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This paper presents a novel model-free and fully data-driven policy iteration scheme for quadratic regulation of linear dynamics with state- and input-multiplicative noise. The implementation is similar to the least-squares temporal…

Optimization and Control · Mathematics 2022-12-05 Peter Coppens , Panagiotis Patrinos

This paper presents a new predictor-corrector numerical scheme suitable for fractional differential equations. An improved explicit Atangana-Seda formula is obtained by considering the neglected terms and used as the predictor stage of the…

Numerical Analysis · Mathematics 2020-08-14 Redouane Douaifia , Samir Bendoukha , Salem Abdelmalek

Quantum machine learning models based on parametrized quantum circuits, also called quantum neural networks (QNNs), are considered to be among the most promising candidates for applications on near-term quantum devices. Here we explore the…

Quantum Physics · Physics 2024-07-08 Chris Mingard , Jessica Pointing , Charles London , Yoonsoo Nam , Ard A. Louis

In this paper we apply the ideas of New Q-Newton's method directly to a system of equations, utilising the specialties of the cost function $f=||F||^2$, where $F=(f_1,\ldots ,f_m)$. The first algorithm proposed here is a modification of…

Algebraic Geometry · Mathematics 2021-10-26 Tuyen Trung Truong

In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…

Optimization and Control · Mathematics 2017-06-05 Thomas Carraro , Simon Dörsam , Stefan Frei , Daniel Schwarz

We seek shifted lattice rules that are good for high dimensional integration over the unit cube in the setting of an unanchored weighted Sobolev space of functions with square-integrable mixed first derivatives. Many existing studies rely…

Numerical Analysis · Mathematics 2019-03-14 Yoshihito Kazashi , Frances Y. Kuo , Ian H. Sloan

Neural surrogates for stiff differential-algebraic equations (DAEs) face two barriers: soft-constraint methods leave algebraic residuals that stiffness amplifies into errors, and hard-constraint methods require trajectory data from stiff…

Machine Learning · Computer Science 2026-04-28 Huy Hoang Le , Haoguang Wang , Christian Moya , Marcos Netto , Guang Lin

We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…

Optimization and Control · Mathematics 2020-04-02 Ben Hermans , Andreas Themelis , Panagiotis Patrinos

We present a new formula for divided difference and few new schemes of divided difference tables in this paper. Through this, we derive new interpolation, numerical differentiation and numerical integration formulas with arbitrary order of…

Numerical Analysis · Mathematics 2008-09-03 Ramesh kumar Muthumalai

In this manuscript, we propose newly-derived exponential quadrature rules for stiff linear differential equations with time-dependent fractional sources in the form $h(t^r)$, with $0<r<1$ and $h$ a sufficiently smooth function. To construct…

Numerical Analysis · Mathematics 2025-06-26 Marco Caliari , Fabio Cassini

In this paper we propose and analyse composite Filon-Clenshaw-Curtis quadrature rules for integrals of the form $I_{k}^{[a,b]}(f,g) := \int_a^b f(x) \exp(\mathrm{i}kg(x)) \rd x $, where $k \geq 0$, $f$ may have integrable singularities and…

Numerical Analysis · Mathematics 2012-07-11 V. Dominguez , I. G. Graham , T. Kim

We study the approximation of integrals $\int_D f(\boldsymbol{x}^\top A) \mathrm{d} \mu(\boldsymbol{x})$, where $A$ is a matrix, by quasi-Monte Carlo (QMC) rules $N^{-1} \sum_{k=0}^{N-1} f(\boldsymbol{x}_k^\top A)$. We are interested in…

Numerical Analysis · Mathematics 2023-05-22 Josef Dick , Adrian Ebert , Lukas Herrmann , Peter Kritzer , Marcello Longo

Given the importance of floating-point~(FP) performance in numerous domains, several new variants of FP and its alternatives have been proposed (e.g., Bfloat16, TensorFloat32, and Posits). These representations do not have correctly rounded…

Mathematical Software · Computer Science 2020-11-23 Jay P. Lim , Mridul Aanjaneya , John Gustafson , Santosh Nagarakatte

In this paper, we propose and analyze some practical Newton methods for electronic structure calculations. We show the convergence and the local quadratic convergence rate for the Newton method when the Newton search directions are…

Optimization and Control · Mathematics 2020-01-28 Xiaoying Dai , Liwei Zhang , Aihui Zhou

Many applications require multi-dimensional numerical integration, often in the form of a cubature formula. These cubature formulas are desired to be positive and exact for certain finite-dimensional function spaces (and weight functions).…

Numerical Analysis · Mathematics 2022-05-27 Jan Glaubitz

In this work we analyze how quadrature rules of different precisions and piecewise polynomial test functions of different degrees affect the convergence rate of Variational Physics Informed Neural Networks (VPINN) with respect to mesh…

Numerical Analysis · Mathematics 2022-08-02 Stefano Berrone , Claudio Canuto , Moreno Pintore

For a given statistical model, it often happens that it is necessary to intervene the model to reduce the variances of the output variables. In structural equation models, this can be done by changing the values of the path coefficients by…

Methodology · Statistics 2011-08-16 Kentaro Tanaka , Atsushi Yagishita , Masami Miyakawa

Newton-type methods enjoy fast local convergence and strong empirical performance, but achieving global guarantees comparable to first-order methods remains challenging. Even for simple strongly convex problems, no straightforward variant…

Numerical Analysis · Mathematics 2025-10-20 Alexander Lim , Fred Roosta

We present a quantum algorithm to solve systems of linear equations of the form $A\mathbf{x}=\mathbf{b}$, where $A$ is a tridiagonal Toeplitz matrix and $\mathbf{b}$ results from discretizing an analytic function, with a circuit complexity…

Quantum Physics · Physics 2022-01-17 Almudena Carrera Vazquez , Ralf Hiptmair , Stefan Woerner

In this paper we investigate the distribution of the set of values of a quadratic form Q, at integral points. In particular we are interested in the n-point correlations of the this set. The asymptotic behaviour of the counting function…

Number Theory · Mathematics 2014-01-08 Oliver Sargent
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