ESTIMATING WITH A GIVEN ACCURACY OF THE COEFFICIENTS AT NONLINEAR TERMS OF UNIVARIATE POLYNOMIAL REGRESSION USING A SMALL NUMBER OF TESTS IN AN ARBITRARY LIMITED ACTIVE EXPERIMENT

We substantiate the structure of the efficient numerical axis segment an active experiment on which allows finding estimates of the coefficients fornonlinear terms of univariate polynomial regression with high accuracy using normalized orthogonal Forsyth polynomials with a sufficiently smallnumber of experiments. For the case when an active experiment can be executed on a numerical axis segment that does not satisfy these conditions, wesubstantiate the possibility of conducting a virtual active experiment on an efficient interval of the numerical axis. According to the results of the experiment, we find estimates for nonlinear terms of the univariate polynomial regression under research as a solution of a linear equalities system withan upper non-degenerate triangular matrix of constraints. Thus, to solve the problem of estimating the coefficients for nonlinear terms of univariatepolynomial regression, it is necessary to choose an efficient interval of the numerical axis, set the minimum required number of values of the scalarvariable which belong to this segment and guarantee a given value of the variance of estimates for nonlinear terms of univariate polynomial regressionusing normalized orthogonal polynomials of Forsythe. Next, it is necessary to find with sufficient accuracy all the coefficients of the normalized orthogonal polynomials of Forsythe for the given values of the scalar variable. The resulting set of normalized orthogonal polynomials of Forsythe allows us to estimate with a given accuracy the coefficients of nonlinear terms of univariate polynomial regression in an arbitrary limited active experiment: the range of the scalar variable values can be an arbitrary segment of the numerical axis. We propose to find an estimate of the constant and ofthe coefficient at the linear term of univariate polynomial regression by solving the linear univariate regression problem using ordinary least squaresmethod in active experiment conditions. Author and his students shown in previous publications that the estimation of the coefficients for nonlinearterms of multivariate polynomial regression is reduced to the sequential construction of univariate regressions and the solution of the correspondingsystems of linear equalities. Thus, the results of the paper qualitatively increase the efficiency of finding estimates of the coefficients for nonlinearterms of multivariate polynomial regression given by a redundant representation.

Algebraic approach to univariate polynomial derivation

Starting from n roots of a univariate polynomial of n-th degree, combining the first, the second, and up to the n-th class, new polynomials are generated. Each class of polynomials obtained in such a way is fully determined by its roots. The arithmetic means of corresponding coefficients are proportional to the values of the coefficients obtained by the derivation of the initial univariate polynomial. This gives the basis for the algebraic approach to the polynomial derivation.

Polynomial Representations of High-Dimensional Observations of Random Processes

The paper investigates the problem of performing a correlation analysis when the number of observations is large. In such a case, it is often necessary to combine random observations to achieve dimensionality reduction of the problem. A novel class of statistical measures is obtained by approximating the Taylor expansion of a general multivariate scalar symmetric function by a univariate polynomial in the variable given as a simple sum of the original random variables. The mean value of the polynomial is then a weighted sum of statistical central sum-moments with the weights being application dependent. Computing the sum-moments is computationally efficient and amenable to mathematical analysis, provided that the distribution of the sum of random variables can be obtained. Among several auxiliary results also obtained, the first order sum-moments corresponding to sample means are used to reduce the numerical complexity of linear regression by partitioning the data into disjoint subsets. Illustrative examples provided assume the first and the second order Markov processes.

On Efficiently Solvable Cases of Quantum k-SAT

Estimating ground state energies of local Hamiltonian models is a central problem in quantum physics. The question of whether a given local Hamiltonian is frustration-free, meaning the ground state is the simultaneous ground state of all local interaction terms, is known as the Quantum k-SAT (k-QSAT) problem. In analogy to its classical Boolean constraint satisfaction counterpart, the NP-complete problem k-SAT, Quantum k-SAT is $$\hbox {QMA}_1$$ QMA 1 -complete (for $$k\ge 3$$ k ≥ 3 , and where $$\hbox {QMA}_1$$ QMA 1 is a quantum generalization of NP with one-sided error), and thus likely intractable. But whereas k-SAT has been well-studied for special tractable cases, as well as from a “parameterized complexity” perspective, much less is known in similar settings for k-QSAT. Here, we study the open problem of computing satisfying assignments to k-QSAT instances which have a “dimer covering” or “matching”; such systems are known to be frustration-free, but it remains open whether one can efficiently compute a ground state. Our results fall into three directions, all of which relate to the “dimer covering” setting: (1) We give a polynomial-time classical algorithm for k-QSAT when all qubits occur in at most two interaction terms or clauses. (2) We give a “parameterized algorithm” for k-QSAT instances from a certain non-trivial class, which allows us to obtain exponential speedups over brute force methods in some cases. This is achieved by reducing the problem to solving for a single root of a single univariate polynomial. An explicit family of hypergraphs, denoted Crash, for which such a speedup is obtained is introduced. (3) We conduct a structural graph theoretic study of 3-QSAT interaction graphs which have a “dimer covering”. We remark that the results of (2), in particular, introduce a number of new tools to the study of Quantum SAT, including graph theoretic concepts such as transfer filtrations and blow-ups from algebraic geometry.

Dyadic bilinear estimates and applications to the well-posedness for the 2D Zakharov–Kuznetsov equation in the endpoint space 𝐻−1/4

The Cauchy problem of the 2D Zakharov–Kuznetsov equation {\partial_{t}u+\partial_{x}(\partial_{xx}+\partial_{yy})u+uu_{x}=0} is considered. It is shown that the 2D Z-K equation is locally well-posed in the endpoint Sobolev space {H^{-1/4}}, and it is globally well-posed in {H^{-1/4}} with small initial data. In this paper, we mainly establish some new dyadic bilinear estimates to obtain the results, where the main novelty is to parametrize the singularity of the resonance function in terms of a univariate polynomial.

Galois and Class Field Theory for Quantum Chemists

Quantum mechanics could be studied through polynomial algebra, as has been demonstrated by a work (“An approach to first-principles electronic structure calculation by symbolic-numeric computation” by A. Kikuchi). We carry forward the algebraic method of quantum mechanics through algebraic number theory; the basic equations are represented by the multivariate polynomial ideals; the symbolic computations process the ideal and disentangle the eigenstates as the algebraic variety; upon which one canbuild the Galois extension of the number field, in analogy with the univariate polynomial case, to investigate the hierarchy of solutions; the Galois extension is accompanied with the group operations, which permute the eigenstates from one to another, and furnish the quantum system with a non-apparent symmetry. Besides, this sort of algebraic quantum mechanics is an embodiment of the class field theory; some of the important consequences of the latter emerge in quantum mechanics. We shall demonstrate these points through simple models; we will see the use of computational algebra facilitates such sort of analysis, which might often be complicated if we try to solve them manually.