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Optimization with time-dependent partial differential equations (PDEs) as constraints {appears} in many science and engineering applications. The associated first-order necessary optimality system consists of one forward and one backward…

Numerical Analysis · Mathematics 2017-09-28 Jun Liu , Zhu Wang

We present a new methodology for the real-time reduced-order modeling of stochastic partial differential equations called the dynamically/bi-orthonormal (DBO) decomposition. In this method, the stochastic fields are approximated by a…

Computational Physics · Physics 2020-06-24 Prerna Patil , Hessam Babaee

In this note we discuss subtleties associated with the efficiency corrections for measurements of off-diagonal cumulants and factorial moments for a situation when one deals with overlapping sets of particles, such as correlations between…

Nuclear Theory · Physics 2021-03-18 Volodymyr Vovchenko , Volker Koch

The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…

Numerical Analysis · Mathematics 2021-06-08 Xing Liu

Tensor networks, particularly the tensor train (TT) format, have emerged as powerful tools for high-dimensional computations in physics and computer science. In solving coupled differential equations, such as those arising from stochastic…

Computational Physics · Physics 2025-09-08 Kayo Kinjo , Rihito Sakurai , Tatsuya Kishimoto , Jun Ohkubo

In our recent work (J. Phys. Chem. Lett. 2023, 14, 7680), we utilized the exact quantum dynamics results as references and proposed a general machine learning method to obtain the optimal decoherence time formula for surface hopping…

Chemical Physics · Physics 2025-10-23 Cancan Shao , Rixin Xie , Zhecun Shi , Linjun Wang

Characterising the time over which quantum coherence survives is critical for any implementation of quantum bits, memories and sensors. The usual method for determining a quantum system's decoherence rate involves a suite of experiments…

Stochastic Gradient Descent (SGD) and its variants are almost universally used to train neural networks and to fit a variety of other parametric models. An important hyperparameter in this context is the batch size, which determines how…

Optimization and Control · Mathematics 2023-12-05 Stefan Perko

Accelerated coordinate descent is widely used in optimization due to its cheap per-iteration cost and scalability to large-scale problems. Up to a primal-dual transformation, it is also the same as accelerated stochastic gradient descent…

Optimization and Control · Mathematics 2016-05-30 Zeyuan Allen-Zhu , Zheng Qu , Peter Richtárik , Yang Yuan

Tensor decompositions have been successfully applied to compress neural networks. The compression algorithms using tensor decompositions commonly minimize the approximation error on the weights. Recent work assumes the approximation error…

Machine Learning · Computer Science 2023-08-07 Jetze T. Schuurmans , Kim Batselier , Julian F. P. Kooij

This paper introduces a family of valid inequalities, that we term consistency cuts, to be applied to a Dantzig-Wolfe reformulation (or decomposition) with linking variables. We prove that these cuts ensure an integer solution to the…

Optimization and Control · Mathematics 2021-05-28 Jens Vinther Clausen , Richard Lusby , Stefan Ropke

Computational time reversal imaging can be used to locate the position of multiple scatterers in a known background medium. Here, we discuss a sparse approximation method for computational time-reversal imaging. The method is formulated…

Other Quantitative Biology · Quantitative Biology 2009-04-23 M. Andrecut

We consider N identical oscillators coupled to a single environment and show that the conditions for the existence of decoherence free subspaces are degeneracy of the oscillator frequencies and separability of the coupling with the…

Quantum Physics · Physics 2007-05-23 K. M. Fonseca Romero , S. G. Mokarzel , M. C. Nemes

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

The signal to noise ratio of quantum sensing protocols scales with the square root of the coherence time. Thus, increasing this time is a key goal in the field. Dynamical decoupling has proven to be efficient in prolonging the coherence…

Quantum Physics · Physics 2015-06-17 Gilad Arrad , Yuval Vinkler , Dorit Aharonov , Alex Retzker

We study the optimization problem for decomposing $d$ dimensional fourth-order Tensors with $k$ non-orthogonal components. We derive \textit{deterministic} conditions under which such a problem does not have spurious local minima. In…

Machine Learning · Computer Science 2019-11-25 Maziar Sanjabi , Sina Baharlouei , Meisam Razaviyayn , Jason D. Lee

We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected difference-quadrature schemes from the literature and new…

Analysis of PDEs · Mathematics 2023-09-04 Indranil Chowdhury , Espen R. Jakobsen

It is well known that generalized method of moments (GMM) estimators of dynamic panel data regressions can have significant bias when the number of time periods ($T$) is not small compared to the number of cross-sectional units ($n$). The…

Econometrics · Economics 2024-07-19 Robert F. Phillips

Complex phenomena can be better understood when broken down into a limited number of simpler "components". Linear statistical methods such as the principal component analysis and its variants are widely used across various fields of applied…

Data Analysis, Statistics and Probability · Physics 2025-01-13 Iacopo Tirelli , Miguel Alfonso Mendez , Andrea Ianiro , Stefano Discetti

Functions with jumps and kinks typically arising from parameter dependent or stochastic hyperbolic PDEs are notoriously difficult to approximate. If the jump location in physical space is parameter dependent or random, standard…

Numerical Analysis · Mathematics 2015-05-07 G. Welper