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A variational analysis is presented for the generalized spiked harmonic oscillator Hamiltonian operator H, where H = -(d/dx)^2 + Bx^2+ A/x^2 + lambda/x^alpha, and alpha and lambda are real positive parameters. The formalism makes use of a…

Quantum Physics · Physics 2009-10-31 Richard L. Hall , Nasser Saad

This paper presents enhancement strategies for the Hermitian and skew-Hermitian splitting method based on gradient iterations. The spectral properties are exploited for the parameter estimation, often resulting in a better convergence. In…

Numerical Analysis · Mathematics 2020-07-08 Qinmeng Zou , Frederic Magoules

The purpose of this paper is to describe a unified approach to proving vector-valued inequalities without relying on the full strength of weighted theory. Our applications include the Fefferman-Stein and Cordoba-Fefferman inequalities, as…

Classical Analysis and ODEs · Mathematics 2013-11-19 Ciprian Demeter , Prabath Silva

Sampling-based inference has seen a surge of interest in recent years. Hamiltonian Monte Carlo (HMC) has emerged as a powerful algorithm that leverages concepts from Hamiltonian dynamics to efficiently explore complex target distributions.…

Computation · Statistics 2026-04-07 Arghya Mukherjee , Dootika Vats

Harmonic inversion has already been proven to be a powerful tool for the analysis of quantum spectra and the periodic orbit orbit quantization of chaotic systems. The harmonic inversion technique circumvents the convergence problems of the…

Chaotic Dynamics · Physics 2009-10-31 K. Weibert , J. Main , G. Wunner

We introduce a stacking version of the Monte Carlo algorithm in the context of option pricing. Introduced recently for aeronautic computations, this simple technique, in the spirit of current machine learning ideas, learns control variates…

Computational Finance · Quantitative Finance 2019-03-27 Antoine Jacquier , Emma R. Malone , Mugad Oumgari

According to the published papers and books since the turn of the century, Pareto optimization is the dominating assessment method for multi-objective nonlinear optimization problems treated by population-based optimizers like Evolutionary…

Neural and Evolutionary Computing · Computer Science 2022-03-08 Wilfried Jakob , Christian Blume

An observer-based Hamiltonian identification algorithm for quantum systems is proposed. For the 2-level case an exponential convergence result based on averaging arguments and some relevant transformations is provided. The convergence for…

Mathematical Physics · Physics 2007-05-23 Mazyar Mirrahimi , Pierre Rouchon

Many econometric analyses involve spatio--temporal data. A considerable amount of literature has addressed spatio--temporal models, with Spatial Dynamic Panel Data (SDPD) being widely investigated and applied. In real data applications,…

Methodology · Statistics 2016-07-18 Maria Lucia Parrella

In this work, we demonstrate how differentiable stochastic sampling techniques developed in the context of deep Reinforcement Learning can be used to perform efficient parameter inference over stochastic, simulation-based, forward models.…

Cosmology and Nongalactic Astrophysics · Physics 2022-11-09 Benjamin Horowitz , ChangHoon Hahn , Francois Lanusse , Chirag Modi , Simone Ferraro

The harmonic balance method (HBM) was originally developed for finding periodic solutions of electronical and mechanical systems under a periodic force, but has later been adapted to self-sustained musical instruments. Unlike time-domain…

Classical Physics · Physics 2016-08-16 Snorre Farner , Christophe Vergez , Jean Kergomard , Aude Lizée

In this manuscript we discuss weighted reduced order methods for stochastic partial differential equations. Random inputs (such as forcing terms, equation coefficients, boundary conditions) are considered as parameters of the equations. We…

Numerical Analysis · Mathematics 2023-08-08 Luca Venturi , Davide Torlo , Francesco Ballarin , Gianluigi Rozza

Pairwise comparison matrices are frequently applied in multi-criteria decision making. A weight vector is called efficient if no other weight vector is at least as good in approximating the elements of the pairwise comparison matrix, and…

Optimization and Control · Mathematics 2017-10-03 Sándor Bozóki , János Fülöp

In this paper we obtain quite general and definitive forms for Hardy-Littlewood type inequalities. Moreover, when restricted to the original particular cases, our approach provides much simpler and straightforward proofs and we are able to…

Functional Analysis · Mathematics 2014-06-24 Nacib Albuquerque , Frédéric Bayart , Daniel Pellegrino , Juan B. Seoane-Sepúlveda

This article introduces tools to analyze set-valued data statistically. The tools were initially developed to analyze results from an interlaboratory comparison made by the Electromagnetic Compatibility Working Group of Eurolab France,…

Methodology · Statistics 2026-01-27 Sébastien Petit , Sébastien Marmin , Nicolas Fischer

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

Computational Physics · Physics 2019-10-29 G. Margazoglou , L. Biferale , R. Grauer , K. Jansen , D. Mesterházy , T. Rosenow , R. Tripiccione

Estimating the number of eigenvalues located in a given interval of a large sparse Hermitian matrix is an important problem in certain applications and it is a prerequisite of eigensolvers based on a divide-and-conquer paradigm. Often an…

Numerical Analysis · Computer Science 2014-08-06 Edoardo Di Napoli , Eric Polizzi , Yousef Saad

For a general class of difference operators $H_\varepsilon = T_\varepsilon + V_\varepsilon$ on $\ell^2(\varepsilon\mathbb{Z}^d)$, where $V_\varepsilon$ is a multi-well potential and $\varepsilon$ is a small parameter, we analyze the…

Mathematical Physics · Physics 2017-06-21 Markus Klein , Elke Rosenberger

In this paper, we propose a high-order extension of the multiscale method introduced by the authors in [SIAM J. Numer. Anal., 63(4) (2025), pp. 1617--1641] for heterogeneous Stokes problems, while also providing several other improvements,…

Numerical Analysis · Mathematics 2025-12-01 Moritz Hauck , Alexei Lozinski

In this paper we examine the use of topological methods for multivariate statistics. Using persistent homology from computational algebraic topology, a random sample is used to construct estimators of persistent homology. This estimation…

Statistics Theory · Mathematics 2021-01-29 Peter Bubenik , Gunnar Carlsson , Peter T. Kim , Zhiming Luo