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Autore principale: Hen, Itay
Natura: Preprint
Pubblicazione: 2025
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Accesso online:https://arxiv.org/abs/2512.23061
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author Hen, Itay
author_facet Hen, Itay
contents Exponential divided differences arise in numerical linear algebra, matrix-function evaluation, and quantum Monte Carlo simulations, where they serve as kernel weights for time evolution and observable estimation. Efficient and numerically stable evaluation of high-order exponential divided differences for dynamically evolving node sets remains a significant computational challenge. We present a Chebyshev-polynomial-based algorithm that addresses this problem by combining the Chebyshev-Bessel expansion of the exponential function with a direct recurrence for Chebyshev divided differences. The method achieves a computational cost of ${\cal O}(qN)$, where $q$ is the divided-difference order and $N$ is the Chebyshev truncation length. We show that $N$ scales linearly with the spectral width through the decay of modified Bessel coefficients, while the dependence on $q$ enters only through structural polynomial constraints. We further develop an incremental update scheme for dynamic node sets that enables the insertion or removal of a single node in ${\cal O}(N)$ time when the affine mapping interval is held fixed. A full \texttt{C++} reference implementation of the algorithms described in this work is publicly available.
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spellingShingle Exponential divided differences via Chebyshev polynomials
Hen, Itay
Computational Physics
Exponential divided differences arise in numerical linear algebra, matrix-function evaluation, and quantum Monte Carlo simulations, where they serve as kernel weights for time evolution and observable estimation. Efficient and numerically stable evaluation of high-order exponential divided differences for dynamically evolving node sets remains a significant computational challenge. We present a Chebyshev-polynomial-based algorithm that addresses this problem by combining the Chebyshev-Bessel expansion of the exponential function with a direct recurrence for Chebyshev divided differences. The method achieves a computational cost of ${\cal O}(qN)$, where $q$ is the divided-difference order and $N$ is the Chebyshev truncation length. We show that $N$ scales linearly with the spectral width through the decay of modified Bessel coefficients, while the dependence on $q$ enters only through structural polynomial constraints. We further develop an incremental update scheme for dynamic node sets that enables the insertion or removal of a single node in ${\cal O}(N)$ time when the affine mapping interval is held fixed. A full \texttt{C++} reference implementation of the algorithms described in this work is publicly available.
title Exponential divided differences via Chebyshev polynomials
topic Computational Physics
url https://arxiv.org/abs/2512.23061