Related papers: A Kernel-Independent Sum-of-Exponentials Method
Sums-of-squares (SOS) optimization is a promising tool to synthesize certifiable controllers for nonlinear dynamical systems. Building upon prior works, we demonstrate that SOS can synthesize dynamic controllers with bounded suboptimal…
In this article, we propose an algorithm for approximating the action of $\varphi-$functions of matrices against vectors, which is a key operation in exponential time integrators. In particular, we consider matrices with Kronecker sum…
In the paper, we present a high order fast algorithm with almost optimum memory for the Caputo fractional derivative, which can be expressed as a convolution of $u'(t)$ with the kernel $(t_n-t)^{-\alpha}$. In the fast algorithm, the…
In this paper, we present a novel numerical scheme for solving a class of nonlinear degenerate parabolic equations with non-smooth solutions. The proposed method relies on a special kernel based formulation of the solutions found in our…
We develop an accurate, highly efficient and scalable random batch sum-of-Gaussians (RBSOG) method for molecular dynamics simulations of systems with long-range interactions. The idea of the RBSOG method is based on a sum-of-Gaussians…
Efficient and fast predictor-corrector methods are proposed to deal with nonlinear Caputo-Fabrizio fractional differential equations, where Caputo-Fabrizio operator is a new proposed fractional derivative with a smooth kernel. The proposed…
We discuss an elementary method for the evaluation of the convolution sums $\underset{\substack{ {(l,m)\in\mathbb{N}_{0}^{2}} \\ {\alpha\,l+\beta\,m=n} } }{\sum}\sigma(l)\sigma(m)$ for those $\alpha,\beta\in\mathbb{N}$ for which…
This paper examines the application of the Kernel Sum of Squares (KSOS) method for enhancing kernel learning from data, particularly in the context of dynamical systems. Traditional kernel-based methods, despite their theoretical soundness…
A new algorithm for dynamic independent vector extraction is proposed. It is based on the mixing model where mixing parameters related to the source-of-interest (SOI) are time-variant while the separating parameters are time-invariant. A…
This article presents a new high-order accurate algorithm for finding a particular solution to a linear, constant-coefficient partial differential equation (PDE) by means of a convolution of the volumetric source function with the Green's…
We present an efficient quantum algorithm to simulate nonlinear differential equations with polynomial vector fields of arbitrary degree on quantum platforms. Models of physical systems that are governed by ordinary differential equations…
Approximation using Fourier features is a popular technique for scaling kernel methods to large-scale problems, with myriad applications in machine learning and statistics. This method replaces the integral representation of a…
The fast computation of large kernel sums is a challenging task, which arises as a subproblem in any kernel method. We approach the problem by slicing, which relies on random projections to one-dimensional subspaces and fast Fourier…
In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…
Recently a splitting approach has been presented for the simulation of sonic-boom propagation. Splitting methods allow one to divide complicated partial differential equations into simpler parts that are solved by specifically tailored…
In the kernel density estimation (KDE) problem one is given a kernel $K(x, y)$ and a dataset $P$ of points in a Euclidean space, and must prepare a data structure that can quickly answer density queries: given a point $q$, output a…
We give a new approach to the dictionary learning (also known as "sparse coding") problem of recovering an unknown $n\times m$ matrix $A$ (for $m \geq n$) from examples of the form \[ y = Ax + e, \] where $x$ is a random vector in $\mathbb…
We introduce a new framework for unifying and systematizing the performance analysis of first-order black-box optimization algorithms for unconstrained convex minimization. The low-cost iteration complexity enjoyed by first-order algorithms…
In this thesis, a new class of algorithms based on Sums of Squares Programming is developed. These allow to reduce a degree-$d$ homogeneous polynomial $T = \sum_{i = 1}^m \langle a_i, X \rangle^d $ to a quadratic form being close to a…
We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known…