Gaussian rational quadrature formulas for ill-scaled integrands

AbstractA flexible treatment of Gaussian quadrature formulas based on rational functions is given to evaluate the integral ∫If(x)W(x)dx, when f is meromorphic in a neighborhood V of the interval I and W(x) is an ill-scaled weight function. Some numerical tests illustrate the power of this approach in comparison with Gautschi’s method

Patch-wise Quadrature of Trimmed Surfaces in Isogeometric Analysis

This work presents an efficient quadrature rule for shell analysis fully integrated in CAD by means of Isogeometric Analysis (IGA). General CAD-models may consist of trimmed parts such as holes, intersections, cut-offs etc. Therefore, IGA should be able to deal with these models in order to fulfil its promise of closing the gap between design and analysis. Trimming operations violate the tensor-product structure of the used Non-Uniform Rational B-spline (NURBS) basis functions and of typical quadrature rules. Existing efficient patch-wise quadrature rules consider actual knot vectors and are determined in 1D. They are extended to further dimensions by means of a tensor-product. Therefore, they are not directly applicable to trimmed structures. The herein proposed method extends patch-wise quadrature rules to trimmed surfaces. Thereby, the number of quadrature points can be signifficantly reduced. Geometrically linear and non-linear benchmarks of plane, plate and shell structures are investigated. The results are compared to a standard trimming procedure and a good performance is observed

Semiparametric regression analysis with missing response at random

We develop inference tools in a semiparametric partially linear regression model with missing response data. A class of estimators is defined that includes as special cases: a semiparametric regression imputation estimator, a marginal average estimator and a (marginal) propensity score weighted estimator. We show that any of our class of estimators is asymptotically normal. The three special estimators have the same asymptotic variance. They achieve the semiparametric efficiency bound in the homoskedastic Gaussian case. We show that the Jackknife method can be used to consistently estimate the asymptotic variance. Our model and estimators are defined with a view to avoid the curse of dimensionality, that severely limits the applicability of existing methods. The empirical likelihood method is developed. It is shown that when missing responses are imputed using the semiparametric regression method the empirical log-likelihood is asymptotically a scaled chi-square variable. An adjusted empirical log-likelihood ratio, which is asymptotically standard chi-square, is obtained. Also, a bootstrap empirical log-likelihood ratio is derived and its distribution is used to approximate that of the imputed empirical log-likelihood ratio. A simulation study is conducted to compare the adjusted and bootstrap empirical likelihood with the normal approximation based method in terms of coverage accuracies and average lengths of confidence intervals. Based on biases and standard errors, a comparison is also made by simulation between the proposed estimators and the related estimators.

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

Block Gauss and anti-Gauss quadrature with application to networks

Approximations of matrix-valued functions of the form WT f(A)W, where A ∈Rm×m is symmetric, W ∈ Rm×k, with m large and k ≪ m, has orthonormal columns, and f is a function, can be computed by applying a few steps of the symmetric block Lanczos method to A with initial block-vector W ∈ Rm×k. Golub and Meurant have shown that the approximants obtained in this manner may be considered block Gauss quadrature rules associated with a matrix-valued measure. This paper generalizes anti-Gauss quadrature rules, introduced by Laurie for real-valued measures, to matrix-valued measures, and shows that under suitable conditions pairs of block Gauss and block anti-Gauss rules provide upper and lower bounds for the entries of the desired matrix-valued function. Extensions to matrix-valued functions of the form WT f(A)V , where A ∈ Rm×m may be nonsymmetric, and the matrices V, W ∈ Rm×k satisfy VT W = Ik also are discussed. Approximations of the latter functions are computed by applying a few steps of the nonsymmetric block Lanczos method to A with initial block-vectors V and W. We describe applications to the evaluation of functions of a symmetric or nonsymmetric adjacency matrix for a network. Numerical examples illustrate that a combination of block Gauss and anti-Gauss quadrature rules typically provides upper and lower bounds for such problems. We introduce some new quantities that describe properties of nodes in directed or undirected networks, and demonstrate how these and other quantities can be computed inexpensively with the quadrature rules of the present paper