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For the approximation and simulation of twofold iterated stochastic integrals and the corresponding L\'{e}vy areas w.r.t. a multi-dimensional Wiener process, we review four algorithms based on a Fourier series approach. Especially, the very…

Numerical Analysis · Mathematics 2023-01-24 Felix Kastner , Andreas Rößler

Computationally efficient numerical methods for high-order approximations of convolution integrals involving weakly singular kernels find many practical applications including those in the development of fast quadrature methods for…

Numerical Analysis · Mathematics 2018-10-10 Akash Anand , Awanish Kumar Tiwari

The computational efficiency of many neural operators, widely used for learning solutions of PDEs, relies on the fast Fourier transform (FFT) for performing spectral computations. As the FFT is limited to equispaced (rectangular) grids,…

Diffuse scattering is a rich source of information about disorder in crystalline materials, which can be modelled using atomistic techniques such as Monte Carlo and molecular dynamics simulations. Modern X-ray and neutron scattering…

Materials Science · Physics 2018-12-21 Joseph A. M. Paddison

Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…

Numerical Analysis · Mathematics 2025-07-30 Channa Hatharasinghe , Run Yan Teh , Jesse van Rhijn , Peter D. Drummond , Margaret D. Reid

Simulation speed depends on code structures, hence it is crucial how to build a fast algorithm. We solve the Allen-Cahn equation by an explicit finite difference method, so it requires grid calculations implemented by many for-loops in the…

Numerical Analysis · Mathematics 2022-01-11 Yongho Kim , Yongho Choi

We present a novel approach to fast on-the-fly low order finite element assembly for scalar elliptic partial differential equations of Darcy type with variable coefficients optimized for matrix-free implementations. Our approach introduces…

Numerical Analysis · Computer Science 2018-07-24 Simon Bauer , Daniel Drzisga , Marcus Mohr , Ulrich Ruede , Christian Waluga , Barbara Wohlmuth

Stencil computation is one of the most important kernels in various scientific and engineering applications. A variety of work has focused on vectorization techniques, aiming at exploiting the in-core data parallelism. Briefly, they either…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-18 Kun Li , Liang Yuan , Yunquan Zhang , Yue Yue , Hang Cao , Pengqi Lu

Fourier transform methods are used to analyze functions and data sets to provide frequencies, amplitudes, and phases of underlying oscillatory components. Fast Fourier transform (FFT) methods offer speed advantages over evaluation of…

Data Analysis, Statistics and Probability · Physics 2015-07-08 Elya Courtney , Michael Courtney

We present a parallelizable SSOR preconditioning scheme for Krylov subspace iterative solvers which proves to be efficient in lattice QCD applications involving Wilson fermions. Our preconditioner is based on a locally lexicographic…

High Energy Physics - Lattice · Physics 2009-10-28 S. Fischer , A. Frommer , U. Glaessner , Th. Lippert , G. Ritzenhoefer , K. Schilling

This paper shows that it is possible to improve the computational cost, the memory requirements and the accuracy of Quick Fourier Transform (QFT) algorithm for power-of-two FFT (Fast Fourier Transform) just introducing a slight modification…

Data Structures and Algorithms · Computer Science 2013-01-07 Lorenzo Pasquini

The plane wave method is most widely used for solving the Kohn-Sham equations in first-principles materials science computations. In this procedure, the three-dimensional (3-dim) trial wave functions' fast Fourier transform (FFT) is a…

Computational Physics · Physics 2018-01-17 Xingyu Gao , Zeyao Mo , Jun Fang , Han Wang

A direct integration algorithm is described to compute the magnetostatic field and energy for given magnetization distributions on not necessarily uniform tensor grids. We use an analytically-based tensor approximation approach for…

Computational Physics · Physics 2012-03-21 Lukas Exl , Winfried Auzinger , Simon Bance , Markus Gusenbauer , Franz Reichel , Thomas Schrefl

The Fast Fourier Transform is extended to functions on finite graphs whose edges are identified with intervals of finite length. Spectral and pseudospectral methods are developed to solve a wide variety of time dependent partial…

Numerical Analysis · Mathematics 2025-07-11 Robert Carlson

Computing the Sparse Fast Fourier Transform(sFFT) of a K-sparse signal of size N has emerged as a critical topic for a long time. The sFFT algorithms decrease the runtime and sampling complexity by taking advantage of the signal inherent…

Signal Processing · Electrical Eng. & Systems 2020-12-16 Bin Li , Zhikang Jiang , Jie Chen

Eigenvalue problems and linear systems of equations involving large symmetric matrices are commonly solved in quantum chemistry using Krylov space methods, such as the Davidson algorithm. The preconditioner is a key component of Krylov…

Chemical Physics · Physics 2024-04-29 Zehao Zhou , Shane M. Parker

We present a new short-recurrence reaidual-optimal Krylov subspace recycling method for sequences of Hermitian systems of linear equations with a fixed system matrix and changing right-hand sides. Such sequences of linear systems occur…

Numerical Analysis · Mathematics 2016-04-15 Martin Peter Neuenhofen , Sven Groß

This paper considers fast algorithms for operations on linearized polynomials. We propose a new multiplication algorithm for skew polynomials (a generalization of linearized polynomials) which has sub-quadratic complexity in the polynomial…

Symbolic Computation · Computer Science 2017-07-12 Sven Puchinger , Antonia Wachter-Zeh

Recent efforts to improve the performance of neural network (NN) accelerators that meet today's application requirements have given rise to a new trend of logic-based NN inference relying on fixed-function combinational logic (FFCL). This…

Hardware Architecture · Computer Science 2023-04-14 Jingkai Hong , Arash Fayyazi , Amirhossein Esmaili , Mahdi Nazemi , Massoud Pedram

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…

Numerical Analysis · Mathematics 2020-10-07 Seyeon Lee , Junseo Lee , Hyunju Kim , Bongsoo Jang