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Edmond Chow

Publications and source records attributed to Edmond Chow.

At least 19 recordsLinked to original sources

Telecom quantum memory over one microsecond in nanophotonic lithium niobate

Nanophotonic quantum memory is a vital component for scalable quantum information processing for quantum computing, networking, and sensing applications. We store single-photon-level telecom-band optical pulses for more than a microsecond using an atomic frequency comb in erbium-doped thin-film lithium niobate, well beyond what is practically feasible via propagation in even the best nanophotonic devices due to propagation losses. We verify the quantum nature of this storage by demonstrating the phase coherence and sub-single-photon noise upon retrieval. We also show the flexibility of our platform by storing up to 20 temporal modes and demonstrating an acceptance bandwidth up to 2.2 GHz. These results establish erbium-doped thin-film lithium niobate as a practical platform for on-chip quantum memory at telecom wavelengths, a key missing element for photonic quantum computing and quantum networking.

quant-ph

Linear Systems and Eigenvalue Problems: Open Questions from a Simons Workshop

This document presents a series of open questions arising in matrix computations, i.e., the numerical solution of linear algebra problems. It is a result of working groups at the workshop Linear Systems and Eigenvalue Problems, which was organized at the Simons Institute for the Theory of Computing program on Complexity and Linear Algebra in Fall 2025. The complexity and numerical solution of linear algebra problems is a crosscutting area between theoretical computer science and numerical analysis. The value of the particular problem formulations here is that they were produced via discussions between researchers from both groups. The open questions are organized in five categories: iterative solvers for linear systems, eigenvalue computation, low-rank approximation, randomized sketching, and other areas including tensors, quantum systems, and matrix functions. (Updated to reflect the status of the open problems as of August 20, 2026.)

math.NA

Preconditioned Truncated Single-Sample Estimators for Scalable Stochastic Optimization

Many large-scale stochastic optimization algorithms involve repeated solutions of linear systems or evaluations of log-determinants. In these regimes, computing exact solutions is often unnecessary; it is more computationally efficient to construct unbiased stochastic estimators with controlled variance. However, classical iterative solvers incur truncation bias, whereas unbiased Krylov-based estimators typically exhibit high variance and numerical instability. To mitigate these issues, we introduce the Preconditioned Truncated Single-Sample (PTSS) estimators--a family of stochastic Krylov methods that integrate preconditioning with truncated Lanczos iterations. PTSS yields low-variance, stable estimators for linear system solutions, log-determinants, and their derivatives. We establish theoretical results on their mean, variance, and concentration properties, explicitly quantifying the variance reduction induced by preconditioning. Numerical experiments confirm that PTSS achieves superior stability and variance control compared with existing unbiased and biased alternatives, providing an efficient framework for stochastic optimization.

math.NA

One-shot acceleration of transient PDE solvers via online-learned preconditioners

Data-driven acceleration of scientific computing workflows has been a high-profile aim of machine learning (ML) for science, with numerical simulation of transient partial differential equations (PDEs) being one of the main applications. The focus thus far has been on methods that require classical simulations to train, which when combined with the data-hungriness and optimization challenges of neural networks has caused difficulties in demonstrating a convincing advantage against strong classical baselines. We consider an alternative paradigm in which the learner uses a classical solver's own data to accelerate it, enabling a one-shot speedup of the simulation. Concretely, since transient PDEs often require solving a sequence of related linear systems, the feedback from repeated calls to a linear solver such as preconditioned conjugate gradient (PCG) can be used by a bandit algorithm to online-learn an adaptive sequence of solver configurations (e.g. preconditioners). The method we develop, PCGBandit, is implemented directly on top of the popular open-source software OpenFOAM, which we use to show its effectiveness on a set of fluid and magnetohydrodynamics (MHD) problems.

physics.comp-ph

Ultra High-Q tunable microring resonators enabled by slow light

High-Q nanophotonic resonators are crucial for many applications in classical and quantum optical processing, communication, sensing, and more. We achieve ultra-high quality factors by preparing a highly transparent and strongly dispersive medium within a resonator, causing a reduction in the group velocity that leads to a nearly three order of magnitude increase in the quality factor. We implement this via spectral hole burning in erbium-doped thin-film lithium niobate microring resonators, and show Q-factors exceeding $10^8$. Additionally, we show that the interplay between the spectrally narrowed resonance and the broader bare resonance produces a Fano lineshape, which we dynamically control via electro-optic tuning. Finally, we present a theoretical model for our experimentally observed resonator linewidths, which are not well-described by the standard Bloch equations. Our results show a dramatic reduction in the erbium dephasing rate under a strong optical drive, leading to much narrower linewidths than would otherwise be expected given the large circulating intensity in the resonator.

physics.optics

Random Phase Approximation Correlation Energy using Real-Space Density Functional Perturbation Theory

We present a real-space method for computing the random phase approximation (RPA) correlation energy within Kohn-Sham density functional theory, leveraging the low-rank nature of the frequency-dependent density response operator. In particular, we employ a cubic scaling formalism based on density functional perturbation theory that circumvents the calculation of the response function matrix, instead relying on the ability to compute its product with a vector through the solution of the associated Sternheimer linear systems. We develop a large-scale parallel implementation of this formalism using the subspace iteration method in conjunction with the spectral quadrature method, while employing the Kronecker product-based method for the application of the Coulomb operator and the conjugate orthogonal conjugate gradient method for the solution of the linear systems. We demonstrate convergence with respect to key parameters and verify the method's accuracy by comparing with planewave results. We show that the framework achieves good strong scaling to many thousands of processors, reducing the time to solution for a lithium hydride system with 128 electrons to around 150 seconds on 4608 processors.

physics.comp-ph

HiGP: A high-performance Python package for Gaussian Process

Gaussian Processes (GPs) are flexible, nonparametric Bayesian models widely used for regression and classification because of their ability to capture complex data patterns and quantify predictive uncertainty. However, the O(n^3) computational cost of kernel matrix operations poses a major obstacle to applying GPs at scale. HiGP is a high-performance Python package designed to overcome these scalability limitations through advanced numerical linear algebra and hierarchical kernel representations. It integrates H^2 matrices to achieve near-linear complexity in both storage and computation for spatial datasets, supports on-the-fly kernel evaluation to avoid explicit storage in large-scale problems, and incorporates a robust Adaptive Factorized Nystr\"om (AFN) preconditioner that accelerates convergence of iterative solvers across a broad range of kernel spectra. These computational kernels are implemented in C++ for maximum performance and exposed through Python interfaces, enabling seamless integration with modern machine learning workflows. HiGP also includes analytically derived gradient computations for efficient hyperparameter optimization, avoiding the inefficiencies of automatic differentiation in iterative solvers. By serving as a reusable numerical engine, HiGP complements existing GP frameworks such as GPJax, KeOps, and GaussianProcesses.jl, providing a reliable and scalable computational backbone for large-scale Gaussian Process regression and classification.

cs.LG

H2-MG: A multigrid method for hierarchical rank structured matrices

This paper presents a new fast iterative solver for large systems involving kernel matrices. Advantageous aspects of H2 matrix approximations and the multigrid method are hybridized to create the H2-MG algorithm. This combination provides the time and memory efficiency of H2 operator representation along with the rapid convergence of a multilevel method. We describe how H2-MG works, show its linear complexity, and demonstrate its effectiveness on two standard kernels and on a single-layer potential boundary element discretization with complex geometry. The current zoo of H2 solvers, which includes a wide variety of iterative and direct solvers, so far lacks a method that exploits multiple levels of resolution, commonly referred to in the iterative methods literature as ``multigrid'' from its origins in a hierarchy of grids used to discretize differential equations. This makes H2-MG a valuable addition to the collection of H2 solvers. The algorithm has potential for advancing various fields that require the solution of large, dense, symmetric positive definite matrices.

math.NA

Seismic monitoring of CO2 plume dynamics using ensemble Kalman filtering

Monitoring carbon dioxide (CO2) injected and stored in subsurface reservoirs is critical for avoiding failure scenarios and enables real-time optimization of CO2 injection rates. Sequential Bayesian data assimilation (DA) is a statistical method for combining information over time from multiple sources to estimate a hidden state, such as the spread of the subsurface CO2 plume. An example of scalable and efficient sequential Bayesian DA is the ensemble Kalman filter (EnKF). We improve upon existing DA literature in the seismic-CO2 monitoring domain by applying this scalable DA algorithm to a high-dimensional CO2 reservoir using two-phase flow dynamics and time-lapse full waveform seismic data with a realistic surface-seismic survey design. We show more accurate estimates of the CO2 saturation field using the EnKF compared to using either the seismic data or the fluid physics alone. Furthermore, we test a range of values for the EnKF hyperparameters and give guidance on their selection for seismic CO2 reservoir monitoring.

physics.geo-ph

Posterior Covariance Structures in Gaussian Processes

In this paper, we present a comprehensive analysis of the posterior covariance field in Gaussian processes, with applications to the posterior covariance matrix. The analysis is based on the Gaussian prior covariance but the approach also applies to other covariance kernels. Our geometric analysis reveals how the Gaussian kernel's bandwidth parameter and the spatial distribution of the observations influence the posterior covariance as well as the corresponding covariance matrix, enabling straightforward identification of areas with high or low covariance in magnitude. Drawing inspiration from the a posteriori error estimation techniques in adaptive finite element methods, we also propose several estimators to efficiently measure the absolute posterior covariance field, which can be used for efficient covariance matrix approximation and preconditioning. We conduct a wide range of experiments to illustrate our theoretical findings and their practical applications.

stat.ML

Efficient Two-Stage Gaussian Process Regression Via Automatic Kernel Search and Subsampling

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function, and associated hyperparameters. Severe misspecifications can lead to inaccurate results and problematic consequences, especially in safety-critical applications. However, a systematic approach to handle these misspecifications is lacking in the literature. In this work, we propose a general framework to address these issues. Firstly, we introduce a flexible two-stage GPR framework that separates mean prediction and uncertainty quantification (UQ) to prevent mean misspecification, which can introduce bias into the model. Secondly, kernel function misspecification is addressed through a novel automatic kernel search algorithm, supported by theoretical analysis, that selects the optimal kernel from a candidate set. Additionally, we propose a subsampling-based warm-start strategy for hyperparameter initialization to improve efficiency and avoid hyperparameter misspecification. With much lower computational cost, our subsampling-based strategy can yield competitive or better performance than training exclusively on the full dataset. Combining all these components, we recommend two GPR methods-exact and scalable-designed to match available computational resources and specific UQ requirements. Extensive evaluation on real-world datasets, including UCI benchmarks and a safety-critical medical case study, demonstrates the robustness and precision of our methods.

cs.LG

Learning to Relax: Setting Solver Parameters Across a Sequence of Linear System Instances

Solving a linear system $Ax=b$ is a fundamental scientific computing primitive for which numerous solvers and preconditioners have been developed. These come with parameters whose optimal values depend on the system being solved and are often impossible or too expensive to identify; thus in practice sub-optimal heuristics are used. We consider the common setting in which many related linear systems need to be solved, e.g. during a single numerical simulation. In this scenario, can we sequentially choose parameters that attain a near-optimal overall number of iterations, without extra matrix computations? We answer in the affirmative for Successive Over-Relaxation (SOR), a standard solver whose parameter $\omega$ has a strong impact on its runtime. For this method, we prove that a bandit online learning algorithm--using only the number of iterations as feedback--can select parameters for a sequence of instances such that the overall cost approaches that of the best fixed $\omega$ as the sequence length increases. Furthermore, when given additional structural information, we show that a contextual bandit method asymptotically achieves the performance of the instance-optimal policy, which selects the best $\omega$ for each instance. Our work provides the first learning-theoretic treatment of high-precision linear system solvers and the first end-to-end guarantees for data-driven scientific computing, demonstrating theoretically the potential to speed up numerical methods using well-understood learning algorithms.

cs.LG

Version 2.0.0 -- SPARC: Simulation Package for Ab-initio Real-space Calculations

SPARC is an accurate, efficient, and scalable real-space electronic structure code for performing ab initio Kohn-Sham density functional theory calculations. Version 2.0.0 of the software provides increased efficiency, and includes spin-orbit coupling, dispersion interactions, and advanced semilocal as well as hybrid exchange-correlation functionals, where it outperforms state-of-the-art planewave codes by an order of magnitude and more, with increasing advantages as the number of processors is increased. These new features further expand the range of physical applications amenable to first principles investigation.

physics.comp-ph

An Adaptive Factorized Nystr\"om Preconditioner for Regularized Kernel Matrices

The spectrum of a kernel matrix significantly depends on the parameter values of the kernel function used to define the kernel matrix. This makes it challenging to design a preconditioner for a regularized kernel matrix that is robust across different parameter values. This paper proposes the Adaptive Factorized Nystr\"om (AFN) preconditioner. The preconditioner is designed for the case where the rank k of the Nystr\"om approximation is large, i.e., for kernel function parameters that lead to kernel matrices with eigenvalues that decay slowly. AFN deliberately chooses a well-conditioned submatrix to solve with and corrects a Nystr\"om approximation with a factorized sparse approximate matrix inverse. This makes AFN efficient for kernel matrices with large numerical ranks. AFN also adaptively chooses the size of this submatrix to balance accuracy and cost.

math.NA

GPU acceleration of local and semilocal density functional calculations in the SPARC electronic structure code

We present a GPU-accelerated version of the real-space SPARC electronic structure code for performing Kohn-Sham density functional theory calculations within the local density and generalized gradient approximations. In particular, we develop a modular math kernel based implementation for NVIDIA architectures wherein the computationally expensive operations are carried out on the GPUs, with the remainder of the workload retained on the CPUs. Using representative bulk and slab examples, we show that GPUs enable speedups of up to 6x relative to CPU-only execution, bringing time to solution down to less than 30 seconds for a metallic system with over 14,000 electrons, and enabling significant reductions in computational resources required for a given wall time.

physics.comp-ph

Data-Driven Linear Complexity Low-Rank Approximation of General Kernel Matrices: A Geometric Approach

A general, {\em rectangular} kernel matrix may be defined as $K_{ij} = \kappa(x_i,y_j)$ where $\kappa(x,y)$ is a kernel function and where $X=\{x_i\}_{i=1}^m$ and $Y=\{y_i\}_{i=1}^n$ are two sets of points. In this paper, we seek a low-rank approximation to a kernel matrix where the sets of points $X$ and $Y$ are large and are arbitrarily distributed, such as away from each other, ``intermingled'', identical, etc. Such rectangular kernel matrices may arise, for example, in Gaussian process regression where $X$ corresponds to the training data and $Y$ corresponds to the test data. In this case, the points are often high-dimensional. Since the point sets are large, we must exploit the fact that the matrix arises from a kernel function, and avoid forming the matrix, and thus ruling out most algebraic techniques. In particular, we seek methods that can scale linearly or nearly linear with respect to the size of data for a fixed approximation rank. The main idea in this paper is to {\em geometrically} select appropriate subsets of points to construct a low rank approximation. An analysis in this paper guides how this selection should be performed.

math.NA

Data-driven Construction of Hierarchical Matrices with Nested Bases

Hierarchical matrices provide a powerful representation for significantly reducing the computational complexity associated with dense kernel matrices. For general kernel functions, interpolation-based methods are widely used for the efficient construction of hierarchical matrices. In this paper, we present a fast hierarchical data reduction (HiDR) procedure with $O(n)$ complexity for the memory-efficient construction of hierarchical matrices with nested bases where $n$ is the number of data points. HiDR aims to reduce the given data in a hierarchical way so as to obtain $O(1)$ representations for all nearfield and farfield interactions. Based on HiDR, a linear complexity $\mathcal{H}^2$ matrix construction algorithm is proposed. The use of data-driven methods enables {better efficiency than other general-purpose methods} and flexible computation without accessing the kernel function. Experiments demonstrate significantly improved memory efficiency of the proposed data-driven method compared to interpolation-based methods over a wide range of kernels. Though the method is not optimized for any special kernel, benchmark experiments for the Coulomb kernel show that the proposed general-purpose algorithm offers competitive performance for hierarchical matrix construction compared to several state-of-the-art algorithms for the Coulomb kernel.

math.NA

Integrating Deep Learning in Domain Sciences at Exascale

This paper presents some of the current challenges in designing deep learning artificial intelligence (AI) and integrating it with traditional high-performance computing (HPC) simulations. We evaluate existing packages for their ability to run deep learning models and applications on large-scale HPC systems efficiently, identify challenges, and propose new asynchronous parallelization and optimization techniques for current large-scale heterogeneous systems and upcoming exascale systems. These developments, along with existing HPC AI software capabilities, have been integrated into MagmaDNN, an open-source HPC deep learning framework. Many deep learning frameworks are targeted at data scientists and fall short in providing quality integration into existing HPC workflows. This paper discusses the necessities of an HPC deep learning framework and how those needs can be provided (e.g., as in MagmaDNN) through a deep integration with existing HPC libraries, such as MAGMA and its modular memory management, MPI, CuBLAS, CuDNN, MKL, and HIP. Advancements are also illustrated through the use of algorithmic enhancements in reduced- and mixed-precision, as well as asynchronous optimization methods. Finally, we present illustrations and potential solutions for enhancing traditional compute- and data-intensive applications at ORNL and UTK with AI. The approaches and future challenges are illustrated in materials science, imaging, and climate applications.

cs.LG