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Many challenges in science and engineering, such as drug discovery and communication network design, involve optimizing complex and expensive black-box functions across vast search spaces. Thus, it is essential to leverage existing data to…

Machine Learning · Computer Science 2024-12-04 Juncheng Dong , Zihao Wu , Hamid Jafarkhani , Ali Pezeshki , Vahid Tarokh

The multiplication of matrices is an important arithmetic operation in computational mathematics. In the context of hierarchical matrices, this operation can be realized by the multiplication of structured block-wise low-rank matrices,…

Numerical Analysis · Mathematics 2018-05-24 Jürgen Dölz , Helmut Harbrecht , Michael D. Multerer

In the present chapter we focus on the fundamentals of non-grid-conforming numerical approaches to simulating particulate flows, implementation issues and grid convergence vs. available reference data. The main idea is to avoid adapting the…

Fluid Dynamics · Physics 2024-12-11 Markus Uhlmann , Jos Derksen , Anthony Wachs , Lian-Ping Wang , Manuel Moriche

In many classification problems it is desirable to output well-calibrated probabilities on the different classes. We propose a robust, non-parametric method of calibrating probabilities called SplineCalib that utilizes smoothing splines to…

Machine Learning · Statistics 2018-09-21 Brian Lucena

The inverse Langevin function is a fundamental part of the statistical chain models used to describe the behavior of polymeric-like materials, appearing also in other fields such as magnetism, molecular dynamics and even biomechanics. In…

Computational Physics · Physics 2020-07-15 José María Benitez , Francisco Javier Montáns

In this work we present a new WENO b-spline based quasi-interpolation algorithm. The novelty of this construction resides in the application of the WENO weights to the b-spline functions, that are a partition of unity, instead to the…

Numerical Analysis · Mathematics 2023-08-14 Sergio Amat , David Levin , Juan Ruiz-Álvarez , Dionisio F. Yáñez

Cubic spline interpolation on Euclidean space is a standard topic in numerical analysis, with countless applications in science and technology. In several emerging fields, for example computer vision and quantum control, there is a growing…

Numerical Analysis · Mathematics 2018-10-03 Geir Bogfjellmo , Klas Modin , Olivier Verdier

This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…

Numerical Analysis · Mathematics 2024-06-11 Dongping Li , Xue Wang , Xiuying Zhang

Particle tracing through numerical integration is a well-known approach to generating pathlines for visualization. However, for particle simulations, the computation of pathlines is expensive, since the interpolation method is complicated…

Graphics · Computer Science 2022-07-27 Haoyu Li , Tianyu Xiong , Han-Wei Shen

This paper proposes an $O(N)$ fast direct solver for two-dimensional elastic wave scattering problems. The proxy surface method is extended to elastodynamics to obtain shared coefficients for low-rank approximations from discretized…

Numerical Analysis · Mathematics 2025-03-05 Yasuhiro Matsumoto , Taizo Maruyama

Efficiently solving sparse linear algebraic equations is an important research topic of numerical simulation. Commonly used approaches include direct methods and iterative methods. Compared with the direct methods, the iterative methods…

Numerical Analysis · Mathematics 2023-10-11 Haifeng Zou , Xiaowen Xu , Chen-Song Zhang

We consider algorithmic approaches to the D-optimality problem for cases where the input design matrix is large and highly structured, in particular implicitly specified as a full quadratic or linear response-surface model in several levels…

Optimization and Control · Mathematics 2023-09-11 Gabriel Ponte , Marcia Fampa , Jon Lee

In this paper, we prove a general hardness amplification scheme for optimization problems based on the technique of direct products. We say that an optimization problem $\Pi$ is direct product feasible if it is possible to efficiently…

Computational Complexity · Computer Science 2019-08-28 Elazar Goldenberg , Karthik C. S.

This paper implements an efficient numerical algorithm for the time-fractional Black-Scholes model governing European options. The proposed method comprises the Crank-Nicolson approach to discretize the time variable and exponential…

Computational Finance · Quantitative Finance 2026-02-03 Neetu Garg , A. S. V. Ravi Kanth

Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

Numerical Analysis · Mathematics 2024-02-20 Tianyu Liang , Chao Chen , Per-Gunnar Martinsson , George Biros

We make use of the complex implicit representation in order to provide a deterministic algorithm for checking whether or not two implicit algebraic curves are related by a similarity, a central question in Pattern Recognition and Computer…

Algebraic Geometry · Mathematics 2015-05-25 Juan Gerardo Alcázar , Gema M. Diaz-Toca , Carlos Hermosa

We present a new approach to simulating Hamiltonian dynamics based on implementing linear combinations of unitary operations rather than products of unitary operations. The resulting algorithm has superior performance to existing simulation…

Quantum Physics · Physics 2018-08-02 Andrew M. Childs , Nathan Wiebe

We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…

Combining sum factorization, weighted quadrature, and row-based assembly enables efficient higher-order computations for tensor product splines. We aim to transfer these concepts to immersed boundary methods, which perform simulations on a…

Computational Engineering, Finance, and Science · Computer Science 2023-09-06 Benjamin Marussig , René Hiemstra , Dominik Schillinger

Many applications of computational fluid dynamics require multiple simulations of a flow under different input conditions. In this paper, a numerical algorithm is developed to efficiently determine a set of such simulations in which the…

Numerical Analysis · Mathematics 2017-05-29 Max Gunzburger , Nan Jiang , Zhu Wang