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Stochastic modelling is an essential component of the quantitative sciences, with hidden Markov models (HMMs) often playing a central role. Concurrently, the rise of quantum technologies promises a host of advantages in computational…

Quantum Physics · Physics 2021-06-22 Thomas J. Elliott

Modeling of conservative systems with neural networks is an area of active research. A popular approach is to use Hamiltonian neural networks (HNNs) which rely on the assumptions that a conservative system is described with Hamilton's…

Artificial Intelligence · Computer Science 2024-07-18 Katsiaryna Haitsiukevich , Alexander Ilin

Paper is devoted to maintaining the simple objective: We want to provide Hamiltonian canonical form for autonomous dynamical system reducible to even-dimensional one. Along the road we construct new class of conserved quantities, called…

Mathematical Physics · Physics 2020-08-28 Artur Kobus

A hybrid lattice Boltzmann method (LBM) for binary mixtures based on the free-energy approach is proposed. Non-ideal terms of the pressure tensor are included as a body force in the LBM kinetic equations, used to simulate the continuity and…

Soft Condensed Matter · Physics 2015-05-13 A. Tiribocchi , N. Stella , G. Gonnella , A. Lamura

In this paper, we propose a second-order energy-conserving approximation procedure for Hamiltonian systems with holonomic constraints. The derivation of the procedure relies on the use of the so-called line integral framework. We provide…

Numerical Analysis · Mathematics 2018-01-09 Luigi Brugnano , Gianmarco Gurioli , Felice Iavernaro , Ewa B. Weinmueller

Hamiltonian Flow Monte Carlo(HFMC) methods have been implemented in engineering, biology and chemistry. HFMC makes large gradient based steps to rapidly explore the state space. The application of the Hamiltonian dynamics allows to estimate…

Computation · Statistics 2017-09-06 Raphael Douady , Shohruh Miryusupov

In this paper we study the geometric solution of the so called "good" Boussinesq equation. This goal is achieved by using a convenient space semi-discretization, able to preserve the corresponding Hamiltonian structure, then using…

Numerical Analysis · Mathematics 2019-01-09 Luigi Brugnano , Gianmarco Gurioli , Chengjian Zhang

An advantageous feature of piecewise constant policy timestepping for Hamilton-Jacobi-Bellman (HJB) equations is that different linear approximation schemes, and indeed different meshes, can be used for the resulting linear equations for…

Numerical Analysis · Mathematics 2016-01-21 Christoph Reisinger , Peter Forsyth

We present a hybrid classical/quantum algorithm for efficiently solving the eigenvalue problem of many-particle Hamiltonians on quantum computers with limited resources by splitting the workload between classical and quantum processors.…

Quantum Physics · Physics 2022-03-01 John P. T. Stenger , Daniel Gunlycke , C. Stephen Hellberg

We introduce a hybrid method to couple continuous Galerkin finite element methods and high-order finite difference methods in a nonconforming multiblock fashion. The aim is to optimize computational efficiency when complex geometries are…

Numerical Analysis · Mathematics 2021-11-24 Tuan Anh Dao , Ken Mattsson , Murtazo Nazarov

In this paper, based on the weak form of the Hamiltonian formulation of the regularized long-wave equation and a novel approach of transforming the original Hamiltonian energy into a quadratic functional, a fully implicit and three…

Numerical Analysis · Mathematics 2018-06-26 Qi Hong , Jialing Wang , Yuezheng Gong

Hamiltonian Monte Carlo (HMC) and related algorithms have become routinely used in Bayesian computation. In this article, we present a simple and provably accurate method to improve the efficiency of HMC and related algorithms with…

Computation · Statistics 2020-03-10 Akihiko Nishimura , David Dunson

In this work we make use of Livens principle (sometimes also referred to as Hamilton-Pontryagin principle) in order to obtain a novel structure-preserving integrator for mechanical systems. In contrast to the canonical Hamiltonian equations…

Computational Engineering, Finance, and Science · Computer Science 2025-06-24 Philipp L. Kinon , Peter Betsch

We introduce efficient numerical methods for generic HJM equations of interest rate theory by means of high-order weak approximation schemes. These schemes allow for QMC implementations due to the relatively low dimensional integration…

Probability · Mathematics 2011-12-23 Philipp Doersek , Josef Teichmann

We introduce a constructive method that provides the local solution of general implicit systems in arbitrary dimension via Hamiltonian type equations. A variant of this approach constructs parametrizations of the manifold, extending the…

Classical Analysis and ODEs · Mathematics 2019-09-18 Dan Tiba

We develop a partial Hamiltonian framework to obtain reductions and closed-form solutions via first integrals of current value Hamiltonian systems of ordinary differential equations (ODEs). The approach is algorithmic and applies to many…

Optimization and Control · Mathematics 2014-08-20 R. Naz , F. M. Mahomed , Azam Chaudhry

We present a number of novel algorithms, based on mathematical optimization formulations, in order to solve a homogeneous multiprocessor scheduling problem, while minimizing the total energy consumption. In particular, for a system with a…

Operating Systems · Computer Science 2015-11-13 Mason Thammawichai , Eric C. Kerrigan

We modify Hamiltonian mechanics. We reformulate the law of conservation of energy.

General Physics · Physics 2011-05-16 S. E. Akrami

We consider the problem of learning an interpretable potential energy function from a Hamiltonian system's trajectories. We address this problem for classical, separable Hamiltonian systems. Our approach first constructs a neural network…

Machine Learning · Computer Science 2019-07-30 Harish S. Bhat

Quantum machine learning (QML) is a discipline that seeks to transfer the advantages of quantum computing to data-driven tasks. However, many studies rely on toy datasets or heavy feature reduction, raising concerns about their scalability.…

Quantum Physics · Physics 2025-04-16 Federico Tiblias , Anna Schroeder , Yue Zhang , Mariami Gachechiladze , Iryna Gurevych
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