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In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a…

Numerical Analysis · Mathematics 2022-07-20 Xiaobing Feng , Akash Ashirbad Panda , Andreas Prohl

This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…

General Mathematics · Mathematics 2026-01-23 Vladimir Kryzhniy

We explore the utilization of higher-order discretization techniques in optimizing the gate count needed for quantum computer based solutions of partial differential equations. To accomplish this, we present an efficient approach for…

Quantum Physics · Physics 2024-12-30 Boris Arseniev , Dmitry Guskov , Richik Sengupta , Igor Zacharov

We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…

Numerical Analysis · Mathematics 2022-05-11 Yulong Pan , Per-Olof Persson

We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high…

Numerical Analysis · Mathematics 2023-11-21 Zeyu Jin , Ruo Li

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise. A maximum-likelihood estimator with $L_2$-norm constraint on a higher-order derivative is obtained, yielding spline-based solution. We introduce a…

Methodology · Statistics 2025-07-31 Konstantin E. Avrachenkov , Leonid B. Freidovich

We study the problem of maintaining a differentially private decaying sum under continual observation. We give a unifying framework and an efficient algorithm for this problem for \emph{any sufficiently smooth} function. Our algorithm is…

Machine Learning · Computer Science 2023-07-19 Monika Henzinger , Jalaj Upadhyay , Sarvagya Upadhyay

Our objective is to calculate the derivatives of data corrupted by noise. This is a challenging task as even small amounts of noise can result in significant errors in the computation. This is mainly due to the randomness of the noise,…

Numerical Analysis · Mathematics 2023-04-13 Phuong M. Nguyen , Thuy T. Le , Loc H. Nguyen , Michael V. Klibanov

This paper demonstrates new methods and implementations of nonlinear solvers with higher-order of convergence, which is achieved by efficiently computing higher-order derivatives. Instead of computing full derivatives, which could be…

Numerical Analysis · Mathematics 2025-01-29 Songchen Tan , Keming Miao , Alan Edelman , Christopher Rackauckas

This paper proposes a differentiator for sampled signals with bounded noise and bounded second derivative. It is based on a linear program derived from the available sample information and requires no further tuning beyond the noise and…

Optimization and Control · Mathematics 2021-06-11 Hernan Haimovich , Richard Seeber , Rodrigo Aldana-López , David Gómez-Gutiérrez

We develop a high-order, explicit method for acoustic scattering in three space dimensions based on a combined-field time-domain integral equation. The spatial discretization, of Nystr\"om type, uses Gaussian quadrature on panels combined…

Numerical Analysis · Mathematics 2020-01-29 Alex H. Barnett , Leslie Greengard , Tom Hagstrom

We consider the linear discriminant analysis problem in the high-dimensional settings. In this work, we propose PANDA(PivotAl liNear Discriminant Analysis), a tuning-insensitive method in the sense that it requires very little effort to…

Statistics Theory · Mathematics 2023-09-19 Ethan X. Fang , Yajun Mei , Yuyang Shi , Qunzhi Xu , Tuo Zhao

A method for approximating sixth-order ordinary differential equations is proposed, which utilizes a deep learning feedforward artificial neural network, referred to as a neural solver. The efficacy of this unsupervised machine learning…

Numerical Analysis · Mathematics 2025-09-16 Janavi Bhalala , B. Veena S. N. Rao

Solving partial differential equations (PDEs) has been a fundamental problem in computational science and of wide applications for both scientific and engineering research. Due to its universal approximation property, neural network is…

Machine Learning · Computer Science 2023-05-18 Tingxiong Xiao , Runzhao Yang , Yuxiao Cheng , Jinli Suo , Qionghai Dai

We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…

Numerical Analysis · Mathematics 2026-02-13 Erik Weyl , Andreas Bartel , Manuel Schaller

In this work, we develop a fully implicit Hybrid High-Order algorithm for the Cahn-Hilliard problem in mixed form. The space discretization hinges on local reconstruction operators from hybrid polynomial unknowns at elements and faces. The…

Numerical Analysis · Mathematics 2016-07-01 Florent Chave , Daniele A. Di Pietro , Fabien Marche , Franck Pigeonneau

This paper addresses the problem of learning binary hash codes for large scale image search by proposing a novel hashing method based on deep neural network. The advantage of our deep model over previous deep model used in hashing is that…

Computer Vision and Pattern Recognition · Computer Science 2015-08-31 Thanh-Toan Do , Anh-Zung Doan , Ngai-Man Cheung

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a…

Machine Learning · Computer Science 2019-12-17 Ricky T. Q. Chen , Yulia Rubanova , Jesse Bettencourt , David Duvenaud

We present a computationally efficient algorithm for stable numerical differentiation from noisy, uniformly-sampled data on a bounded interval. The method combines multi-interval Fourier extension approximations with an adaptive domain…

Numerical Analysis · Mathematics 2025-08-29 Zhenyu Zhao , Yanfei Wang , Xinran Liu
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