Vol. 1 (2013) pp. 37-46. ALGORITHMS FOR UNEQUALLY SPACED FAST LAPLACE TRANSFORMS FREDRIK ANDERSSON⇤ Abstract. We develop fast algorithms for unequally spaced discrete Laplace transforms with complex parameters, which are approximate up to prescribed choice of computational precision. The algorithms are based on modifications of algorithms for unequally spaced fast Fourier transforms using Gauss...

We consider a one-dimensional stochastic differential equation that is observed on fine grid of equally spaced time points. A novel approach for approximating the transition density presented, which based an Itô-Taylor expansion sample path, combined with application so-called ϵ -expansion. The resulting approximation economical respect to number terms needed achieve given level accuracy in hig...

<abstract><p>We present a novel direct integral pseudospectral (PS) method (a IPS method) for solving class of continuous-time infinite-horizon optimal control problems (IHOCs). The transforms the IHOCs into finite-horizon in their forms by means certain parametric mappings, which are then approximated finite-dimensional nonlinear programming (NLPs) through rational collocations bas...

Spherical harmonic synthesis (SHS) of gravity field functionals at the Earth’s surface requires the use of heights. The present study investigates the gradient approach as an efficient yet accurate strategy to incorporate height information in SHS at densely-spaced multiple points. Taylor series expansions of commonly used functionals quasigeoid heights, gravity disturbances and vertical deflec...

Volumetric smooth particle data arise as atomic coordinates with electron density kernels for molecular structures, as well as fluid particle coordinates with a smoothing kernel in hydrodynamic flow simulations. In each case there is the need for efficiently computing approximations of relevant surfaces (molecular surfaces, material interfaces, shock waves, etc), along with surface and volume d...

Using satellite altimetry derived mean sea level (MSL), geopotential coefficients in terms of ellipsoidal harmonics from recent satellite gravimetry missions, gravity potential values over a grid consisting of 33,486 points at global sea areas are computed and the mean value of the gravity potential at MSL is calculated as a new geoid’s potential value. In this way we have exactly followed the ...

We discuss a generalization of Berrut’s first and second rational interpolants to the case equally spaced points on triangle in R2.