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A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…

Numerical Analysis · Mathematics 2024-05-20 Frédéric Rousset , Katharina Schratz

For a class of parametric modal regression models with measurement error, a simulation extrapolation estimation procedure is proposed in this paper for estimating the modal regression coefficients. Large sample properties of the proposed…

Methodology · Statistics 2019-10-04 Jianhong Shi , Yujing Zhang , Ping Yu , Weixing Song

As a complementary tool to laboratory experiments, discrete numerical simulation, applied to granular materials, provides valuable information on the grain and contact scale microstructure, thereby enabling one to better understand the…

Classical Physics · Physics 2009-01-23 Jean-Noël Roux , François Chevoir

We present two approaches for enhancing the accuracy of second order finite difference approximations of two-dimensional semilinear parabolic systems. These are the fourth order compact difference scheme and the fourth order scheme based on…

Numerical Analysis · Mathematics 2017-01-12 Ivan Dimov , Juri Kandilarov , Venelin Todorov , Lubin Vulkov

Gaussian boson sampling (GBS) is considered a candidate problem for demonstrating quantum advantage. We propose an algorithm for approximate classical simulation of a lossy GBS instance. The algorithm relies on the Taylor series expansion,…

Quantum Physics · Physics 2024-04-02 M. V. Umanskii , A. N. Rubtsov

The error between appropriately smooth functions and their radial basis function interpolants, as the interpolation points fill out a bounded domain in R^d, is a well studied artifact. In all of these cases, the analysis takes place in a…

Numerical Analysis · Mathematics 2007-12-02 R. A. Brownlee

As simulations of quantum systems cross the limits of classical computability, both quantum and classical approaches become hard to verify. Scaling predictions are therefore based on local structure and asymptotic assumptions, typically…

Quantum Physics · Physics 2025-08-22 Alberto Nocera , Jack Raymond , William Bernoudy , Mohammad H. Amin , Andrew D. King

We propose a computational method to simulate anomalous self-diffusion in a simple liquid. The method is based on a molecular dynamics simulation on which we impose the following two conditions: firstly, the inter-particle interaction is…

Statistical Mechanics · Physics 2010-04-07 Simon Standaert , Jan Ryckebusch , Lesley De Cruz

The computation of Greeks is a fundamental task for risk managing of financial instruments. The standard approach to their numerical evaluation is via finite differences. Most exotic derivatives are priced via Monte Carlo simulation: in…

Computational Finance · Quantitative Finance 2021-06-24 Andrea Maran , Andrea Pallavicini , Stefano Scoleri

Error estimation is given for a regularized Shannon's sampling formulae, which was found to be accurate and robust for numerically solving partial differential equations.

Numerical Analysis · Mathematics 2025-10-20 Liwen Qian , G. W. Wei

The integration time step is a critical determinant of performance in molecular dynamics simulations, governing the trade-off between speed and fidelity. Although 2 fs remains the standard in atomistic biomolecular simulations, the push for…

Biological Physics · Physics 2026-03-04 Kush Coshic , Gerhard Hummer

Consider a Urysohn integral equation $x - \mathcal{K} (x) = f$, where $f$ and the integral operator $\mathcal{K}$ with kernel of the type of Green's function are given. In the computation of approximate solutions of the given integral…

Numerical Analysis · Mathematics 2023-01-10 Gobinda Rakshit

In this paper, we treat the problem of evaluating the asymptotic error in a numerical integration scheme as one with inherent uncertainty. Adding to the growing field of probabilistic numerics, we show that Gaussian process regression (GPR)…

Machine Learning · Statistics 2019-05-27 Philip G. Breen , Christopher N. Foley

A class of linear parabolic equations is considered. We derive a framework for the a posteriori error analysis of time discretisations by Richardson extrapolation of arbitrary order combined with finite element discretisations in space. We…

Numerical Analysis · Mathematics 2024-11-22 Torsten Linß , Goran Radojev

Quantum computers solve intractable problems which classically require an exponentially long time to compute. With the development of large-scale experiments that claim quantum advantage, a vital issue has now emerged. What are the errors,…

Quantum Physics · Physics 2026-04-15 Ned Goodman , Alexander S. Dellios , Margaret D. Reid , Peter D. Drummond

Standard tabular benchmarks mainly focus on the evaluation of a model's capability to interpolate values inside a data manifold, where models good at performing local statistical smoothing are rewarded. However, there exists a very large…

Machine Learning · Computer Science 2026-02-04 Zerui Cheng , Jiashuo Liu , Jianzhu Yao , Pramod Viswanath , Ge Zhang , Wenhao Huang

This paper considers errors-in-variables models in a high-dimensional setting where the number of covariates can be much larger than the sample size, and there are only a small number of non-zero covariates. The presence of measurement…

Methodology · Statistics 2018-09-03 Linh Nghiem , Cornelis Potgieter

In the computation of compressible fluid flows, numerical boundary conditions are always necessary for all physical variables at computational boundaries while just partial physical variables are often prescribed as physical boundary…

Numerical Analysis · Mathematics 2022-04-13 Jiequan Li , Qinglong Zhang

Numerical simulations of physical systems exhibit discrepancies arising from unmodeled physics and idealizations, as well as numerical approximation errors stemming from discretization and solver tolerances. This article reviews techniques…

Computational Physics · Physics 2026-01-23 Danny Smyl

Asymmetry measurements are common in collider experiments and can sensitively probe particle properties. Typically, data can only be measured in a finite region covered by the detector, so an extrapolation from the visible asymmetry to the…

High Energy Physics - Experiment · Physics 2016-06-22 Katrina Colletti , Ziqing Hong , David Toback , Jonathan S. Wilson