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In this work a general approach to compute a compressed representation of the exponential $\exp(h)$ of a high-dimensional function $h$ is presented. Such exponential functions play an important role in several problems in Uncertainty…

Numerical Analysis · Mathematics 2023-02-22 Martin Eigel , Nando Farchmin , Sebastian Heidenreich , Philipp Trunschke

We present a novel algorithm for learning the parameters of hidden Markov models (HMMs) in a geometric setting where the observations take values in Riemannian manifolds. In particular, we elevate a recent second-order method of moments…

Machine Learning · Computer Science 2023-02-16 Berlin Chen , Cyrus Mostajeran , Salem Said

A two-point ray-tracing technique for 3D smoothly heterogeneous, weakly transversely-isotropic media is based on Fermat's principle and takes advantage of global Chebyshev approximation of both the model and curved rays. This approximation…

Geophysics · Physics 2019-02-07 Vladimir Grechka , George A. McMechan

The paper gives a new representation for the fractional Brownian motion that can be applied to simulate this self-similar random process in continuous time. Such a representation is based on the spectral form of mathematical description and…

Probability · Mathematics 2025-01-28 Konstantin A. Rybakov

Starting from the observation that one of the most successful methods for solving the Kohn-Sham equations for periodic systems -- the plane-wave method -- is a spectral method based on eigenfunction expansion, we formulate a spectral method…

Computational Physics · Physics 2016-03-08 Amartya S. Banerjee , Ryan S. Elliott , Richard D. James

In this paper, a spectral method based on conformal mappings is proposed to solve Steklov eigenvalue problems and their related shape optimization problems in two dimensions. To apply spectral methods, we first reformulate the Steklov…

Numerical Analysis · Mathematics 2018-05-08 Weaam Alhejaili , Chiu-Yen Kao

The calculation of a three-dimensional underwater acoustic field has always been a key problem in computational ocean acoustics. Traditionally, this solution is usually obtained by directly solving the acoustic Helmholtz equation using a…

Computational Physics · Physics 2022-11-14 Houwang Tu , Yongxian Wang , Wei Liu , Chunmei Yang , Jixing Qin , Shuqing Ma , Xiaodong Wang

A Fourier-Chebyshev spectral method is proposed in this paper for solving the cavitation problem in nonlinear elasticity. The interpolation error for the cavitation solution is analyzed, the elastic energy error estimate for the discrete…

Numerical Analysis · Mathematics 2017-04-03 Liang Wei , Zhiping Li

In the context of the Instantaneous Normal Mode approach, the spectrum of the Hessian of Hamiltonian is a key quantity to describe liquids behaviour. The determination of the spectrum represents a major task for theoretical studies, and has…

Statistical Mechanics · Physics 2009-10-31 Andrea Cavagna , Irene Giardina , Giorgio Parisi

We present a spectral method for solving elliptic equations which arise in general relativity, namely three-dimensional scalar Poisson equations, as well as generalized vectorial Poisson equations of the type $\Delta \vec{N} + \lambda…

General Relativity and Quantum Cosmology · Physics 2009-10-31 P. Grandclement , S. Bonazzola , E. Gourgoulhon , J. -A. Marck

Based on the Hermite expansion of the distribution function, we introduce a Galerkin spectral method for the spatially homogeneous Boltzmann equation with the realistic inverse-power-law models. A practical algorithm is proposed to evaluate…

Numerical Analysis · Mathematics 2019-09-04 Yanli Wang , Zhenning Cai

In this paper, we study a matricial version of the Byrnes-Georgiou-Lindquist generalized moment problem with complexity constraint. We introduce a new metric on multivariable spectral densities induced by the family of their spectral…

Optimization and Control · Mathematics 2007-05-23 A. Ferrante , M. Pavon , F. Ramponi

A fast simulation algorithm for the calculation of multitime correlation functions of open quantum systems is presented. It is demonstrated that any stochastic process which ``unravels'' the quantum Master equation can be used for the…

Quantum Physics · Physics 2009-10-31 H. P. Breuer , B. Kappler , F. Petruccione

In this paper we study a variational problem in the space of functions of bounded Hessian. Our model constitutes a straightforward higher-order extension of the well known ROF functional (total variation minimisation) to which we add a…

Numerical Analysis · Mathematics 2013-08-09 Konstantinos Papafitsoros , Carola-Bibiane Schönlieb

We consider a natural dimension reduction technique for the Liouville-von Neumann equation for a mixed quantum system based on evaluation of a trace formula combined with a direct expansion in modified Chebyshev polynomials. This reduction…

Computational Physics · Physics 2010-03-26 Giacomo Mazzi , Ben Leimkuhler

We describe a Bayesian approach to estimating luminosity functions. We derive the likelihood function and posterior probability distribution for the luminosity function, given the observed data, and we compare the Bayesian approach with…

Astrophysics · Physics 2009-11-13 Brandon C. Kelly , Xiaohui Fan , Marianne Vestergaard

For large scale electronic structure calculation, the Krylov subspace method is introduced to calculate the one-body density matrix instead of the eigenstates of given Hamiltonian. This method provides an efficient way to extract the…

Materials Science · Physics 2009-11-10 Ryu Takayama , Takeo Hoshi , Takeo Fujiwara

We develop a computationally efficient and robust algorithm for generating pseudo-random samples from a broad class of smooth probability distributions in one and two dimensions. The algorithm is based on inverse transform sampling with a…

Numerical Analysis · Mathematics 2013-07-05 Sheehan Olver , Alex Townsend

We extend the notion of some energy-type expressions based on two sets, developed in the abstract potential theory. We also give the discretized version of the quantities defined, similar to Chebyshev constant. This extension allows to…

Optimization and Control · Mathematics 2016-11-10 Á. P. Horváth

High frequency integral equation methodologies display the capability of reproducing single-scattering returns in frequency-independent computational times and employ a Neumann series formulation to handle multiple-scattering effects. This…

Numerical Analysis · Mathematics 2018-01-16 Yassine Boubendir , Fatih Ecevit , Fernando Reitich
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