Výsledky vyhledávání - "Gauss–Kronrod quadrature formula"

On the Gauss-Kronrod quadrature formula for a modified weight function of Chebyshev type

Autor: Ramón Orive, Aleksandar V. Pejčev, Miodrag M. Spalević, Ljubica Mihić

Publikováno v: Numerical Algorithms. 91:1855-1877

In this paper, we consider the Gauss-Kronrod quadrature formulas for a modified Chebyshev weight. Efficient estimates of the error of these Gauss–Kronrod formulae for analytic functions are obtained, using techniques of contour integration that wer

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5e948213c1b36caa8fa4379332437033
https://doi.org/10.1007/s11075-022-01325-8

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A new representation of generalized averaged Gauss quadrature rules

Autor: Miodrag M. Spalević, Lothar Reichel

Publikováno v: Applied Numerical Mathematics. 165:614-619

Gauss quadrature rules associated with a nonnegative measure with support on (part of) the real axis find many applications in Scientific Computing. It is important to be able to estimate the quadrature error when replacing an integral by an l-node G

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::30d7676d6183328445c0b0e334326a06
https://doi.org/10.1016/j.apnum.2020.11.016

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Computing eigenpairs of two-parameter Sturm-Liouville systems using the bivariate sinc-Gauss formula

Autor: R. M. Asharabi, Jürgen Prestin

Publikováno v: Communications on Pure & Applied Analysis. 19:4143-4158

The use of sampling methods in computing eigenpairs of two-parameter boundary value problems is extremely rare. As far as we know, there are only two studies up to now using the bivariate version of the classical and regularized sampling series. Thes

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::62987ff9e323cfd556b5273032f8d8cf
https://doi.org/10.3934/cpaa.2020185

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Surface Reconstruction Based on the Modified Gauss Formula

Autor: Zuoqiang Shi, Bin Wang, Jian Sun, Wenjia Lu

Publikováno v: ACM Transactions on Graphics. 38:1-18

In this article, we introduce a surface reconstruction method that has excellent performance despite nonuniformly distributed, noisy, and sparse data. We reconstruct the surface by estimating an implicit function and then obtain a triangle mesh by ex

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::2fe64eb42c34e8cef72063cc671c6002
https://doi.org/10.1145/3233984

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Anti-Gaussian quadrature formulae based on the zeros of Stieltjes polynomials

Autor: Sotirios E. Notaris

Publikováno v: BIT Numerical Mathematics. 58:179-198

It is well known that the Gauss–Kronrod quadrature formula does not always exist with real and distinct nodes and positive weights. In 1996, in an attempt to find an alternative to the Gauss–Kronrod formula for estimating the error of the Gauss q

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::1e9ef5cfbd3d3e9dbe00cf8cfb6dd4fa
https://doi.org/10.1007/s10543-017-0672-y

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A simple and robust quadrilateral non-conforming element with a special 5-point quadrature

Autor: Murong Yan, Xinhong Liu, Jingjing Xu, Shengrong Hu

Publikováno v: European Journal of Mechanics - A/Solids. 69:71-77

A 4-node, 8-DOF non-conforming quadrilateral element with four internal modes, denoted as iQ8, is developed. It takes the four edges' midpoints of the linear element Q4 as the internal virtual nodes, whose shape functions are the same as those of the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::bb05bf4db311705bfb03f0d1a40162ea
https://doi.org/10.1016/j.euromechsol.2017.11.011

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Numerical valuation of two-asset options under jump diffusion models using Gauss–Hermite quadrature

Autor: M. Fakharany, Vera N. Egorova

Publikováno v: BIRD: BCAM's Institutional Repository Data
instname
Journal of Computational and Applied Mathematics, 2018, 330, 822-834
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia

[EN] In this work a finite difference approach together with a bivariate Gauss¿Hermite quadrature technique is developed for partial-integro differential equations related to option pricing problems on two underlying asset driven by jump-diffusion m

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a3c83a84853a21908ddaca000953afa1
https://doi.org/10.1016/j.cam.2017.03.032

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Fast quadrature methods for options with discrete dividends

Autor: Muddun Bhuruth, Deeveya Thakoor

Publikováno v: Journal of Computational and Applied Mathematics. 330:1-14

Discontinuities in the stock price at ex-dividend dates make it hard to derive mathematically elegant solutions for European-style options with discrete dividends under the piecewise lognormal model. Numerical schemes such as non-recombining trees ar

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0c49503770b660d41dfc2e2ebbb74f7b
https://doi.org/10.1016/j.cam.2017.08.006

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