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Recently, the out-of-time-ordered correlator(OTOC) and Krylov complexity have been studied actively as a measure of operator growth. OTOC is known to exhibit exponential growth in chaotic systems, which was confirmed in many previous works.…

Quantum Physics · Physics 2022-12-20 Seungjoo Baek

We suggest a method to compute approximations to temporal correlation functions of few-body observables in chaotic many-body systems in the thermodynamic limit based on the respective Lanczos coefficients. Given the knowledge of these…

Statistical Mechanics · Physics 2025-12-18 Merlin Füllgraf , Jiaozi Wang , Robin Steinigeweg , Jochen Gemmer

We develop an algorithm for computing the solution of a large system of linear ordinary differential equations (ODEs) with polynomial inhomogeneity. This is equivalent to computing the action of a certain matrix function on the vector…

Numerical Analysis · Mathematics 2012-05-16 Jitse Niesen , Will M. Wright

In an unnormalized Krylov subspace framework for solving symmetric systems of linear equations, the orthogonal vectors that are generated by a Lanczos process are not necessarily on the form of gradients. Associating each orthogonal vector…

Optimization and Control · Mathematics 2014-09-18 Anders Forsgren , Tove Odland

The Lanczos algorithm, introduced by Cornelius Lanczos, has been known for a long time and is widely used in computational physics. While often employed to approximate extreme eigenvalues and eigenvectores of an operator, recently interest…

Statistical Mechanics · Physics 2025-08-12 J. Eckseler , M. Pieper , J. Schnack

The Lanczos method with implicit restarting is one of the most popular methods for finding a few exterior eigenpairs of a large symmetric matrix $A$. Usually based on polynomial filtering, restarting is crucial to limit memory and the cost…

Numerical Analysis · Mathematics 2026-02-25 Angelo A. Casulli , Daniel Kressner , Nian Shao

Discrete numerical methods with finite time-steps represent a practical technique to solve initial-value problems involving nonlinear differential equations. These methods seem particularly useful to the study of chaos since no analytical…

Dynamical Systems · Mathematics 2009-12-31 Lun-Shin Yao

This paper introduces an efficient algorithm for finding the dominant generalized eigenvectors of a pair of symmetric matrices. Combining tools from approximation theory and convex optimization, we develop a simple scalable algorithm with…

Optimization and Control · Mathematics 2019-06-26 Vien V. Mai , Mikael Johansson

Inhomogeneous dynamical mean-field theory has been employed to solve many interesting strongly interacting problems from transport in multilayered devices to the properties of ultracold atoms in a trap. The main computational step,…

Strongly Correlated Electrons · Physics 2011-02-17 Pierre Carrier , Jok M. Tang , Yousef Saad , James K. Freericks

The time-marching strategy, which propagates the solution from one time step to the next, is a natural strategy for solving time-dependent differential equations on classical computers, as well as for solving the Hamiltonian simulation…

Quantum Physics · Physics 2023-03-22 Di Fang , Lin Lin , Yu Tong

A new procedure is constructed by means of APS in APLAN language. The procedure solves the initial-value problem for linear differential equations of order $k$ with polynomial coefficients and regular singularity in the initialization point…

Numerical Analysis · Mathematics 2007-05-23 P. N. Denisenko

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

Time-dependent linear differential equations are a common type of problem that needs to be solved in classical physics. Here we provide a quantum algorithm for solving time-dependent linear differential equations with logarithmic dependence…

Quantum Physics · Physics 2024-06-19 Dominic W. Berry , Pedro C. S. Costa

We consider first-order linear systems of ordinary differential equations with periodic coefficients. Supposing that right-hand sides of equations are not known and subjected to some quadratic restrictions, we obtain optimal, in certain…

Classical Analysis and ODEs · Mathematics 2018-10-18 Alexander Nakonechny , Yuri Podlipenko

This paper develops a new class of exponential-type integrators where all the matrix exponentiations are performed in a single Krylov space of low dimension. The new family, called Lightly Implicit Krylov-Exponential (LIKE), is well suited…

Numerical Analysis · Computer Science 2015-01-30 Paul Tranquilli , Adrian Sandu

A deflated restarted Lanczos algorithm is given for both solving symmetric linear equations and computing eigenvalues and eigenvectors. The restarting limits the storage so that finding eigenvectors is practical. Meanwhile, the deflating…

Mathematical Physics · Physics 2014-08-27 Abdou M. Abdel-Rehim , Ronald B. Morgan , Dywayne A. Nicely , Walter Wilcox

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

Machine Learning · Computer Science 2019-10-01 André Belotto da Silva , Maxime Gazeau

Discrete numerical methods with finite time-steps represent a practical technique to solve initial-value problems involving nonlinear differential equations. These methods seem particularly useful to the study of chaos since no analytical…

Chaotic Dynamics · Physics 2010-01-01 Lun-Shin Yao

This work considers large-scale Lyapunov matrix equations of the form $AX + XA = \boldsymbol{c}\boldsymbol{c}^T$, where $A$ is a symmetric positive definite matrix and $\boldsymbol{c}$ is a vector. Motivated by the need to solve such…

Numerical Analysis · Mathematics 2025-05-29 Angelo A. Casulli , Francesco Hrobat , Daniel Kressner

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick