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We introduce an efficient computational framework for solving a class of multi-marginal martingale optimal transport problems, which includes many robust pricing problems of large financial interest. Such problems are typically…

Computational Finance · Quantitative Finance 2025-03-21 Linn Engström , Sigrid Källblad , Johan Karlsson

Large scale numerical experiments are commonplace today in theoretical physics. The high performance algorithms described herein are the most compact, efficient methods known for representing and analyzing systems modeled well by sets or…

General Relativity and Quantum Cosmology · Physics 2018-05-14 William J. Cunningham

We develop a classical mapping approach suitable to describe vibrationally coupled charge transport in molecular junctions based on the Cartesian mapping for many-electron systems [J. Chem. Phys. 137, 154107 (2012)]. To properly describe…

Strongly Correlated Electrons · Physics 2015-06-18 Bin Li , Eli. Y. Wilner , Michael Thoss , Eran Rabani , William H. Miller

We present a framework wherein the trajectory optimization problem (or a problem involving calculus of variations) is formulated as a search problem in a discrete space. A distinctive feature of our work is the treatment of discretization…

Optimization and Control · Mathematics 2022-12-22 Alok Shukla , Prakash Vedula

We present a general algorithm, based on machine learning, which can create optimal unitary operators to implement quantum teleportation in any system with well-defined set of measurements in a relevant entangled basis. We illustrate it…

Quantum Physics · Physics 2025-11-25 Allison Brattley , Tomas Opatrny , Kunal K. Das

Transport in molecular electronic devices is different from that in semiconductor mesoscopic devices in two important aspects: (1) the effect of the electronic structure and (2) the effect of the interface to the external contact. A…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 Yongqiang Xue , Supriyo Datta , Mark A. Ratner

With rapid advancements in machine learning, first-order algorithms have emerged as the backbone of modern optimization techniques, owing to their computational efficiency and low memory requirements. Recently, the connection between…

Quantum Physics · Physics 2025-05-21 Jiaqi Leng , Bin Shi

Higher-dimensional orthogonal packing problems have a wide range of practical applications, including packing, cutting, and scheduling. Previous efforts for exact algorithms have been unable to avoid structural problems that appear for…

Data Structures and Algorithms · Computer Science 2007-05-23 Sandor P. Fekete , Joerg Schepers

Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…

Optimization and Control · Mathematics 2023-01-25 Florian Beier , Johannes von Lindheim , Sebastian Neumayer , Gabriele Steidl

We present an explicit computation of matrix elements of the hamiltonian constraint operator in non-perturbative quantum gravity. In particular, we consider the euclidean term of Thiemann's version of the constraint and compute its action…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Roumen Borissov , Roberto De Pietri , Carlo Rovelli

Classical algorithms for predicting the equilibrium geometry of strongly correlated molecules require expensive wave function methods that become impractical already for few-atom systems. In this work, we introduce a variational quantum…

In this work we propose a batch version of the Greenkhorn algorithm for multimarginal regularized optimal transport problems. Our framework is general enough to cover, as particular cases, some existing algorithms like Sinkhorn and…

Machine Learning · Statistics 2021-12-07 Vladimir Kostic , Saverio Salzo , Massimilano Pontil

In this work we have presented a rather general and easy-to-apply method for discrete Hilbert space representation of quantum mechanical Green's operators. We have shown that if in some discrete Hilbert space basis representation the…

Quantum Physics · Physics 2016-09-08 Balázs Kónya

Block encoding is a successful technique used in several powerful quantum algorithms. In this work we provide an explicit quantum circuit for block encoding a sparse matrix with a periodic diagonal structure. The proposed methodology is…

In this work, we develop a new framework for dynamic network flow problems based on optimal transport theory. We show that the dynamic multi-commodity minimum-cost network flow problem can be formulated as a multi-marginal optimal transport…

Optimization and Control · Mathematics 2021-06-29 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

This research demonstrates analytical time-dependent non-equilibrium green function (TD-NEGF) algorithms to investigate dynamical functionalities of quantum devices, especially for photon-assisted transports. Together with the lumped…

Mesoscale and Nanoscale Physics · Physics 2021-06-08 I-Lin Ho

We show that numerical quasi-one-dimensional renormalization group allows accurate study of weakly coupled chains with modest computational effort. We perform a systematic comparison with exact diagonalization results in two and three-leg…

Strongly Correlated Electrons · Physics 2007-05-23 J. V. Alvarez , S. Moukouri

Transportation of measure provides a versatile approach for modeling complex probability distributions, with applications in density estimation, Bayesian inference, generative modeling, and beyond. Monotone triangular transport…

Machine Learning · Statistics 2024-02-27 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment provide interpretable geometric frameworks for comparing, transforming, and aggregating heterogeneous datasets -- tasks ubiquitous in data science and machine learning. Because…

Machine Learning · Computer Science 2025-12-04 Sanjit Dandapanthula , Aleksandr Podkopaev , Shiva Prasad Kasiviswanathan , Aaditya Ramdas , Ziv Goldfeld

We propose a new driving scheme, when different parts of a system are driven with different, generally incommensurate, frequencies. Such driving provides a flexible handle to control various properties of the system and to obtain new types…

Optics · Physics 2018-03-01 Huanan Li , Tsampikos Kottos , Boris Shapiro