The Gauss-Kronrod quadrature scheme, which is based on the zeros of Legendre polynomials and Stieltjes polynomials, is the standard method for automatic numerical integration in mathematical software libraries. For a long time, very little was known about the error of the Gauss-Kronrod scheme. An essential progress was made only recently, based on new bounds and as-ymptotic properties for the S...

One of the outstanding problems in the numerical discretization of the FeynmanKac formula calls for the design of arbitrary-order short-time approximations that are constructed in a stable way, yet only require knowledge of the potential function. In essence, the problem asks for the development of a functional analogue to the Gauss quadrature technique for one-dimensional functions. In PRE 69,...

Abstract. The evaluation of matrix functions of the form f(A)v, where A is a large sparse or structured symmetric matrix, f is a nonlinear function, and v is a vector, is frequently subdivided into two steps: first an orthonormal basis of an extended Krylov subspace of fairly small dimension is determined, and then a projection onto this subspace is evaluated by a method designed for small prob...

A quadrature-based mixed Petrov-Galerkin finite element method is applied to a fourth-order linear ordinary differential equation. After employing a splitting technique, a cubic spline trial space and a piecewise linear test space are considered in the method. The integrals are then replaced by the Gauss quadrature rule in the formulation itself. Optimal order a priori error estimates are obtai...

In the paper we consider new estimators of expected values E w(X) of functions of a random variable X. The new estimators are based on Gauss quadrature, a numerical method frequently used to approximate integrals over finite intervals. We apply the new estimators in Partial Cross Validation, a numerical method for finding optimal smoothing parameters in nonparametric curve estimation. We show t...

We quantify correlations (quantum and/or classical) between two continuous-variable modes as the maximal number of correlated bits extracted via local quadrature measurements. On Gaussian states, such "bit quadrature correlations" majorize entanglement, reducing to an entanglement monotone for pure states. For non-Gaussian states, such as photonic Bell states, photon-subtracted states, and mixt...

In an earlier work the author has obtained new quadrature formulas (see (1.3)) based on function values and second derivatives on the zeros of nn(i) as defined by (1.2). The proof given earlier was quite long. The object of this paper is to provide a proof of this quadrature formula which is extremely simple and indeed does not even require the use of fundamental polynomials of (0,2) interpolat...

The paper reviews the relation between Padé-type approximants of a power series and interpolatory quadrature formulas with free nodes, and that between Padé approximants and Gaussian quadrature methods. Quadrature methods are well-known. They are used for obtaining an approximate value of a definite integral, and are described in any book of numerical analysis. In this talk, we will show that P...

We present numerical studies of atomic transport in 3D and 1D models for a mode-locked, pulsed atom laser as realized by Anderson and Kasevich [Science 281 (1998) 1686] using an elongated Bose condensate of 87Rb atoms poured into a vertical optical lattice. From our 3D results we ascertain in a quantitative manner the role of meanfield interactions in determining the shape and the size of the p...