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The R software package rSPDE contains methods for approximating Gaussian random fields based on fractional-order stochastic partial differential equations (SPDEs). A common example of such fields are Whittle-Mat\'ern fields on bounded…

Computation · Statistics 2025-02-28 David Bolin , Alexandre B. Simas

High-performance sparse matrix-matrix (SpMM) multiplication is paramount for science and industry, as the ever-increasing sizes of data prohibit using dense data structures. Yet, existing hardware, such as Tensor Cores (TC), is ill-suited…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-22 Patrik Okanovic , Grzegorz Kwasniewski , Paolo Sylos Labini , Maciej Besta , Flavio Vella , Torsten Hoefler

This document is an introduction to the Matlab package SDLS (Semi-Definite Least-Squares) for solving least-squares problems over convex symmetric cones. The package is shortly presented through the addressed problem, a sketch of the…

Optimization and Control · Mathematics 2007-09-18 Didier Henrion , Jerome Malick

The characterization of exoplanet requires reliable determination of the fundamental parameters of their host stars. Spectral fitting plays an important role in this process. For the majority of stellar parameters matching synthetic spectra…

Solar and Stellar Astrophysics · Physics 2023-03-29 Ansgar Wehrhahn , Nikolai Piskunov , Tanja Ryabchikova

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

This paper describes diff-SAT, an Answer Set and SAT solver which combines regular solving with the capability to use probabilistic clauses, facts and rules, and to sample an optimal world-view (multiset of satisfying Boolean variable…

Artificial Intelligence · Computer Science 2021-01-05 Matthias Nickles

Simflowny is an open platform which automatically generates efficient parallel code of scientific dynamical models for different simulation frameworks. Here we present major upgrades on this software to support simultaneously a quite…

Computational Physics · Physics 2020-12-02 C. Palenzuela , B. Miñano , A. Arbona , C. Bona-Casas , C. Bona , J. Massó

Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…

Optimization and Control · Mathematics 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…

Dynamical Systems · Mathematics 2024-05-14 Shane Kepley , Babette A. J. de Wolff

We introduce a novel spectral, finite-dimensional approximation of general Sobolev spaces in terms of Chebyshev polynomials. Based on this polynomial surrogate model (PSM), we realise a variational formulation, solving a vast class of…

Numerical Analysis · Mathematics 2023-01-13 Juan-Esteban Suarez Cardona , Phil-Alexander Hofmann , Michael Hecht

Numerical solutions of partial differential equations enable a broad range of scientific research. The Dedalus Project is a flexible, open-source, parallelized computational framework for solving general partial differential equations using…

Instrumentation and Methods for Astrophysics · Physics 2020-04-29 Keaton J. Burns , Geoffrey M. Vasil , Jeffrey S. Oishi , Daniel Lecoanet , Benjamin P. Brown

Numerical relativity has traditionally been pursued via finite differencing. Here we explore pseudospectral collocation (PSC) as an alternative to finite differencing, focusing particularly on the solution of the Hamiltonian constraint (an…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Lawrence E. Kidder , Lee Samuel Finn

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

The goal of this paper is to present an overview of the software collection for the solution of linear and nonlinear semidefinite optimization problems PENNON. In the first part we present theoretical and practical details of the underlying…

Optimization and Control · Mathematics 2015-04-29 Michal Kocvara , Michael Stingl

In the last decade major steps towards an algorithmic treatment of orthogonal polynomials and special functions (OP & SF) have been made, notably Zeilberger's brilliant extension of Gosper's algorithm on algorithmic definite hypergeometric…

Classical Analysis and ODEs · Mathematics 2007-05-23 Wolfram Koepf

The quest for analytical solutions to differential equations has traditionally been constrained by the need for extensive mathematical expertise. Machine learning methods like genetic algorithms have shown promise in this domain, but are…

Machine Learning · Computer Science 2025-07-22 Shu Wei , Yanjie Li , Lina Yu , Weijun Li , Min Wu , Linjun Sun , Jingyi Liu , Hong Qin , Yusong Deng , Jufeng Han , Yan Pang

The increasing number of applications requiring the solution of large scale singular value problems have rekindled interest in iterative methods for the SVD. Some promising recent ad- vances in large scale iterative methods are still…

Mathematical Software · Computer Science 2017-01-25 Lingfei Wu , Eloy Romero , Andreas Stathopoulos

The adaptive spectral Koopman (ASK) method was introduced to numerically solve autonomous dynamical systems that lay the foundation of numerous applications across different fields in science and engineering. Although ASK achieves high…

Dynamical Systems · Mathematics 2023-06-23 Bian Li , Yue Yu , Xiu Yang

Spectral methods have emerged as a simple yet surprisingly effective approach for extracting information from massive, noisy and incomplete data. In a nutshell, spectral methods refer to a collection of algorithms built upon the eigenvalues…

Machine Learning · Statistics 2021-10-26 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma

We present a high-performance solver for dense skew-symmetric matrix eigenvalue problems. Our work is motivated by applications in computational quantum physics, where one solution approach to solve the so-called Bethe-Salpeter equation…

Numerical Analysis · Mathematics 2020-06-05 Carolin Penke , Andreas Marek , Christian Vorwerk , Claudia Draxl , Peter Benner