Selected Publications
(For a more up-to-date list, visit my Google Scholar page or orcid.org/0000-0002-2023-0044.)
- Prandtl's extended mixing length model applied to the two-dimensional turbulent classical far wake
AJ Hutchinson, N Hale, K Born, and DP Mason
Proceedings of the Royal Society A, 2021
Link: http://arxiv.org/abs/2101.08550 - The ultraspherical spectral element method
D Fortunato, N Hale, A Townsend
Journal of Computational Physics, 2021
Link: https://arxiv.org/abs/2006.08756 - Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series
Tat Lung Chan, Nicholas Hale
Quantitative Finance, 2020
Link: https://www.tandfonline.com/doi/abs/10.1080/14697688.2020.1736612 DOI: https://doi.org/10.1080/14697688.2020.1736612 -
Quadratic Padé Approximation: Numerical Aspects and Applications
M Fasondini, N Hale, R Spoerer, and JACW Weideman
Computer Research and Modeling, 2019
Link: (Free access)
DOI: https://doi.org/10.20537/2076-7633-2019-11-6-1017-1031 -
An ultraspherical spectral method for linear Fredholm and Volterra
integro-differential equations of convolution type
Nicholas Hale
IMA Journal of Numerical Analysis, 2018
Link: https://arxiv.org/abs/1712.00304
DOI: https://doi.org/10.1093/imanum/dry042 -
A fast and spectrally convergent algorithm for rational-order fractional integral and differential equations
Nicholas Hale and Sheehan Olver
SIAM Journal of Scientific Computing, 2018
Link: HaleOlver2018.pdf
DOI: https://doi.org/10.1137/16M1104901 -
Contour integral solution of elliptic PDEs in cylindrical domains
Nicholas Hale and JAC Weideman
SIAM Journal of Scientific Computing, 2015
Link: HaleWeideman2015.pdf
DOI: http://dx.doi.org/10.1137/15M1032764 -
A fast FFT-based discrete Legendre transform
Nicholas Hale and Alex Townsend
IMA Journal of Numerical Analysis, 2015
Link: HaleTownsend2015.pdf
DOI: http://dx.doi.org/10.1093/imanum/drv060 -
Explicit construction of rectangular differentiation matrices
Kuan Xu and Nicholas Hale
IMA Journal of Numerical Analysis, 2015
Link: (Free access)
DOI: http://dx.doi.org/10.1093/imanum/drv013
Errata: XuHale2015Errata.txt -
Rectangular spectral collocation
Tobin Driscoll and Nicholas Hale
IMA Journal of Numerical Analysis, 2015;
doi: 10.1093/imanum/dru062
Link: DriscollHale2015.pdf
DOI: http://dx.doi.org/10.1093/imanum/dru062 -
Chebfun Guide (1st edition)
Tobin Driscoll, Nicholas Hale, and Lloyd N. Trefethen
Pafnuty Publications, Oxford, (2014)
Link: chebfun_guide.pdf
-
An algorithm for the convolution of Legendre series
Nicholas Hale and Alex Townsend
SIAM Journal on Scientific Computing, 2014.
Link: HaleTownsend2014b.pdf
DOI: http://dx.doi.org/10.1137/140955835 -
A fast, simple, and stable Chebyshev-Legendre transform using an asymptotic formula
Nicholas Hale and Alex Townsend
SIAM Journal on Scientific Computing, 2014.
Link: HaleTownsend2014a.pdf
DOI: http://dx.doi.org/10.1137/130932223 -
Fast and accurate computation of Gauss-Legendre and Gauss-Jacobi quadrature nodes and weights
Nicholas Hale and Alex Townsend
SIAM Journal on Scientific Computing, 2013.
Link: HaleTownsend2013a.pdf
DOI: http://dx.doi.org/10.1137/120889873 -
Chebfun and Numerical Quadrature
Nicholas Hale and Lloyd N. Trefethen
Science in China, 2012.
Link: HaleTrefethen2012.pdf
DOI: http://dx.doi.org/10.1007/s11425-012-4474-z
-
An Efficient Implementation of an Implicit FEM Scheme for Fractional-in-Space Reaction-Diffusion Equations
Kevin Burrage, Nicholas Hale, and David Kay
SIAM Journal on Scientific Computing, 2012.
Link: BurrageHaleKay2012.pdf
DOI: http://dx.doi.org/10.1137/110847007 -
Convection and Heat Transfer in Layered Sloping, Warm-Water Aquifers
Robert McKibbin, Nicholas Hale, Robert W. Style, and Nicole Walters
Journal of Porous Media, 2011.
DOI: http://dx.doi.org/10.1615/JPorMedia.v14.i4 -
On The Use Of Conformal Maps To Speed Up Numerical Computations
Nicholas Hale
University of Oxford DPhil Thesis, 2009.
Link: HaleThesis2009.pdf
-
Conformal Maps to Multiply-Slit Domains and Applications
Nicholas Hale and T. Wynn Tee
SIAM Journal on Scientific Computing, 2009.
Link: HaleTee2009.pdf
DOI: http://dx.doi.org/10.1137/080738325 -
Computing A^α, log(A), and Related Matrix Functions by Contour Integrals
Nicholas Hale, Nicholas J. Higham, and Lloyd N. Trefethen
SIAM Journal on Numerical Analysis, 2008.
Link: HaleHighamTrefethen2008.pdf
DOI: http://dx.doi.org/10.1137/070700607 -
New Quadrature Methods From Conformal Maps
Nicholas Hale and Lloyd N. Trefethen
SIAM Journal on Numerical Analysis, 2008.
Link: HaleTrefethen2008.pdf
DOI: http://dx.doi.org/10.1137/07068607X -
A Sixth-Order Extension to the MATLAB Package bvp4c of J. Kierzenka and L. Shampine
Nicholas Hale and Daniel R. Moore
No. NA-08/04, Technical Report, Oxford University Computing Laboratory. 2008.
Link: http://www.cs.ox.ac.uk/files/720/NA-08-04.pdf
-
A Sixth-Order Extension to the MATLAB bvp4c Software of J. Kierzenka and L. Shampine.
Nicholas Hale
Imperial College London Masters Thesis. 2006.
Link: Hale2006.pdf
Chebfun Examples
In addition, I have written a number of Chebfun Examples, a selection of which can be found below:-
The gamma function and its poles
-
The Rosenbrock function in 2D optimisation (revisited)
-
The Chebyshev-Legendre transform
-
Spike integral
-
The nullspace of a linear operator
-
Resolution of wiggly functions
-
Perimeter of an ellipse
-
A periodic ODE system
-
Convolution of probability distributions
-
Padua points in Chebfun2
-
Optimization of a parameterised integral
-
The birthday paradox
-
Orthogonal polynomials via the Gram-Schmidt process
-
A keyhole contour integral