Related papers: An Exact Formulation of the Time-Ordered Exponenti…
We introduce the method of path-sums which is a tool for exactly evaluating a function of a discrete matrix with possibly non-commuting entries, based on the closed-form resummation of infinite families of terms in the corresponding Taylor…
We present the path-sum formulation for exact statistical inference of marginals on Gaussian graphical models of arbitrary topology. The path-sum formulation gives the covariance between each pair of variables as a branched continued…
I discuss a formula decomposing the integral of time-ordered products of operators into sums of products of integrals of time-ordered commutators. The resulting factorization enables summation of an infinite series to be carried out to…
We present a decomposition formula for $U_n$, an integral of time-ordered products of operators, in terms of sums of products of the more primitive quantities $C_m$, which are the integrals of time-ordered commutators of the same operators.…
In this paper, we develop a second-order accurate time-stepping scheme for the tempered time-fractional advection-dispersion equation based on a sum-of-exponentials (SOE) approximation to the convolution kernel involved in the fractional…
We develop two different methods to achieve subexponential time parameterized algorithms for problems on sparse directed graphs. We exemplify our approaches with two well studied problems. For the first problem, {\sc $k$-Leaf…
A specific class of explicitly time-dependent potentials is studied by means of path integrals. For this purpose a general formalism to treat explicitly time-dependent space-time transformations in path integrals is sketched. An explicit…
We propose an accurate algorithm for a novel sum-of-exponentials (SOE) approximation of kernel functions, and develop a fast algorithm for convolution quadrature based on the SOE, which allows an order $N$ calculation for $N$ time steps of…
We devise a numerical scheme for the time evolution of matrix product operators by adapting the time-dependent variational principle for matrix product states [J. Haegeman et al, Phys. Rev. B 94, 165116 (2016)]. A simple augmentation of the…
We consider the NP-hard problem of finding a spanning tree with a maximum number of internal vertices. This problem is a generalization of the famous Hamiltonian Path problem. Our dynamic-programming algorithms for general and…
Orienteering is the following optimization problem: given an edge-weighted graph (directed or undirected), two nodes s,t and a time limit T, find an s-t walk of total length at most T that maximizes the number of distinct nodes visited by…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
Higher order coefficients of the inverse mass expansion of one-loop effective actions are obtained from a one-dimensional path integral representation. For the case of a massive scalar loop in the background of both a scalar potential and a…
Width parameterizations of SAT, such as tree-width and path-width, enable the study of computationally more tractable and practical SAT instances. We give two simple algorithms. One that runs simultaneously in time-space…
In this paper, we first present an explicit expression for the inverse\emph{} of a type of matrices. As special applications, the inverse of some matrices arising from implicit time integration techniques, such as the well-known implicit…
We propose a new method for simulating certain type of time-dependent Hamiltonian $H(t) = \sum_{i=1}^m \gamma_i(t) H_i$ where $\gamma_i(t)$ (and its higher order derivatives) is bounded, computable function of time $t$, and each $H_i$ is…
Accurately simulating the non-Markovian dynamics of open quantum systems remains a significant challenge. While the recently proposed time-evolving matrix product operator (TEMPO) algorithm based on path integrals successfully circumvents…
In this paper, we begin the exploration of vertex-ordering problems through the lens of exponential-time approximation algorithms. In particular, we ask the following question: Can we simultaneously beat the running times of the fastest…
We provide closed-form pricing formulas for a wide variety of path-independent options, in the exponential L\'evy model driven by the Normal inverse Gaussian process. The results are obtained in both the symmetric and asymmetric model, and…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…