Related papers: An $\mathcal H_2$-Type Error Bound for Time-Limite…
The Lie-Trotter formula, together with its higher-order generalizations, provides a direct approach to decomposing the exponential of a sum of operators. Despite significant effort, the error scaling of such product formulas remains poorly…
We deduce a procedure to apply balanced truncation to parameter-dependent differential-algebraic systems. For that we solve multiple projected Lyapunov equations for different parameter values to compute the Gramians that are required for…
In this study, we delve into the Thresholding Linear Bandit (TLB) problem, a nuanced domain within stochastic Multi-Armed Bandit (MAB) problems, focusing on maximizing decision accuracy against a linearly defined threshold under resource…
The tempered Lefschetz thimble method (TLTM) is a parallel-tempering algorithm towards solving the numerical sign problem. It tames both the sign and ergodicity problems simultaneously by tempering the system with the flow time of…
Trotterization is the most common and convenient approximation method for Hamiltonian simulations on digital quantum computers, but estimating its error accurately is computationally difficult for large quantum systems. Here, we develop a…
We propose a model order reduction approach for balanced truncation of linear switched systems. Such systems switch among a finite number of linear subsystems or modes. We compute pairs of controllability and observability Gramians…
We propose a new numerical method to solve the linearized problem of travel time tomography with incomplete data. Our method is based on the technique of the truncation of the Fourier series with respect to a special basis of L2. This way…
In this paper, the problems of frequency-limited and time-limited H2-optimal model order reduction of linear time-invariant systems are considered within the oblique projection framework. It is shown that it is inherently not possible to…
Effects of truncation in self-similar continuous unitary transformations (S-CUT) are estimated rigorously. We find a formal description via an inhomogeneous flow equation. In this way, we are able to quantify truncation errors within the…
Efficient simulation of the semiclassical Schr\"odinger equation has garnered significant attention in the numerical analysis community. While controlling the error in the unitary evolution or the wavefunction typically requires the time…
Gradient Boosting Machines (GBMs) have demonstrated remarkable success in solving diverse problems by utilizing Taylor expansions in functional space. However, achieving a balance between performance and generality has posed a challenge for…
We study $H_\infty$ control design for linear time-invariant port-Hamiltonian systems. By a modification of the two central algebraic Riccati equations, we ensure that the resulting controller will be port-Hamiltonian. Using these modified…
Deep learning models incorporating linear SSMs have gained attention for capturing long-range dependencies in sequential data. However, their large parameter sizes pose challenges for deployment on resource-constrained devices. In this…
Hamiltonian Truncation (HT) is a numerical approach for calculating observables in a Quantum Field Theory non-perturbatively. This approach can be applied to theories constructed by deforming a conformal field theory with a relevant…
Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…
The problems of optimal recovery of unbounded operators are studied. Optimality means the highest possible accuracy and the minimal amount of discrete information involved. It is established that the truncation method, when certain…
Quantum metrology allows for measuring properties of a quantum system at the optimal Heisenberg limit. However, when the relevant quantum states are prepared using digital Hamiltonian simulation, the accrued algorithmic errors will cause…
This work presents a new algorithm for empirical risk minimization. The algorithm bridges the gap between first- and second-order methods by computing a search direction that uses a second-order-type update in one subspace, coupled with a…
In this work, the dual-weighted residual (DWR) method is applied to obtain a certified incremental proper orthogonal decomposition (POD) based reduced order model. A novel approach called MORe DWR (Model Order Rduction with Dual-Weighted…
We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…