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We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

In this review article, we discuss connections between the physics of disordered systems, phase transitions in inference problems, and computational hardness. We introduce two models representing the behavior of glassy systems, the spiked…

Disordered Systems and Neural Networks · Physics 2022-12-07 David Gamarnik , Cristopher Moore , Lenka Zdeborová

We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized regularization schemes. Our analysis provide convergence…

Optimization and Control · Mathematics 2015-07-06 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

The sparse factorization of a large matrix is fundamental in modern statistical learning. In particular, the sparse singular value decomposition and its variants have been utilized in multivariate regression, factor analysis, biclustering,…

Machine Learning · Statistics 2020-03-19 Kun Chen , Ruipeng Dong , Wanwan Xu , Zemin Zheng

We study the dynamics of quantum statistical ensembles at first-order phase transition points of finite macroscopic systems. First, we show that at the first-order phase transition point of systems with an order parameter that does not…

Statistical Mechanics · Physics 2023-10-10 Yasushi Yoneta

Polynomial factorization in conventional sense is an ill-posed problem due to its discontinuity with respect to coefficient perturbations, making it a challenge for numerical computation using empirical data. As a regularization, this paper…

Numerical Analysis · Mathematics 2021-03-09 Wenyuan Wu , Zhonggang Zeng

Single file systems are simplified models to study effectively one-dimensional physical systems. Here we compute analytically the complete first exit time statistics for an ideal overdamped single file with absorbing boundary conditions.…

Statistical Mechanics · Physics 2022-05-06 Alessio Lapolla

Macroscopically populated quantum superpositions pose a question to what extent macroscopic world obeys quantum mechanical laws. Recently such superpositions for light, generated by optimal quantum cloner, were demonstrated. They are of…

Quantum Physics · Physics 2012-06-20 Adam Buraczewski , Magdalena Stobińska

Distribution networks with periodically repeating events often hold great promise to exploit economies of scale. Joint replenishment problems are a fundamental model in inventory management, manufacturing, and logistics that capture these…

Computational Complexity · Computer Science 2020-07-20 Andreas S. Schulz , Claudio Telha

New algorithms for prime factorization that outperform the existing ones or take advantage of particular properties of the prime factors can have a practical impact on present implementations of cryptographic algorithms that rely on the…

Cryptography and Security · Computer Science 2022-09-26 Alberto Montina , Stefan Wolf

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

The ground-state phase diagram of the asymmetric Hubbard model is studied in one and two dimensions by a well-controlled numerical method. The method allows to calculate directly the probabilities of particular phases in the approximate…

Strongly Correlated Electrons · Physics 2009-11-13 Pavol Farkasovsky

We study the computational complexity of a very basic problem, namely that of finding solutions to a very large set of random linear equations in a finite Galois Field modulo q. Using tools from statistical mechanics we are able to identify…

Statistical Mechanics · Physics 2009-11-07 A. Braunstein , M. Leone , F. Ricci-Tersenghi , R. Zecchina

The theory of stationary spatially localized patterns in dissipative systems driven by time-independent forcing is well developed. With time-periodic forcing related but time-dependent structures may result. These may consist of breathing…

Pattern Formation and Solitons · Physics 2016-04-29 Punit Gandhi , Edgar Knobloch , Cédric Beaume

In this work a state transformation is presented that transforms a given state-space system to a normal form related to mechanical systems. The underlying state-space system must meet certain requirements such that a transformation exist.…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Mayet Johannes , Kammermeier Benjamin

The following two decision problems capture the complexity of comparing integers or rationals that are succinctly represented in product-of-exponentials notation, or equivalently, via arithmetic circuits using only multiplication and…

Computational Complexity · Computer Science 2014-04-08 Kousha Etessami , Alistair Stewart , Mihalis Yannakakis

We present a systematic study of the nested sampling algorithm based on the example of the Potts model. This model, which exhibits a first order phase transition for $q>4$, exemplifies a generic numerical challenge in statistical physics:…

Computational Physics · Physics 2017-12-12 Manuel J. Pfeifenberger , Michael Rumetshofer , Wolfgang von der Linden

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

Positive-definite matrices materialize as state transition matrices of linear time-invariant gradient flows, and the composition of such materializes as the state transition after successive steps where the driving potential is suitably…

Optimization and Control · Mathematics 2026-01-12 Mahmoud Abdelgalil , Tryphon T. Georgiou

The famous, yet unsolved, Fermi-Hubbard model for strongly-correlated electronic systems is a prominent target for quantum computers. However, accurately representing the Fermi-Hubbard ground state for large instances may be beyond the…