Related papers: A Partial Hamiltonian Approach for Current Value H…

We propose and study an algorithm for computing a nearest passive system to a given non-passive linear time-invariant system (with much freedom in the choice of the metric defining `nearest', which may be restricted to structured…

This paper proposes a novel approach to Hamiltonian simulation using Decision Diagrams (DDs), which are an exact representation based on exploiting redundancies in representations of quantum states and operations. While the simulation of…

Dynamic discrete choice models are widely employed to answer substantive and policy questions in settings where individuals' current choices have future implications. However, estimation of these models is often computationally intensive…

We present a novel methodology for constructing arbitrarily high-order structure-preserving methods tailored for damped Hamiltonian systems. This method combines the idea of exponential integrator and energy-preserving collocation methods,…

Recently, there has been an increasing interest in modelling and computation of physical systems with neural networks. Hamiltonian systems are an elegant and compact formalism in classical mechanics, where the dynamics is fully determined…

Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…

We formulate two classes of first-order algorithms more general than previously studied for minimizing smooth and strongly convex or, respectively, smooth and convex functions. We establish sufficient conditions, via new discrete Lyapunov…

This paper studies stochastic minimization of a finite-sum loss $ F (\mathbf{x}) = \frac{1}{N} \sum_{\xi=1}^N f(\mathbf{x};\xi) $. In many real-world scenarios, the Hessian matrix of such objectives exhibits a low-rank structure on a batch…

This work presents two novel approaches for the symplectic model reduction of high-dimensional Hamiltonian systems using data-driven quadratic manifolds. Classical symplectic model reduction approaches employ linear symplectic subspaces for…

We consider linear first-order systems of ordinary differential equations (ODEs) in port-Hamiltonian (pH) form. Physical parameters are remodelled as random variables to conduct an uncertainty quantification. A stochastic Galerkin…

Recent advances in analog and digital quantum-simulation platforms have enabled exploration of the spectrum of entanglement Hamiltonians via variational algorithms. In this work we analyze the convergence properties of the variationally…

Hamiltonian learning is crucial to the certification of quantum devices and quantum simulators. In this paper, we propose a hybrid quantum-classical Hamiltonian learning algorithm to find the coefficients of the Pauli operator components of…

To sidestep the curse of dimensionality when computing solutions to Hamilton-Jacobi-Bellman partial differential equations (HJB PDE), we propose an algorithm that leverages a neural network to approximate the value function. We show that…

In this paper, we establish multiple closed-form solutions for all the variables in the Lucas-Uzawa model with externalities for the case with no parameter restrictions as well as for cases with specific parameter restrictions. These…

Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

We consider the Heston model as an example of a parameterized parabolic partial differential equation. A space-time variational formulation is derived that allows for parameters in the coefficients (for calibration) as well as choosing the…

A new Hamilton principle of convolutional type, completely compatible with the initial conditions of an IVP, has been proposed in a recent publication arXiv:1912.08490v1 [math-ph]. In the present paper the possible use of this principle for…

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Here we consider the following fractional Hamiltonian system \begin{equation*} \begin{cases} \begin{aligned} (-\Delta)^{s} u&=H_v(u,v) \;\;&&\text{in}~\Omega,\\ (-\Delta)^{s} v&=H_u(u,v) &&\text{in}~\Omega,\\ u &= v = 0 &&\text{in} ~…