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Quantum Bayesian Computation (QBC) is an emerging field that levers the computational gains available from quantum computers to provide an exponential speed-up in Bayesian computation. Our paper adds to the literature in two ways. First, we…

Machine Learning · Statistics 2023-03-07 Nick Polson , Vadim Sokolov , Jianeng Xu

Most scientific domains elicit the development of efficient algorithms and accessible scientific software. This thesis unifies our developments in three broad domains: Quasi-Monte Carlo (QMC) methods for efficient high-dimensional…

Machine Learning · Statistics 2025-12-01 Aleksei G. Sorokin

We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present…

Soft Condensed Matter · Physics 2016-08-31 Keir E. Novik , Peter V. Coveney

We present an algorithm for producing discrete distributions with a prescribed nearest-neighbor distance function. Our approach is a combination of quasi-Monte Carlo (Q-MC) methods and weighted Riesz energy minimization: the initial…

Numerical Analysis · Mathematics 2018-08-13 O. Vlasiuk , T. Michaels , N. Flyer , B. Fornberg

We introduce a new generalization of Stirling numbers of the second kind and analyze their properties, including generating functions, integral representations, and recurrence relations. These numbers are used to approximate Riemann zeta…

Number Theory · Mathematics 2025-10-09 Kamel Mezlini , Tahar Moumni , Najib Ouled Azaiez

We discuss a numerical scheme to solve the continuum Kardar-Parisi-Zhang equation in generic spatial dimensions. It is based on a momentum-space discretization of the continuum equation and on a pseudo-spectral approximation of the…

Statistical Mechanics · Physics 2009-11-07 Lorenzo Giada , Achille Giacometti , Maurice Rossi

We describe an algorithm for using a quantum computer to calculate mean values of observables and the partition function of a quantum system. Our algorithm includes two sub-algorithms. The first sub-algorithm is for calculating, with…

Quantum Physics · Physics 2010-11-10 Robert R. Tucci

Gaussian Quadrature is a well known technique for numerical integration. Recently Gaussian quadrature with respect to discrete measures corresponding to finite sums have found some new interest. In this paper we apply these ideas to…

Numerical Analysis · Mathematics 2007-05-23 Hartmut Monien

In this paper I present a brief survey of the active area of Special Functions associated with Root Systems. The article is intended for a general mathematical audience. It will not suppose prerequisites on either special functions or root…

Classical Analysis and ODEs · Mathematics 2016-09-06 Tom H. Koornwinder

A representation-theoretic approach to special functions was developed in the 40-s and 50-s in the works of I.M.Gelfand, M.A.Naimark, N.Ya.Vilenkin, and their collaborators. The essence of this approach is the fact that most classical…

High Energy Physics - Theory · Physics 2008-02-03 Pavel Etingof , Alexander Kirillov

We consider the task of MCMC sampling from a distribution defined on a discrete space. Building on recent insights provided in [Zan19], we devise a class of efficient continuous-time, non-reversible algorithms which make active use of the…

Computation · Statistics 2019-12-19 Samuel Power , Jacob Vorstrup Goldman

This paper surveys the field of quantum computer algorithms. It gives a taste of both the breadth and the depth of the known algorithms for quantum computers, focusing on some of the more recent results. It begins with a brief review of…

Quantum Physics · Physics 2010-01-07 Jamie Smith , Michele Mosca

We analyze the convergence of higher order Quasi-Monte Carlo (QMC) quadratures of solution-functionals to countably-parametric, nonlinear operator equations with distributed uncertain parameters taking values in a separable Banach space $X$…

Numerical Analysis · Mathematics 2015-06-25 Josef Dick , Quoc T. Le Gia , Christoph Schwab

Computations of chemical systems' equilibrium properties and non-equilibrium dynamics have been suspected of being a "killer app" for quantum computers. This review highlights the recent advancements of quantum algorithms tackling complex…

Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…

Computation · Statistics 2020-09-29 Paul Fearnhead , Joris Bierkens , Murray Pollock , Gareth O Roberts

The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The…

Computational Physics · Physics 2011-01-28 Jindrich Kolorenc , Lubos Mitas

We observe that solutions of a large class of highly oscillatory second order linear ordinary differential equations can be approximated using nonoscillatory phase functions. In addition, we describe numerical experiments which illustrate…

Numerical Analysis · Mathematics 2014-09-16 Jhu Heitman , James Bremer , Vladimir Rokhlin

We propose a quantum algorithm to solve systems of nonlinear differential equations. Using a quantum feature map encoding, we define functions as expectation values of parametrized quantum circuits. We use automatic differentiation to…

Quantum Physics · Physics 2021-05-20 Oleksandr Kyriienko , Annie E. Paine , Vincent E. Elfving

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…

Systems and Control · Computer Science 2016-06-27 Ivano Notarnicola , Giuseppe Notarstefano

Mathematical functions, which often appear in mathematical analysis, are referred to as special functions and have been studied over hundreds of years. Many books and dictionaries are available that describe their properties and serve as a…

Classical Analysis and ODEs · Mathematics 2023-11-28 Yoshitaka Okuyama