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This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

Optimization and Control · Mathematics 2019-11-26 Kazuhide Okamoto , Panagiotis Tsiotras

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

We present a formulation of the multiconfigurational (MC) wave function symmetry-adapted perturbation theory (SAPT). The method is applicable to noncovalent interactions between monomers which require a multiconfigurational description, in…

Chemical Physics · Physics 2021-04-15 Michal Hapka , Michal Przybytek , Katarzyna Pernal

In this paper, we predict the covariance matrices of both the power spectrum and the bispectrum, including full non-Gaussian contributions, redshift space distortions, linear bias effects and shot-noise corrections, using perturbation…

Cosmology and Nongalactic Astrophysics · Physics 2020-07-15 Naonori S. Sugiyama , Shun Saito , Florian Beutler , Hee-Jong Seo

Stochastic computing (SC) is an emerging computing technique that promises high density, low power, and error tolerant solutions. In SC, values are encoded as unary bitstreams and SC arithmetic circuits operate on one or more bitstreams. In…

Signal Processing · Electrical Eng. & Systems 2018-03-14 Vincent T. Lee , Armin Alaghi , Luis Ceze

Energy efficiency and reliability have long been crucial factors for ensuring cost-effective and safe missions in autonomous systems computers. With the rapid evolution of industries such as space robotics and advanced air mobility, the…

Machine Learning · Computer Science 2023-07-18 Reza Ahmadvand , Sarah Safura Sharif , Yaser Mike Banad

The modified perturbation theory (MPT), based on direct expansion of probabilities instead of amplitudes, allows one to avoid divergences in the phase-space integrals resulting from production and decay of unstable particles. In the present…

High Energy Physics - Phenomenology · Physics 2009-11-07 M. L. Nekrasov

We introduce and analyze a parallel sequential Monte Carlo methodology for the numerical solution of optimization problems that involve the minimization of a cost function that consists of the sum of many individual components. The proposed…

Computation · Statistics 2022-01-04 Ömer Deniz Akyildiz , Dan Crisan , Joaquín Míguez

Accurate prediction of rarefied gas flows is important for space vehicle design, particularly in rarefied regimes where the Navier-Stokes equations are no more valid. While the direct simulation Monte Carlo (DSMC) method acts as a numerical…

Fluid Dynamics · Physics 2025-07-01 Joonbeom Kim , Eunji Jun

A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…

Optimization and Control · Mathematics 2026-03-17 Haoming Shen , Yang Zeng , Baoyu Zhou

A paramount goal in the field of nuclear physics is to unify ab-initio treatments of bound and unbound states. The position-space quantum Monte Carlo (QMC) methods have a long history of successful bound state calculations in light systems…

Nuclear Theory · Physics 2023-08-29 Abraham R. Flores , Kenneth M. Nollett

An algorithm$^{\ref{Fig1}}$ has been developed with the purpose of obtaining inverse potentials, where the Riccati-type non-linear differential equation, also called phase equation, has been kept in tandem with the Variational Monte Carlo…

Nuclear Theory · Physics 2024-04-09 Anil Khachi , Shikha Awasthi , Lalit Kumar , O. S. K. S Sastri

Many differentially private and classical non-private graph algorithms rely crucially on determining whether some property of each vertex meets a threshold. For example, for the $k$-core decomposition problem, the classic peeling algorithm…

Data Structures and Algorithms · Computer Science 2025-08-05 Laxman Dhulipala , Monika Henzinger , George Z. Li , Quanquan C. Liu , A. R. Sricharan , Leqi Zhu

A non-${\cal{PT}}$-symmetric Hamiltonian system of a Duffing oscillator coupled to an anti-damped oscillator with a variable angular frequency is shown to admit periodic solutions. The result implies that ${\cal{PT}}$-symmetry of a…

Chaotic Dynamics · Physics 2020-11-11 Pijush K. Ghosh , Puspendu Roy

This paper is concerned with the theoretical and computational development of a new class of nonlinear filtering algorithms called the optimal transport particle filters (OTPF). The algorithm is based on a recently introduced variational…

Optimization and Control · Mathematics 2023-04-04 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

We present a revision to the well known Stormer-Verlet algorithm for simulating second order differential equations. The revision addresses the inclusion of linear friction with associated stochastic noise, and we analytically demonstrate…

Statistical Mechanics · Physics 2013-06-25 Niels Grønbech-Jensen , Oded Farago

In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…

Numerical Analysis · Mathematics 2017-06-12 Sami Merhi , Ruochuan Zhang , Mark A. Iwen , Andrew Christlieb

Stochastic density functional theory (sDFT) is becoming a valuable tool for studying ground state properties of extended materials. The computational complexity of describing the Kohn-Sham orbitals is replaced by introducing a set of random…

Chemical Physics · Physics 2021-06-16 Ming Chen , Roi Baer , Daniel Neuhauser , Eran Rabani

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

Multi-configurational wave functions are known to describe electronic structure across a Born-Oppenheimer surface qualitatively correct. However, for quantitative reaction energies, dynamical correlation originating from the many…

Chemical Physics · Physics 2020-04-16 Christopher J. Stein , Markus Reiher
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