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Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…
A linear-quadratic optimal control problem for a forward stochastic Volterra integral equation (FSVIE, for short) is considered. Under the usual convexity conditions, open-loop optimal control exists, which can be characterized by the…
Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…
The generalized eigenvalue (GE) problems are of particular importance in various areas of science engineering and machine learning. We present a variational quantum algorithm for finding the desired generalized eigenvalue of the GE problem,…
Quantum chemistry and materials is one of the most promising applications of quantum computing. Yet much work is still to be done in matching industry-relevant problems in these areas with quantum algorithms that can solve them. Most…
Variational quantum eigensolvers (VQEs) are one of the most important and effective applications of quantum computing, especially in the current noisy intermediate-scale quantum (NISQ) era. There are mainly two ways for VQEs:…
We consider the classic stochastic linear quadratic regulator (LQR) problem under an infinite horizon average stage cost. By leveraging recent policy gradient methods from reinforcement learning, we obtain a first-order method that finds a…
We study state-feedback design for continuous-time LTI systems with a control input and an external input-output pair. Our objective is to determine feedback gains that render the closed-loop system (strictly) passive with respect to the…
Current dense symmetric eigenvalue (EIG) and singular value decomposition (SVD) implementations may suffer from the lack of concurrency during the tridiagonal and bidiagonal reductions, respectively. This performance bottleneck is typical…
We present a quantum computing formulation to address a challenging problem in the development of probabilistic learning on manifolds (PLoM). It involves solving the spectral problem of the high-dimensional Fokker-Planck (FKP) operator,…
In this article we propose a new adaptive numerical quadrature procedure which includes both local subdivision of the integration domain, as well as local variation of the number of quadrature points employed on each subinterval. In this…
This paper considers links between the original risk-sensitive performance criterion for quantum control systems and its recent quadratic-exponential counterpart. We discuss a connection between the minimization of these cost functionals…
We consider the approximation of eigenvalue problems for elasticity equations with interface. This kind of problems can be efficiently discretized by using immersed finite element method (IFEM) based on Crouzeix-Raviart P1-nonconforming…
It is hoped that quantum computers will offer advantages over classical computers for combinatorial optimization. Here, we introduce a feedback-based strategy for quantum optimization, where the results of qubit measurements are used to…
Eigenvalue analysis is widely used for linear instability analysis in both external and internal aerodynamics. It typically involves finding the steady state, linearizing around it to obtain the Jacobian, and then solving for its…
A non-linear conjugate gradient optimization scheme is used to obtain excitation energies within the Random Phase Approximation (RPA). The solutions to the RPA eigenvalue equation are located through a variational characterization using a…
We propose an adaptive random quantum algorithm to obtain an optimized eigensolver. Specifically, we introduce a general method to parametrize and optimize the probability density function of a random number generator, which is the core of…
Quantum variational algorithms have garnered significant interest recently, due to their feasibility of being implemented and tested on noisy intermediate scale quantum (NISQ) devices. We examine the robustness of the quantum approximate…
In this thesis, attention is paid to small experimental testbed applications with respect to the quantum phase estimation algorithm, the core approach for finding energy eigenvalues. An iterative scheme for quantum phase estimation (IPEA)…
The integration of distributed energy resources, particularly photovoltaic (PV) systems and electric vehicles (EVs), introduces significant uncertainty and complexity into modern energy systems. This paper explores a novel approach to…