Related papers: Efficient implementation of Gauss collocation and …

We propose two optimization techniques to minimize memory usage and computation while meeting system timing constraints for real-time classification in wearable systems. Our method derives a hierarchical classifier structure for Support…

In this paper we develop a fully nonconforming virtual element method (VEM) of arbitrary approximation order for the two dimensional Cahn-Hilliard equation. We carry out the error analysis for the semidiscrete (continuous-in-time) scheme…

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility jump models, e.g. in Bates model. In such models the option price is determined as the solution of a partial integro-differential…

We proposed a simple strategy to improve the postprocessing overhead of evaluating Hamiltonian expectation values in Variational quantum eigensolvers (VQEs). Observing the fact that for a mutually commuting observable group G in a given…

In this paper, we discuss an extension of the Split Hamiltonian Monte Carlo (Split HMC) method for Gaussian process model (GPM). This method is based on splitting the Hamiltonian in a way that allows much of the movement around the state…

We propose an implementation of symplectic implicit Runge-Kutta schemes for highly accurate numerical integration of non-stiff Hamiltonian systems based on fixed point iteration. Provided that the computations are done in a given floating…

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

As is well known, energy is generally deemed as one of the most important physical invariants in many conservative problems and hence it is of remarkable interest to consider numerical methods which are able to preserve it. In this paper,…

In this paper structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton-Pontryagin variational principle. From this principle one can derive a novel class of variational partitioned…

A space-time fully adaptive multiresolution method for evolutionary non-linear partial differential equations is presented introducing an improved local time-stepping method. The space discretisation is based on classical finite volumes,…

In small area estimation, it is sometimes necessary to use model-based methods to produce estimates in areas with little or no data. In official statistics, we often require that some aggregate of small area estimates agree with a national…

The combinatorial problem Max-Cut has become a benchmark in the evaluation of local search heuristics for both quantum and classical optimisers. In contrast to local search, which only provides average-case performance guarantees, the…

We present a gauge-invariant effective action for the Abelian Higgs model (scalar electrodynamics) with a chemical potential $\mu$ on a 1+1 dimensional lattice. This formulation provides an expansion in the hopping parameter $\kappa$ which…

We propose a new class of uniformly accurate splitting methods for the Benjamin-Bona-Mahony equation which converge uniformly in the dispersive parameter $\varepsilon$. The proposed splitting schemes are furthermore asymptotic convergent…

Support Vector Machines (SVMs) can solve structured multi-output learning problems such as multi-label classification, multiclass classification and vector regression. SVM training is expensive especially for large and high dimensional…

We present a new balancing-based structure-preserving model reduction technique for linear port-Hamiltonian descriptor systems. The proposed method relies on a modification of a set of two dual generalized algebraic Riccati equations that…

In this paper we describe the efficient numerical implementation of Fractional HBVMs, a class of methods recently introduced for solving systems of fractional differential equations. The reported arguments are implemented in the Matlab code…

In the paper, a newly developed three-point fourth-order compact operator is utilized to construct an efficient compact finite difference scheme for the Benjamin-Bona-Mahony-Burgers' (BBMB) equation. Detailed derivation is carried out based…

We develop a general framework for designing conservative numerical methods based on summation by parts operators and split forms in space, combined with relaxation Runge-Kutta methods in time. We apply this framework to create new classes…

Collocation boundary element methods for integral equations are easier to implement than Galerkin methods because the elements of the discretization matrix are given by lower-dimensional integrals. For that same reason, the matrix assembly…