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The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Optimization and Control · Mathematics 2023-08-08 Bing Tan , Liya Liu , Xiaolong Qin

This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is…

Computational Physics · Physics 2009-11-06 G. W. Wei

How can we take inspiration from a typical quantum algorithm to design heuristics for machine learning? A common blueprint, used from Deutsch-Josza to Shor's algorithm, is to place labeled information in superposition via an oracle,…

Quantum Physics · Physics 2024-09-04 David Wakeham , Maria Schuld

Schemes of experimental realization of the main two qubit processors for quantum computers and Deutsch-Jozsa algorithm are derived in virtual spin representation. The results are applicable for every four quantum states allowing the…

Quantum Physics · Physics 2009-11-07 Alexander R. Kessel , Natalia M. Yakovleva

We examine the analytic extension of solutions of linear, constant-coefficient initial-boundary value problems outside their spatial domain of definition. We use the Unified Transform Method or Method of Fokas, which gives a representation…

Analysis of PDEs · Mathematics 2022-06-22 Matthew Farkas , Jorge Cisneros , Bernard Deconinck

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…

Numerical Analysis · Mathematics 2019-10-29 H. C. Lie , A. M. Stuart , T. J. Sullivan

We consider a Cauchy problem for a (first-order) path-dependent Hamilton--Jacobi equation with coinvariant derivatives and a right-end boundary condition. Such problems arise naturally in the study of properties of the value functional in…

Optimization and Control · Mathematics 2024-12-24 Mikhail I. Gomoyunov

We extend the notion of numerical stability of finite difference approximations to include hyperbolic systems that are first order in time and second order in space, such as those that appear in Numerical Relativity. By analyzing the symbol…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Gioel Calabrese , Ian Hinder , Sascha Husa

In this paper we present a variant of the well known Skorokhod Representation Theorem. In our main result, given $S$ a Polish space, to a given continous path $\alpha$ in the space of probability measures on $S$, we associate a continuous…

Probability · Mathematics 2007-05-23 Jean Cortissoz

The classical representation of random variables as the Ito integral of nonanticipative integrands is extended to include Banach space valued random variables on an abstract Wiener space equipped with a filtration induced by a resolution of…

Probability · Mathematics 2008-03-16 E. Mayer-Wolf , M. Zakai

In this paper hyperbolic partial differential equations with random coefficients are discussed. We consider the challenging problem of flux functions with coefficients modeled by spatiotemporal random fields. Those fields are given by…

Analysis of PDEs · Mathematics 2024-11-22 Andrea Barth , Franz Georg Fuchs

In this study, we introduce numerical methods for discretizing continuous-time linear-quadratic optimal control problems (LQ-OCPs). The discretization of continuous-time LQ-OCPs is formulated into differential equation systems, and we can…

This paper presents a canonical dual method for solving a quadratic discrete value selection problem subjected to inequality constraints. The problem is first transformed into a problem with quadratic objective and 0-1 integer variables.…

Optimization and Control · Mathematics 2012-05-07 Ning Ruan , David Yang Gao

It is well known that ignoring the presence of stochastic disturbances in the identification of stochastic Wiener models leads to asymptotically biased estimators. On the other hand, optimal statistical identification, via likelihood-based…

Methodology · Statistics 2024-03-12 Mohamed Abdalmoaty , Efe C. Balta , John Lygeros , Roy S. Smith

In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…

Optimization and Control · Mathematics 2026-01-19 Pham Viet Hai , Thanh Quoc Trinh , Phan Tu Vuong

Most quantum algorithms that give an exponential speedup over classical algorithms exploit the Fourier transform in some way. In Shor's algorithm, sampling from the quantum Fourier spectrum is used to discover periodicity of the modular…

Quantum Physics · Physics 2015-05-14 Martin Roetteler

Quantum computing involving physical systems with continuous degrees of freedom, such as the quantum states of light, has recently attracted significant interest. However, a well-defined quantum complexity theory for these bosonic…

Quantum Physics · Physics 2026-05-20 Ulysse Chabaud , Michael Joseph , Saeed Mehraban , Arsalan Motamedi

We address the challenge of sequential data-driven decision-making under context distributional uncertainty. This problem arises in numerous real-world scenarios where the learner optimizes black-box objective functions in the presence of…

Machine Learning · Computer Science 2025-03-27 Francesco Micheli , Efe C. Balta , Anastasios Tsiamis , John Lygeros

The interaction between discrete and continuous mathematics lies at the heart of many fundamental problems in applied mathematics and computational sciences. In this paper we discuss the problem of discretizing vector-valued functions…

Numerical Analysis · Mathematics 2020-05-29 Paweł Dłotko , Thomas Wanner

We propose a generalized version of the Dantzig selector. We show that it satisfies sparsity oracle inequalities in prediction and estimation. We consider then the particular case of high-dimensional linear regression model selection with…

Statistics Theory · Mathematics 2008-11-17 Karim Lounici
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