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Richardson extrapolation is a classical technique from numerical analysis that can improve the approximation error of an estimation method by combining linearly several estimates obtained from different values of one of its hyperparameters,…

Machine Learning · Computer Science 2020-07-20 Francis Bach

For over a century, extrapolation methods have provided a powerful tool to improve the convergence order of a numerical method. However, these tools are not well-suited to modern computer codes, where multiple continua are discretised and…

The method of regularised stokeslets is widely used in microscale biological fluid dynamics due to its ease of implementation, natural treatment of complex moving geometries, and removal of singular functions to integrate. The standard…

Numerical Analysis · Mathematics 2021-03-10 Meurig Gallagher , David Smith

Almost every numerical task can be cast as extrapolation with respect to the fidelity or tolerance parameters of a consistent numerical method. This perspective enables probabilistic uncertainty quantification and optimal experimental…

Methodology · Statistics 2026-04-03 Chris. J. Oates , Richard Howey , Toni Karvonen

In this paper we investigate the use of Richardson extrapolation to estimate the convergence rates for numerical solutions to advection problems involving discontinuities. We use modified equation analysis to describe the expectation of the…

Numerical Analysis · Mathematics 2013-02-05 J. W. Banks , T. D. Aslam

Rigorous assessment of uncertainty is crucial to the utility of DNS results. Uncertainties in the computed statistics arise from two sources: finite statistical sampling and the discretization of the Navier-Stokes equations. Due to the…

Fluid Dynamics · Physics 2015-06-17 Todd A. Oliver , Nicholas Malaya , Rhys Ulerich , Robert D. Moser

We obtain an expansion of the implicit weak discretization error for the target of stochastic approximation algorithms introduced and studied in [Frikha2013]. This allows us to extend and develop the Richardson-Romberg extrapolation method…

Probability · Mathematics 2015-03-10 Noufel Frikha , Lorick Huang

This paper develops the process of using Richardson Extrapolation to improve the Kernel Density Estimation method, resulting in a more accurate (lower Mean Squared Error) estimate of a probability density function for a distribution of data…

Probability · Mathematics 2018-12-21 Ruben G. Ascoli

We study algorithmic error mitigation via Richardson-style extrapolation for quantum simulations of open quantum systems modelled by the Lindblad equation. Focusing on two specific first-order quantum algorithms, we perform a backward-error…

Quantum Physics · Physics 2026-02-17 Pegah Mohammadipour , Xiantao Li

We propose an extrapolation technique that allows accuracy improvement of the discrete dipole approximation computations. The performance of this technique was studied empirically based on extensive simulations for 5 test cases using many…

Optics · Physics 2008-07-29 Maxim A. Yurkin , Valeri P. Maltsev , Alfons G. Hoekstra

We present a quantum algorithm to solve systems of linear equations of the form $A\mathbf{x}=\mathbf{b}$, where $A$ is a tridiagonal Toeplitz matrix and $\mathbf{b}$ results from discretizing an analytic function, with a circuit complexity…

Quantum Physics · Physics 2022-01-17 Almudena Carrera Vazquez , Ralf Hiptmair , Stefan Woerner

Boson sampling can simulate physical problems for which classical simulations are inefficient. However, not all problems simulated by boson sampling are classically intractable. We consider a situation in which it is known that the outcome…

Quantum Physics · Physics 2021-05-03 Wojciech Roga , Masahiro Takeoka

Quantum error mitigation is a key concept for the development of practical applications based on current noisy intermediate scale quantum (NISQ) devices. One of the most promising methods is Richardson extrapolation to the zero noise limit.…

Quantum Physics · Physics 2023-01-04 Michael Krebsbach , Björn Trauzettel , Alessio Calzona

In this work, we study the application the classical Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for solving initial-value problems of systems of ordinary…

Numerical Analysis · Mathematics 2022-06-22 Imre Fekete , Lajos Lóczi

Diffusion probabilistic models (DPMs), while effective in generating high-quality samples, often suffer from high computational costs due to their iterative sampling process. To address this, we propose an enhanced ODE-based sampling method…

Machine Learning · Computer Science 2025-04-03 Jinyoung Choi , Junoh Kang , Bohyung Han

In this paper, we present a study of an a posteriori estimator for the discretization error of a non-standard finite difference scheme applied to boundary value problems defined on an infinite interval. In particular, we show how…

Numerical Analysis · Mathematics 2015-03-20 Riccardo Fazio , Alessandra Jannelli

This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…

Numerical Analysis · Mathematics 2021-05-12 Keita Sana , Beljadid Abdelaziz , Bourgault Yves

GROMACS is a widely used package for biomolecular simulation, and over the last two decades it has evolved from small-scale efficiency to advanced heterogeneous acceleration and multi-level parallelism targeting some of the largest…

Computational Engineering, Finance, and Science · Computer Science 2015-06-03 Páll Szilárd , Mark James Abraham , Carsten Kutzner , Berk Hess , Erik Lindahl

For applications in chemistry and physics, machine learning (ML) is generally used to solve one of three problems: interpolation, classification or clustering. These problems use information about physical systems in a certain range of…

Computational Physics · Physics 2019-07-23 Rodrigo A. Vargas-Hernández , Roman V. Krems

Molecular dynamics (MD) simulations are used in biochemistry, physics, and other fields to study the motions, thermodynamic properties, and the interactions between molecules. Computational limitations and the complexity of these problems,…

Numerical Analysis · Mathematics 2018-01-17 F. Grogan , M. Holst , L. Lindblom , R. Amaro
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