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In this paper, we give a quadratic Goldreich-Levin algorithm that is close to optimal in the following ways. Given a bounded function $f$ on the Boolean hypercube $\mathbb{F}_2^n$ and any $\varepsilon>0$, the algorithm returns a quadratic…

Computational Complexity · Computer Science 2025-05-20 Jop Briët , Davi Castro-Silva

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…

Numerical Analysis · Mathematics 2020-01-27 Antoine Tambue , Jean Daniel Mukam

Given an approximation to a multiple isolated solution of a polynomial system of equations, we have provided a symbolic-numeric deflation algorithm to restore the quadratic convergence of Newton's method. Using first-order derivatives of…

Numerical Analysis · Mathematics 2007-05-23 Anton Leykin , Jan Verschelde , Ailing Zhao

Common computational problems, such as parameter estimation in dynamic models and PDE constrained optimization, require data fitting over a set of auxiliary parameters subject to physical constraints over an underlying state. Naive…

Optimization and Control · Mathematics 2017-09-19 Aleksandr Y. Aravkin , Dmitriy Drusvyatskiy , Tristan van Leeuwen

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

Quantum computers have long been expected to efficiently solve complex classical differential equations. Most digital, fault-tolerant approaches use Carleman linearization to map nonlinear systems to linear ones and then apply quantum…

Quantum computers have the potential to efficiently solve a system of nonlinear ordinary differential equations (ODEs), which play a crucial role in various industries and scientific fields. However, it remains unclear which system of…

Quantum Physics · Physics 2025-04-07 Yu Tanaka , Keisuke Fujii

Quantum algorithms offer an exponential advantage with respect to the number of dependent variables for solving certain nonlinear ordinary differential equations (ODEs). These algorithms typically begin by transforming the original…

Quantum Physics · Physics 2025-12-09 Judd Katz , Gopikrishnan Muraleedharan , Abhijeet Alase

In this paper, we present a quantum algorithm for the dynamic programming approach for problems on directed acyclic graphs (DAGs). The running time of the algorithm is $O(\sqrt{\hat{n}m}\log \hat{n})$, and the running time of the best known…

Quantum Physics · Physics 2023-01-02 Kamil Khadiev , Liliya Safina

We study the learning of numerical algorithms for scientific computing, which combines mathematically driven, handcrafted design of general algorithm structure with a data-driven adaptation to specific classes of tasks. This represents a…

Numerical Analysis · Mathematics 2022-07-12 Yue Guo , Felix Dietrich , Tom Bertalan , Danimir T. Doncevic , Manuel Dahmen , Ioannis G. Kevrekidis , Qianxiao Li

In this paper, we propose efficient quantum algorithms for solving nonlinear stochastic differential equations (SDE) via the associated Fokker-Planck equation (FPE). We discretize the FPE in space and time using two well-known numerical…

Dynamical Systems · Mathematics 2023-08-01 Abeynaya Gnanasekaran , Amit Surana , Tuhin Sahai

In this paper, we study a variant of the quadratic penalty method for linearly constrained convex problems, which has already been widely used but actually lacks theoretical justification. Namely, the penalty parameter steadily increases…

Numerical Analysis · Mathematics 2017-11-30 Huan Li , Cong Fang , Zhouchen Lin

In this paper we present three different numerical approaches to account for curl-type involution constraints in hyperbolic partial differential equations for continuum physics. All approaches have a direct analogy to existing and…

Numerical Analysis · Mathematics 2020-03-06 Michael Dumbser , Simone Chiocchetti , Ilya Peshkov

Numerical homogenization methods aim at providing appropriate coarse-scale approximations of solutions to (elliptic) partial differential equations that involve highly oscillatory coefficients. The localized orthogonal decomposition (LOD)…

Numerical Analysis · Mathematics 2026-02-13 Mehdi Elasmi , Felix Krumbiegel , Roland Maier

We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…

Statistics Theory · Mathematics 2008-04-29 Heng Lian

In this work we present deep learning implementations of two popular theoretical constrained optimization algorithms in infinite dimensional Hilbert spaces, namely, the penalty and the augmented Lagrangian methods. We test these algorithms…

Optimization and Control · Mathematics 2024-01-09 Pinak Mandal

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

The scheme of divided differences is widely used in many approximation and interpolation problems. Computing the Newton coefficients of the interpolating polynomial is the first step of the Bj\"{o}rck and Pereyra algorithm for solving…

Numerical Analysis · Mathematics 2007-05-23 Alicja Smoktunowicz , Przemyslaw Kosowski , Iwona Wrobel

Several widely-used first-order saddle-point optimization methods yield an identical continuous-time ordinary differential equation (ODE) that is identical to that of the Gradient Descent Ascent (GDA) method when derived naively. However,…

Optimization and Control · Mathematics 2023-08-01 Tatjana Chavdarova , Michael I. Jordan , Manolis Zampetakis

We present a numerical method which is able to approximate traveling waves (e.g. viscous profiles) in systems with hyperbolic and parabolic parts by a direct long-time forward simulation. A difficulty with long-time simulations of traveling…

Numerical Analysis · Mathematics 2016-12-01 Robin Flohr , Jens Rottmann-Matthes
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