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We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Optimization and Control · Mathematics 2019-08-08 Kenneth F. Caluya , Abhishek Halder

Parameter shift rules (PSRs) are key techniques for efficient gradient estimation in variational quantum eigensolvers (VQEs). In this paper, we propose its Bayesian variant, where Gaussian processes with appropriate kernels are used to…

Machine Learning · Computer Science 2026-05-07 Samuele Pedrielli , Christopher J. Anders , Lena Funcke , Karl Jansen , Kim A. Nicoli , Shinichi Nakajima

In this article we study both left-invariant (convection-)diffusions and left-invariant Hamilton-Jacobi equations on the space SE(3)/({0} \times SO(2)) of 3D-positions and orientations naturally embedded in the group SE(3) of 3D-rigid body…

Analysis of PDEs · Mathematics 2015-03-19 Remco Duits , Eric Creusen , Arpan Ghosh , Tom Dela Haije

We propose a variational model with diffeomorphic optimal transportation for joint image reconstruction and motion estimation. The proposed model is a production of assembling the Wasserstein distance with the Benamou--Brenier formula in…

Optimization and Control · Mathematics 2024-08-28 Chong Chen

We develop a fast method for optimally designing experiments in the context of statistical seismic source inversion. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source…

Computation · Statistics 2023-07-19 Quan Long , Mohammad Motamed , Raul Tempone

In this work, we analyze two of the most fundamental algorithms in geodesically convex optimization: Riemannian gradient descent and (possibly inexact) Riemannian proximal point. We quantify their rates of convergence and produce different…

Optimization and Control · Mathematics 2024-03-18 David Martínez-Rubio , Christophe Roux , Sebastian Pokutta

In this paper, we introduce a generalized asymmetric fronts propagation model based on the geodesic distance maps and the Eikonal partial differential equations. One of the key ingredients for the computation of the geodesic distance map is…

Computational Geometry · Computer Science 2017-12-12 Da Chen , Laurent D. Cohen

The geodesics for a sub-Riemannian metric on a three-dimensional contact manifold $M$ form a 1-parameter family of curves along each contact direction. However, a collection of such contact curves on $M$, locally equivalent to the solutions…

Differential Geometry · Mathematics 2007-05-23 Thomas A. Ivey

We consider the Riemann manifold Hamiltonian Monte Carlo (RMHMC) method for solving statistical inverse problems governed by partial differential equations (PDEs). The power of the RMHMC method is that it exploits the geometric structure…

Statistics Theory · Mathematics 2015-06-22 Tan Bui-Thanh , Mark Girolami

We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…

Optimization and Control · Mathematics 2026-05-27 Zusen Xu , Jia-Jie Zhu

In this paper, we rigorously characterize for the first time the manifold of unitary and symmetric matrices, deriving its tangent space and its geodesics. The resulting parameterization of the geodesics (through a real and symmetric matrix)…

Signal Processing · Electrical Eng. & Systems 2026-01-21 Ignacio Santamaria , Mohammad Soleymani , Eduard Jorswieck , Jesus Gutierrez , Carlos Beltran

We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of drawing numerous samples requiring expensive PDE solves from…

Numerical Analysis · Mathematics 2020-02-26 Peng Chen , Omar Ghattas

We present a new radiative transfer method (SPH-M1RT) that is coupled dynamically with smoothed particle hydrodynamics (SPH). We implement it in the (task-based parallel) SWIFT galaxy simulation code but it can be straightforwardly…

Instrumentation and Methods for Astrophysics · Physics 2021-07-06 T. K. Chan , Tom Theuns , Richard Bower , Carlos Frenk

The numerical computation of shortest paths or geodesics on surfaces, along with the associated geodesic distance, has a wide range of applications. Compared to Euclidean distance computation, these tasks are more complex due to the…

Numerical Analysis · Mathematics 2026-02-11 Hailiang Liu , Laura Zinnel

This paper studies the space of $BV^2$ planar curves endowed with the $BV^2$ Finsler metric over its tangent space of displacement vector fields. Such a space is of interest for applications in image processing and computer vision because…

Optimization and Control · Mathematics 2016-02-23 G. Nardi , G. Peyré , F. -X. Vialard

We present a Ritz-Galerkin discretization on sparse grids using pre-wavelets, which allows to solve elliptic differential equations with variable coefficients for dimension $d=2,3$ and higher dimensions $d>3$. The method applies multilinear…

Numerical Analysis · Mathematics 2016-03-10 Rainer Hartmann , Christoph Pflaum

In geophysics, wave propagation in elastic media is a crucial subject. In this context, seismology has made significant progress as a result of numerous advances, among these stands out the advancement of numerical methods such as the…

Physics Education · Physics 2021-08-02 Gabriela Landinez , Santiago Rueda , Fabio D. Lora-Clavijo

In this paper the space of images is considered as a Riemannian manifold using the metamorphosis approach, where the underlying Riemannian metric simultaneously measures the cost of image transport and intensity variation. A robust and…

Numerical Analysis · Mathematics 2015-05-28 Benjamin Berkels , Alexander Effland , Martin Rumpf

The optimal transportation problem defines a geometry of probability measures which leads to a definition for weighted averages (barycenters) of measures, finding application in the machine learning and computer vision communities as a…

Machine Learning · Statistics 2026-03-31 David Gentile , James M. Murphy

We present a survey on generic singularities of geodesic flows in smooth signature changing metrics (often called pseudo-Riemannian) in dimension 2. Generically, a pseudo-Riemannian metric on a 2-manifold $S$ changes its signature…

Differential Geometry · Mathematics 2018-01-31 N. G. Pavlova , A. O. Remizov