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In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…

数值分析 · 数学 2025-02-13 M. P. Calvo , J. Makazaga , A. Murua

High dimensional integrals can be approximated well by quasi-Monte Carlo methods. However, determining the number of function values needed to obtain the desired accuracy is difficult without some upper bound on an appropriate semi-norm of…

数值分析 · 数学 2017-06-27 Fred J. Hickernell , Lluís Antoni Jiménez Rugama , Da Li

The Fourier extension method, also known as the Fourier continuation method, is a method for approximating non-periodic functions on an interval using truncated Fourier series with period larger than the interval on which the function is…

数值分析 · 数学 2021-11-08 Jeffrey S. Geronimo , Karl Liechty

The Fourier-based analysis customarily employed to analyze the dynamics of a simple pendulum is here revisited to propose an elementary iterative scheme aimed at generating a sequence of analytical approximants of the exact law of motion.…

经典物理 · 物理学 2013-03-21 Riccardo Borghi

A method is presented for the analytical evaluation of the singular and near-singular integrals arising in the Boundary Element Method solution of the Helmholtz equation. An error analysis is presented for the numerical evaluation of such…

数值分析 · 数学 2019-02-15 Michael Carley

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

最优化与控制 · 数学 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

Simple proofs of the midpoint, trapezoidal and Simpson's rules are proved for numerical integration on a compact interval. The integrand is assumed to be twice continuously differentiable for the midpoint and trapezoidal rules, and to be…

经典分析与常微分方程 · 数学 2012-02-02 Erik Talvila , Matthew Wiersma

The convolution potential arises in a wide variety of application areas, and its efficient and accurate evaluation encounters three challenges: singularity, nonlocality and anisotropy. We introduce a fast algorithm based on a far-field…

数值分析 · 数学 2025-04-29 Xin Liu , Yong Zhang

Fourier feature approximations have been successfully applied in the literature for scalable Gaussian Process (GP) regression. In particular, Quadrature Fourier Features (QFF) derived from Gaussian quadrature rules have gained popularity in…

机器学习 · 统计学 2023-10-24 Kevin Li , Max Balakirsky , Simon Mak

The analysis of signals created by a variety of instruments involves calculating the phase of a sinusoidal type signal. One widely used method to extract this information is through the use of Fourier transforms, but it is known that…

光学 · 物理学 2018-11-02 Andrew John Henning , Dawei Tang , Xiangqian , Jiang

We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…

泛函分析 · 数学 2016-07-14 Calvin Hotchkiss , Eric S. Weber

We present a family of high order trapezoidal rule-based quadratures for a class of singular integrals, where the integrand has a point singularity. The singular part of the integrand is expanded in a Taylor series involving terms of…

数值分析 · 数学 2023-07-27 Federico Izzo , Olof Runborg , Richard Tsai

A new procedure is presented for computing the matrix cosine and sine simultaneously by means of Taylor polynomial approximations. These are factorized so as to reduce the number of matrix products involved. Two versions are developed to be…

数值分析 · 数学 2020-10-02 Muaz Seydaoglu , Philipp Bader , Sergio Blanes , Fernando Casas

In many practical applications, spatial data are often collected at areal levels (i.e., block data) and the inferences and predictions about the variable at points or blocks different from those at which it has been observed typically…

统计计算 · 统计学 2020-01-10 Peter Simonson , Douglas Nychka , Soutir Bandyopadhyay

In this work, we present a comprehensive framework for approximating the weakly singular power-law kernel $t^{\alpha-1}$ of fractional integral and differential operators, where $\alpha \in (0,1)$ and $t \in [\delta,T]$ with…

数值分析 · 数学 2025-08-29 Renu Chaudhary , Kai Diethelm , Afshin Farhadi , Fred A. Fuchs

The theory of self-reciprocal functions is applied to the study Mordell type integrals. We find two particular eigenfunctions of the double cosine Fourier transform and then use them to evaluate certain one- and two-dimensional Mordell type…

经典分析与常微分方程 · 数学 2021-10-28 Martin Nicholson

We describe an algorithm, based on Euler's method, for solving Volterra integro-differential equations. The algorithm approximates the relevant integral by means of the composite Trapezium Rule, using the discrete nodes of the independent…

数值分析 · 数学 2024-07-24 J. S. C. Prentice

Characteristic functions of several popular classes of distributions and processes admit analytic continuation into unions of strips and open coni around $\mathbb{R}\subset \mathbb{C}$. The Fourier transform techniques reduces calculation…

计算金融 · 定量金融 2018-08-17 Svetlana Boyarchenko , Sergei Levendorskiĭ

Calculations of the Fourier transform of a constant quantity over an area or volume defined by polygons (connected vertices) are often useful in modeling wave scattering, or in fourier-space filtering of real-space vector-based volumes and…

数值分析 · 数学 2021-04-20 Brian B. Maranville

For certain types of statistical models, the characteristic function (Fourier transform) is available in closed form, whereas the probability density function has an intractable form, typically as an infinite sum of probability weighted…

统计计算 · 统计学 2020-08-20 Berent Å. S. Lunde , Tore S. Kleppe , Hans J. Skaug