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The recently developed quadrature by expansion (QBX) technique accurately evaluates the layer potentials with singular, weakly or nearly singular, or even hyper singular kernels in the integral equation reformulations of partial…

数值分析 · 数学 2025-12-08 Lingyun Ding , Jingfang Huang , Jeremy L. Marzuola

We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…

数值分析 · 数学 2026-03-17 Xinran Liu , Zhenyu Zhao , Benxue Gong

In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thom\'ee (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally…

计算金融 · 定量金融 2016-03-07 Hyoseop Lee , Dongwoo Sheen

A method for the analytical evaluation of layer potentials arising in the collocation boundary element method for the Laplace and Helmholtz equation is developed for piecewise flat boundary elements with polynomial shape functions. The…

数值分析 · 数学 2023-02-07 Shoken Kaneko , Nail A. Gumerov , Ramani Duraiswami

Boundary integral methods are highly suited for problems with complicated geometries, but require special quadrature methods to accurately compute the singular and nearly singular layer potentials that appear in them. This paper presents a…

数值分析 · 数学 2022-08-24 Joar Bagge , Anna-Karin Tornberg

Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer…

数值分析 · 数学 2021-08-04 Fredrik Fryklund , Ludvig af Klinteberg , Anna-Karin Tornberg

This paper surveys hyperinterpolation, a quadrature-based approximation scheme. We cover classical results, provide examples on several domains, review recent progress on relaxed quadrature exactness, introduce methodological variants, and…

数值分析 · 数学 2025-10-07 Congpei An , Jiashu Ran , Hao-Ning Wu

This paper uses the Modified Projection Method to examine the errors in solving the boundary integral equation from Laplace equation. The analysis uses weighted norms, and parallel algorithms help solve the independent linear systems. By…

数值分析 · 数学 2024-11-04 Akshay Rane , Kunalkumar Shelar

When using boundary integral equation methods, we represent solutions of a linear partial differential equation as layer potentials. It is well-known that the approximation of layer potentials using quadrature rules suffer from poor…

数值分析 · 数学 2021-09-24 Camille Carvalho

Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer…

数值分析 · 数学 2022-01-20 Fredrik Fryklund , Ludvig af Klinteberg , Anna-Karin Tornberg

Many applications in magnetic confinement fusion require the efficient calculation of surface integrals with singular integrands. The singularity subtraction approaches typically used to handle such singularities are complicated to…

等离子体物理 · 物理学 2023-05-17 E. Toler , A. J. Cerfon , D. Malhotra

Layer potentials represent solutions to partial differential equations in an integral equation formulation. When numerically evaluating layer potentials at evaluation points close to the domain boundary, specialized quadrature techniques…

数值分析 · 数学 2024-12-30 David Krantz , Anna-Karin Tornberg

In this work, we introduce a novel local pairwise descriptor and then develop a simple, effective iterative method to solve the resulting quadratic assignment through sparsity control for shape correspondence between two approximate…

计算机视觉与模式识别 · 计算机科学 2020-03-24 Rui Xiang , Rongjie Lai , Hongkai Zhao

Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that…

数值分析 · 数学 2022-05-20 Congpei An , Hao-Ning Wu

Most 3D shape analysis methods use triangular meshes to discretize both the shape and functions on it as piecewise linear functions. With this representation, shape analysis requires fine meshes to represent smooth shapes and geometric…

计算机视觉与模式识别 · 计算机科学 2017-11-30 V. Estellers , F. R. Schmidt , D. Cremers

In boundary integral methods it is often necessary to evaluate layer potentials on or close to the boundary, where the underlying integral is difficult to evaluate numerically. Quadrature by expansion (QBX) is a new method for dealing with…

数值分析 · 数学 2018-01-18 Ludvig af Klinteberg , Anna-Karin Tornberg

Results on the rational approximation of functions containing singularities are presented. We build further on the ''lightning method'', recently proposed by Trefethen and collaborators, based on exponentially clustering poles close to the…

数值分析 · 数学 2023-10-10 Astrid Herremans , Daan Huybrechs , Lloyd N. Trefethen

We present quadrature schemes to calculate matrices, where the so-called modified Hilbert transformation is involved. These matrices occur as temporal parts of Galerkin finite element discretizations of parabolic or hyperbolic problems when…

数值分析 · 数学 2022-07-26 Marco Zank

Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…

统计计算 · 统计学 2016-12-30 Erlis Ruli , Nicola Sartori , Laura Ventura

Well-conditioned boundary integral methods for the solution of elliptic boundary value problems (BVPs) are powerful tools for static and dynamic physical simulations. When there are many close-to-touching boundaries (eg, in complex fluids)…

数值分析 · 数学 2021-09-21 David B. Stein , Alex H. Barnett