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In this paper, we study three numerical schemes for the McKean-Vlasov equation \[\begin{cases} \;dX_t=b(t, X_t, \mu_t) \, dt+\sigma(t, X_t, \mu_t) \, dB_t,\: \\ \;\forall\, t\in[0,T],\;\mu_t \text{ is the probability distribution of }X_t,…

Numerical Analysis · Mathematics 2024-05-17 Yating Liu

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Quantum simulations of chemistry in first quantization offer important advantages over approaches in second quantization including faster convergence to the continuum limit and the opportunity for practical simulations outside the…

Quantum Physics · Physics 2021-12-02 Yuan Su , Dominic W. Berry , Nathan Wiebe , Nicholas Rubin , Ryan Babbush

We propose an approach to solve the stochastic neutron point kinetics equations using an adaptation of the diagonalization-decomposition method (DDM). This new approach (Double-DDM) yields a nonstiff solution for the stochastic formulation,…

The Kubo formula is a cornerstone in our understanding of near-equilibrium transport phenomena. While conceptually elegant, the application of Kubo's linear-response theory to interesting problems is hindered by the need for algorithms that…

Mesoscale and Nanoscale Physics · Physics 2024-02-20 Santiago Giménez de Castro , João M. Viana Parente Lopes , Aires Ferreira , D. A. Bahamon

We develop a general technique for proving convergence of repeated quantum interactions to the solution of a quantum stochastic differential equation. The wide applicability of the method is illustrated in a variety of examples. Our main…

Mathematical Physics · Physics 2008-10-20 Luc Bouten , Ramon van Handel

We present a quantum algorithm for computational fluid dynamics based on the Lattice-Boltzmann method. Our approach involves a novel encoding strategy and a modified collision operator, assuming full relaxation to the local equilibrium…

We review and further develop the recently introduced numerical approach for scattering calculations based on a so called pseudo-time Schroedinger equation, which is in turn a modification of the damped Chebyshev polynomial expansion…

Chemical Physics · Physics 2007-05-23 V. A. Mandelshtam , A. Neumaier

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving empirical risk minimization (ERM) problems with a nonsmooth regularization term. Our algorithm is applicable…

Machine Learning · Computer Science 2019-12-16 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…

Quantitative Methods · Quantitative Biology 2014-09-16 Arnab Ganguly , Derya Altintan , Heinz Koeppl

Solving the Kohn-Sham eigenvalue problem constitutes the most computationally expensive part in self-consistent density functional theory (DFT) calculations. In a previous paper, we have proposed a nonlinear Chebyshev-filtered subspace…

Materials Science · Physics 2009-11-13 Yunkai Zhou , Yousef Saad , Murilo L. Tiago , James R. Chelikowsky

For linear and fully non-linear diffusion equations of Bellman-Isaacs type, we introduce a class of approximation schemes based on differencing and interpolation. As opposed to classical numerical methods, these schemes work for general…

Numerical Analysis · Mathematics 2014-05-26 Kristian Debrabant , Espen R. Jakobsen

One of the main challenges in diffusion-based molecular communication is dealing with the non-linearity of reaction-diffusion chemical equations. While numerical methods can be used to solve these equations, a change in the input signals or…

Information Theory · Computer Science 2021-06-04 Hamidreza Abin , Amin Gohari , Masoumeh Nasiri-Kenari

In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

Numerical Analysis · Mathematics 2026-01-19 Yujun Zhu , Min Li , Yulan Ning , Ju Ming

We propose a stochastic branching particle-based method for solving nonlinear non-conservative advection-diffusion-reaction equations. The method splits the evolution into an advection-diffusion step, based on a linearized Kolmogorov…

Numerical Analysis · Mathematics 2025-12-02 Liyao Lyu , Huan Lei

The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios…

Optimization and Control · Mathematics 2020-11-06 R. Díaz Millán , Nadezda Sukhorukova , Julien Ugon

In this paper, we will present advanced discretization methods for solving retarded potential integral equations. We employ a $C^{\infty}$-partition of unity method in time and a conventional boundary element method for the spatial…

Numerical Analysis · Mathematics 2014-04-10 Stefan Sauter , Alexander Veit

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…

Statistical Mechanics · Physics 2020-10-28 Oded Farago

Many problems in linear algebra -- such as those arising from non-Hermitian physics and differential equations -- can be solved on a quantum computer by processing eigenvalues of the non-normal input matrices. However, the existing Quantum…

Quantum Physics · Physics 2026-03-27 Guang Hao Low , Yuan Su
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