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We present a fast algorithm that constructs a data-sparse approximation of matrices arising in the context of integral equation methods for elliptic partial differential equations. The new algorithm uses Green's representation formula in…

Numerical Analysis · Mathematics 2015-10-27 Steffen Börm , Sven Christophersen

Exploring the free-energy landscape along reaction coordinates or system parameters $\lambda$ is central to many studies of high-dimensional model systems in physics, e.g. large molecules or spin glasses. In simulations this usually…

Statistical Mechanics · Physics 2018-09-05 Viveca Lindahl , Jack Lidmar , Berk Hess

We consider time-harmonic Maxwell's equations set in an heterogeneous medium with perfectly conducting boundary conditions. Given a divergence-free right-hand side lying in $L^2$, we provide a frequency-explicit approximability estimate…

Numerical Analysis · Mathematics 2022-08-03 T. Chaumont-Frelet , P. Vega

We develop an efficient quantum implementation of an important signal processing algorithm for line spectral estimation: the matrix pencil method, which determines the frequencies and damping factors of signals consisting of finite sums of…

Quantum Physics · Physics 2017-04-05 A. Steffens , P. Rebentrost , I. Marvian , J. Eisert , S. Lloyd

Dynamic homogenization aims at describing the macroscopic characteristics of wave propagation in microstructured systems. Using a simple method, we derive frequency-dependent homogenized parameters that reproduce the exact dispersion…

Applied Physics · Physics 2018-08-01 René Pernas-Salomón , Gal Shmuel

We analyze the random fluctuations of several multi-scale algorithms such as the multi-scale finite element method (MsFEM) and the finite element heterogeneous multiscale method (HMM), that have been developed to solve partial differential…

Numerical Analysis · Mathematics 2012-02-21 Guillaume Bal , Wenjia Jing

Large-scale earthquake sequence simulations using the boundary element method (BEM) incur extreme computational costs through multiplying a dense matrix with a slip rate vector. Hierarchical matrices (H-matrices) have often been used to…

Computational Physics · Physics 2022-10-26 So Ozawa , Akihiro Ida , Tetsuya Hoshino , Ryosuke Ando

We extend linear input/output (resolvent) analysis to take into account nonlinear triadic interactions by considering a finite number of harmonics in the frequency domain using the harmonic balance method. Forcing mechanisms that maximize…

Fluid Dynamics · Physics 2021-02-24 Georgios Rigas , Denis Sipp , Tim Colonius

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

Statistical Finance · Quantitative Finance 2017-11-27 Joongyeub Yeo , George Papanicolaou

A FEM application for the accurate design of composite backing of ultrasonic transducers is presented. The idea is to obtain the dependence between the volume ratio of the tungsten powder in an epoxy matrix used as a backing and the final…

Computational Physics · Physics 2022-03-17 Eduardo Moreno , Wagner C. A. Pereira , Marco Antonio von Kruger , Lorenzo Leija , Antonio Ramos

Variational inference offers scalable and flexible tools to tackle intractable Bayesian inference of modern statistical models like Bayesian neural networks and Gaussian processes. For largely over-parameterized models, however, the…

Machine Learning · Statistics 2019-12-03 Simone Rossi , Sebastien Marmin , Maurizio Filippone

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

In this paper we present a new highly efficient calculation method for the far field amplitude pattern that arises from scattering problems governed by the d-dimensional Helmholtz equation and, by extension, Schr\"odinger's equation. The…

Numerical Analysis · Mathematics 2014-06-06 Siegfried Cools , Bram Reps , Wim Vanroose

We present an algorithm for constructing numerical solutions to one--dimensional nonlinear, variable coefficient boundary value problems. This scheme is based upon applying the Homotopy Analysis Method (HAM) to decompose a nonlinear…

Numerical Analysis · Mathematics 2019-03-27 Andrew C. Cullen , Simon R. Clarke

Frequency domain sweeps of array antennas are well-known to be time-intensive, and different surrogate models have been used to improve the performance. Data-driven model order reduction algorithms, such as the Loewner framework and vector…

Systems and Control · Electrical Eng. & Systems 2025-08-15 Lucas Åkerstedt , Darwin Blanco , B. L. G. Jonsson

We present Frequency Marching, FM, an algorithm that refines three-dimensional electron density distributions from solution X-ray scattering data in both the small- and wide-angle regimes. This algorithm is based on a series of optimization…

Biological Physics · Physics 2020-12-25 Yen-Lin Chen , Lois Pollack

The Boundary Element Method (BEM) is a powerful numerical approach for solving 3D elastostatic problems, particularly useful for crack propagation in fracture mechanics and half-space problems. A key challenge in BEM lies in handling…

Numerical Analysis · Mathematics 2025-10-30 Vibudha Lakshmi Keshava , Martin Schanz

We present a 3D hybrid method which combines the Finite Element Method (FEM) and the Spectral Boundary Integral method (SBIM) to model nonlinear problems in unbounded domains. The flexibility of FEM is used to model the complex,…

Numerical Analysis · Mathematics 2021-02-18 Gabriele Albertini , Ahmed Elbanna , David S. Kammer

A method that uses order statistics to construct multivariate distributions with fixed marginals and which utilizes a representation of the Bernstein copula in terms of a finite mixture distribution is proposed. Expectation-maximization…

Computation · Statistics 2014-01-16 Xiaoling Dou , Satoshi Kuriki , Gwo Dong Lin , Donald Richards

Fast Multipole Methods (FMMs) based on the oscillatory Helmholtz kernel can reduce the cost of solving N-body problems arising from Boundary Integral Equations (BIEs) in acoustic or electromagnetics. However, their cost strongly increases…

Numerical Analysis · Mathematics 2022-02-11 Igor Chollet , Xavier Claeys , Pierre Fortin , Laura Grigori