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We present new results building on the conservative deterministic spectral method for the space inhomogeneous Boltzmann equation developed by Gamba and Tharkabhushaman. This approach is a two-step process that acts on the weak form of the…

Numerical Analysis · Mathematics 2012-11-06 Irene M. Gamba , Jeffrey R. Haack

We propose a variant formulation of Hamiltonian systems by the use of variables including redundant degrees of freedom. We show that Hamiltonian systems can be described by extended dynamics whose master equation is the Nambu equation or…

Mathematical Physics · Physics 2013-09-13 Atsushi Horikoshi , Yoshiharu Kawamura

We consider the bifurcation problem $u'' + \lambda u = N(u)$ with two point boundary conditions where $N(u)$ is a general nonlinear term which may also depend on the eigenvalue $\lambda$. We give a variational characterization of the…

patt-sol · Physics 2009-10-30 R. D. Benguria , M. C. Depassier

In this article, we present a numerical approach to ensure the preservation of physical bounds on the solutions to linear and nonlinear hyperbolic convection-reaction problems at the discrete level. We provide a rigorous framework for error…

Numerical Analysis · Mathematics 2025-01-22 Ben S. Ashby , Abdalaziz Hamdan , Tristan Pryer

This paper proposes two algorithms for solving stochastic control problems with deep learning, with a focus on the utility maximisation problem. The first algorithm solves Markovian problems via the Hamilton Jacobi Bellman (HJB) equation.…

Computational Finance · Quantitative Finance 2024-10-15 Ashley Davey , Harry Zheng

Simulating the Hubbard model is of great interest to a wide range of applications within condensed matter physics, however its solution on classical computers remains challenging in dimensions larger than one. The relative simplicity of…

Quantum Physics · Physics 2025-05-21 Antonios M. Alvertis , Abid Khan , Thomas Iadecola , Peter P. Orth , Norm Tubman

We introduce a new class of generative quantum-neural-network-based models called Quantum Hamiltonian-Based Models (QHBMs). In doing so, we establish a paradigmatic approach for quantum-probabilistic hybrid variational learning, where we…

Quantum Physics · Physics 2019-10-07 Guillaume Verdon , Jacob Marks , Sasha Nanda , Stefan Leichenauer , Jack Hidary

We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…

Optimization and Control · Mathematics 2016-01-06 Ajeet Kumar , Alexander Vladimirsky

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

Numerical Analysis · Mathematics 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

It is known that the variational methods are the most powerful tool for studying the Coulomb three-body bound state problem. However, they often suffer from loss of stability when the number of basis functions increases. This problem can be…

Atomic Physics · Physics 2016-09-08 V. I. Korobov

In this paper, we are concerned with the classical solvability of a class of second-order Hamilton-Jacobi-Bellman equations (HJB equations) arising from stochastic optimal control problems with linear dynamics and uniformly convex cost…

Optimization and Control · Mathematics 2025-12-19 Jinghua Li , Zhiyong Yu

Eigenvalue transformations, which include solving time-dependent differential equations as a special case, have a wide range of applications in scientific and engineering computation. While quantum algorithms for singular value…

Quantum Physics · Physics 2024-11-07 Dong An , Andrew M. Childs , Lin Lin , Lexing Ying

In this paper, we mainly focus on solving high-dimensional stochastic Hamiltonian systems with boundary condition, which is essentially a Forward Backward Stochastic Differential Equation (FBSDE in short), and propose a novel method from…

Optimization and Control · Mathematics 2021-12-13 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

The variational principle of quantum mechanics is the backbone of hybrid quantum computing for a range of applications. However, as the problem size grows, quantum logic errors and the effect of barren plateaus overwhelm the quality of the…

Quantum Physics · Physics 2021-04-01 Harish J. Vallury , Michael A. Jones , Charles D. Hill , Lloyd C. L. Hollenberg

The purpose of this paper is to describe the numerical solution of the Hamilton-Jacobi-Bellman (HJB) for an optimal control problem for quantum spin systems. This HJB equation is a first order nonlinear partial differential equation defined…

Quantum Physics · Physics 2011-10-05 Srinivas Sridharan , Matthew R. James

We propose a new numerical method for solving the Hamilton-Jacobi-Bellman quasi-variational inequality associated with the combined impulse and stochastic optimal control problem over a finite time horizon. Our method corresponds to an…

Numerical Analysis · Mathematics 2015-02-05 Masashi Ieda

Stochastic optimal principle leads to the resolution of a partial differential equation (PDE), namely the Hamilton-Jacobi-Bellman (HJB) equation. In general, this equation cannot be solved analytically, thus numerical algorithms are the…

Numerical Analysis · Mathematics 2021-09-14 Christelle Dleuna Nyoumbi , Antoine Tambue

In this paper we develop a fully nonconforming virtual element method (VEM) of arbitrary approximation order for the two dimensional Cahn-Hilliard equation. We carry out the error analysis for the semidiscrete (continuous-in-time) scheme…

Numerical Analysis · Mathematics 2024-11-01 Andreas Dedner , Alice Hodson

Necessary and sufficient conditions are given for the construction of a hybrid quantum computer that operates on both continuous and discrete quantum variables. Such hybrid computers are shown to be more efficient than conventional quantum…

Quantum Physics · Physics 2007-05-23 Seth Lloyd

This paper is concerned with variational methods for nonlinear open quantum systems with Markovian dynamics governed by Hudson-Parthasarathy quantum stochastic differential equations. The latter are driven by quantum Wiener processes of the…

Quantum Physics · Physics 2016-11-17 Igor G. Vladimirov