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Adaptive cubic regularization (ARC) methods for unconstrained optimization compute steps from linear systems involving a shifted Hessian in the spirit of the Levenberg-Marquardt and trust-region methods. The standard approach consists in…

最优化与控制 · 数学 2021-04-01 Jean-Pierre Dussault , Dominique Orban

Functional graphs (FGs) model the graph structures used to analyse the behaviour of functions from a discrete set to itself. In turn, such functions are used to study real complex phenomena evolving in time. As the systems involved can be…

动力系统 · 数学 2024-04-05 François Doré , Enrico Formenti , Antonio E. Porreca , Sara Riva

This article discusses the uncertainty quantification (UQ) for time-independent linear and nonlinear partial differential equation (PDE)-based systems with random model parameters carried out using sampling-free intrusive stochastic…

计算工程、金融与科学 · 计算机科学 2023-10-24 Sudhi Sharma , Pierre Jolivet , Victorita Dolean , Abhijit Sarkar

Simulating Markovian open quantum systems in the semiclassical regime poses a grand challenge for computational physics, as the highly oscillatory nature of the dynamics imposes prohibitive resolution requirements on traditional grid-based…

量子物理 · 物理学 2025-12-17 Limin Xu , Zhen Huang , Zhennan Zhou

We propose a new algorithm for the fast solution of large, sparse, symmetric positive-definite linear systems, spaND -- sparsified Nested Dissection. It is based on nested dissection, sparsification and low-rank compression. After…

We provide and analyze the high order algorithms for the model describing the functional distributions of particles performing anomalous motion with power-law jump length and tempered power-law waiting time. The model is derived in [Wu,…

数值分析 · 数学 2018-06-29 Minghua Chen , Weihua Deng

Quantum machine learning and optimization are exciting new areas that have been brought forward by the breakthrough quantum algorithm of Harrow, Hassidim and Lloyd for solving systems of linear equations. The utility of {classical} linear…

量子物理 · 物理学 2021-03-02 Iordanis Kerenidis , Anupam Prakash

Cut generation and lifting are key components for the performance of state-of-the-art mathematical programming solvers. This work proposes a new general cut-and-lift procedure that exploits the combinatorial structure of 0-1 problems via a…

最优化与控制 · 数学 2022-01-28 Margarita P. Castro , Andre A. Cire , J. Christopher Beck

This paper presents a quantum algorithm for solving the fractional Poisson equation \((-\Delta)^s u = f\) with \(s \in (0,1)\) on bounded domains. The proposed approach combines rational approximation techniques with quantum linear system…

量子物理 · 物理学 2026-04-02 Yin Yang , Yue Yu , Long Zhang , Ming Zhou

A general method of the Foldy-Wouthyusen (FW) transformation for relativistic particles of arbitrary spin in strong external fields has been developed. The use of the found transformation operator is not restricted by any definite…

数学物理 · 物理学 2013-10-31 Alexander J. Silenko

In this article we investigate how we can employ the structure of combinatorial objects like Hadamard matrices and weighing matrices to device new quantum algorithms. We show how the properties of a weighing matrix can be used to construct…

量子物理 · 物理学 2007-05-23 Wim van Dam

A method for performing high order mesh refinement multigrid computations is presented. The Full Approximation Scheme (FAS) multigrid technique is utilized for a sequence of nested patches of increasing resolution. Conservation forms are…

化学物理 · 物理学 2007-05-23 Thomas L. Beck

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

数值分析 · 计算机科学 2013-08-28 Rafi Witten , Emmanuel Candes

In optimization problems involving smooth functions and real and matrix variables, that contain matrix semidefiniteness constraints, consider the following change of variables: Replace the positive semidefinite matrix $X \in \mathbb{S}^d$,…

最优化与控制 · 数学 2025-02-05 Lijun Ding , Stephen J. Wright

We explore the utilization of higher-order discretization techniques in optimizing the gate count needed for quantum computer based solutions of partial differential equations. To accomplish this, we present an efficient approach for…

量子物理 · 物理学 2024-12-30 Boris Arseniev , Dmitry Guskov , Richik Sengupta , Igor Zacharov

High-dimensional numerical optimization presents a persistent challenge in computational science. This paper introduces Quasi-Adaptive Search with Asymptotic Reinitialization (QUASAR), an evolutionary algorithm to accelerate convergence in…

最优化与控制 · 数学 2026-02-03 Julian G. Soltes

One of the limitations of recycled GCRO methods is the large amount of computation required to orthogonalize the basis vectors of the newly generated Krylov subspace for the approximate solution when combined with those of the recycle…

数值分析 · 数学 2023-06-12 Stephen Thomas , Alison Baker , Stephane Gaudreault

These lecture notes focus on some numerical linear algebra algorithms in scientific computing. We assume that students are familiar with elementary linear algebra concepts such as vector spaces, systems of equations, matrices, norms,…

历史与综述 · 数学 2024-12-31 Davoud Mirzaei

Many areas of science and engineering encounter data defined on spherical manifolds. Modelling and analysis of spherical data often necessitates spherical harmonic transforms, at high degrees, and increasingly requires efficient computation…

计算物理 · 物理学 2025-06-19 Matthew A. Price , Jason D. McEwen

When a sequence of numbers is slowly converging, it can be transformed into a new sequence which, under some assumptions, could converge faster to the same limit. One of the most well--known sequence transformation is Shanks transformation…

数值分析 · 数学 2014-02-13 Claude Brezinski , Michela Redivo-Zaglia