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Related papers: Fast convolution solvers using moment-matching

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Given two vectors $u,v \in \mathbb{Q}^D$ over a finite domain $D$ and a function $f : D\times D\to D$, the convolution problem asks to compute the vector $w \in \mathbb{Q}^D$ whose entries are defined by $w(d) = \sum_{\substack{x,y \in D \\…

Data Structures and Algorithms · Computer Science 2025-05-29 Cornelius Brand , Radu Curticapean , Baitian Li , Kevin Pratt

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

Recently, the numerical schemes of the Fokker-Planck equations describing anomalous diffusion with two internal states have been proposed in [Nie, Sun and Deng, arXiv: 1811.04723], which use convolution quadrature to approximate the…

Numerical Analysis · Mathematics 2024-12-20 Jing Sun , Daxin Nie , Weihua Deng

We give an algorithm to compute $N$ steps of a convolution quadrature approximation to a continuous temporal convolution using only $O(N \log N)$ multiplications and $O(\log N)$ active memory. The method does not require evaluations of the…

Numerical Analysis · Mathematics 2011-11-10 Achim Schädle , María López-Fernández , Christian Lubich

We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…

Optimization and Control · Mathematics 2026-04-21 Reza Rahimi Baghbadorani , Sergio Grammatico , Peyman Mohajerin Esfahani

The kernel truncation method (KTM) is a commonly-used algorithm to compute the convolution-type nonlocal potential $\Phi(x)=(U\ast \rho)(x), ~x \in {\mathbb R^d}$, where the convolution kernel $U(x)$ might be singular at the origin and/or…

Numerical Analysis · Mathematics 2022-09-27 Xin Liu , Qinglin Tang , Shaobo Zhang , Yong Zhang

Existing fast algorithms for bilateral and nonlocal means filtering mostly work with grayscale images. They cannot easily be extended to high-dimensional data such as color and hyperspectral images, patch-based data, flow-fields, etc. In…

Computer Vision and Pattern Recognition · Computer Science 2018-11-07 Pravin Nair , Kunal. N. Chaudhury

We introduce two efficient algorithms for computing the partial Fourier transforms in one and two dimensions. Our study is motivated by the wave extrapolation procedure in reflection seismology. In both algorithms, the main idea is to…

Numerical Analysis · Mathematics 2008-02-13 Lexing Ying , Sergey Fomel

Many computer vision and image processing applications rely on local features. It is well-known that motion blur decreases the performance of traditional feature detectors and descriptors. We propose an inertial-based deblurring method for…

Computer Vision and Pattern Recognition · Computer Science 2018-05-23 Janne Mustaniemi , Juho Kannala , Simo Särkkä , Jiri Matas , Janne Heikkilä

We present an efficient method for propagating the time-dependent Kohn-Sham equations in free space, based on the recently introduced Fourier contour deformation (FCD) approach. For potentials which are constant outside a bounded domain,…

Chemical Physics · Physics 2023-07-10 Jason Kaye , Alex Barnett , Leslie Greengard , Umberto De Giovannini , Angel Rubio

The singular values of convolutional mappings encode interesting spectral properties, which can be used, e.g., to improve generalization and robustness of convolutional neural networks as well as to facilitate model compression. However,…

Machine Learning · Computer Science 2025-06-09 Antonia van Betteray , Matthias Rottmann , Karsten Kahl

We introduce the Fast Free Memory method (FFM), a new fast method for the numerical evaluation of convolution products. Inheriting from the Fast Multipole Method, the FFM is a descent-only and kernel-independent algorithm. We give the…

Numerical Analysis · Mathematics 2019-09-13 Matthieu Aussal , Marc Bakry

The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…

Numerical Analysis · Mathematics 2014-07-21 Adriano Festa

The purpose of this research is to describe an efficient iterative method suitable for obtaining high accuracy solutions to high frequency time-harmonic scattering problems. The method allows for both refinement of local polynomial degree…

Computational Physics · Physics 2018-12-26 Ryan Galagusz , Steve McFee

While fast multipole methods (FMMs) are in widespread use for the rapid evaluation of potential fields governed by the Laplace, Helmholtz, Maxwell or Stokes equations, their coupling to high-order quadratures for evaluating layer potentials…

Numerical Analysis · Mathematics 2021-04-26 Leslie Greengard , Michael O'Neil , Manas Rachh , Felipe Vico

We develop a fast solver for the spectral element method (SEM) applied to the two-sided fractional diffusion equation on uniform, geometric and graded meshes. By approximating the singular kernel with a degenerate kernel, we construct a…

Numerical Analysis · Mathematics 2018-08-10 Xianjuan Li , Zhiping Mao , Fangying Song , Hong Wang , George Em Karniadakis

Modern neural network-based algorithms are able to produce highly accurate depth estimates from stereo image pairs, nearly matching the reliability of measurements from more expensive depth sensors. However, this accuracy comes with a…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Kyle Yee , Ayan Chakrabarti

We demonstrate an approach to solving the coagulation equation that involves using a finite number of moments of the particle size distribution. This approach is particularly useful when only general properties of the distribution, and…

Astrophysics · Physics 2009-11-13 Paul R. Estrada , Jeffrey N. Cuzzi

We present a fast, adaptive multiresolution algorithm for applying integral operators with a wide class of radially symmetric kernels in dimensions one, two and three. This algorithm is made efficient by the use of separated representations…

Numerical Analysis · Mathematics 2007-08-14 Gregory Beylkin , Vani Cheruvu , Fernando Pérez

In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…

Numerical Analysis · Mathematics 2020-03-27 Y. Maday , O. Mula