Related papers: Generalization of Euler's Summation Formula to Pat…
We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…
We discuss two theorems in analytic number theory and combinatory analysis that have seen increased use in recent years. A corollary to a Tauberian theorem of Ingham allows one to quickly prove asymptotic formulas for arithmetic sequences,…
A newly developed method for systematically improving the convergence of path integrals for transition amplitudes, introduced in Phys. Rev. Lett. 94 (2005) 180403, Phys. Rev. B 72 (2005) 064302, Phys. Lett. A 344 (2005) 84, and expectation…
We survey old and new results about optimal algorithms for summation of finite sequences and for integration of functions from Hoelder or Sobolev spaces. First we discuss optimal deterministic and randomized algorithms. Then we add a new…
Let $X$ be a linear diffusion taking values in $(\ell,r)$ and consider the standard Euler scheme to compute an approximation to $\mathbb{E}[g(X_T)\mathbf{1}_{[T<\zeta]}]$ for a given function $g$ and a deterministic $T$, where…
Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…
The $p$-set, which is in a simple analytic form, is well distributed in unit cubes. The well-known Weil's exponential sum theorem presents an upper bound of the exponential sum over the $p$-set. Based on the result, one shows that the…
A new general and unified method of summation, which is both regular and consistent, is invented. It is based on the idea concerning a way of integers reordering. The resulting theory includes a number of explicit and closed form summation…
This paper examines an averaging technique in which the nonlinear flux term is expanded and the convective velocities are passed through a low-pass filter. It is the intent that this modification to the nonlinear flux terms will result in…
We consider one-step methods for integrating stochastic differential equations and prove pathwise convergence using ideas from rough path theory. In contrast to alternative theories of pathwise convergence, no knowledge is required of…
Summation formulae are classical tools in analysis: Taylor-MacLaurin, Euler-MacLaurin, Poisson, Vorono\"i, Circle formulae\ldots We will show how, from a single equation - referred to as the mother-equation - it is possible to unify these…
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…
We introduce Euler summability method for sequences of fuzzy numbers and state a Tauberian theorem concerning Euler summability method, of which proof provides an alternative to that of K. Knopp[\"Uber das Eulersche Summierungsverfahren II,…
We study summation of sequences and integration in the quantum model of computation. We develop quantum algorithms for computing the mean of sequences which satisfy a p-summability condition and for integration of functions from Lebesgue…
The path integral formulation of quantum mechanics, i.e., the idea that the evolution of a quantum system is determined as a sum over all the possible trajectories that would take the system from the initial to its final state of its…
We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…
Path integration is a respected form of quantization that all theoretical quantum physicists should welcome. This elaboration begins with simple examples of three different versions of path integration. After an important clarification of…
We analyze the conditions on the Taylor coefficients of an analytic function to admit global analytic continuation, complementing a recent paper of Breuer and Simon on general conditions for natural boundaries to form. A new summation…
Efforts to give an improved mathematical meaning to Feynman's path integral formulation of quantum mechanics started soon after its introduction and continue to this day. In the present paper, one common thread of development is followed…
The convergence of the first order Euler scheme and an approximative variant thereof, along with convergence rates, are established for rough differential equations driven by c\`adl\`ag paths satisfying a suitable criterion, namely the…