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In this paper we introduce a new technique based on high-dimensional Chebyshev Tensors that we call \emph{Orthogonal Chebyshev Sliding Technique}. We implemented this technique inside the systems of a tier-one bank, and used it to…

Risk Management · Quantitative Finance 2020-12-11 Mariano Zeron-Medina Laris , Ignacio Ruiz

We establish a direct correspondence between the Lanczos approach and the orthogonal polynomials approach in random matrix theory. In the large-$N$ and continuum limits, the average Lanczos coefficients and the recursion coefficients become…

High Energy Physics - Theory · Physics 2026-03-25 Le-Chen Qu

Finite temperature problems in the strong correlated systems are important but challenging tasks. Minimally entangled typical thermal states (METTS) are a powerful method in the framework of tensor network methods to simulate finite…

Strongly Correlated Electrons · Physics 2019-10-15 Chia-Min Chung , Ulrich Schollwöck

This paper introduces a new method for discretizing and solving integral equation formulations of Maxwell's equations which achieves spectral accuracy for smooth surfaces. The approach is based on a hybrid Nystr\"om-collocation method using…

Computational Physics · Physics 2021-09-15 Jin Hu , Emmanuel Garza , Constantine Sideris

We combine matrix product operator techniques with Chebyshev polynomial expansions and present a method that is able to explore spectral properties of quantum many-body Hamiltonians. In particular, we show how this method can be used to…

Quantum Physics · Physics 2020-03-18 Yilun Yang , Sofyan Iblisdir , J. Ignacio Cirac , Mari Carmen Bañuls

The Lanczos process has been analytically and exactly carried out for the spin 1/2 isotropic XY chain in the thermodynamic limit, yielding a form for the Lanczos coefficient $\beta^2(s)$. This coefficient has a monotonic variation for real…

Statistical Mechanics · Physics 2007-05-23 N. S. Witte

In the paper, we study approximation properties of the Malmquist-Takenaka-Christov (MTC) system. We show that the discrete MTC approximations converge rapidly under mild restrictions on functions asymptotic at infinity. This makes them…

Numerical Analysis · Mathematics 2019-04-25 Sergey Shindin , Nabendra Parumasur , Olabisi Aluko

We consider the approximation of $B^T (A+sI)^{-1} B$ where $A\in\mathbb{R}^{n\times n}$ is large, symmetric positive definite, and has a dense spectrum, and $B\in\mathbb{R}^{n\times p}$, $p\ll n$. Our target application is the computation…

Numerical Analysis · Mathematics 2026-02-13 Jörn Zimmerling , Vladimir Druskin

An outstanding problem when computing a function of a matrix, $f(A)$, by using a Krylov method is to accurately estimate errors when convergence is slow. Apart from the case of the exponential function which has been extensively studied in…

Numerical Analysis · Mathematics 2018-02-15 Jie Chen , Yousef Saad

We propose an advanced Chebyshev expansion method for the numerical calculation of linear response functions at finite temperature. Its high stability and the small required resources allow for a comprehensive study of the optical…

Disordered Systems and Neural Networks · Physics 2016-08-31 Alexander Weisse

We prove a constant term theorem which is useful for finding weight polynomials for Ballot/Motzkin paths in a strip with a fixed number of arbitrary `decorated' weights as well as an arbitrary `background' weight. Our CT theorem, like…

Combinatorics · Mathematics 2015-05-13 R. Brak , J. Osborn

Thawing quintessence scalar field models with the various potential forms to explain the late-time cosmic acceleration are compared to the {\Lambda}CDM model in detail by analyzing cosmological parameters with a set of observational data…

Cosmology and Nongalactic Astrophysics · Physics 2024-06-11 Fereshteh Felegary , Kazuharu Bamba

The limits of standard cosmography are here revised addressing the problem of error propagation during statistical analyses. To do so, we propose the use of Chebyshev polynomials to parameterize cosmic distances. In particular, we…

Cosmology and Nongalactic Astrophysics · Physics 2018-03-14 Salvatore Capozziello , Rocco D'Agostino , Orlando Luongo

We report a number of exact solutions for temperature-dependent Smoluchowski equations. These equations quantify the ballistic agglomeration, where the evolution of densities of agglomerates of different size is entangled with the evolution…

Statistical Mechanics · Physics 2022-11-09 Alexander Osinsky , Nikolay Brilliantov

Solving the trust-region subproblem (TRS) plays a key role in numerical optimization and many other applications. The generalized Lanczos trust-region (GLTR) method is a well-known Lanczos type approach for solving a large-scale TRS. The…

Numerical Analysis · Mathematics 2021-04-13 Zhongxiao Jia , Fa Wang

In the numerical treatment of large-scale Sylvester and Lyapunov equations, projection methods require solving a reduced problem to check convergence. As the approximation space expands, this solution takes an increasing portion of the…

Numerical Analysis · Mathematics 2017-02-03 Davide Palitta , Valeria Simoncini

We suggest a method to compute approximations to temporal correlation functions of few-body observables in chaotic many-body systems in the thermodynamic limit based on the respective Lanczos coefficients. Given the knowledge of these…

Statistical Mechanics · Physics 2025-12-18 Merlin Füllgraf , Jiaozi Wang , Robin Steinigeweg , Jochen Gemmer

The Brown-Resnick max-stable process has proven to be well-suited for modeling extremes of complex environmental processes, but in many applications its likelihood function is intractable and inference must be based on a composite…

Methodology · Statistics 2017-01-16 Emeric Thibaud , Juha Aalto , Daniel S. Cooley , Anthony C. Davison , Juha Heikkinen

Fitted finite element methods are constructed for a singularly perturbed convection-diffusion problem in two space dimensions. Exponential splines as basis functions are combined with Shishkin meshes to obtain a stable parameter-uniform…

Numerical Analysis · Mathematics 2023-10-03 Alan F. Hegarty , Eugene O'Riordan

For the calculation of the partition function $\mathcal{Z}$ of small, isolated and interacting many body systems an improvement with respect to previous formulations is presented. By including anharmonicities and employing a variational…

Nuclear Theory · Physics 2009-11-10 Christian Rummel , Helmut Hofmann
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