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In this paper, we present a numerical algorithm for the accurate and efficient computation of the convolution of the frequency domain layered media Green's function with a given density function. Instead of compressing the convolution…
For smooth finite fields $F_q$ (i.e., when $q-1$ factors into small primes) the Fast Fourier Transform (FFT) leads to the fastest known algebraic algorithms for many basic polynomial operations, such as multiplication, division,…
Linearization is a standard method in the computation of eigenvalues and eigenvectors of matrix polynomials. In the last decade a variety of linearization methods have been developed in order to deal with algebraic structures and in order…
The GKZ system for the Hesse pencil of elliptic curves has more solutions than the period integrals. In this work we give different realizations and interpretations of the extra solution, in terms of oscillating integral, Eichler integral,…
Any homogeneous polynomial $P(x, y, z)$ of degree $d$, being restricted to a unit sphere $S^2$, admits essentially a unique representation of the form $\lambda + \sum_{k = 1}^d [\prod_{j = 1}^k L_{kj}]$, where $L_{kj}$'s are linear forms in…
Quantum Computing in the Noisy Intermediate-Scale Quantum (NISQ) era has shown promising applications in machine learning, optimization, and cryptography. Despite the progress, challenges persist due to system noise, errors, and decoherence…
We introduce the use of the Fast Multipole Method (FMM) to speed up gravitational lensing ray tracing calculations. The method allows very fast calculation of ray deflections when a large number of deflectors, $N_*$, is involved, while…
We propose a deep learning based method, the Deep Ritz Method, for numerically solving variational problems, particularly the ones that arise from partial differential equations. The Deep Ritz method is naturally nonlinear, naturally…
We develop a way of improving complex Langevin dynamics motivated by the Lefschetz-thimble decomposition of integrals. In our method, arbitrary observables of an original model with multiple Lefschetz thimbles are computed by a modified…
In this paper, we propose a novel eigenpair-splitting method, inspired by the divide-and-conquer strategy, for solving the generalized eigenvalue problem arising from the Kohn-Sham equation. Unlike the commonly used domain decomposition…
We introduce a definition of strong hyperbolicity for second order partial differential equations using second order pencils. We show that this definition is equivalent to the standard one, derived by reducing the equations to first order…
The calibration of high-quality two-qubit entangling gates is an essential component in engineering large-scale, fault-tolerant quantum computers. However, many standard calibration techniques are based on randomized circuits that are only…
In this paper we demonstrate that the numerical method of steepest descent fails when applied in a straight forward fashion to the most commonly occurring highly oscillatory integrals in scattering theory. Through a polar change of…
Computational methods are proposed for solving a convex quadratic program (QP). Active-set methods are defined for a particular primal and dual formulation of a QP with general equality constraints and simple lower bounds on the variables.…
In this paper we show how to construct diagonal scalings for arbitrary matrix pencils $\lambda B-A$, in which both $A$ and $B$ are complex matrices (square or nonsquare). The goal of such diagonal scalings is to "balance" in some sense the…
To understand the solution of a linear, time-invariant differential-algebraic equation, one must analyze a matrix pencil (A,E) with singular E. Even when this pencil is stable (all its finite eigenvalues fall in the left-half plane), the…
This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…
Rapid convergence of the shifted QR algorithm on symmetric matrices was shown more than fifty years ago. Since then, despite significant interest and its practical relevance, an understanding of the dynamics and convergence properties of…
Presented in this paper is a new sparse linear solver methodology motivated by multigrid principles and based around general local transformations that diagonalize a matrix while maintaining its sparsity. These transformations are…
The quadratic rough Heston model provides a natural way to encode Zumbach effect in the rough volatility paradigm. We apply multi-factor approximation and use deep learning methods to build an efficient calibration procedure for this model.…