Related papers: The Dynamical Functional Particle Method
Computing accurate periodic responses in strongly nonlinear or even non-smooth vibration systems remains a fundamental challenge in nonlinear dynamics. Existing numerical methods, such as the Harmonic Balance Method (HBM) and the Shooting…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
The Fast Multipole Method (FMM) offers an acceleration for pairwise interaction calculation, known as $N$-body problems, from $\mathcal{O}(N^2)$ to $\mathcal{O}(N)$ with $N$ particles. This has brought dramatic increase in the capability of…
Score-based diffusion models, while achieving remarkable empirical performance, often suffer from low sampling speed, due to extensive function evaluations needed during the sampling phase. Despite a flurry of recent activities towards…
Many large-scale and distributed optimization problems can be brought into a composite form in which the objective function is given by the sum of a smooth term and a nonsmooth regularizer. Such problems can be solved via a proximal…
There are two usual computational methods for linear (waves and instabilities) problem: eigenvalue (dispersion relation) solver and initial value solver. In fact, we can introduce an idea of the combination of them, i.e., we keep time…
The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…
Dynamic mode decomposition (DMD) is a data-driven method that models high-dimensional time series as a sum of spatiotemporal modes, where the temporal modes are constrained by linear dynamics. For nonlinear dynamical systems exhibiting…
This paper proposes a deep-learning-based domain decomposition method (DeepDDM), which leverages deep neural networks (DNN) to discretize the subproblems divided by domain decomposition methods (DDM) for solving partial differential…
Nonlinear differential equations model diverse phenomena but are notoriously difficult to solve. While there has been extensive previous work on efficient quantum algorithms for linear differential equations, the linearity of quantum…
We develop a new method for solving minimization problems on the Stiefel Manifold using damped dynamical systems. The constraints are satisfied in the limit by an additional damped dynamical system. The method is illustrated by numerical…
The Fast Multipole Method (FMM) provides a highly efficient computational tool for solving constant coefficient partial differential equations (e.g. the Poisson equation) on infinite domains. The solution to such an equation is given as the…
This work presents a highly optimized computational framework for the Discrete Dipole Approximation, a numerical method for calculating the optical properties associated with a target of arbitrary geometry that is widely used in…
Dynamic mode decomposition (DMD) is a data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…
Identification of the clusters from an unlabeled data set is one of the most important problems in Unsupervised Machine Learning. The state of the art clustering algorithms are based on either the statistical properties or the geometric…
We propose two novel numerical schemes for approximate implementation of the dynamic programming~(DP) operation concerned with finite-horizon, optimal control of discrete-time systems with input-affine dynamics. The proposed algorithms…
We propose a new algorithm for efficiently solving the damped Fisher matrix in large-scale scenarios where the number of parameters significantly exceeds the number of available samples. This problem is fundamental for natural gradient…
Fractional dissipation is a powerful tool to study non-local physical phenomena such as damping models. The design of geometric, in particular, variational integrators for the numerical simulation of such systems relies on a variational…
The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…
We propose a novel projection-based particle method for solving the McKean-Vlasov stochastic differential equations. Our approach is based on a projection-type estimation of the marginal density of the solution in each time step. The…