Accuracy and Stability of Computing High-Order Derivatives of Analytic Functions by Cauchy Integrals

High-order derivatives of analytic functions are expressible as Cauchy integrals over circular contours, which can very effectively be approximated, e.g., by trapezoidal sums. Whereas analytically each radius r up to the radius of convergence is equal, numerical stability strongly depends on r. We give a comprehensive study of this effect; in particular we show that there is a unique radius that minimizes the loss of accuracy caused by round-off errors. For large classes of functions, though not for all, this radius actually gives about full accuracy; a remarkable fact that we explain by the theory of Hardy spaces, by the Wiman-Valiron and Levin-Pfluger theory of entire functions, and by the saddle-point method of asymptotic analysis. Many examples and non-trivial applications are discussed in detail.Comment: Version 4 has some references and a discussion of other quadrature rules added; 57 pages, 7 figures, 6 tables; to appear in Found. Comput. Mat

Spectral tensor-train decomposition

The accurate approximation of high-dimensional functions is an essential task in uncertainty quantification and many other fields. We propose a new function approximation scheme based on a spectral extension of the tensor-train (TT) decomposition. We first define a functional version of the TT decomposition and analyze its properties. We obtain results on the convergence of the decomposition, revealing links between the regularity of the function, the dimension of the input space, and the TT ranks. We also show that the regularity of the target function is preserved by the univariate functions (i.e., the "cores") comprising the functional TT decomposition. This result motivates an approximation scheme employing polynomial approximations of the cores. For functions with appropriate regularity, the resulting \textit{spectral tensor-train decomposition} combines the favorable dimension-scaling of the TT decomposition with the spectral convergence rate of polynomial approximations, yielding efficient and accurate surrogates for high-dimensional functions. To construct these decompositions, we use the sampling algorithm \texttt{TT-DMRG-cross} to obtain the TT decomposition of tensors resulting from suitable discretizations of the target function. We assess the performance of the method on a range of numerical examples: a modifed set of Genz functions with dimension up to $100$, and functions with mixed Fourier modes or with local features. We observe significant improvements in performance over an anisotropic adaptive Smolyak approach. The method is also used to approximate the solution of an elliptic PDE with random input data. The open source software and examples presented in this work are available online.Comment: 33 pages, 19 figure

Best chirplet chain: near-optimal detection of gravitational wave chirps

The list of putative sources of gravitational waves possibly detected by the ongoing worldwide network of large scale interferometers has been continuously growing in the last years. For some of them, the detection is made difficult by the lack of a complete information about the expected signal. We concentrate on the case where the expected GW is a quasi-periodic frequency modulated signal i.e., a chirp. In this article, we address the question of detecting an a priori unknown GW chirp. We introduce a general chirp model and claim that it includes all physically realistic GW chirps. We produce a finite grid of template waveforms which samples the resulting set of possible chirps. If we follow the classical approach (used for the detection of inspiralling binary chirps, for instance), we would build a bank of quadrature matched filters comparing the data to each of the templates of this grid. The detection would then be achieved by thresholding the output, the maximum giving the individual which best fits the data. In the present case, this exhaustive search is not tractable because of the very large number of templates in the grid. We show that the exhaustive search can be reformulated (using approximations) as a pattern search in the time-frequency plane. This motivates an approximate but feasible alternative solution which is clearly linked to the optimal one. [abridged version of the abstract]Comment: 23 pages, 9 figures. Accepted for publication in Phys. Rev D Some typos corrected and changes made according to referee's comment

IgA-BEM for 3D Helmholtz problems using conforming and non-conforming multi-patch discretizations and B-spline tailored numerical integration

An Isogeometric Boundary Element Method (IgA-BEM) is considered for the numerical solution of Helmholtz problems on 3D bounded or unbounded domains, admitting a smooth multi-patch representation of their finite boundary surface. The discretization spaces are formed by C0 inter-patch continuous functional spaces whose restriction to a patch simplifies to the span of tensor product B-splines composed with the given patch NURBS parameterization. Both conforming and non-conforming spaces are allowed, so that local refinement is possible at the patch level. For regular and singular integration, the proposed model utilizes a numerical procedure defined on the support of each trial B-spline function, which makes possible a function-by-function implementation of the matrix assembly phase. Spline quasi-interpolation is the common ingredient of all the considered quadrature rules; in the singular case it is combined with a B-spline recursion over the spline degree and with a singularity extraction technique, extended to the multi-patch setting for the first time. A threshold selection strategy is proposed to automatically distinguish between nearly singular and regular integrals. The non-conforming C0 joints between spline spaces on different patches are implemented as linear constraints based on knot removal conditions, and do not require a hierarchical master-slave relation between neighbouring patches. Numerical examples on relevant benchmarks show that the expected convergence orders are achieved with uniform discretization and a small number of uniformly spaced quadrature nodes