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The efficiency of locally generating unitary designs, which capture statistical notions of quantum pseudorandomness, lies at the heart of wide-ranging areas in physics and quantum information technologies. While there are extensive potent methods and results for this problem, the evidently important setting where continuous symmetries or conservation laws (most notably U(1) and SU(d)) are involved is known to present fundamental difficulties. In particular, even the basic question of whether any local symmetric circuit can generate 2-designs efficiently (in time that grows at most polynomially in the system size) remains open with no circuit constructions provably known to do so, despite intensive efforts. In this work, we resolve this long-standing open problem for both U(1) and SU(d) symmetries by explicitly constructing local symmetric quantum circuits which we prove to converge to symmetric unitary 2-designs in polynomial time using a combination of representation theory, graph theory, and Markov chain methods. As a direct application, our constructions can be used to efficiently generate near-optimal random covariant quantum error-correcting codes, confirming a conjecture in [PRX Quantum 3, 020314 (2022)].

Eigenvalue transformations, which include solving time-dependent differential equations as a special case, have a wide range of applications in scientific and engineering computation. While quantum algorithms for singular value transformations are well studied, eigenvalue transformations are distinct, especially for non-normal matrices. We propose an efficient quantum algorithm for performing a class of eigenvalue transformations that can be expressed as a certain type of matrix Laplace transformation. This allows us to significantly extend the recently developed linear combination of Hamiltonian simulation (LCHS) method [An, Liu, Lin, Phys. Rev. Lett. 131, 150603, 2023; An, Childs, Lin, arXiv:2312.03916] to represent a wider class of eigenvalue transformations, such as powers of the matrix inverse, $A^{-k}$, and the exponential of the matrix inverse, $e^{-A^{-1}}$. The latter can be interpreted as the solution of a mass-matrix differential equation of the form $A u'(t)=-u(t)$. We demonstrate that our eigenvalue transformation approach can solve this problem without explicitly inverting $A$, reducing the computational complexity.

We propose a novel, highly efficient, second-order accurate, long-time unconditionally stable numerical scheme for a class of finite-dimensional nonlinear models that are of importance in geophysical fluid dynamics. The scheme is highly efficient in the sense that only a (fixed) symmetric positive definite linear problem (with varying right hand sides) is involved at each time-step. The solutions to the scheme are uniformly bounded for all time. We show that the scheme is able to capture the long-time dynamics of the underlying geophysical model, with the global attractors as well as the invariant measures of the scheme converge to those of the original model as the step size approaches zero. In our numerical experiments, we take an indirect approach, using long-term statistics to approximate the invariant measures. Our results suggest that the convergence rate of the long-term statistics, as a function of terminal time, is approximately first order using the Jensen-Shannon metric and half-order using the L1 metric. This implies that very long time simulation is needed in order to capture a few significant digits of long time statistics (climate) correct. Nevertheless, the second order scheme's performance remains superior to that of the first order one, requiring significantly less time to reach a small neighborhood of statistical equilibrium for a given step size.

The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of the diffusion parameter and an approximate maximum likelihood estimator of the drift parameter based on a discretized likelihood function have been established in a suitable scaling regime involving the time-gap between the observations and the overall time span. Our framework is more general than that typically considered in the literature and, thus, has the potential to be applicable to a wider range of stochastic models.

This paper introduces a new algorithm to improve the accuracy of numerical phase-averaging in oscillatory, multiscale, differential equations. Phase-averaging is a timestepping method which averages a mapped variable to remove highly oscillatory linear terms from the differential equation. This retains the main contribution of fast waves on the low frequencies without explicitly resolving the rapid oscillations. However, this comes at the cost of introducing an averaging error. To offset this, we propose a modified mapping that includes a mean correction term encoding an average measure of the nonlinear interactions. This mapping was introduced in Tao (2019) for weak nonlinearity and relied on classical time-averaging, which leaves only the zero frequencies. Our algorithm instead considers mean corrected phase-averaging when 1) the nonlinearity is not weak but the linear oscillations are fast and 2) finite averaging windows are applied via a smooth kernel, which has the advantage of retaining low frequencies whilst still eliminating the fastest oscillations. In particular, we introduce a local mean correction that combines the concepts of a mean correction and finite averaging; this retains low-frequency components in the mean correction that are removed with classical time-averaging. We show that the new timestepping algorithm reduces phase errors in the mapped variable for the swinging spring ODE in various dynamical configurations. We also show accuracy improvements with a local mean correction compared to standard phase-averaging in the one-dimensional rotating shallow water equations, a useful test case for weather and climate applications.

We introduce a robust first order accurate meshfree method to numerically solve time-dependent nonlinear conservation laws. The main contribution of this work is the meshfree construction of first order consistent summation by parts differentiations. We describe how to efficiently construct such operators on a point cloud. We then study the performance of such differentiations, and then combine these operators with a numerical flux-based formulation to approximate the solution of nonlinear conservation laws, with focus on the advection equation and the compressible Euler equations. We observe numerically that, while the resulting mesh-free differentiation operators are only $O(h^\frac{1}{2})$ accurate in the $L^2$ norm, they achieve $O(h)$ rates of convergence when applied to the numerical solution of PDEs.

In this paper, we solve stochastic partial differential equations (SPDEs) numerically by using (possibly random) neural networks in the truncated Wiener chaos expansion of their corresponding solution. Moreover, we provide some approximation rates for learning the solution of SPDEs with additive and/or multiplicative noise. Finally, we apply our results in numerical examples to approximate the solution of three SPDEs: the stochastic heat equation, the Heath-Jarrow-Morton equation, and the Zakai equation.

We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the eigenvectors are Haar distributed and, therefore, factorise from the eigenvalue statistics. We prove a classification for stable matrix ensembles of this kind of matrices represented in terms of matrices, their eigenvalues and their diagonal entries with the help of the classification of the multivariate stable distributions and the harmonic analysis on symmetric matrix spaces. Moreover, we identify sufficient and necessary conditions for their domains of attraction. To illustrate our findings we discuss for instance elliptical invariant random matrix ensembles and P\'olya ensembles, the latter playing a particular role in matrix convolutions. As a byproduct we generalise the derivative principle on the Hermitian matrices to general tempered distributions. This principle relates the joint probability density of the eigenvalues and the diagonal entries of the random matrix.

This paper presents a convolution tensor decomposition based model reduction method for solving the Allen-Cahn equation. The Allen-Cahn equation is usually used to characterize phase separation or the motion of anti-phase boundaries in materials. Its solution is time-consuming when high-resolution meshes and large time scale integration are involved. To resolve these issues, the convolution tensor decomposition method is developed, in conjunction with a stabilized semi-implicit scheme for time integration. The development enables a powerful computational framework for high-resolution solutions of Allen-Cahn problems, and allows the use of relatively large time increments for time integration without violating the discrete energy law. To further improve the efficiency and robustness of the method, an adaptive algorithm is also proposed. Numerical examples have confirmed the efficiency of the method in both 2D and 3D problems. Orders-of-magnitude speedups were obtained with the method for high-resolution problems, compared to the finite element method. The proposed computational framework opens numerous opportunities for simulating complex microstructure formation in materials on large-volume high-resolution meshes at a deeply reduced computational cost.

A posteriori reduced-order models (ROM), e.g. based on proper orthogonal decomposition (POD), are essential to affordably tackle realistic parametric problems. They rely on a trustful training set, that is a family of full-order solutions (snapshots) representative of all possible outcomes of the parametric problem. Having such a rich collection of snapshots is not, in many cases, computationally viable. A strategy for data augmentation, designed for parametric laminar incompressible flows, is proposed to enrich poorly populated training sets. The goal is to include in the new, artificial snapshots emerging features, not present in the original basis, that do enhance the quality of the reduced basis (RB) constructed using POD dimensionality reduction. The methodologies devised are based on exploiting basic physical principles, such as mass and momentum conservation, to construct physically-relevant, artificial snapshots at a fraction of the cost of additional full-order solutions. Interestingly, the numerical results show that the ideas exploiting only mass conservation (i.e., incompressibility) are not producing significant added value with respect to the standard linear combinations of snapshots. Conversely, accounting for the linearized momentum balance via the Oseen equation does improve the quality of the resulting approximation and therefore is an effective data augmentation strategy in the framework of viscous incompressible laminar flows. Numerical experiments of parametric flow problems, in two and three dimensions, at low and moderate values of the Reynolds number are presented to showcase the superior performance of the data-enriched POD-RB with respect to the standard ROM in terms of both accuracy and efficiency.