arXiv subjects

Paolo Novati

Publications and source records attributed to Paolo Novati.

At least 19 recordsLinked to original sources

arXiv2026

A simple algorithm for the summation of alternating series

This paper deals with the computation of the sum of alternating series, whose general terms can be expressed by means of analytic functions. After rewriting the series as a weighted integral with the Abel weight, we employ the sinc (trapezoidal) rule and analyze the remainder term with respect to the number of quadrature points. We provide some numerical experiments to show the reliability of the derived error estimate and to test the algorithm for automatic summation with prescribed accuracy. All the Matlab codes used in the present paper can be found as open-source software at the authors' homepage.

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arXiv2026

On modified anti-Gaussian rules for Jacobi weight functions

Anti-Gaussian formulas represent an efficient tool for a dynamical estimation of the error of the underlying Gaussian rule. When applied to the Jacobi weight function it is known that such formulas are not always internal. In this work we show how to overcome this problem by using the so called modified anti-Gaussian rule with suitable parameter {\theta} = {\theta}(n), that depends on the number n of quadrature points of the Gaussian formula. Next we study theoretically the asymptotic rate of convergence of the corresponding modified averaged Gaussian formulas. We conclude by showing the benefits of this approach via numerical experiments. All the Matlab codes used in this work are available as open-source software.

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arXiv2024

A general class of iterative splitting methods for solving linear systems

Recently Ahmadi et al. (2021) and Tagliaferro (2022) proposed some iterative methods for the numerical solution of linear systems which, under the classical hypothesis of strict diagonal dominance, typically converge faster than the Jacobi method, but slower than the forward/backward Gauss-Seidel one. In this paper we introduce a general class of iterative methods, based on suitable splittings of the matrix that defines the system, which include all of the methods mentioned above and have the same cost per iteration in a sequential computation environment. We also introduce a partial order relation in the set of the splittings and, partly theoretically and partly on the basis of a certain number of examples, we show that such partial order is typically connected to the speed of convergence of the corresponding methods. We pay particular attention to the case of linear systems for which the Jacobi iteration matrix is nonnegative, in which case we give a rigorous proof of the correspondence between the partial order relation and the magnitude of the spectral radius of the iteration matrices. Within the considered general class, some new specific promising methods are proposed as well.

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arXiv2023

Some notes on the trapezoidal rule for Fourier type integrals

This paper deals with the error analysis of the trapezoidal rule for the computation of Fourier type integrals, based on two double exponential transformations. The theory allows to construct algorithms in which the steplength and the number of nodes can be a priori selected. The analysis is also used to design an automatic integrator that can be employed without any knowledge of the function involved in the problem. Several numerical examples, which confirm the reliability of this strategy, are reported.

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arXiv2023

A fast and simple algorithm for the computation of the Lerch transcendent

This paper deals with the computation of the Lerch transcendent by means of the Gauss-Laguerre formula. An a priori estimate of the quadrature error, that allows to compute the number of quadrature nodes necessary to achieve an arbitrary precision, is derived. Exploiting the properties of the Gauss-Laguerre rule and the error estimate, a truncated approach is also considered. The algorithm used and its Matlab implementation are reported. The numerical examples confirm the reliability of this approach.

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arXiv2022

A fast and accurate numerical approach for electromagnetic inversion

This paper deals with the solution of Maxwell's equations to model the electromagnetic fields in the case of a layered earth. The integrals involved in the solution are approximated by means of a novel approach based on the splitting of the reflection term. The inverse problem, consisting in the computation of the unknown underground conductivity distribution from a set of modeled magnetic field components, is also considered. Two optimization algorithms are applied, based on line- and global-search methods, and a new minimization approach is presented. Several EM surveys from the ground surface are simulated, considering the horizontal coplanar (HCP) and perpendicular (PRP) magnetic dipolar configurations. The numerical experiments, carried out for the study of river-levees integrity, allowed to estimate the errors associated to these kind of investigations, and confirm the reliability of the technique.

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arXiv2022

A Gauss Laguerre approach for the resolvent of fractional powers

This paper introduces a very fast method for the computation of the resolvent of fractional powers of operators. The analysis is kept in the continuous setting of (potentially unbounded) self adjoint positive operators in Hilbert spaces. The method is based on the Gauss-Laguerre rule, exploiting a particular integral representation of the resolvent. We provide sharp error estimates that can be used to a priori select the number of nodes to achieve a prescribed tolerance.

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arXiv2022

A Gaussian method for the operator square root

We consider the approximation of the inverse square root of regularly accretive operators in Hilbert spaces. The approximation is of rational type and comes from the use of the Gauss-Legendre rule applied to a special integral formulation of the problem. We derive sharp error estimates, based on the use of the numerical range, and provide some numerical experiments. For practical purposes, the finite dimensional case is also considered. In this setting, the convergence is shown to be of exponential type.

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arXiv2021

Gaussian rule for integrals involving Bessel functions

In this work we develop the Gaussian quadrature rule for weight functions involving fractional powers, exponentials and Bessel functions of the first kind. Besides the computation based on the use of the standard and the modified Chebyshev algorithm, here we present a very stable algorithm based on the preconditioning of the moment matrix. Numerical experiments are provided and a geophysical application is considered.

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arXiv2021

Exponentially convergent trapezoidal rules to approximate fractional powers of operators

In this paper we are interested in the approximation of fractional powers of self-adjoint positive operators. Starting from the integral representation of the operators, we apply the trapezoidal rule combined with a single-exponential and a double-exponential transform of the integrand function. For the first approach our aim is only to review some theoretical aspects in order to refine the choice of the parameters that allow a faster convergence. As for the double exponential transform, in this work we show how to improve the existing error estimates for the scalar case and also extend the analysis to operators. We report some numerical experiments to show the reliability of the estimates obtained.

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arXiv2021

On general convergence behaviours of finite-dimensional approximants for abstract linear inverse problems

In the framework of abstract linear inverse problems in infinitedimensional Hilbert space we discuss generic convergence behaviours of approximate solutions determined by means of general projection methods, namely outside the standard assumptions of Petrov-Galerkin truncation schemes. This includes a discussion of the mechanisms why the error or the residual generically fail to vanish in norm, and the identification of practically plausible sufficient conditions for such indicators to be small in some weaker sense. The presentation is based on theoretical results together with a series of model examples and numerical tests.

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arXiv2020

Fast and accurate approximations to fractional powers of operators

In this paper we consider some rational approximations to the fractional powers of self-adjoint positive operators, arising from the Gauss-Laguerre rules. We derive practical error estimates that can be used to select a priori the number of Laguerre points necessary to achieve a given accuracy. We also present some numerical experiments to show the effectiveness of our approaches and the reliability of the estimates.

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arXiv2019

On Krylov solutions to infinite-dimensional inverse linear problems

We discuss, in the context of inverse linear problems in Hilbert space, the notion of the associated infinite-dimensional Krylov subspace and we produce necessary and sufficient conditions for the Krylov-solvability of a given inverse problem, together with a series of model examples and numerical experiments.

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arXiv2019

Pad\'{e}-type approximations to the resolvent of fractional powers of operators

We study a reliable pole selection for the rational approximation of the resolvent of fractional powers of operators in both the finite and infinite dimensional setting. The analysis exploits the representation in terms of hypergeometric functions of the error of the Pad\'{e} approximation of the fractional power. We provide quantitatively accurate error estimates that can be used fruitfully for practical computations. We present some numerical examples to corroborate the theoretical results. The behavior of the rational Krylov methods based on this theory is also presented.

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arXiv2018

Rational Krylov methods for functions of matrices with applications to fractional partial differential equations

In this paper, we propose a new choice of poles to define reliable rational Krylov methods. These methods are used for approximating function of positive definite matrices. In particular, the fractional power and the fractional resolvent are considered because of their importance in the numerical solution of fractional partial differential equations. The results of the numerical experiments we have carried out on some fractional models confirm that the proposed approach is promising.

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arXiv2018

Rational approximations to fractional powers of self-adjoint positive operators

We investigate the rational approximation of fractional powers of unbounded positive operators attainable with a specific integral representation of the operator function. We provide accurate error bounds by exploiting classical results in approximation theory involving Pad\'{e} approximants. The analysis improves some existing results and the numerical experiments proves its accuracy.

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arXiv2018

Arnoldi decomposition, GMRES, and preconditioning for linear discrete ill-posed problems

GMRES is one of the most popular iterative methods for the solution of large linear systems of equations that arise from the discretization of linear well-posed problems, such as Dirichlet boundary value problems for elliptic partial differential equations. The method is also applied to iteratively solve linear systems of equations that are obtained by discretizing linear ill-posed problems, such as many inverse problems. However, GMRES does not always perform well when applied to the latter kind of problems. This paper seeks to shed some light on reasons for the poor performance of GMRES in certain situations, and discusses some remedies based on specific kinds of preconditioning. The standard implementation of GMRES is based on the Arnoldi process, which also can be used to define a solution subspace for Tikhonov or TSVD regularization, giving rise to the Arnoldi-Tikhonov and Arnoldi-TSVD methods, respectively. The performance of the GMRES, the Arnoldi-Tikhonov, and the Arnoldi-TSVD methods is discussed. Numerical examples illustrate properties of these methods.

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arXiv2017

Some transpose-free CG-like solvers for nonsymmetric ill-posed problems

This paper introduces and analyzes an original class of Krylov subspace methods that provide an efficient alternative to many well-known conjugate-gradient-like (CG-like) Krylov solvers for square nonsymmetric linear systems arising from discretizations of inverse ill-posed problems. The main idea underlying the new methods is to consider some rank-deficient approximations of the transpose of the system matrix, obtained by running the (transpose-free) Arnoldi algorithm, and then apply some Krylov solvers to a formally right-preconditioned system of equations. Theoretical insight is given, and many numerical tests show that the new solvers outperform classical Arnoldi-based or CG-like methods in a variety of situations.

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