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Under investigation is the problem of finding the best approximation of a function in a Hilbert space subject to convex constraints and prescribed nonlinear transformations. We show that in many instances these prescriptions can be…

Functional Analysis · Mathematics 2021-06-17 Patrick L. Combettes , Zev C. Woodstock

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

Hermite processes are paradigmatic examples of stochastic processes which can belong to any Wiener chaos of an arbitrary order; the wellknown fractional Brownian motion belonging to the Gaussian first order Wiener chaos and the Rosenblatt…

Probability · Mathematics 2025-04-01 Antoine Ayache , Julien Hamonier , laurent Loosveldt

We propose Hermite-NGP, a gradient-augmented multi-resolution hash encoding designed to enable fast and accurate computation of spatial derivatives for neural PDE solvers. Unlike existing NGP-based approaches that rely on automatic…

Machine Learning · Computer Science 2026-05-26 Jinjin He , Zhiqi Li , Sinan Wang , Bo Zhu

A sequence of approximations for the determinant and its logarithm of a complex matrixis derived, along with relative error bounds. The determinant approximations are derived from expansions of det(X)=exp(trace(log(X))), and they apply to…

Numerical Analysis · Mathematics 2011-05-04 Ilse C. F. Ipsen , Dean J. Lee

We study the complexity of high-dimensional approximation in the $L_2$-norm when different classes of information are available; we compare the power of function evaluations with the power of arbitrary continuous linear measurements. Here,…

Numerical Analysis · Mathematics 2023-03-23 David Krieg , Pawel Siedlecki , Mario Ullrich , Henryk Woźniakowski

In this paper we propose a collocation method for solving some well-known classes of Lane-Emden type equations which are nonlinear ordinary differential equations on the semi-infinite domain. They are categorized as singular initial value…

Mathematical Physics · Physics 2011-11-10 K. Parand , Mehdi Dehghan , A. R. Rezaei , S. M. Ghaderi

In this work, we consider a rational approximation of the exponential function to design an algorithm for computing matrix exponential in the Hermitian case. Using partial fraction decomposition, we obtain a parallelizable method, where the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-30 Frédéric Hecht , Sidi-Mahmoud Kaber , Lucas Perrin , Alain Plagne , Julien Salomon

This article deals with the efficient and certified numerical approximation of the smallest eigenvalue and the associated eigenspace of a large-scale parametric Hermitian matrix. For this aim, we rely on projection-based model order…

Numerical Analysis · Mathematics 2026-01-14 Mattia Manucci , Benjamin Stamm , Zhuoyao Zeng

Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…

Numerical Analysis · Mathematics 2018-09-28 Yuhan Ding , Fred J. Hickernell , Lluís Antoni Jiménez Rugama

A non-hermitian deformation of the one-dimensional transverse Ising model is shown to have the property of quasi-hermiticity. The transverse Ising chain is obtained from the starting non-hermitian Hamiltonian through a similarity…

Statistical Mechanics · Physics 2009-11-09 Tetsuo Deguchi , Pijush K. Ghosh

This paper is devoted to the numerical analysis of the Hermite spectral method proposed in [14], which provides, in the semiclassical limit, an asymptotic preserving approximation of the von Neumann equation. More precisely, it relies on…

Numerical Analysis · Mathematics 2026-03-13 Francis Filbet , François Golse

This paper provides the theoretical foundation for the construction of lattice algorithms for multivariate $L_2$ approximation in the worst case setting, for functions in a periodic space with general weight parameters. Our construction…

Numerical Analysis · Mathematics 2026-03-04 Ronald Cools , Frances Y. Kuo , Dirk Nuyens , Ian H. Sloan

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

Let $d \in \{3, 4, 5, \ldots\}$ and $p \in (0,1]$. We consider the Hermite operator $L = -\Delta + |x|^2$ on its maximal domain in $L^2(\mathbb{R}^d)$. Let $H_L^p(\mathbb{R}^d)$ be the completion of $ \{ f \in L^2(\mathbb{R}^d):…

Functional Analysis · Mathematics 2019-01-23 Tan Duc Do , Trong Ngoc Nguyen , Truong Xuan Le

In this article we describe a new Hermite series based sequential estimator for the Spearman rank correlation coefficient and provide algorithms applicable in both the stationary and non-stationary settings. To treat the non-stationary…

Methodology · Statistics 2021-07-07 Michael Stephanou , Melvin Varughese

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

An asymptotic theory is established for linear functionals of the predictive function given by kernel ridge regression, when the reproducing kernel Hilbert space is equivalent to a Sobolev space. The theory covers a wide variety of linear…

Statistics Theory · Mathematics 2025-08-25 Rui Tuo , Lu Zou

A multidimesional function $y(\vec r)$ defined by a sample of points $\{\vec r_i,y_i\}$ is approximated by a differentiable function $\widetilde y(\vec r)$. The problem is solved by using the Gauss-Hermite folding method developed in the…

Computational Physics · Physics 2007-05-23 Krzysztof Pomorski

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Machine Learning · Statistics 2024-08-29 Steffen Grünewälder