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It is well known that phase function methods allow for the numerical solution of a large class of oscillatory second order linear ordinary differential equations in time independent of frequency. Unfortunately, these methods break down in…

Numerical Analysis · Mathematics 2025-06-04 Richard Chow , James Bremer

The Jacobi prior offers an alternative Bayesian framework, designed to achieve superior computational efficiency without compromising predictive performance. Compared to widely used methods such as Lasso, Ridge, Elastic Net, uniLasso, the…

Methodology · Statistics 2026-03-03 Sourish Das , Shouvik Sardar

Convergent expansions are derived for three types of orthogonal polynomials: Charlier, Laguerre and Jacobi. The expansions have asymptotic properties for large values of the degree. The expansions are given in terms of functions that are…

Classical Analysis and ODEs · Mathematics 2007-05-23 José L. López , Nico M. Temme

Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudo-spectral method is implemented by assuming that the grid, used to represent the…

Numerical Analysis · Mathematics 2018-03-29 Lorella Fatone , Daniele Funaro

Considered herein is a modified Newton method for the numerical solution of nonlinear equations where the Jacobian is approximated using a complex-step derivative approximation. We show that this method converges for sufficiently small…

Numerical Analysis · Mathematics 2024-10-03 Dimitrios Mitsotakis

A practical and simple stable method for calculating Fourier integrals is proposed, effective both at low and at high frequencies. An approach based on the fruitful idea of Levin, to use of the collocation method to approximate the slowly…

Numerical Analysis · Mathematics 2021-04-09 Leonid A. Sevastianov , Konstantin P. Lovetskiy , Dmitry S. Kulyabov

In the first part of this work, we develop a novel scheme for solving nonparametric regression problems. That is the approximation of possibly low regular and noised functions from the knowledge of their approximate values given at some…

Statistics Theory · Mathematics 2021-10-27 Asma Ben Saber , Abderrazek Karoui

We propose quantum methods for solving differential equations that are based on a gradual improvement of the solution via an iterative process, and are targeted at applications in fluid dynamics. First, we implement the Jacobi iteration on…

Jacobi-type algorithms for simultaneous approximate diagonalization of real (or complex) symmetric tensors have been widely used in independent component analysis (ICA) because of their good performance. One natural way of choosing the…

Numerical Analysis · Mathematics 2020-06-16 Jianze Li , Konstantin Usevich , Pierre Comon

We describe a fast, simple, and stable transform of Chebyshev expansion coefficients to Jacobi expansion coefficients and its inverse based on the numerical evaluation of Jacobi expansions at the Chebyshev--Lobatto points. This is achieved…

Numerical Analysis · Mathematics 2016-02-09 Richard Mikael Slevinsky

In this paper, we propose a derivative-free Levenberg-Marquardt algorithm for nonlinear least squares problems, where the Jacobian matrices are approximated via orthogonal spherical smoothing. It is shown that the gradient models which use…

Numerical Analysis · Mathematics 2024-07-18 Xi Chen , Jinyan Fan

Using a matrix approach, we define the free Jacobi process as the limit of the complex Jacobi matrix process. The we derive a free SDE which is analogous to its classical counterpart. To proceed, we prove that fro suitable parameters the…

Probability · Mathematics 2007-10-02 Nizar Demni

The eigenvalue of a Hamiltonian, $\mathcal{H}$, can be estimated through the phase estimation algorithm given the matrix exponential of the Hamiltonian, $exp(-i\mathcal{H})$. The difficulty of this exponentiation impedes the applications of…

Quantum Physics · Physics 2018-11-01 Ammar Daskin , Sabre Kais

Discretization of non-linear Poisson-Boltzmann Equation equations results in a system of non-linear equations with symmetric Jacobian. The Newton algorithm is the most useful tool for solving non-linear equations. It consists of solving a…

Mathematical Physics · Physics 2007-05-23 Sanjay Kumar Khattri

We propose and analyze a sequential quadratic programming algorithm for minimizing a noisy nonlinear smooth function subject to noisy nonlinear smooth equality constraints. The algorithm uses a step decomposition strategy and, as a result,…

Optimization and Control · Mathematics 2025-03-11 Albert S. Berahas , Jiahao Shi , Baoyu Zhou

It is shown that, by appropriately defining the eigenfunctions of a function defined on the extended phase space, the Liouville theorem on solutions of the Hamilton--Jacobi equation can be formulated as the problem of finding common…

Classical Physics · Physics 2015-03-25 G. F. Torres del Castillo

When the eigenvalues of the coefficient matrix for a linear scalar ordinary differential equation are of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The…

Numerical Analysis · Mathematics 2023-11-16 Murdock Aubry , James Bremer

We prove pointwise bounds for two-parameter families of Jacobi polynomials. Our bounds imply estimates for a class of functions arising from the spectral analysis of distinguished Laplacians and sub-Laplacians on the unit sphere in…

Classical Analysis and ODEs · Mathematics 2022-02-28 Valentina Casarino , Paolo Ciatti , Alessio Martini

The nontrivial transformation of the phase space path integral measure under certain discretized analogues of canonical transformations is computed. This Jacobian is used to derive a quantum analogue of the Hamilton-Jacobi equation for the…

High Energy Physics - Theory · Physics 2009-10-30 Vipul Periwal

Let $\mathbf{K}$ be a field and $\phi$, $\mathbf{f} = (f_1, \ldots, f_s)$ in $\mathbf{K}[x_1, \dots, x_n]$ be multivariate polynomials (with $s < n$) invariant under the action of $\mathcal{S}_n$, the group of permutations of $\{1, \dots,…

Symbolic Computation · Computer Science 2020-09-03 Jean-Charles Faugère , George Labahn , Mohab Safey El Din , Éric Schost , Thi Xuan Vu