Related papers: Computing the matrix exponential with the double e…
In this paper, we propose a deep learning-based method, deep Euler method (DEM) to solve ordinary differential equations. DEM significantly improves the accuracy of the Euler method by approximating the local truncation error with deep…
Computing spherical harmonic decompositions is a ubiquitous technique that arises in a wide variety of disciplines and a large number of scientific codes. Because spherical harmonics are defined by integrals over spheres, however, one must…
We derive a new result for exponential approximation using Stein's method of exchangeable pairs. As an application, an exponential limit theorem with error term is derived for |Tr(U)|^2, where Tr(U) denotes the trace of a matrix chosen from…
We survey and unify recent results on the existence of accurate algorithms for evaluating multivariate polynomials, and more generally for accurate numerical linear algebra with structured matrices. By "accurate" we mean that the computed…
Unitary best approximation to the exponential function on an interval on the imaginary axis has been introduced recently. In the present work two algorithms are considered to compute this best approximant: an algorithm based on rational…
A sequence of approximations for the determinant and its logarithm of a complex matrixis derived, along with relative error bounds. The determinant approximations are derived from expansions of det(X)=exp(trace(log(X))), and they apply to…
Differential reformulations of field theories are often used for explicit computations. We derive a one-matrix differential formulation of two-matrix models, with the help of which it is possible to diagonalize the one- and two-matrix…
The discretized Bethe-Salpeter eigenvalue problem arises in the Green's function evaluation in many body physics and quantum chemistry. Discretization leads to a matrix eigenvalue problem for $H \in \mathbb{C}^{2n\times 2n}$ with a…
In this article, we propose an algorithm for approximating the action of $\varphi-$functions of matrices against vectors, which is a key operation in exponential time integrators. In particular, we consider matrices with Kronecker sum…
Although applications of Bayesian analysis for numerical quadrature problems have been considered before, it's only very recently that statisticians have focused on the connections between statistics and numerical analysis of differential…
We present an efficient, nearly optimal quantum algorithm for solving linear matrix differential equations, with applications to the simulation of open quantum systems and beyond. For unitary or dissipative dynamics, the algorithm computes…
The graph Fourier transform (GFT) is in general dense and requires O(n^2) time to compute and O(n^2) memory space to store. In this paper, we pursue our previous work on the approximate fast graph Fourier transform (FGFT). The FGFT is…
The solutions to many problems in the mathematical, computational, and physical sciences often involve multidimensional integrals. A direct numerical evaluation of the integral incurs a computational cost that is exponential in the number…
We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs…
We present an algorithm for the recovery of a matrix $\mathbb{M}$ % (non-singular $\in $ $\mathbb{C}^{N\times N}$) by only being aware of two of its powers, $\mathbb{M}_{k_{1}}:=\mathbb{M}^{k_{1}}$ and $\mathbb{M}%…
A spectral integral method (IEM) for solving the two-body Schroedinger equation in configuration space is generalized to the calculation of the corresponding T-matrix. It is found that the desirable features of the IEM, such as the economy…
Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…
We provide an efficient method to evaluate the generalized Stieltjes constants $\gamma_n(a)$ numerically to arbitrary accuracy for large $n$ and $n \gg |a|$ values. The method uses an integral representation for the constants and evaluates…
We derive novel explicit formulas for the inverses of truncated block Toeplitz matrices that correspond to a multivariate minimal stationary process. The main ingredients of the formulas are the Fourier coefficients of the phase function…
In this note explicit algorithms for calculating the exponentials of important structured 4 x 4 matrices are provided. These lead to closed form formulae for these exponentials. The techniques rely on one particular Clifford Algebra…