相关论文: Pseudospectral method for solving PDEs using Matri…

We propose and investigate two new methods to approximate $f({\bf A}){\bf b}$ for large, sparse, Hermitian matrices ${\bf A}$. The main idea behind both methods is to first estimate the spectral density of ${\bf A}$, and then find…

The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…

Fractional calculus with respect to function $\psi$, also named as $\psi$-fractional calculus, generalizes the Hadamard and the Riemann-Liouville fractional calculi, which causes challenge in numerical treatment. In this paper we study…

Matrix product states (MPS) illustrate the suitability of tensor networks for the description of interacting many-body systems: ground states of gapped $1$-D systems are approximable by MPS as shown by Hastings [J. Stat. Mech. Theor. Exp.,…

Positive semidefinite matrix factorization (PSDMF) expresses each entry of a nonnegative matrix as the inner product of two positive semidefinite (psd) matrices. When all these psd matrices are constrained to be diagonal, this model is…

We present a method to apply the well-known matrix product state (MPS) formalism to partially separable states in solid state systems. The computational effort of our method is equal to the effort of the standard density matrix…

We propose a new method for the construction of layer-adapted meshes for singularly perturbed differential equations (SPDEs), based on mesh partial differential equations (MPDEs) that incorporate \emph{a posteriori} solution information.…

The matrix product state (MPS) is utilized to study the ground state properties and quantum phase transitions (QPTs) of the one-dimensional quantum compass model (QCM). The MPS wavefunctions are argued to be very efficient descriptions of…

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

We introduce a new fundamental algorithm called Matrix-POAFD to solve the matrix least square problem. The method is based on the matching pursuit principle. The method directly extracts, among the given features as column vectors of the…

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

This paper introduces a new approach for the computation of electromagnetic field derivatives, up to any order, with respect to the material and geometric parameters of a given geometry, in a single Finite-Difference Time-Domain (FDTD)…

A symplectic pseudospectral time-domain (SPSTD) scheme is developed to solve Schrodinger equation. Instead of spatial finite differences in conventional finite-difference time-domain (FDTD) method, the fast Fourier transform is used to…

In this paper we study the problem of characterizing and computing the nonanticipative rate distortion function (NRDF) for partially observable multivariate Gauss-Markov processes with hard mean squared error (MSE) distortion constraints.…

Piecewise-Deterministic Markov Processes (PDMPs) hold significant promise for sampling from complex probability distributions. However, their practical implementation is hindered by the need to compute model-specific bounds. Conversely,…

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are…

We introduce an efficient method to calculate the ground state of one-dimensional lattice models with periodic boundary conditions. The method works in the representation of Matrix Product States (MPS), related to the Density Matrix…

Recent studies demonstrate that diffusion models can serve as a strong prior for solving inverse problems. A prominent example is Diffusion Posterior Sampling (DPS), which approximates the posterior distribution of data given the measure…

This paper addresses a fundamental issue central to approximation methods for solving large Markov decision processes (MDPs): how to automatically learn the underlying representation for value function approximation? A novel theoretically…

To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…