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In this article, we combine a lattice sequence from Quasi-Monte Carlo rules with the philosophy of the Fourier-cosine method to design an approximation scheme for expectation computation. We study the error of this scheme and compare this…

数值分析 · 数学 2019-07-08 Ki Wai Chau , Cornelis W. Oosterlee

This paper introduces the theory and hardware implementation of two new algorithms for computing a single component of the discrete Fourier transform. In terms of multiplicative complexity, both algorithms are more efficient, in general,…

离散数学 · 计算机科学 2018-01-24 G. Jerônimo da Silva , R. M. Campello de Souza , H. M. de Oliveira

The Fourier transform of the indicator function of arbitrary polygons and polyhedra is computed for complex wavevectors. Using the divergence theorem and Stokes' theorem, closed expressions are obtained. Apparent singularities, all…

数学物理 · 物理学 2021-06-01 Joachim Wuttke

Given a real closed polytope $P$, we first describe the Fourier transform of its indicator function by using iterations of Stokes' theorem. We then use the ensuing Fourier transform formulations, together with the Poisson summation formula,…

组合数学 · 数学 2018-08-02 Ricardo Diaz , Quang-Nhat Le , Sinai Robins

This paper presents a new approach in application of the Fourier transform to the complex error function resulting in an efficient rational approximation. Specifically, the computational test shows that with only $17$ summation terms the…

综合数学 · 数学 2016-02-02 S. M. Abrarov , B. M. Quine

A novel method is proposed to infer Bayesian predictions of computationally expensive models. The method is based on the construction of quadrature rules, which are well-suited for approximating the weighted integrals occurring in Bayesian…

数值分析 · 数学 2020-06-09 L. M. M. van den Bos , B. Sanderse , W. A. A. M. Bierbooms

We derive and showcase a novel approach to approximating Fourier transforms in higher dimensions, focusing specifically on the case of 2D radially concentrated ('ring-like') functions. We first reduce the problem to that of evaluating the…

高能天体物理现象 · 物理学 2026-04-08 Filip Niewiński , Michael D. Johnson

The manuscript describes a quadrature rule that is designed for the high order discretization of boundary integral equations (BIEs) using the Nystr\"{o}m method. The technique is designed for surfaces that can naturally be parameterized…

数值分析 · 数学 2020-07-07 Bowei Wu , Per-Gunnar Martinsson

Corrected trapezoidal rules are proved for $\int_a^b f(x)\,dx$ under the assumption that $f"\in L^p([a,b])$ for some $1\leq p\leq\infty$. Such quadrature rules involve the trapezoidal rule modified by the addition of a term…

经典分析与常微分方程 · 数学 2012-05-17 Erik Talvila , Matthew Wiersma

Three-centre nuclear attraction integrals, which arise in density functional and \textit{ab initio} calculations, are one of the most time-consuming computations involved in molecular electronic structure calculations. Even for relatively…

数值分析 · 数学 2024-12-20 Jordan Lovrod , Hassan Safouhi

We present new higher-order quadratures for a family of boundary integral operators re-derived using the approach introduced in [Kublik, Tanushev, and Tsai - J. Comp. Phys. 247: 279-311, 2013]. In this formulation, a boundary integral over…

数值分析 · 数学 2022-04-04 Federico Izzo , Olof Runborg , Richard Tsai

The double exponential formula was introduced for calculating definite integrals with singular point oscillation functions and Fourier integral. The double exponential transformation is not only useful for numerical computations but it is…

综合数学 · 数学 2017-04-20 Arezoo Khatibi , Omid Khatibi

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

Fourier series multiscale method, a concise and efficient analytical approach for multiscale computation, will be developed out of this series of papers. The second paper is concerned with simultaneous approximation to functions and their…

数值分析 · 数学 2022-08-09 Weiming Sun , Zimao Zhang

In this work, we present some new integration formulas for any order of accuracy as an application of the B-spline relations obtained in [1]. The resulting rules are defined as a perturbation of the trapezoidal integration method. We prove…

数值分析 · 数学 2024-05-21 Dionisio F. Yáñez

In this paper a novel contour integral method is proposed for linear convection-diffusion equations. The method is based on the inversion of the Laplace transform and makes use of a contour given by an elliptic arc joined symmetrically to…

数值分析 · 数学 2019-07-29 Nicola Guglielmi , Maria López-Fernández , Giancarlo Nino

It will be shown how to map a simple one-dimensional tight binding model with a cosine potential in one dimension exactly to a two dimensional tight binding model with periodic boundary conditions with the presence of a single flux quantum…

强关联电子 · 物理学 2011-06-29 Stellan Ostlund

We introduce a new numerical method for the computation of the inverse nonlinear Fourier transform and compare its computational complexity and accuracy to those of other methods available in the literature. For a given accuracy, the…

数值分析 · 数学 2015-11-26 Stella Civelli , Luigi Barletti , Marco Secondini

We are presenting a method for computing the Fourier coefficients of a given polynomial regression by using the trapezoidal rule for numerical integration. As function basis we use the orthogonal Legendre polynomials. The results are…

数值分析 · 数学 2013-12-02 Demetris T. Christopoulos

This paper describes a method of calculating the transforms, currently obtained via Fourier and reverse Fourier transforms. The method allows calculating efficiently the transforms of a signal having an arbitrary dimension of the digital…

数值分析 · 数学 2025-10-20 Vladimir I Clue