Related papers: Gauss-Hermite Approximation Formula
This paper presents an asymptotic preserving (AP) implicit-explicit (IMEX) scheme for solving the quantum BGK equation using the Hermite spectral method. The distribution function is expanded in a series of Hermite polynomials, with the…
Given a graphical model (GM), computing its partition function is the most essential inference task, but it is computationally intractable in general. To address the issue, iterative approximation algorithms exploring certain local…
Following a letter by Bassett, we show first that it is possible to find an analytical approximation to the error function in terms of a finite series of hyperbolic tangents from the supersymmetric (SUSY) solution of the Poschl-Teller…
This paper addresses the challenge of function approximation using Hermite interpolation on equally spaced nodes. In this setting, standard polynomial interpolation suffers from the Runge phenomenon. To mitigate this issue, we propose an…
A two-step preconditioned iterative method based on the Hermitian/Skew-Hermitian splitting is applied to the solution of nonsymmetric linear systems arising from the Finite Element approximation of convection-diffusion equations. The…
We analyze the Hermite polynomials $H_{n}(x)$ and their zeros asymptotically, as $n\to\infty.$ We obtain asymptotic approximations from the differential-difference equation which they satisfy, using the ray method. We give numerical…
In this article we consider the approximation of a variable coefficient (two-sided) fractional diffusion equation (FDE), having unknown $u$. By introducing an intermediate unknown, $q$, the variable coefficient FDE is rewritten as a lower…
This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our former paper [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci.…
This article provides a general iterative approximation to partial differential equations, and thus establish existence of smooth solution. The heart of the method is to contract (or expand) the boundary conditions uniformly in the domain,…
Given a matrix-valued function $\mathcal{F}(\lambda)=\sum_{i=1}^d f_i(\lambda) A_i$, with complex matrices $A_i$ and $f_i(\lambda)$ entire functions for $i=1,\ldots,d$, we discuss a method for the numerical approximation of the distance to…
In the present paper we prove a Stieltjes type theorem on the convergence of a sequence of rational functions associated with a mixed type Hermite-Pad\'e approximation problem of a Nikishin system of functions and analyze the ratio…
In this paper, we analyze a function space consisting of functions for which both the function and its Fourier transform exhibit Gaussian decay together with exponential growth governed by suitable weight functions. First, we examine…
The approximation of a general $d$-variate function $f$ by the shifts $\phi(\cdot-\xi)$, $\xi\in\Xi\subset \Rd$, of a fixed function $\phi$ occurs in many applications such as data fitting, neural networks, and learning theory. When…
We consider the uniform asymptotic expansion for the Gauss hypergeometric function \[{}_2F_1(a+\epsilon\lambda,b;c+\lambda;x),\qquad 0<x<1\] as $\lambda\to+\infty$ in the neigbourhood of $\epsilon x=1$ when the parameter $\epsilon>1$ and…
This paper presents an algorithm to simulate Gaussian random vectors whose precision matrix can be expressed as a polynomial of a sparse matrix. This situation arises in particular when simulating Gaussian Markov random fields obtained by…
Computing the distance function to some surface or line is a problem that occurs very frequently. There are several ways of computing a relevant approximation of this function, using for example technique originating from the approximation…
The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…
We introduce the discrete version of the Hutchinson--Barnsley theory providing algorithms to approximate the Hutchinson measure for iterated function systems (IFS) and generalized iterated function systems (GIFS) complementing the discrete…
The feedback particle filter (FPF) is a promising nonlinear filtering (NLF) method, but its practical implementation is hindered by the intractability of the gain function, which satisfies a boundary value problem (BVP). This paper proposes…
We present a new efficient analytical approximation scheme to two-point boundary value problems of ordinary differential equations (ODEs) adapted to the study of the derivative expansion of the exact renormalization group equations. It is…