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We investigate the lattice spacing dependence of the equilibration time for a recently proposed multiscale thermalization algorithm for Markov chain Monte Carlo simulations. The algorithm uses a renormalization-group matched coarse lattice…

High Energy Physics - Lattice · Physics 2018-04-18 William Detmold , Michael G. Endres

Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an…

Information Theory · Computer Science 2016-05-04 Tomoyuki Obuchi , Yoshiyuki Kabashima

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

Analysis of PDEs · Mathematics 2021-12-16 Gabriel Stoltz

In this paper, we propose in a Hilbertian setting a second-order time-continuous dynamic system with fast convergence guarantees to solve structured convex minimization problems with an affine constraint. The system is associated with the…

Optimization and Control · Mathematics 2021-03-24 Hedy Attouch , Zaki Chbani , Jalal Fadili , Hassan Riahi

We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…

Analysis of PDEs · Mathematics 2022-10-06 Alain Blaustein , Francis Filbet

We present Monte Carlo simulations in a modification of the north-or-east-or-front model recently investigated by Berthier and Garrahan [J. Phys. Chem. B 109, 3578 (2005)]. In this coarse-grained model for relaxation in supercooled liquids,…

Soft Condensed Matter · Physics 2009-11-11 Angel J. Moreno , Juan Colmenero

Quantum annealing is a general strategy for solving difficult optimization problems with the aid of quantum adiabatic evolution. Both analytical and numerical evidence suggests that under idealized, closed system conditions, quantum…

Within this paper, we introduce and analyze a novel time stepping scheme for linear poroelasticity. In each time frame, we iteratively solve the flow and mechanics equations with an additional damping step for the pressure variable.…

Numerical Analysis · Mathematics 2025-03-12 R. Altmann , M. Deiml

Hyperbolic Lagrangian Coherent Structures (LCSs) are locally most repelling or most attracting material surfaces in a finite-time dynamical system. To identify both types of hyperbolic LCSs at the same time instance, the standard practice…

Dynamical Systems · Mathematics 2015-06-12 Mohammad Farazmand , George Haller

We propose a new method for controlling linear dynamical systems under adversarial disturbances and cost functions. Our algorithm achieves a running time that scales polylogarithmically with the inverse of the stability margin, improving…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Anand Brahmbhatt , Gon Buzaglo , Sofiia Druchyna , Elad Hazan

For sampling from a log-concave density, we study implicit integrators resulting from $\theta$-method discretization of the overdamped Langevin diffusion stochastic differential equation. Theoretical and algorithmic properties of the…

Machine Learning · Statistics 2021-07-13 Liam Hodgkinson , Robert Salomone , Fred Roosta

We propose and analyze a stabilizing iteration scheme for the algorithmic implementation of model predictive control for linear discrete-time systems. Polytopic input and state constraints are considered and handled by means of so-called…

Optimization and Control · Mathematics 2016-04-07 Christian Feller , Christian Ebenbauer

Quantum annealing aims to exploit quantum mechanics to speed up the search for the solution to optimization problems. Most problems exhibit complete connectivity between the logical spin variables after they are mapped to the Ising spin…

Quantum Physics · Physics 2016-08-24 Tameem Albash , Walter Vinci , Daniel A. Lidar

This paper studies global existence, hydrodynamic limit, and large-time behavior of weak solutions to a kinetic flocking model coupled to the incompressible Navier-Stokes equations. The model describes the motion of particles immersed in a…

Analysis of PDEs · Mathematics 2013-11-25 J. A. Carrillo , Y. -P. Choi , T. K. Karper

This paper studies the application of the simulated annealing metaheuristic on the identical parallel machine scheduling problem, a variant of the broader optimal job scheduling problem. In the identical parallel machine scheduling problem,…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-17 Jiaxing Li , David Perkins

We are interested in the numerical approximation of the hydrostatic free surface incompressible Navier-Stokes equations. By using a layer-averaged version of the equations, we are able to extend previous results obtained for shallow water…

Numerical Analysis · Mathematics 2017-10-12 Emmanuel Audusse , Marie-Odile Bristeau , Jacques Sainte-Marie , M. -O Bristeau

In this article we develop a new abstract strategy for proving ergodicity with explicit computable rate of convergence for diffusions associated with a degenerate Kolmogorov operator L. A crucial point is that the evolution operator L may…

Functional Analysis · Mathematics 2016-01-04 Martin Grothaus , Patrik Stilgenbauer

Convexity, though extremely important in mathematical programming, has not drawn enough attention in the field of dynamic programming. This paper gives conditions for verifying convexity of the cost-to-go functions, and introduces an…

Optimization and Control · Mathematics 2011-11-14 Sheng Yu , Enrique Campos-Nanez

This work investigates the out-of-equilibrium dynamics of dipole and higher-moment conserving systems with long-range interactions, drawing inspiration from trapped ion experiments in strongly tilted potentials. We introduce a hierarchical…

Statistical Mechanics · Physics 2023-11-14 Jacopo Gliozzi , Julian May-Mann , Taylor L. Hughes , Giuseppe De Tomasi

We present how entropy estimates and logarithmic Sobolev inequalities on the one hand, and the notion of quasi-stationary distribution on the other hand, are useful tools to analyze metastable overdamped Langevin dynamics, in particular to…

Numerical Analysis · Mathematics 2012-01-19 Tony Lelièvre
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