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A recently proposed method for computer simulations in the isothermal-isobaric (NPT) ensemble, based on Langevin-type equations of motion for the particle coordinates and the ``piston'' degree of freedom, is re-derived by straightforward…

Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness introduced by the…

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the main contribution of the paper is to examine and illustrate…

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Animals achieve energy-efficient locomotion by their implicit passive dynamics, a marvel that has captivated roboticists for decades.Recently, methods incorporated Adversarial Motion Prior (AMP) and Reinforcement learning (RL) shows…

We study the finite element approximation of the solid isotropic material with penalization method (SIMP) for the topology optimization problem of minimizing the compliance of a linearly elastic structure. To ensure the existence of a local…

Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step…

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…

Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…

We propose a new method called the Metropolis-adjusted Mirror Langevin algorithm for approximate sampling from distributions whose support is a compact and convex set. This algorithm adds an accept-reject filter to the Markov chain induced…

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we propose a method to quicken estimation for a broad class of…

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical…

Theoretical understanding of strongly correlated systems in one spatial dimension (1D) has been greatly advanced by the density-matrix renormalization group (DMRG) algorithm, which is a variational approach using a class of…

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Low-rank methods for kinetic equations have attracted increasing attention due to their effectiveness in reducing the high dimensionality of phase space. In our previous work [G. Wang & J. Hu, J. Comput. Phys. 558 (2026) 114884], we…

We develop a diagrammatic Monte Carlo method for the real-time dynamics of dissipative quantum impurity models. These are small open quantum systems with interaction and local Markovian dissipation, coupled to a large quantum bath. Our…

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…