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A sum rule is an identity connecting the entropy of a measure with coefficients involved in the construction of its orthogonal polynomials (Jacobi coefficients). Our paper is an extension of Gamboa, Nagel and Rouault (2016), where we have…

Probability · Mathematics 2020-04-29 Fabrice Gamboa , Jan Nagel , Alain Rouault

The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…

Probability · Mathematics 2022-11-08 Randolf Altmeyer

In this paper we present a new family of rules for numerical integration. This family has up to half the error of the widely used Newton-Cotes rules when a sufficient number of points is evaluated and also much better numerical stability…

Numerical Analysis · Mathematics 2018-12-04 Ricardo Luiz Utsch de Freitas Pinto , Bernardo Bahia Monteiro

In this article, we give a formula for the generalization of the binomial coefficient to the complex numbers as a linear combination of $\sinc$ functions. We then give a general formula to compute the integral on the real line of the…

History and Overview · Mathematics 2021-04-27 Lorenzo David

In this paper, we propose a numerical method for computing Hadamard finite-part integrals with an integral-power singularity at an endpoint, the part of the divergent integral which is finite as a limiting procedure. In the proposed method,…

Numerical Analysis · Mathematics 2019-09-20 Hidenori Ogata

The trigonometric interpolants to a periodic function $f$ in equispaced points converge if $f$ is Dini-continuous, and the associated quadrature formula, the trapezoidal rule, converges if $f$ is continuous. What if the points are…

Numerical Analysis · Mathematics 2016-12-14 Anthony P. Austin , Lloyd N. Trefethen

A representation for the sharp coefficient in a pointwise estimate for the gradient of a generalized Poisson integral of a function $f$ on ${\mathbb R}^{n-1}$ is obtained under the assumption that $f$ belongs to $L^p$. It is assumed that…

Analysis of PDEs · Mathematics 2017-09-12 Gershon Kresin , Vladimir Maz'ya

In order to approximate the integral $I(f)=\int_a^b f(x) dx$, where $f$ is a sufficiently smooth function, models for quadrature rules are developed using a given {\it panel} of $n (n\geq 2)$ equally spaced points. These models arise from…

Numerical Analysis · Mathematics 2012-02-02 Mário M. Graça

Randomized quadratures for integrating functions in Sobolev spaces of order $\alpha \ge 1$, where the integrability condition is with respect to the Gaussian measure, are considered. In this function space, the optimal rate for the…

Numerical Analysis · Mathematics 2023-07-21 Takashi Goda , Yoshihito Kazashi , Yuya Suzuki

This paper deals with the error analysis of the trapezoidal rule for the computation of Fourier type integrals, based on two double exponential transformations. The theory allows to construct algorithms in which the steplength and the…

Numerical Analysis · Mathematics 2023-08-03 Eleonora Denich , Paolo Novati

This article is concerned with a new method for the approximate evaluation of Fourier sine and cosine transforms. We develop and analyse a new quadrature rule for Fourier sine and cosine transforms involving transforming the integral to one…

Numerical Analysis · Mathematics 2007-05-23 Patrick McLean

This contribution presents an integration method based on the Simpson quadrature. The integrator is designed for finite-dimensional nonlinear mechanical systems that derive from variational principles. The action is discretized using…

Numerical Analysis · Mathematics 2025-12-04 Juan Antonio Rojas-Quintero , François Dubois , Frédéric Jourdan

A generalized Friedel sum rule is derived for a quantum dot with internal orbital and spin degrees of freedom. The result is valid when all many-body correlations are taken into account and it links the phase shift of the scattered electron…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Massimo Rontani

Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…

Probability · Mathematics 2019-04-02 Jens Grygierek

In this paper, we establish new general inequality for convex functions. Then we apply this inequality to obtain the midpoint, trapezoid and averaged midpoint-trapezoid integral inequality. Also, some applications for special means of real…

Classical Analysis and ODEs · Mathematics 2012-05-10 M. Z. Sarikaya , H. Ogunmez , M. K. Yildiz

In this paper, a general integral identity for a twice differentiable functions is derived. By using of this identity, the author establishes some new Hermite-Hadamard type and Simpson type inequalities for differentiable…

Classical Analysis and ODEs · Mathematics 2014-08-15 Imdat Iscan

In this paper, after a brief review of the general theory concerning regularized derivatives and integrals of a function with respect to another function, we provide a peculiar fractional generalization of the $(1+1)$-dimensional Dodson's…

Mathematical Physics · Physics 2018-01-23 Roberto Garra , Andrea Giusti , Francesco Mainardi

This work studies numerical integration by the M\"obius-transformed trapezoidal rule, which combines the classical trapezoidal rule with a change of variables induced by a M\"obius transformation that maps the unit circle onto the real…

Numerical Analysis · Mathematics 2026-05-01 Nuutti Hyvönen , Yuya Suzuki

In this paper we propose a method for computing the Faddeeva function $w(z) := e^{-z^2}\mathrm{erfc}(-i z)$ via truncated modified trapezoidal rule approximations to integrals on the real line. Our starting point is the method due to Matta…

Numerical Analysis · Mathematics 2021-06-25 Mohammad Al Azah , Simon N. Chandler-Wilde

We present generalizations of the Newton-Raphson-Simpson method. Specifically, for a positive integer $m$ and the sequence of coefficients of a Taylor series of a function $f(z)$, we define an algorithm we denote by NRS($m$) which is a way…

Combinatorics · Mathematics 2025-09-18 Mario DeFranco