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The convolution potential arises in a wide variety of application areas, and its efficient and accurate evaluation encounters three challenges: singularity, nonlocality and anisotropy. We introduce a fast algorithm based on a far-field…

Numerical Analysis · Mathematics 2025-04-29 Xin Liu , Yong Zhang

Representation learning often plays a critical role in reinforcement learning by managing the curse of dimensionality. A representative class of algorithms exploits a spectral decomposition of the stochastic transition dynamics to construct…

Machine Learning · Computer Science 2023-03-08 Tongzheng Ren , Tianjun Zhang , Lisa Lee , Joseph E. Gonzalez , Dale Schuurmans , Bo Dai

In this paper, we propose a numerical method to approximate the solution of partial differential equations in irregular domains with no-flux boundary conditions by means of spectral methods. The main features of this method are its…

Numerical Analysis · Mathematics 2007-05-23 Alfonso Bueno-Orovio , Victor M. Perez-Garcia , Flavio H. Fenton

We present a reduced order model for three dimensional unsteady pressure-driven flows in micro-channels of variable cross-section. This fast and accurate model is valid for long channels, but allows for large variations in the channel's…

Fluid Dynamics · Physics 2021-08-09 Leila Issa , Sajed Medlej , Ali Saleh , Issam Lakkis

This paper proposes the use of a Spectral method to simulate diffusive moisture transfer through porous materials as a Reduced-Order Model (ROM). The Spectral approach is an a priori method assuming a separated representation of the…

Computational Physics · Physics 2020-02-20 Suelen Gasparin , Julien Berger , Denys Dutykh , Nathan Mendes

The bottleneck of micromagnetic simulations is the computation of the long-ranged magnetostatic fields. This can be tackled on regular N-node grids with Fast Fourier Transforms in time N logN, whereas the geometrically more versatile finite…

Materials Science · Physics 2008-10-04 Evaggelos Kritsikis , Jean-Christophe Toussaint , Olivier Fruchart

The problem of constructing flexible stochastic models to describe the variability in shape of solid particles is challenging. Natural objects often exhibit mono- or multi-fractal features, i.e. irregular shapes and self-similar patterns.…

Statistics Theory · Mathematics 2019-01-24 Alfredo Alegría

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…

Numerical Analysis · Mathematics 2016-06-22 Yoonsang Lee , Bjorn Engquist

It is increasingly understood that the assumption of stationarity is unrealistic for many spatial processes. In this article, we combine dimension expansion with a spectral method to model big non-stationary spatial fields in a…

Methodology · Statistics 2020-01-20 Hou-Cheng Yang , Jonathan R. Bradley

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…

Machine Learning · Statistics 2021-07-21 Liang Ding , Rui Tuo , Xiaowei Zhang

We present a new method for the generation of atmospheric turbulence phase screens based on the frequency shift property of the Fourier transform. This method produces low spatial frequency distortions without additional computation time…

Optics · Physics 2020-01-08 Daniel A. Paulson , Chensheng Wu , Christopher C. Davis

In this paper the computational aspects of probability calculations for dynamical partial sum expressions are discussed. Such dynamical partial sum expressions have many important applications, and examples are provided in the fields of…

Computation · Statistics 2017-12-14 Sorawit Saengkyongam , Anthony Hayter , Seksan Kiatsupaibul , Wei Liu

Diffusion-based models have achieved notable empirical successes in reinforcement learning (RL) due to their expressiveness in modeling complex distributions. Despite existing methods being promising, the key challenge of extending existing…

Machine Learning · Computer Science 2024-11-04 Dmitry Shribak , Chen-Xiao Gao , Yitong Li , Chenjun Xiao , Bo Dai

We investigate integral formulations and fast algorithms for the steady-state radiative transfer equation with isotropic and anisotropic scattering. When the scattering term is a smooth convolution on the unit sphere, a model reduction step…

Numerical Analysis · Mathematics 2019-02-20 Yuwei Fan , Jing An , Lexing Ying

A method based on orthogonal function series interpolation of the square root probability density to analyze higher dimensional scattered data is presented. The method is targeted for the use-case when the model and/or data are available…

Data Analysis, Statistics and Probability · Physics 2022-03-01 K. Gellerstedt , J. Sjölin

Neural fields are a highly effective representation across visual computing. This work observes that fitting these fields is greatly improved by incorporating spatial stochasticity during training, and that this simple technique can replace…

Graphics · Computer Science 2025-05-28 Selena Ling , Merlin Nimier-David , Alec Jacobson , Nicholas Sharp

We present a new method for computing the Near-To-Far-Field (NTFF) transformation in FDTD simulations which has an overall scaling of $O(N^3)$ instead of the standard $O(N^4)$. By mapping the far field with a cartesian coordinate system the…

Computational Physics · Physics 2013-11-05 Travis Garrett

Fourier methods are fundamental tools to analyze random fields. Statistical structures of homogeneous Gaussian random fields are completely characterized by the power spectrum. In non-Gaussian random fields, polyspectra, higher-order…

Astrophysics · Physics 2009-11-11 Takahiko Matsubara

Spatial variables can be observed in many different forms, such as regularly sampled random fields (lattice data), point processes, and randomly sampled spatial processes. Joint analysis of such collections of observations is clearly…

Methodology · Statistics 2026-05-20 Jake P. Grainger , Tuomas A. Rajala , David J. Murrell , Sofia C. Olhede

The field of 3D representation has experienced significant advancements, driven by the increasing demand for high-fidelity 3D models in various applications such as computer graphics, virtual reality, and autonomous systems. This review…

Computer Vision and Pattern Recognition · Computer Science 2024-10-10 Zhengren Wang