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We consider a numerical scheme for Hamilton-Jacobi equations based on a direct discretization of the Lax-Oleinik semi-group. We prove that this method is convergent with respect to the time and space stepsizes provided the solution is…

Numerical Analysis · Mathematics 2013-12-06 Anne Bouillard , Erwan Faou , Maxime Zavidovique

We construct integrable Hamiltonian systems on $G/K$, where $G$ is a quasitriangular Poisson Lie group and $K$ is a Lie subgroup arising as the fixed point set of a group automorphism $\sigma$ of $G$ satisfying the classical reflection…

Mathematical Physics · Physics 2015-09-01 Gus Schrader

Solving eigenproblem of the Laplacian matrix of a fully connected weighted graph has wide applications in data science, machine learning, and image processing, etc. However, this is very challenging because it involves expensive matrix…

Quantum Physics · Physics 2022-05-31 Hai-Ling Liu , Su-Juan Qin , Lin-Chun Wan , Chao-Hua Yu , Shi-Jie Pan , Fei Gao , Qiao-Yan Wen

We study low rank approximation of tensors, focusing on the tensor train and Tucker decompositions, as well as approximations with tree tensor networks and more general tensor networks. For tensor train decomposition, we give a bicriteria…

Data Structures and Algorithms · Computer Science 2023-11-28 Arvind V. Mahankali , David P. Woodruff , Ziyu Zhang

We study nearly-linear time approximation algorithms for non-preemptive scheduling problems in two settings: the unrelated machine setting, and the identical machine with job precedence constraints setting, under the well-studied objectives…

Data Structures and Algorithms · Computer Science 2023-06-06 Shi Li

We give an algorithm with singly exponential complexity for computing the barcodes up to dimension $\ell$ (for any fixed $\ell \geq 0$) of the filtration of a given semi-algebraic set by the sub-level sets of a given polynomial. Our…

Algebraic Topology · Mathematics 2022-05-05 Saugata Basu , Negin Karisani

This paper investigates the approximability of the Longest Common Subsequence (LCS) problem. The fastest algorithm for solving the LCS problem exactly runs in essentially quadratic time in the length of the input, and it is known that under…

Data Structures and Algorithms · Computer Science 2021-05-10 Shyan Akmal , Virginia Vassilevska Williams

We present the first parallel algorithm for solving systems of linear equations in symmetric, diagonally dominant (SDD) matrices that runs in polylogarithmic time and nearly-linear work. The heart of our algorithm is a construction of a…

Numerical Analysis · Computer Science 2013-11-14 Richard Peng , Daniel A. Spielman

For any $\ell > 0$, we present an algorithm which takes as input a semi-algebraic set, $S$, defined by $P_1 \leq 0,...,P_s \leq 0$, where each $P_i \in \R[X_1,...,X_k]$ has degree $\leq 2,$ and computes the top $\ell$ Betti numbers of $S$,…

Algebraic Geometry · Mathematics 2007-05-23 Saugata Basu

We introduce a time-parallel algorithm for solving numerically almost integrable Hamiltonian systems in action-angle coordinates. This algorithm is a refinement of that introduced by Saha, Stadel and Tremaine in 1997 (SST97) for the same…

Numerical Analysis · Computer Science 2011-06-21 Hugo Jiménez-Pérez , Jacques Laskar

Sampling logconcave functions arising in statistics and machine learning has been a subject of intensive study. Recent developments include analyses for Langevin dynamics and Hamiltonian Monte Carlo (HMC). While both approaches have…

Data Structures and Algorithms · Computer Science 2018-12-18 Yin Tat Lee , Zhao Song , Santosh S. Vempala

We consider the general polynomial optimization problem $P: f^*=\min \{f(x)\,:\,x\in K\}$ where $K$ is a compact basic semi-algebraic set. We first show that the standard Lagrangian relaxation yields a lower bound as close as desired to the…

Optimization and Control · Mathematics 2012-10-18 Jean Lasserre

We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…

Numerical Analysis · Mathematics 2014-06-17 Kenneth L. Ho , Leslie Greengard

We present several new results pertaining to haplotyping. These results concern the combinatorial problem of reconstructing haplotypes from incomplete and/or imperfectly sequenced haplotype fragments. We consider the complexity of the…

Genomics · Quantitative Biology 2016-11-17 Rudi Cilibrasi , Leo van Iersel , Steven Kelk , John Tromp

We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…

Computational Physics · Physics 2007-05-23 H. Y. Guo , Y. Q. Li , K. Wu

Lie-Trotter-Suzuki decompositions are an efficient way to approximate operator exponentials $\exp(t H)$ when $H$ is a sum of $n$ (non-commuting) terms which, individually, can be exponentiated easily. They are employed in time-evolution…

Quantum Physics · Physics 2023-07-06 Thomas Barthel , Yikang Zhang

Harmonic retrieval (HR) has a wide range of applications in the scenes where signals are modelled as a summation of sinusoids. Past works have developed a number of approaches to recover the original signals. Most of them rely on classical…

Signal Processing · Electrical Eng. & Systems 2021-12-01 Zhenting Luan , Zhenyu Ming , Yuchi Wu , Wei Han , Xiang Chen , Bo Bai , Liping Zhang

We show how to solve directed Laplacian systems in nearly-linear time. Given a linear system in an $n \times n$ Eulerian directed Laplacian with $m$ nonzero entries, we show how to compute an $\epsilon$-approximate solution in time $O(m…

Data Structures and Algorithms · Computer Science 2018-11-28 Michael B. Cohen , Jonathan Kelner , Rasmus Kyng , John Peebles , Richard Peng , Anup B. Rao , Aaron Sidford

We show that Laplacian and symmetric diagonally dominant (SDD) matrices can be well approximated by linear-sized sparse Cholesky factorizations. We show that these matrices have constant-factor approximations of the form $L L^{T}$, where…

Data Structures and Algorithms · Computer Science 2015-08-14 Yin Tat Lee , Richard Peng , Daniel A. Spielman

Recent work in theoretical computer science and scientific computing has focused on nearly-linear-time algorithms for solving systems of linear equations. While introducing several novel theoretical perspectives, this work has yet to lead…

Numerical Analysis · Computer Science 2010-05-19 Petros Drineas , Michael W. Mahoney