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We introduce new numerical integration operators which compose the mass and stiffness matrices of a modified spectral element method for simulation of elastic wave propagation. While these operators use the same quadrature nodes as does the…

Computational Physics · Physics 2019-02-18 Kei Hasegawa , Nobuaki Fuji , Kensuke Konishi

We present a comparative study of the permutation matrix representation (PMR) method for Hamiltonian simulation alongside other leading quantum algorithms. Our analysis focuses on resource costs for simulating both time-independent and…

Quantum Physics · Physics 2026-05-29 Hriday Sabharwal , Itay Hen

By using the overcompleteness of coherent states we find an alternative form of the unit operator for which the ket and the bra appearing under the integration sign do not refer to the same phase-space point. This defines a new quantum…

Quantum Physics · Physics 2015-03-13 Fernando Parisio

We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with realized range-based variance -- a statistic that replaces every squared return of realized variance with a normalized squared…

Econometrics · Economics 2026-01-29 Kim Christensen , Mark Podolskij

The entropy computation of Gaussian mixture distributions with a large number of components has a prohibitive computational complexity. In this paper, we propose a novel approach exploiting the sphere decoding concept to bound and…

Information Theory · Computer Science 2015-10-28 Su Min Kim , Tan Tai Do , Tobias J. Oechtering , Gunnar Peters

We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…

Probability · Mathematics 2022-01-13 Aleš Černý , Johannes Ruf

This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…

Machine Learning · Statistics 2017-11-09 James Hensman , Nicolas Durrande , Arno Solin

This paper is concerned with the analysis of time-harmonic electromagnetic scattering from plasmonic inclusions in the finite frequency regime beyond the quasi-static approximation. The electric permittivity and magnetic permeability in the…

Analysis of PDEs · Mathematics 2019-01-29 Hongjie Li , Shanqiang Li , Hongyu Liu , Xianchao Wang

The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…

Statistics Theory · Mathematics 2022-07-26 Jamaal Ahmad , Martin Bladt , Mogens Bladt

We introduce an alternative to the method of matched asymptotic expansions. In the "traditional" implementation, approximate solutions, valid in different (but overlapping) regions are matched by using "intermediate" variables. Here we…

Fluid Dynamics · Physics 2017-01-23 Luiz M. Faria , Rodolfo R. Rosales

In many applications, such as plasma edge simulation of a nuclear fusion reactor, a coupled PDE/kinetic description is required, which is usually solved with a coupled finite-volume/Monte-Carlo method. Different procedures have been…

Numerical Analysis · Mathematics 2020-12-17 Bert Mortier , Martine Baelmans , Giovanni Samaey

A framework is proposed for developing and evaluating algorithms for extracting multipath propagation components (MPCs) from measurements collected by channel sounders at millimeter-wave frequencies. Sounders equipped with an…

Signal Processing · Electrical Eng. & Systems 2023-10-16 Akbar Sayeed , Damla Guven , Michael Doebereiner , Sebastian Semper , Camillo Gentile , Anuraag Bodi , Zihang Cheng

This paper introduces a concept of approximate spectral gap to analyze the mixing time of Markov Chain Monte Carlo (MCMC) algorithms for which the usual spectral gap is degenerate or almost degenerate. We use the idea to analyze a class of…

Computation · Statistics 2019-08-26 Yves F. Atchadé

We present a new method to compute resonance Raman spectra based on ab initio level calculations using the frequency-dependent Placzek approximation. We illustrate the efficiency of our hybrid quantum-classical method by calculating the…

Other Condensed Matter · Physics 2019-04-09 Gergő Kukucska , Viktor Zólyomi , János Koltai

This work proposes a mathematically founded mixed precision accumulation strategy for the inference of neural networks. Our strategy is based on a new componentwise forward error analysis that explains the propagation of errors in the…

Machine Learning · Computer Science 2025-12-03 El-Mehdi El Arar , Silviu-Ioan Filip , Theo Mary , Elisa Riccietti

We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…

Probability · Mathematics 2022-07-14 Anindya Goswami , Subhamay Saha , Ravishankar Kapildev Yadav

We introduce a probabilistic representation of the derivative of the semigroup associated to a multidimensional killed diffusion process defined on the half-space. The semigroup derivative is expressed as a functional of a process that is…

Probability · Mathematics 2024-05-27 Dan Crisan , Arturo Kohatsu-Higa

In this paper, the Mean value iterative process is modified with the Mann iterative process for mean nonexpansive mapping in a hyperbolic metric space that satisfy the symmetry criteria and in uniformly convex hyperbolic spaces to validate…

Functional Analysis · Mathematics 2025-05-12 Mohd Tariq , Mayank Sharma

We consider a class of Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part, and we analyze their numerical discretizations by symplectic methods when the initial value is small in Sobolev norms.…

Numerical Analysis · Mathematics 2009-04-10 Erwan Faou , Benoit Grebert

Time dependent Schr\"odinger equations with conservative force field U commonly constitute a major challenge in the numerical approximation, especially when they are analysed in the semiclassical regime. Extremely high oscillations…

Numerical Analysis · Mathematics 2020-02-18 Winfried Auzinger , Harald Hofstätter , Othmar Koch , Karolina Kropielnicka , Pranav Singh
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