A practical, effective calculation of gamma difference distributions with open data science tools

M Hančová, A Gajdoš, J Hanč - Journal of Statistical Computation …, 2022 - Taylor & Francis
At present, there is still no officially accepted and extensively verified implementation of
computing the gamma difference distribution allowing unequal shape parameters. We …

The double exponential sinc collocation method for singular Sturm-Liouville problems

P Gaudreau, R Slevinsky, H Safouhi - Journal of Mathematical Physics, 2016 - pubs.aip.org
Sturm-Liouville problems are abundant in the numerical treatment of scientific and
engineering problems. In the present contribution, we present an efficient and highly …

Tanh-sinh quadrature for single and multiple integration using floating-point arithmetic

J Vanherck, B Sorée, W Magnus - arXiv preprint arXiv:2007.15057, 2020 - arxiv.org
The problem of estimating single-and multi-dimensional integrals, with or without end-point
singularities, is prevalent in all fields of scientific research, and in particular in physics …

How Sharp Are Error Bounds?–Lower Bounds on Quadrature Worst-Case Errors for Analytic Functions–

T Goda, Y Kazashi, K Tanaka - SIAM Journal on Numerical Analysis, 2024 - SIAM
Numerical integration over the real line for analytic functions is studied. Our main focus is on
the sharpness of the error bounds. We first derive two general lower estimates for the worst …

Sparse grid quadrature rules based on conformal mappings

P Jantsch, CG Webster - Sparse Grids and Applications-Miami 2016, 2018 - Springer
In this work, we demonstrate the extension of quadrature approximations, built from
conformal mapping of interpolatory rules, to sparse grid quadrature in the multidimensional …

Double exponential sinc-collocation method for solving the energy eigenvalues of harmonic oscillators perturbed by a rational function

P Gaudreau, H Safouhi - Journal of Mathematical Physics, 2017 - pubs.aip.org
We show that the double exponential sinc-collocation method provides an efficient uniformly
accurate solution to the one-dimensional time independent Schrödinger equation for a …

Improvement of the double exponential formula with conformal maps based on the locations of singularities

S Kyoya, K Tanaka - JSIAM Letters, 2019 - jstage.jst.go.jp
The double exponential formula, or the DE formula, is a high-precision integration formula
using a change of variables called a DE transformation. However, it has a disadvantage that …

Efficient Methods for Multidimensional Global Polynomial Approximation with Applications to Random PDEs

PA Jantsch - 2017 - trace.tennessee.edu
In this work, we consider several ways to overcome the challenges associated with
polynomial approximation and integration of smooth functions depending on a large number …

Construction of conformal maps based on the locations of singularities for improving the double exponential formula

S Kyoya, K Tanaka - IMA Journal of Numerical Analysis, 2020 - academic.oup.com
The double exponential formula, or DE formula, is a high-precision integration formula using
a change of variables called a DE transformation; it has the disadvantage that it is sensitive …

Model Order Reduction and its Application to an Inverse Electroencephalography Problem

JL Valerdi Cabrera - 2018 - eprints-phd.biblio.unitn.it
Model order reduction is a technique to reduce computational times of parameterized PDEs
while maintaining good accuracy of the approximated solution. Reduced basis methods …