Publications related to Trapezoidal rule

Fluctuation estimates for the multi-cell formula in stochastic homogenization of partitions

In this paper we derive quantitative estimates in the context of stochastic homogenization for integral functionals defined on finite partitions, where the random surface integrand is assumed to be stationary. Requiring the integrand to satisfy in addition ...

2022

An Efficient Sampling Algorithm for Non-smooth Composite Potentials

Nicolas Henri Bernard Flammarion

We consider the problem of sampling from a density of the form p(x) ? exp(-f (x) - g(x)), where f : Rd-+ R is a smooth function and g : R-d-+ R is a convex and Lipschitz function. We propose a new algorithm based on the Metropolis-Hastings framework. Under ...

Microtome Publishing2022

Time-reversible and norm-conserving high-order integrators for the nonlinear time-dependent Schrödinger equation: Application to local control theory

Jiri Vanicek, Julien Roulet

The explicit split-operator algorithm has been extensively used for solving not only linear but also nonlinear time-dependent Schrödinger equations. When applied to the nonlinear Gross–Pitaevskii equation, the method remains time-reversible, norm-conservin ...

2021

A Continuized View on Nesterov Acceleration

Nicolas Henri Bernard Flammarion, Raphaël Jean Berthier

We introduce the "continuized" Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation and take gradien ...

2021

Non-Wilson-Fisher kinks of O(N) numerical bootstrap: From the deconfined phase transition to a putative new family of CFTs

Ning Su

It is well established that the O(N) Wilson-Fisher (WF) CFT sits at a kink of the numerical bounds from bootstrapping four point function of O(N) vector. Moving away from the WF kinks, there indeed exists another family of kinks (dubbed non-WF kinks) on th ...

2021

Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

Assyr Abdulle, Giacomo Garegnani

A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a random forcing term, ...

2020

A functional approach to the numerical conformal bootstrap

Bernardo Zan

We apply recently constructed functional bases to the numerical conformal bootstrap for 1D CFTs. We argue and show that numerical results in this basis converge much faster than the traditional derivative basis. In particular, truncations of the crossing e ...

Springer Nature2020

Efficient geometric integrators for nonadiabatic quantum dynamics. I. The adiabatic representation

Jiri Vanicek, Seonghoon Choi

Geometric integrators of the Schrödinger equation conserve exactly many invariants of the exact solution. Among these integrators, the split-operator algorithm is explicit and easy to implement but, unfortunately, is restricted to systems whose Hamiltonian ...

2019

Efficient Greedy Coordinate Descent for Composite Problems

Martin Jaggi, Sebastian Urban Stich, Sai Praneeth Reddy Karimireddy, Anastasiia Koloskova

Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent of the dimension ...

2019

Distributed Optimization and Control using Operator Splitting Methods

Georgios Stathopoulos

The significant progress that has been made in recent years both in hardware implementations and in numerical computing has rendered real-time optimization-based control a viable option when it comes to advanced industrial applications. At the same time, t ...

EPFL2018

Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension

Fabio Nobile, Giovanni Migliorati

We analyze the accuracy of the discrete least-squares approximation of a function

u

in multivariate polynomial spaces

P_\Lambda:=span\{y\mapsto y^\nu \,: \, \nu\in \Lambda\}

with

\Lambda\subset N_0^d

over the domain

\Gamma:=[-1,1]^d

, based on the s ...

2017

Local structural effects in fiber-reinforced polymer web-core sandwich structures

Sonia Yanes Armas

Glass fiber-reinforced polymer (GFRP) pultruded decks and sandwich panels currently represent two of the most extensive applications of FRP materials for load-bearing structural components in the bridge and building domains. Based on the state of the art, ...

EPFL2017

Accurate, Stable and Efficient Modal Calculations of Photoelectrically Useful Absorption in Lamellar Metallic and Semiconductor Diffraction Gratings

David Isaak Gablinger

Solar energy has seen tremendous advances in the past years. For thin film photovoltaics, which use less of the expensive semiconductor materials, insufficient light absorption can be a limiting factor. It is hoped that by using diffractive optics to impro ...

EPFL2016

Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs

Fabio Nobile, Lorenzo Tamellini

In this work we provide a convergence analysis for the quasi-optimal version of the sparse-grids stochastic collocation method we presented in a previous work: “On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods” ...

Springer2016

Development of a finite volume particle method for 3-D fluid flow simulations

François Avellan, Ebrahim Jahanbakhsh, Audrey Paulette Solange Maertens, Christian Vessaz

The Finite Volume Particle Method (FVPM) is a meshless method for simulating fluid flows which includes many of the desirable features of mesh-based finite volume methods. FVPM benefits from particle interaction vectors to weight conservative fluxes exchan ...

Elsevier2016

Comparison of Clenshaw-Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

Fabio Nobile, Lorenzo Tamellini

In this work we compare different families of nested quadrature points, i.e. the classic Clenshaw-Curtis and various kinds of Leja points, in the context of the quasi-optimal sparse grid approximation of random elliptic PDEs. Numerical evidence suggests th ...

Springer2015

Reconstruction of Images from Gabor Graphs with Applications in Facial Image Processing

Graphs labeled with complex-valued Gabor jets are one of the important data formats for face recognition and the classification of facial images into medically relevant classes like genetic syndromes. We here present an interpolation rule and an iterative ...

2015

Programming with Numerical Uncertainties

Eva Darulova

Numerical software, common in scientific computing or embedded systems, inevitably uses an approximation of the real arithmetic in which most algorithms are designed. In many domains, roundoff errors are not the only source of inaccuracy and measurement as ...

EPFL2014

Simulation of Silt Erosion Using Particle-Based Methods

Ebrahim Jahanbakhsh

Increasing demand for clean sources of energy have forced electricity providers to paymore attention to their hydropower assets. Silt erosion is a destructive phenomenon that may occur in hydropower plants. The power plant subjected to silt erosion require ...

EPFL2014

The weighted averages method for semi-infinite range integrals involving products of Bessel functions

Juan Ramon Mosig, Ruzica Golubovic

An efficient and accurate method, based on the weighted averages (WA) extrapolation technique, is presented for the evaluation of semi-infinite range integrals involving products of Bessel functions of arbitrary order. The method requires splitting the int ...

Institute of Electrical and Electronics Engineers2013