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In this paper we propose a new kind of high order numerical scheme for backward stochastic differential equations(BSDEs). Unlike the traditional $\theta$-scheme, we reduce truncation errors by taking $\theta$ carefully for every subinterval…

Numerical Analysis · Mathematics 2018-08-08 Chol-Kyu Pak , Mun-Chol Kim , Chang-Ho Rim

Following the seminal work of Nesterov, accelerated optimization methods have been used to powerfully boost the performance of first-order, gradient-based parameter estimation in scenarios where second-order optimization strategies are…

Numerical Analysis · Computer Science 2017-11-28 Anthony Yezzi , Ganesh Sundaramoorthi

Mini-batch algorithms have been proposed as a way to speed-up stochastic convex optimization problems. We study how such algorithms can be improved using accelerated gradient methods. We provide a novel analysis, which shows how standard…

Machine Learning · Computer Science 2011-06-24 Andrew Cotter , Ohad Shamir , Nathan Srebro , Karthik Sridharan

This paper presents a mathematical approach for improving the performance of a control system by modifying the time delay at certain operating conditions. This approach converts a continuous time loop into a discrete time loop. The formula…

Systems and Control · Computer Science 2015-03-03 Salem Alkhalaf

We have proposed new algorithms for the numerical integration of the equations of motion for classical spin systems. In close analogy to symplectic integrators for Hamiltonian equations of motion used in Molecular Dynamics these algorithms…

Statistical Mechanics · Physics 2009-10-31 M. Krech , Alex Bunker , D. P. Landau

We present a systematic scheme for optimization of quantum simulations. Specifically, we show how polychromatic driving can be used to significantly improve the driving of Raman transitions in the Lambda system, which opens new…

Quantum Physics · Physics 2014-07-09 Albert Verdeny , Łukasz Rudnicki , Cord A. Müller , Florian Mintert

Distributed Stochastic Gradient Descent (SGD) when run in a synchronous manner, suffers from delays in waiting for the slowest learners (stragglers). Asynchronous methods can alleviate stragglers, but cause gradient staleness that can…

Machine Learning · Statistics 2018-05-11 Sanghamitra Dutta , Gauri Joshi , Soumyadip Ghosh , Parijat Dube , Priya Nagpurkar

This article deals with the spatio-temporal sensors deployment in order to maximize detection probability of an intelligent and randomly moving target in an area under surveillance. Our work is based on the rare events simulation framework.…

Neural and Evolutionary Computing · Computer Science 2017-02-24 Chouchane Mathieu , Paris Sébastien , Le Gland François , Ouladsine Mustapha

This paper presents a scheme for efficient channel usage between simulator and accelerator where the accelerator models some RTL sub-blocks in the accelerator-based hardware/software co-simulation while the simulator runs transaction-level…

Performance · Computer Science 2011-11-09 Jae-Gon Lee , Moo-Kyoung Chung , Ki-Yong Ahn , Sang-Heon Lee , Chong-Min Kyung

A new approach to combinatorial optimization based on systematic move-class deflation is proposed. The algorithm combines heuristics of genetic algorithms and simulated annealing, and is mainly entropy-driven. It is tested on two problems…

Statistical Mechanics · Physics 2007-05-23 Reimer Kuehn , Yu-Cheng Lin , Gerhard Poeppel

Accurately simulating long-time dynamics of many-body systems is a challenge in both classical and quantum computing due to the accumulation of Trotter errors. While low-order Trotter-Suzuki decompositions are straightforward to implement,…

Quantum Physics · Physics 2026-01-27 Marko Maležič , Johann Ostmeyer

We present an experimental realization of a moving magnetic trap decelerator, where paramagnetic particles entrained in a cold supersonic beam are decelerated in a co-moving magnetic trap. Our method allows for an efficient slowing of both…

The ECME algorithm has proven to be an effective way of accelerating the EM algorithm for many problems. Recognising the limitation of using prefixed acceleration subspace in ECME, we propose the new Dynamic ECME (DECME) algorithm which…

Computation · Statistics 2010-04-06 Yunxiao He , Chuanhai Liu

A dynamical decoupling method is presented which is based on embedding a deterministic decoupling scheme into a stochastic one. This way it is possible to combine the advantages of both methods and to increase the suppression of undesired…

Quantum Physics · Physics 2007-05-23 Oliver Kern , Gernot Alber

We propose a scheme to squeeze mechanical motion and to entangle optical field with mechanical motion in an optomechanical system containing a parametric amplification. The scheme is based on optical bistability which emerges in the system…

Quantum Physics · Physics 2024-09-12 Souvik Agasti , P. Djorwé

We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…

Numerical Analysis · Mathematics 2020-02-11 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…

Systems and Control · Computer Science 2017-01-10 David D. Fan , Evangelos A. Theodorou

Two key synchronization paradigms for the construction of scalable concurrent data-structures are software combining and elimination. Elimination-based concurrent data-structures allow operations with reverse semantics (such as push and pop…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-07-01 Gal Bar-Nissan , Danny Hendler , Adi Suissa

The need for strategies able to accurately manipulate quantum dynamics is ubiquitous in quantum control and quantum information processing. We investigate two scenarios where randomized dynamical decoupling techniques become more…

Quantum Physics · Physics 2009-11-13 Lorenza Viola , Lea F. Santos

The state transition algorithm (STA), as an intelligent optimization method grounded in constructivist learning, has been demonstrated to be highly effective in solving complex optimization problems. However, the standard STA suffers from…

Optimization and Control · Mathematics 2026-04-30 Xiaojun Zhou , Chunhua Yang , Weihua Gui , Tingwen Huang