Abstract. This paper presents a modification of Krylov subspace spectral (KSS) methods, which build on the work of Golub, Meurant and others, pertaining to moments and Gaussian quadrature to produce high-order accurate approximate solutions to variable-coefficient time-dependent PDEs. Whereas KSS methods currently use Lanczos iteration to compute the needed quadrature rules, our modification us...

‎A natural algorithm with an optimal order of convergence is proposed for numerical solution of a class of cordial weakly singular Volterra integral equations‎. ‎The equations of this class appear in heat conduction problems with mixed boundary conditions‎. ‎The algorithm is based on a representation of the solution and compound Gaussian quadrature rules with graded meshes‎. ‎A comparative stud...

This paper proposes a hybrid method to find cumulative distribution function (CDF) of completion time of GERT-type networks (GTN) which have no loop and have only exclusive-or nodes. Proposed method is cre-ated by combining an analytical transformation with Gaussian quadrature formula. Also the combined crude Monte Carlo simulation and combined conditional Monte Carlo simulation are developed a...

This article focuses on the process of approximating a definite integral from values of the integrand when exact mathematical integration is not available. This problem arises in statistics when marginal density functions or expected values of random variables are required. The article describes classical univariate quadrature methods including the trapezoidal rule, Simpson’s rule, Newton-Cotes...

In this paper, we develop a method to efficiently estimate dynamic discrete choice models with AR(n) type serial correlation of the errors. First, to approximate the expected value function of the underlying dynamic problem, we use Gaussian quadrature, interpolation over an adaptively refined grid, and solve a potentially large non-linear system of equations. Second, to evaluate the likelihood ...

We propose the subcarrier domain of multicarrier continuous-variable (CV) quantum key distribution (QKD). In a multicarrier CVQKD scheme, the information is granulated into Gaussian subcarrier CVs and the physical Gaussian link is divided into Gaussian subchannels. The sub-channels are dedicated for the conveying of the subcarrier CVs. The angular domain utilizes the phase-space angles of the G...

There is resurging interest, in statistics and machine learning, in solvers for ordinary differential equations (ODEs) that return probability measures instead of point estimates. Recently, Conrad et al. introduced a sampling-based class of methods that are ‘well-calibrated’ in a specific sense. But the computational cost of these methods is significantly above that of classic methods. On the o...

We present an efficient algorithm for evaluating a class of two-electron integrals of the form r12⊗r12/r12(n) over one-electron Gaussian basis functions. The full Breit interaction in four-component relativistic theories beyond the Gaunt term is such an operator with n = 3. Another example is the direct spin-spin coupling term in the quasi-relativistic Breit-Pauli Hamiltonian (n = 5). These int...

The Clenshaw Curtis method for numerical integration is extended to semiinfinite ([_0, 30] and infinite [-0% oc] intervals. The common framework for both these extensions and for integration on a finite interval is to (1) map the integration domain to tc[0, z], (2) compute a Fourier sine or cosine approximation to the transformd integrand via interpolation, and (3) integrate the approximation. ...

Abstract. This paper presents a reformulation of Krylov Subspace Spectral (KSS) Methods, which build on Gene Golub’s many contributions pertaining to moments and Gaussian quadrature, to produce high-order accurate approximate solutions to variable-coefficient time-dependent PDE. This reformulation serves two useful purposes. First, it more clearly illustrates the distinction between KSS methods...