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We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…

Probability · Mathematics 2023-07-05 Theodoros Assiotis

Unitary and non-unitary diagonal operators are fundamental building blocks in quantum algorithms with applications in the resolution of partial differential equations, Hamiltonian simulations, the loading of classical data on quantum…

Quantum Physics · Physics 2025-01-22 Julien Zylberman , Ugo Nzongani , Andrea Simonetto , Fabrice Debbasch

We consider the problem of approximating the solution to $A(\mu) x(\mu) = b$ for many different values of the parameter $\mu$. Here we assume $A(\mu)$ is large, sparse, and nonsingular with a nonlinear dependence on $\mu$. Our method is…

Numerical Analysis · Mathematics 2023-10-10 Siobhán Correnty , Elias Jarlebring , Daniel B. Szyld

We propose an explicit algorithm based on the Linear Combination of Hamiltonian Simulations technique to simulate both the advection-diffusion equation and a nonunitary discretized version of the Koopman-von Neumann formulation of nonlinear…

Computational Physics · Physics 2025-01-22 Ivan Novikau , Ilon Joseph

The efficient implementation of matrix arithmetic operations underpins the speedups of many quantum algorithms. We develop a suite of methods to perform matrix arithmetics -- with the result encoded in the off-diagonal blocks of a…

Quantum Physics · Physics 2026-01-23 Christopher Kang , Yuan Su

It was recently demonstrated that the boundary element method based on the Burton-Miller formulation (BM-BEM), widely used for solving exterior problems, can be adapted to solve transmission problems efficiently. This approach utilises…

Numerical Analysis · Mathematics 2025-06-03 Keigo Tomoyasu , Hiroshi Isakari

We develop a novel iterative solution method for the incompressible Navier-Stokes equations with boundary conditions coupled with reduced models. The iterative algorithm is designed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2020-06-24 Ju Liu , Weiguang Yang , Melody Dong , Alison L. Marsden

We propose a scheme to construct predictive models for Hamiltonian matrices in atomic orbital representation from ab initio data as a function of atomic and bond environments. The scheme goes beyond conventional tight binding descriptions…

Iterative solvers preconditioned with algebraic multigrid have been devised as an optimal technology to speed up the response of large sparse linear systems. In this work, this technique was implemented in the framework of the dual…

Geophysics · Physics 2020-01-22 M. A. Sbai , A. Larabi

We develop a simple algorithmic framework to solve large-scale symmetric positive definite linear systems. At its core, the framework relies on two components: (1) a norm-convergent iterative method (i.e. smoother) and (2) a preconditioner.…

Numerical Analysis · Mathematics 2013-02-18 Xiaozhe Hu , Shuhong Wu , Xiao-Hui Wu , Jinchao Xu , Chen-Song Zhang , Shiquan Zhang , Ludmil Zikatanov

Discrete circular convolution over $\mathbb{Z}/N\mathbb{Z}$ is a linear operator and can be implemented on quantum hardware within the linear-combination-of-unitaries (LCU) framework. In this work, we make this connection explicit through…

Quantum Physics · Physics 2026-03-17 Chen Yang , Kodai Kanemaru , Norio Yoshida , Sergey Gusarov , Hiroshi C. Watanabe

Often, when solving forward, inverse or data assimilation problems, only a part of the solution is needed. As a model, we consider the stationary diffusion problem. We demonstrate an algorithm that can compute only a part or a functional of…

Numerical Analysis · Mathematics 2020-08-06 Alexander Litvinenko

This paper focuses on the regularization of backward time-fractional diffusion problem on unbounded domain. This problem is well-known to be ill-posed, whence the need of a regularization method in order to recover stable approximate…

Numerical Analysis · Mathematics 2022-01-03 Walter Simo Tao Lee

We consider a time-space fractional diffusion equation with a variable coefficient and investigate the inverse problem of reconstructing the source term, after regularizing the problem with the quasiboundary value method to mitigate the…

Numerical Analysis · Mathematics 2025-10-21 Asim Ilyas , Muhammad Faisal Khan , Rosita L. Sormani , Giacomo Tento , Stefano Serra-Capizzano

It is well known that a set of non-defect matrices can be simultaneously diagonalized if and only if the matrices commute. In the case of non-commuting matrices, the best that can be achieved is simultaneous block diagonalization. Here we…

Mathematical Physics · Physics 2021-02-03 Ingolf Bischer , Christian Döring , Andreas Trautner

The Schr\"odinger equation defines the dynamics of quantum particles which has been an area of unabated interest in physics. We demonstrate how simple transformations of the Schr\"odinger equation leads to a coupled linear system, whereby…

Numerical Analysis · Computer Science 2015-03-17 Hisham bin Zubair , Bram Reps , Wim Vanroose

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

We study the problem of preconditioning in sequential prediction. From the theoretical lens of linear dynamical systems, we show that convolving the target sequence corresponds to applying a polynomial to the hidden transition matrix.…

Machine Learning · Computer Science 2026-01-29 Annie Marsden , Elad Hazan

This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner $M$ for an ill-conditioned linear system $Ax=b$, we show that, if the inverse of the…

Numerical Analysis · Mathematics 2017-05-15 Qiang Ye

The simulation of chemistry is among the most promising applications of quantum computing. However, most prior work exploring algorithms for block-encoding, time-evolving, and sampling in the eigenbasis of electronic structure Hamiltonians…