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Some approaches to solving challenging dynamic programming problems, such as Q-learning, begin by transforming the Bellman equation into an alternative functional equation, in order to open up a new line of attack. Our paper studies this…

Optimization and Control · Mathematics 2019-12-05 Qingyin Ma , John Stachurski

We present a fast direct solver for the volume scattering problem of the Helmholtz equation. The algorithm is faster than existing methods. Moreover, discretization for our method is much simpler and more accurate than that for finite…

Numerical Analysis · Mathematics 2013-02-11 Yu Chen

New iterative methods for solving linear equations are presented that are easy to use, generalize good existing methods, and appear to be faster. The new algorithms mix two kinds of linear recurrence formulas. Older methods have either high…

Numerical Analysis · Mathematics 2012-03-13 Joseph F. Grcar

We present an efficient multi-accuracy algorithm for the computations of a set of special functions of a complex argument, z=x+iy. These functions include the complex probability function w(z), and closely related functions such as the…

Numerical Analysis · Computer Science 2019-01-23 Mofreh R Zaghloul

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Quantum Physics · Physics 2021-07-09 Arjan Cornelissen , Sofiene Jerbi

This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…

Numerical Analysis · Mathematics 2014-07-24 Antonio Gómez-Expósito

The paper concerns numerical algorithms for solving the Beltrami equation $f_{\bar{z}}(z)=\mu(z) f_z(z)$ for a compactly supported $\mu$. First, we study an efficient algorithm that has been proposed in the literature, and present its…

Numerical Analysis · Mathematics 2007-05-23 Denis Gaydashev , Dmitry Khmelev

Our goal is to find accurate and efficient algorithms, when they exist, for evaluating rational expressions containing floating point numbers, and for computing matrix factorizations (like LU and the SVD) of matrices with rational…

Numerical Analysis · Mathematics 2025-10-20 James Demmel

We describe a method for calculating the roots of special functions satisfying second order linear ordinary differential equations. It exploits the recent observation that the solutions of a large class of such equations can be represented…

Numerical Analysis · Mathematics 2016-08-05 James Bremer

A rapidly convergent series, based on Taylor expansion of the imaginary part of the complex error function, is presented for highly accurate approximation of the Voigt/complex error function with small imaginary argument (Y less than 0.1).…

Mathematical Software · Computer Science 2021-12-06 Yihong Wang

The Lambert $W$ function, giving the solutions of a simple transcendental equation, has become a famous function and arises in many applications in combinatorics, physics, or population dyamics just to mention a few. In the last decade it…

Classical Analysis and ODEs · Mathematics 2015-06-23 István Mező , Árpád Baricz

The objective of this study is to present a novel, efficient, and fast direct method for solving linear systems of equations whose coefficient matrix is a tridiagonal Quasi-Toeplitz matrix. Such matrices are frequently encountered in the…

Numerical Analysis · Mathematics 2024-12-24 Shahin Hasanbeigi

Integral-equation-based fast direct solvers for electromagnetic scattering can substantially reduce computational costs, especially in the presence of multiple excitations. We recently proposed a new high-frequency fast direct solver…

Numerical Analysis · Mathematics 2026-03-05 V. Giunzioni , C. Henry , A. Merlini , F. P. Andriulli

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

In this paper we study the complexity of quantum query algorithms computing the value of Boolean function and its relation to the degree of algebraic polynomial representing this function. We pay special attention to Boolean functions with…

Quantum Physics · Physics 2012-03-24 Alina Dubrovska Vasilieva , Taisija Mischenko-Slatenkova

Nonlinear boolean equation systems play an important role in a wide range of applications. Grover's algorithm is one of the best-known quantum search algorithms in solving the nonlinear boolean equation system on quantum computers. In this…

Quantum Physics · Physics 2024-10-16 Xiang Li , Hanxiang Shen , Weiguo Gao , Yingzhou Li

We investigate the convergence properties of exact and inexact forward-backward algorithms to minimise the sum of two weakly convex functions defined on a Hilbert space, where one has a Lipschitz-continuous gradient. We show that the exact…

Optimization and Control · Mathematics 2024-06-24 Ewa Bednarczuk , Giovanni Bruccola , Gabriele Scrivanti , The Hung Tran

We consider continuous linear programs over a continuous finite time horizon $T$, with a constant coefficient matrix, linear right hand side functions and linear cost coefficient functions, where we search for optimal solutions in the space…

Optimization and Control · Mathematics 2019-05-02 Evgeny Shindin , Gideon Weiss

In this paper, an efficient solver for the Helmholtz equation using a noval approximation space is developed. The ingradients of the method include the approximation space recently proposed, a discontinuous Galerkin scheme extensively used,…

Numerical Analysis · Mathematics 2025-12-11 Shuhai Zhao

We present an efficient, nearly optimal quantum algorithm for solving linear matrix differential equations, with applications to the simulation of open quantum systems and beyond. For unitary or dissipative dynamics, the algorithm computes…

Quantum Physics · Physics 2026-05-18 Sophia Simon , Dominic W. Berry , Rolando D. Somma