Impossibility of fast stable approximation of analytic functions from equispaced samples

RB Platte, LN Trefethen, ABJ Kuijlaars - SIAM review, 2011 - SIAM
It is shown that no stable procedure for approximating functions from equally spaced
samples can converge exponentially for analytic functions. To avoid instability, one must …

Multivariate polynomial regression of Euclidean degree extends the stability for fast approximations of Trefethen functions

SKT Veettil, Y Zheng, UH Acosta, D Wicaksono… - arXiv preprint arXiv …, 2022 - arxiv.org
We address classic multivariate polynomial regression tasks from a novel perspective
resting on the notion of general polynomial $ l_p $-degree, with total, Euclidean, and …

Enhanced adaptive surrogate models with applications in uncertainty quantification for nanoplasmonics

N Georg, D Loukrezis, U Römer… - International Journal for …, 2020 - dl.begellhouse.com
We propose an efficient surrogate modeling technique for uncertainty quantification. The
method is based on a well-known dimension-adaptive collocation scheme. We improve the …

Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model

E Pindza, KC Patidar, E Ngounda - Numerical Methods for …, 2014 - Wiley Online Library
We propose a novel numerical method based on rational spectral collocation and Clenshaw–
Curtis quadrature methods together with the “” transformation for pricing European vanilla …

A New Conformal Map for Polynomial Chaos Applied to Direction-of-Arrival Estimation via UCA Root-MUSIC

S Van Brandt, J Verhaevert, T Van Hecke, H Rogier - Sensors, 2022 - mdpi.com
The effects of random array deformations on Direction-of-Arrival (DOA) estimation with root-
Multiple Signal Classification for uniform circular arrays (UCA root-MUSIC) are characterized …

Conformally mapped polynomial chaos expansions for Maxwell's source problem with random input data

N Georg, U Römer - International Journal of Numerical …, 2020 - Wiley Online Library
Abstract Generalized Polynomial Chaos (gPC) expansions are well established for forward
uncertainty propagation in many application areas. Although the associated computational …

On the use of conformal maps for the acceleration of convergence of the trapezoidal rule and sinc numerical methods

RM Slevinsky, S Olver - SIAM Journal on Scientific Computing, 2015 - SIAM
We investigate the use of conformal maps for the acceleration of convergence of the
trapezoidal rule and Sinc numerical methods. The conformal map is a polynomial …

Mesh density functions based on local bandwidth applied to moving mesh methods

ES Wise, BT Cox, BE Treeby - Communications in Computational …, 2017 - cambridge.org
Moving mesh methods provide an efficient way of solving partial differential equations for
which large, localised variations in the solution necessitate locally dense spatial meshes. In …

Surrogate modeling and uncertainty quantification for radio frequency and optical applications

N Georg - 2021 - tuprints.ulb.tu-darmstadt.de
This thesis addresses surrogate modeling and forward uncertainty propagation for
parametric/stochastic versions of Maxwell's source and eigenproblem. Surrogate modeling …

New techniques in numerical integration: The computation of molecular integrals over exponential-type functions

RM Slevinsky - 2014 - era.library.ualberta.ca
The numerical evaluation of challenging integrals is a topic of interest in applied
mathematics. We investigate molecular integrals in the B function basis, an exponentially …