English
Related papers

Related papers: Parsimonious convolution quadrature

200 papers

In this paper, we introduce and study a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of fractional differential equations that governs its state…

Probability · Mathematics 2021-07-20 K. K. Kataria , M. Khandakar

Quantum-inspired algorithms can deliver substantial speedups over classical state-of-the-art methods by executing quantum algorithms with tensor networks on conventional hardware. Unlike circuit models restricted to unitary gates, tensor…

Due to the nonlocal feature of fractional differential operators, the numerical solution to fractional partial differential equations usually requires expensive memory and computation costs. This paper develops a fast scheme for fractional…

Numerical Analysis · Mathematics 2025-03-21 Hao Yuan , Xiaoping Xie

An exponentially convergent numerical method for solving a differential equation with a right-hand fractional Riemann-Liouville time-derivative and an unbounded operator coefficient in Banach space is proposed and analysed for a…

Numerical Analysis · Mathematics 2024-12-24 V. Vasylyk , V. L. Makarov

We develop walk-on-sphere for fractional Poisson equations with Dirichilet boundary conditions in high dimensions. The walk-on-sphere method is based on probabilistic represen tation of the fractional Poisson equation. We propose effcient…

Numerical Analysis · Mathematics 2022-08-16 Caiyu Jiao , Changpin Li , Hexiang Wang , Zhongqiang Zhang

It is well known that the usual mixed method for solving the biharmonic eigenvalue problem by decomposing the operator into two Laplacians may generate spurious eigenvalues on non-convex domains. To overcome this difficulty, we adopt a…

Numerical Analysis · Mathematics 2021-07-27 Baiju Zhang , Hengguang Li , Zhimin Zhang

In this letter, an accelerated quadratic programming (QP) algorithm is proposed based on the proximal gradient method. The algorithm can achieve convergence rate $O(1/p^{\alpha})$, where $p$ is the iteration number and $\alpha$ is the given…

Optimization and Control · Mathematics 2022-01-25 Jia Wang , Ying Yang

Multilevel quadrature methods for parametric operator equations such as the multilevel (quasi-) Monte Carlo method are closely related to the sparse tensor product approximation between the spatial variable and the parameter. In this…

Numerical Analysis · Mathematics 2019-01-01 Michael Griebel , Helmut Harbrecht , Michael D. Multerer

Even in cases where quantum linear solvers provide significant speedup compared to their classical counterparts, their performance depends on some of the same parameters. In particular, the condition number of the matrix which is to be…

Numerical Analysis · Mathematics 2026-05-26 Elise Fressart , Michel Nowak , Nicole Spillane

We propose implicit integrators for solving stiff differential equations on unit spheres. Our approach extends the standard backward Euler and Crank-Nicolson methods in Cartesian space by incorporating the geometric constraint inherent to…

Numerical Analysis · Mathematics 2025-03-25 Shingyu Leung

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

We consider the efficient numerical approximation of acoustic wave propagation in time domain by a finite element method with mass lumping. In the presence of internal damping, the problem can be reduced to a second order formulation in…

Numerical Analysis · Mathematics 2019-12-17 Herbert Egger , Bogdan Radu

In this paper, we aim to solve high dimensional convex quadratic programming (QP) problems with a large number of quadratic terms, linear equality and inequality constraints. In order to solve the targeted {\bf QP} problems to a desired…

Optimization and Control · Mathematics 2022-01-31 Ling Liang , Xudong Li , Defeng Sun , Kim-Chuan Toh

We propose a novel and simple spectral method based on the semi-discrete Fourier transforms to discretize the fractional Laplacian $(-\Delta)^\frac{\alpha}{2}$. Numerical analysis and experiments are provided to study its performance. Our…

Numerical Analysis · Mathematics 2024-06-18 Shiping Zhou , Yanzhi Zhang

A local approach to the time integration of PDEs by exponential methods is proposed, motivated by theoretical estimates by A.Iserles on the decay of off-diagonal terms in the exponentials of sparse matrices. An overlapping domain…

Numerical Analysis · Mathematics 2015-05-12 Luca Bonaventura

We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…

Numerical Analysis · Mathematics 2026-03-17 Xinran Liu , Zhenyu Zhao , Benxue Gong

We introduce a generalized attention mechanism for spherical domains, enabling Transformer architectures to natively process data defined on the two-dimensional sphere - a critical need in fields such as atmospheric physics, cosmology, and…

Machine Learning · Computer Science 2025-05-19 Boris Bonev , Max Rietmann , Andrea Paris , Alberto Carpentieri , Thorsten Kurth

In this work we present an extension of the Virtual Element Method with curved edges for the numerical approximation of the second order wave equation in a bidimensional setting. Curved elements are used to describe the domain boundary, as…

Numerical Analysis · Mathematics 2021-06-14 Franco Dassi , Alessio Fumagalli , Ilario Mazzieri , Anna Scotti , Giuseppe Vacca

Variational quantum algorithms offer a promising new paradigm for solving partial differential equations on near-term quantum computers. Here, we propose a variational quantum algorithm for solving a general evolution equation through…

Quantum Physics · Physics 2022-06-28 Fong Yew Leong , Wei-Bin Ewe , Dax Enshan Koh

We show that the multiplication operator associated to a fractional power of a Gamma random variable, with parameter q>0, maps the convex cone of the 1-invariant functions for a self-similar semigroup into the convex cone of the q-invariant…

Probability · Mathematics 2008-01-15 P. Patie