Extrapolation for Strong Coupling Expansions

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Efficient sampling for the conditional time integrated variance process in the Heston stochastic volatility model is key to the simulation of the stock price based on its exact distribution. We construct a new series expansion for this…

Pricing of Securities · Quantitative Finance 2021-01-08 Simon J. A. Malham , Jiaqi Shen , Anke Wiese

In this work, we propose a novel formulation for the solution of partial differential equations using finite element methods on unfitted meshes. The proposed formulation relies on the discrete extension operator proposed in the aggregated…

Numerical Analysis · Mathematics 2022-08-15 Santiago Badia , Eric Neiva , Francesc Verdugo

For the general parametric regression models with covariates contaminated with normal measurement errors, this paper proposes an accelerated version of the classical simulation extrapolation algorithm to estimate the unknown parameters in…

Methodology · Statistics 2021-07-13 Kanwal Ayub , Weixing Song

High order numerical methods for networks of hyperbolic conservation laws have recently gained increasing popularity. Here, the crucial part is to treat the boundaries of the single (one-dimensional) computational domains in such a way that…

Numerical Analysis · Mathematics 2018-02-22 Alexander Naumann , Oliver Kolb , Matteo Semplice

In this article we present the results obtained applying the multiple scale expansion up to the order $\varepsilon^6$ to a dispersive multilinear class of equations on a square lattice depending on 13 parameters. We show that the…

Exactly Solvable and Integrable Systems · Physics 2023-07-31 R. Hernandez Heredero , D. Levi , C. Scimiterna

We applied the method of finite-part integration [Galapon E.A Proc.R.Soc A 473, 20160567(2017)] to evaluate in closed-form the exact one-loop integral representations of the Heisenberg-Euler Lagrangian from QED for a constant magnetic field…

Mathematical Physics · Physics 2024-02-20 Christian D. Tica , Eric A. Galapon

Entanglement entropies have revealed, in the last years, to be a powerful tool to extract information about the physics of condensed-matter systems. In the first part of this thesis, we show how to extract essential details about the…

Strongly Correlated Electrons · Physics 2013-09-17 Luca Taddia

The accuracy of the Heller's derivative rule to calculate the numerical weights associated with discretized energy spectrum is enhanced by Broad's extension which adds (N-1) more interpolating points to the original N points. The extension…

Mathematical Physics · Physics 2017-10-03 Hashim A. Yamani , Abdulaziz D. Alhaidari

We present a family of high order trapezoidal rule-based quadratures for a class of singular integrals, where the integrand has a point singularity. The singular part of the integrand is expanded in a Taylor series involving terms of…

Numerical Analysis · Mathematics 2023-07-27 Federico Izzo , Olof Runborg , Richard Tsai

Recently-developed variational perturbation expansions converge exponentially fast for positive coupling constants. They do not, however, possess the correct left-hand cut in the complex coupling constant plane, implying a wrong large-order…

Quantum Physics · Physics 2009-10-28 H. Kleinert

In this paper, we study the reconstruction of a bivariate function from weighted integrals along the edges of a triangular mesh, a problem of central importance in tomography, computer vision, and numerical approximation. Our approach…

Numerical Analysis · Mathematics 2025-11-11 Francesco Dell'Accio , Allal Guessab , Mohammed Kbiri Alaoui , Federico Nudo

This paper develops the process of using Richardson Extrapolation to improve the Kernel Density Estimation method, resulting in a more accurate (lower Mean Squared Error) estimate of a probability density function for a distribution of data…

Probability · Mathematics 2018-12-21 Ruben G. Ascoli

Approximation and uncertainty quantification methods based on Lagrange interpolation are typically abandoned in cases where the probability distributions of one or more {system} parameters are not normal, uniform, or closely related…

Numerical Analysis · Computer Science 2020-02-28 Dimitrios Loukrezis , Herbert De Gersem

Thresholding--the pruning of nodes or edges based on their properties or weights--is an essential preprocessing tool for extracting interpretable structure from complex network data, yet existing methods face several key limitations.…

Social and Information Networks · Computer Science 2025-10-07 Adam Schroeder , Russell Funk , Jingyi Guan , Taylor Okonek , Lori Ziegelmeier

Richardson extrapolation is a classical technique from numerical analysis that can improve the approximation error of an estimation method by combining linearly several estimates obtained from different values of one of its hyperparameters,…

Machine Learning · Computer Science 2020-07-20 Francis Bach

This paper introduces the concept of hyperpolation: a way of generalising from a limited set of data points that is a peer to the more familiar concepts of interpolation and extrapolation. Hyperpolation is the task of estimating the value…

Machine Learning · Computer Science 2024-10-15 Toby Ord

We provide new methods to straightforwardly obtain compact and analytic expressions for epsilon-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for…

High Energy Physics - Theory · Physics 2016-01-20 Georg Puhlfuerst , Stephan Stieberger

We describe a method of extrapolation based on a "truncated" Kramers-Kronig relation for the complex permittivity ($\epsilon$) and permeability ($\mu$) parameters of a material, based on finite frequency data. Considering a few assumptions,…

Materials Science · Physics 2015-08-13 Christine C. Dantas , Mirabel. C. Rezende , Simone S. Pinto

We develop a theory of extrapolation for weights that satisfy a generalized reverse H\"older inequality in the scale of Orlicz spaces. This extends previous results by Auscher and Martell [2] on limited range extrapolation. As an…

Classical Analysis and ODEs · Mathematics 2017-06-26 Theresa C. Anderson , David Cruz-Uribe , Kabe Moen

We propose an Extended Hybrid High-Order scheme for the Poisson problem with solution possessing weak singularities. Some general assumptions are stated on the nature of this singularity and the remaining part of the solution. The method is…

Numerical Analysis · Mathematics 2022-05-16 Liam Yemm
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