相关论文: Denting the FRTB IMA computational challenge via O…

We consider the problem of minimizing a function over the manifold of orthogonal matrices. The majority of algorithms for this problem compute a direction in the tangent space, and then use a retraction to move in that direction while…

We present a framework for upper bounding the number of iterations required by first-order optimization algorithms implementing constrained LQR controllers. We derive new bounds for the condition number and extremal eigenvalues of the…

Incorporating second order curvature information in gradient based methods have shown to improve convergence drastically despite its computational intensity. In this paper, we propose a stochastic (online) quasi-Newton method with…

Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…

We present a novel and unifying framework for constructing spectral approximations to fractional integral operators. These spectral approximations are based on transplanted Chebyshev polynomials, which are obtained by composing Chebyshev…

We review existing methods for implementing smooth functions f(A) of a sparse Hermitian matrix A on a quantum computer, and analyse a further combination of these techniques which has some advantages of simplicity and resource consumption…

We employ a thermodynamic integration method (TIM) to establish the values of the residual entropy for the geometrically frustrated spin-s triangular Ising antiferromagnet, with the spin values s = 1/2, 1, 3/2, 2 and 5/2. The case of s =…

This work is concerned with approximating a trivariate function defined on a tensor-product domain via function evaluations. Combining tensorized Chebyshev interpolation with a Tucker decomposition of low multilinear rank yields function…

The mitigation of nonlinear distortion caused by power amplifiers (PA) in Orthogonal Frequency Division Multiplexing (OFDM) systems is an essential issue to enable energy efficient operation. In this work we proposed a new algorithm for…

This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…

We present six thin plate/shell models, derived from three distinct types of curvature operators formulated within the corotational frame, for simulating both rest-flat and rest-curved triangular meshes. Each curvature operator derives a…

We investigate the mechanical properties of inclined frictional granular layers prepared with different protocols by means of DEM numerical simulations. We perform an orthotropic elastic analysis of the stress response to a localized…

This paper develops new variance-reduction techniques for the forward-reflected-backward splitting (FRBS) method to solve a class of possibly nonmonotone stochastic composite inclusions. Unlike unbiased estimators such as mini-batching,…

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

We apply methods and techniques of tropical optimization to develop a new theoretical and computational framework for the implementation of the Analytic Hierarchy Process in multi-criteria problems of rating alternatives from pairwise…

This paper focuses on RBF-based meshless methods for approximating differential operators, one of the most popular being RBF-FD. Recently, a hybrid approach was introduced that combines RBF interpolation and traditional finite difference…

We propose a pair of approximations that allows the leading order computational cost of contracting an infinite projected entangled-pair state (iPEPS) to be reduced from $\mathcal{O}(\chi^3D^6)$ to $\mathcal{O}(\chi^3D^3)$ when using a…

We propose an efficient tensor-train-based algorithm for simulating open quantum systems with the inchworm method, where the reduced dynamics of the open quantum system is expressed as a perturbative series of high-dimensional integrals.…

This work explores the representation of univariate and multivariate functions as matrix product states (MPS), also known as quantized tensor-trains (QTT). It proposes an algorithm that employs iterative Chebyshev expansions and Clenshaw…

A fast multipole method (FMM) for asymptotically smooth kernel functions (1/r, 1/r^4, Gauss and Stokes kernels, radial basis functions, etc.) based on a Chebyshev interpolation scheme has been introduced in [Fong et al., 2009]. The method…