Concept

Méthode des trapèzes

Publications associées (38)

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

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

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 ...

SPRINGER2020

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, Anastasiia Koloskova, Sai Praneeth Reddy Karimireddy

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

Efficient Greedy Coordinate Descent for Composite Problems

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

MICROTOME PUBLISHING2019

MATHICSE Technical Report : Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

Assyr Abdulle, Giacomo Garegnani

MATHICSE2018

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

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