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Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…

Computational Physics · Physics 2024-10-17 Archis S. Joglekar

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

Divergence constraints are present in the governing equations of numerous physical phenomena, and they usually lead to a Poisson equation whose solution represents a bottleneck in many simulation codes. Algebraic Multigrid (AMG) is arguably…

Numerical Analysis · Mathematics 2024-12-06 Àdel Alsalti-Baldellou , Carlo Janna , Xavier Álvarez-Farré , F. Xavier Trias

We introduce a novel machine learning strategy, kernel addition Gaussian process regression (KA-GPR), in molecular-orbital-based machine learning (MOB-ML) to learn the total correlation energies of general electronic structure theories for…

Chemical Physics · Physics 2024-06-12 Lixue Cheng , Jiace Sun , J. Emiliano Deustua , Vignesh C. Bhethanabotla , Thomas F. Miller

We consider the solution of elliptic problems on the tensor product of two physical domains as e.g. present in the approximation of the solution covariance of elliptic partial differential equations with random input. Previous sparse…

Numerical Analysis · Mathematics 2018-02-01 Helmut Harbrecht , Peter Zaspel

Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…

Optimization and Control · Mathematics 2025-01-27 Vladimir Norkin , Alois Pichler

Partial Differential Equations (PDEs) underpin many scientific phenomena, yet traditional computational approaches often struggle with complex, nonlinear systems and irregular geometries. This paper introduces the AMG method, a Multi-Graph…

Machine Learning · Computer Science 2025-02-10 Zhihao Li , Haoze Song , Di Xiao , Zhilu Lai , Wei Wang

A majority of experimental disciplines face the challenge of exploring large and high-dimensional parameter spaces in search of new scientific discoveries. Materials science is no exception; the wide variety of synthesis, processing, and…

Variational Quantum Algorithms (VQAs) aim at solving classical or quantum optimization problems by optimizing parametrized trial states on a quantum device, based on the outcomes of noisy projective measurements. The associated optimization…

Quantum Physics · Physics 2024-12-19 Luca Arceci , Viacheslav Kuzmin , Rick Van Bijnen

We introduce an ensemble learning method based on Gaussian Process Regression (GPR) for predicting conditional expected stock returns given stock-level and macro-economic information. Our ensemble learning approach significantly reduces the…

Risk Management · Quantitative Finance 2026-03-10 Damir Filipović , Puneet Pasricha

The numerical simulation of structural mechanics applications via finite elements usually requires the solution of large-size and ill-conditioned linear systems, especially when accurate results are sought for derived variables interpolated…

Numerical Analysis · Mathematics 2019-06-26 Andrea Franceschini , Victor A. Paludetto Magri , Gianluca Mazzucco , Nicolò Spiezia , Carlo Janna

The Kernel Polynomial Method (KPM) is a well-established scheme in quantum physics and quantum chemistry to determine the eigenvalue density and spectral properties of large sparse matrices. In this work we demonstrate the high optimization…

Computational Engineering, Finance, and Science · Computer Science 2015-07-30 Moritz Kreutzer , Georg Hager , Gerhard Wellein , Andreas Pieper , Andreas Alvermann , Holger Fehske

Acquiring a substantial number of data points for training accurate machine learning (ML) models is a big challenge in scientific fields where data collection is resource-intensive. Here, we propose a novel approach for constructing a…

Machine Learning · Computer Science 2025-05-07 M. R. Mahani , Igor A. Nechepurenko , Yasmin Rahimof , Andreas Wicht

Kernel methods for solving partial differential equations on surfaces have the advantage that those methods work intrinsically on the surface and yield high approximation rates if the solution to the partial differential equation is smooth…

Numerical Analysis · Mathematics 2024-10-04 Thomas Hangelbroek , Christian Rieger

Data-driven prediction of molecular properties presents unique challenges to the design of machine learning methods concerning data structure/dimensionality, symmetry adaption, and confidence management. In this paper, we present a…

Machine Learning · Computer Science 2019-01-31 Yu-Hang Tang , Wibe A. de Jong

Algebraic multigrid (AMG) is one of the fastest numerical methods for solving large sparse linear systems. For SPD matrices, convergence of AMG is well motivated in the $A$-norm, and AMG has proven to be an effective solver for many…

Numerical Analysis · Mathematics 2019-09-10 Ben S. Southworth , Thomas A. Manteuffel

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

We present an approach to constructing a practical coarsening algorithm and interpolation operator for the algebraic multigrid (AMG) method, tailored towards systems of partial differential equations (PDEs) with large near-kernels, such as…

Numerical Analysis · Mathematics 2025-01-28 James Brannick , Robert Falgout , Karsten Kahl , Jacob Schroder , Taoli Shen

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

The scalable solution of large sparse linear systems is a bottleneck in scientific computing and graph analysis. While algebraic multigrid (AMG) offers optimal linear scaling, its performance is severely constrained by the trade-off between…

Machine Learning · Computer Science 2026-05-27 Yali Fink , Ido Ben-Yair , Lars Ruthotto , Eran Treister