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In this work, we present an efficient gradient projection method for solving a class of stochastic optimal control problem with expected integral state constraint. The first order optimality condition system consisting of forward-backward…

Optimization and Control · Mathematics 2024-12-24 Qiming Wang , Wenbin Liu

Recently, the application of machine learning models has gained momentum in natural sciences and engineering, which is a natural fit due to the abundance of data in these fields. However, the modeling of physical processes from simulation…

Machine Learning · Computer Science 2021-05-05 Andreas Mayr , Sebastian Lehner , Arno Mayrhofer , Christoph Kloss , Sepp Hochreiter , Johannes Brandstetter

Modeling the transport dynamics of natural processes from population-level observations is a ubiquitous problem in the natural sciences. Such models rely on key assumptions about the underlying process in order to enable faithful learning…

A new scheme that tightly couples kinetic turbulence codes across a spatial interface is introduced. This scheme evolves from considerations of competing strategies and down-selection. It is found that the use of a composite kinetic…

We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…

Statistical Mechanics · Physics 2014-05-06 Yueheng Lan , Erik Aurell

This paper proposes novel gradient-flow schemes that yield convergence to the optimal point of a convex optimization problem within a \textit{fixed} time from any given initial condition for unconstrained optimization, constrained…

Optimization and Control · Mathematics 2022-04-27 Kunal Garg , Dimitra Panagou

We present a proposal for calculating the running of the coupling constant of the $\mathrm{SU}(3)$ pure-gauge theory, which combines the Twisted Gradient Flow (TGF) renormalization scheme with Parallel Tempering on Boundary Conditions…

High Energy Physics - Lattice · Physics 2023-12-18 Claudio Bonanno , Jorge Luis Dasilva Golán , Massimo D'Elia , Margarita García Pérez , Andrea Giorgieri

Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…

Machine Learning · Statistics 2024-10-02 Qin Li , Maria Oprea , Li Wang , Yunan Yang

Using a finite volume Gradient Flow (GF) renormalization scheme with Schr\"odinger Functional (SF) boundary conditions, we compute the non-perturbative running coupling in the range $2.2 \lesssim {\bar g}_\mathrm{GF}^2(L) \lesssim 13$.…

High Energy Physics - Lattice · Physics 2017-02-01 Mattia Dalla Brida , Patrick Fritzsch , Tomasz Korzec , Alberto Ramos , Stefan Sint , Rainer Sommer

We suggest a global perspective on dynamic network flow problems that takes advantage of the similarities to port-Hamiltonian dynamics. Dynamic minimum cost flow problems are formulated as open-loop optimal control problems for general…

Optimization and Control · Mathematics 2023-09-06 Onur Tanil Doganay , Kathrin Klamroth , Bruno Lang , Michael Stiglmayr , Claudia Totzeck

Conventional mathematical models for simulating incompressible fluid flow problems are based on the Navier-Stokes equations expressed in terms of pressure and velocity. In this context, pressure-velocity coupling is a key issue, and…

Mathematical Physics · Physics 2025-06-06 Ricardo Costa , Stéphane Clain , Gaspar J. Machado , João M. Nóbrega

Predicting the spatiotemporal variation in streamflow along with uncertainty quantification enables decision-making for sustainable management of scarce water resources. Process-based hydrological models (aka physics-based models) are based…

In this paper, we exploit the gradient flow structure of continuous-time formulations of Bayesian inference in terms of their numerical time-stepping. We focus on two particular examples, namely, the continuous-time ensemble Kalman-Bucy…

Numerical Analysis · Mathematics 2019-06-24 Sahani Pathiraja , Sebastian Reich

Simulation-free methods for training continuous-time generative models construct probability paths that go between noise distributions and individual data samples. Recent works, such as Flow Matching, derived paths that are optimal for each…

In the domain of computer vision, optical flow stands as a cornerstone for unraveling dynamic visual scenes. However, the challenge of accurately estimating optical flow under conditions of large nonlinear motion patterns remains an open…

Computer Vision and Pattern Recognition · Computer Science 2024-10-15 Chanuka Algama , Kasun Amarasinghe

We consider a general optimal control problem in the setting of gradient flows. Two approximations of the problem are presented, both relying on the variational reformulation of gradient-flow dynamics via the Weighted-Energy-Dissipation…

Optimization and Control · Mathematics 2024-03-25 Takeshi Fukao , Ulisse Stefanelli , Riccardo Voso

In a real Hilbert space setting, we study the convergence properties of an inexact gradient algorithm featuring both viscous and Hessian driven damping for convex differentiable optimization. In this algorithm, the gradient evaluation can…

Optimization and Control · Mathematics 2025-09-25 Harsh Choudhary , Jalal Fadili , Vyachelav Kungurtsev

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

The implementation of reliable and efficient geometric algorithms is a challenging task. The reason is the following conflict: On the one hand, computing with rounded arithmetic may question the reliability of programs while, on the other…

Computational Geometry · Computer Science 2012-03-30 Ralf Osbild

We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…

Analysis of PDEs · Mathematics 2017-12-25 Daniel Matthes , Simon Plazotta