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Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…

Numerical Analysis · Computer Science 2015-04-17 P. N. Vabishchevich

We develop a new method for equality constrained optimization problems based on a sequential cubic programming framework. Each iteration utilizes a step decomposition based on the Jacobian of the constraints into a normal and a tangential…

Optimization and Control · Mathematics 2026-04-06 Nikos Dimou , Michael J. O'Neill

A fourth-order multi-exponential scheme is proposed for the Zakharov-Shabat system. The scheme represents a product of 13 exponential operators. The construction of the scheme is based on a fourth-order three-exponential scheme, which…

Numerical Analysis · Mathematics 2019-10-01 Sergey Medvedev , Igor Chekhovskoy , Irina Vaseva , Mikhail Fedoruk

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

The explicit split-operator algorithm has been extensively used for solving not only linear but also nonlinear time-dependent Schr\"{o}dinger equations. When applied to the nonlinear Gross-Pitaevskii equation, the method remains…

Chemical Physics · Physics 2024-09-26 Julien Roulet , Jiří Vaníček

In this paper we develop a novel two-stage fourth order time-accurate discretization for time-dependent flow problems, particularly for hyperbolic conservation laws. Different from the classical Runge-Kutta (R-K) temporal discretization for…

Numerical Analysis · Mathematics 2015-12-14 Jiequan Li , Zhifang Du

We propose a reduced basis method to solve time-dependent partial differential equations based on the Laplace transform. Unlike traditional approaches, we start by applying said transform to the evolution problem, yielding a…

Numerical Analysis · Mathematics 2025-09-30 Ricardo Reyes

We introduce a method to perform imaginary time evolution in a controllable quantum system using measurements and conditional unitary operations. By performing a sequence of weak measurements based on the desired Hamiltonian constructed by…

We propose two finite-difference algorithms of fourth order of accuracy for solving the initial problem of the Zakharov-Shabat system. Both schemes have the exponential form and conserve quadratic invariant of Zakharov-Shabat system. The…

Numerical Analysis · Mathematics 2020-02-19 Sergey Medvedev , Irina Vaseva , Igor Chekhovskoy , Mikhail Fedoruk

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

We provide two applications of an elementary (yet seemingly unknown) probabilistic representation of matrix ordered exponentials, which generalizes the Feynman-Kac formula in finite dimensions and the change of measure formula between two…

Probability · Mathematics 2024-05-24 Pierre Yves Gaudreau Lamarre

In the present work we consider a time-dependent Schr\"odinger equation for systems invariant under the reparametrization of time. We develop the two-stage procedure of construction such systems from a given initial ones, which is not…

High Energy Physics - Theory · Physics 2007-05-23 V. I. Tkach , A. Pashnev , J. J. Rosales

Constrained second-order convex optimization algorithms are the method of choice when a high accuracy solution to a problem is needed, due to their local quadratic convergence. These algorithms require the solution of a constrained…

Optimization and Control · Mathematics 2025-06-13 Alejandro Carderera , Sebastian Pokutta

The goal of this paper is to provide an analysis of the ``toolkit'' method used in the numerical approximation of the time-dependent Schr\"odinger equation. The ``toolkit'' method is based on precomputation of elementary propagators and was…

Optimization and Control · Mathematics 2009-07-14 Lucie Baudouin , Julien Salomon , Gabriel Turinici

In this paper we present a factorization framework for Hermite subdivision schemes refining function values and first derivatives, which satisfy a spectral condition of high order. In particular we show that spectral order $d$ allows for…

Numerical Analysis · Mathematics 2019-07-23 Caroline Moosmüller , Svenja Hüning , Costanza Conti

We show that the discrete operator stemming from the time and space discretization of evolutionary partial differential equations can be represented in terms of a single Sylvester matrix equation. A novel solution strategy that combines…

Numerical Analysis · Mathematics 2020-03-18 Davide Palitta

The goal of this paper is to provide an analysis of the "toolkit" method used in the numerical approximation of the time-dependent Schr\"odinger equation. The "toolkit" method is based on precomputation of elementary propagators and was…

Optimization and Control · Mathematics 2010-04-30 Lucie Baudouin , Julien Salomon , Gabriel Turinici

The success of deep learning over the past decade mainly relies on gradient-based optimisation and backpropagation. This paper focuses on analysing the performance of first-order gradient-based optimisation algorithms, gradient descent and…

Optimization and Control · Mathematics 2022-12-08 Behnam Mafakheri , Iman Shames , Jonathan H. Manton

We present two quantum algorithms based on evolution randomization, a simple variant of adiabatic quantum computing, to prepare a quantum state $\vert x \rangle$ that is proportional to the solution of the system of linear equations $A…

Quantum Physics · Physics 2019-02-20 Yigit Subasi , Rolando D. Somma , Davide Orsucci

Decomposition theorems in classical Fourier analysis enable us to express a bounded function in terms of few linear phases with large Fourier coefficients plus a part that is pseudorandom with respect to linear phases. The Goldreich-Levin…

Data Structures and Algorithms · Computer Science 2019-06-14 Madhur Tulsiani , Julia Wolf