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In this paper, we analyze the convergence of Alternating Direction Method of Multipliers (ADMM) on convex quadratic programs (QPs) with linear equality and bound constraints. The ADMM formulation alternates between an equality constrained…

Optimization and Control · Mathematics 2015-10-06 Arvind U. Raghunathan , Stefano Di Cairano

We provide new existence and uniqueness results for the discrete-time Hamilton (DTH) equations of a symplectic-energy-momentum (SEM) integrator. In particular, we identify points in extended-phase space where the DTH equations of SEM…

Mathematical Physics · Physics 2007-05-23 Yosi Shibberu

We identify a recently proposed shifting operation on classical phase space as a gauge transformation for statistical mechanical microstates. The infinitesimal generators of the continuous gauge group form a non-commutative Lie algebra,…

Statistical Mechanics · Physics 2024-11-20 Johanna Müller , Sophie Hermann , Florian Sammüller , Matthias Schmidt

In this paper we study approximations for boundary crossing probabilities for the moving sums of i.i.d. normal random variables. We propose approximating a discrete time problem with a continuous time problem allowing us to apply developed…

Statistics Theory · Mathematics 2019-04-30 Jack Noonan , Anatoly Zhigljavsky

This paper presents a general formulation of equations of motion of a pendulum with n point mass by use of two different methods. The first one is obtained by using Lagrange Mechanics and mathematical induction(inspection), and the second…

Classical Physics · Physics 2020-02-11 Boran Yesilyurt

Recently we extended Approximate message passing (AMP) algorithm to be able to handle general invariant matrix ensembles. In this contribution we extend our S-AMP approach to non-linear observation models. We obtain generalized AMP (GAMP)…

Information Theory · Computer Science 2015-01-27 Burak Çakmak , Ole Winther , Bernard H. Fleury

Recently Bacon, Childs and van Dam showed that the ``pretty good measurement'' (PGM) is optimal for the Hidden Subgroup Problem on the dihedral group D_n in the case where the hidden subgroup is chosen uniformly from the n involutions. We…

Quantum Physics · Physics 2007-05-23 Cristopher Moore , Alexander Russell

We present an arbitrary updated Lagrangian Material Point Method (A-ULMPM) to alleviate issues, such as the cell-crossing instability and numerical fracture, that plague state of the art Eulerian formulations of MPM, while still allowing…

Graphics · Computer Science 2021-08-03 Haozhe Su , Tao Xue , Chengguizi Han , Mridul Aanjaneya

We study the apsidal precession of a Physical Symmetrical Pendulum (Allais' precession) as a generalization of the precession corresponding to the Ideal Spherical Pendulum (Airy's Precession). Based on the Hamilton-Jacobi formalism and…

Classical Physics · Physics 2015-01-20 Hector R. Maya , Rodolfo A. Diaz , William J. Herrera

Consider the problem of solving systems of linear algebraic equations $Ax=b$ with a real symmetric positive definite matrix $A$ using the conjugate gradient (CG) method. To stop the algorithm at the appropriate moment, it is important to…

Numerical Analysis · Mathematics 2023-02-27 Gérard Meurant , Petr Tichý

This is supplementary material for the main Geodesics article by the authors. In Appendix A, we present some general results on the construction of Gaussian random fields. In Appendix B, we restate our Shape Theorem, specialized to the…

Probability · Mathematics 2013-07-11 Tom LaGatta , Jan Wehr

We establish a Schauder-type boundary regularity result for a two-dimensional singular Monge-Amp\'ere equation on convex polytopes with Guillemin boundary conditions. This extends the previous work of Rubin and Huang to the case where the…

Analysis of PDEs · Mathematics 2025-07-01 Masoud Bayrami-Aminlouee , Reza Seyyedali , Mohammad Talebi

In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

Machine Learning · Computer Science 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

A high fidelity model is developed for an elastic string pendulum, one end of which is attached to a rigid body while the other end is attached to an inertially fixed reel mechanism which allows the unstretched length of the string to be…

Dynamical Systems · Mathematics 2009-09-14 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

In this note we essentially simplify the proof of the main result in one paper from leading computer science conference 25th ACM Symposium on Parallelism in Algorithms and Architectures (see [3].) We also present direct method and give…

Systems and Control · Computer Science 2018-08-03 Rafal Kapelko

In a recent paper the first coauthor presented a new parabolic extension (PADM) of the standard 3+1 Arnowitt, Deser, Misner formulation of the equations of general relativity. By parabolizing first-order ADM in a certain way, the PADM…

General Relativity and Quantum Cosmology · Physics 2009-02-23 Vasileios Paschalidis , Jakob Hansen , Alexei Khokhlov

We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…

Machine Learning · Statistics 2018-12-11 Alessandro Davide Ialongo , Mark van der Wilk , Carl Edward Rasmussen

The paper presents a new observer for tilt estimation of a 3-D non-rigid pendulum. The system can be seen as a multibody robot attached to the environment with a ball joint. There is no sensor for the joint position of the sensor. The…

Robotics · Computer Science 2018-11-01 Mehdi Benallegue , Abdelaziz Benallegue , Yacine Chitour

Geodesic regression has been proposed for fitting the geodesic curve. However, it cannot automatically choose the dimensionality of data. In this paper, we develop a Bayesian geodesic regression model on Riemannian manifolds (BGRM) model.…

Computer Vision and Pattern Recognition · Computer Science 2020-09-16 Youshan Zhang

Gauge-invariance is a fundamental concept in physics---known to provide the mathematical justification for all four fundamental forces. In this paper, we provide discrete counterparts to the main gauge theoretical concepts, directly in…

Formal Languages and Automata Theory · Computer Science 2018-07-03 Pablo Arrighi , Giuseppe Di Molfetta , Nathanaël Eon