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Inspired by random walk on graphs, diffusion map (DM) is a class of unsupervised machine learning that offers automatic identification of low-dimensional data structure hidden in a high-dimensional dataset. In recent years, among its many…

Quantum Physics · Physics 2021-11-24 Apimuk Sornsaeng , Ninnat Dangniam , Pantita Palittapongarnpim , Thiparat Chotibut

Investigating the behavior of noninteracting fermions subjected to local dephasing, we reveal that quasi-particle dephasing can induce superdiffusive transport. This superdiffusion arises from nodal points within the momentum distribution…

Statistical Mechanics · Physics 2023-12-18 Yu-Peng Wang , Chen Fang , Jie Ren

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic differential equations (SDEs) driven by…

Computational Finance · Quantitative Finance 2020-03-16 Fan Jiang , Xin Zang , Jingping Yang

This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…

Numerical Analysis · Mathematics 2022-02-09 Akihiko Takahashi , Yoshifumi Tsuchida , Toshihiro Yamada

The proper orthogonal decomposition (POD) -- a popular projection-based model order reduction (MOR) method -- may require significant model dimensionalities to successfully capture a nonlinear solution manifold resulting from a…

Computational Engineering, Finance, and Science · Computer Science 2024-08-23 Lisa Scheunemann , Erik Faust

We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…

Optimization and Control · Mathematics 2026-01-22 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders , Ahmed Attia

Efficiently solving large-scale optimal power flow (OPF) problems is challenging due to the high dimensionality and interconnectivity of modern power systems. Decomposition methods offer a promising solution via partitioning large problems…

Optimization and Control · Mathematics 2025-12-30 Mohannad Alkhraijah , Devon Sigler , Daniel K. Molzahn

The 3D quasi-static particle-in-cell (PIC) algorithm is a very efficient method for modeling short-pulse laser or relativistic charged particle beam-plasma interactions. In this algorithm, the plasma response to a non-evolving laser or…

Computational Physics · Physics 2021-02-03 Fei Li , Weiming An , Viktor K. Decyk , Xinlu Xu , Mark J. Hogan , Warren B. Mori

Deep learning-based reduced order models (DL-ROMs) have been recently proposed to overcome common limitations shared by conventional ROMs - built, e.g., exclusively through proper orthogonal decomposition (POD) - when applied to nonlinear…

Numerical Analysis · Mathematics 2022-01-26 Federico Fatone , Stefania Fresca , Andrea Manzoni

Solving stiff ordinary differential equations (StODEs) requires sophisticated numerical solvers, which are often computationally expensive. In general, traditional explicit time integration schemes with restricted time step sizes are not…

Machine Learning · Statistics 2025-11-20 William Cole Nockolds , C. G. Krishnanunni , Tan Bui-Thanh , Xianxhu Tang

In this paper, we propose two time-splitting finite element methods to solve the semiclassical nonlinear Schr\"odinger equation (NLSE) with random potentials. We then introduce the multiscale finite element method (MsFEM) to reduce the…

Numerical Analysis · Mathematics 2025-02-12 Panchi Li , Zhiwen Zhang

Optimal power flow (OPF) is considered for microgrids, with the objective of minimizing either the power distribution losses, or, the cost of power drawn from the substation and supplied by distributed generation (DG) units, while effecting…

Optimization and Control · Mathematics 2016-11-17 Emiliano Dall'Anese , Hao Zhu , Georgios B. Giannakis

We consider the semiclassical (zero-dispersion) limit of the one-dimensional focusing Nonlinear Schroedinger equation (NLS) with decaying potentials. If a potential is a simple rapidly oscillating wave (the period has the order of the…

Exactly Solvable and Integrable Systems · Physics 2009-09-18 M. Bertola , A. Tovbis

In this study, we present a non-intrusive reduced order modeling (ROM) framework for large-scale quasi-stationary systems. The framework proposed herein exploits the time series prediction capability of long short-term memory (LSTM)…

Computational Engineering, Finance, and Science · Computer Science 2019-11-20 Sk. Mashfiqur Rahman , Suraj Pawar , Omer San , Adil Rasheed , Traian Iliescu

Traditional linear subspace reduced order models (LS-ROMs) are able to accelerate physical simulations, in which the intrinsic solution space falls into a subspace with a small dimension, i.e., the solution space has a small Kolmogorov…

Numerical Analysis · Mathematics 2020-11-17 Youngkyu Kim , Youngsoo Choi , David Widemann , Tarek Zohdi

In this paper, we consider a power distribution system consisting of a straight feeder line. A nonlinear ordinary differential equation (ODE) model is used to describe the voltage distribution profile over the feeder line. At first, we show…

Systems and Control · Electrical Eng. & Systems 2022-12-21 Chiaki Kojima , Yuya Muto , Yoshihiko Susuki

Linear scaling methods provide total energy, but no energy levels and canonical wavefuctions. From the density matrix computed through the density matrix purification methods, we propose an order-N (O(N)) method for calculating both the…

Materials Science · Physics 2007-06-27 H. J. Xiang , Jinlong Yang , J. G. Hou , Qingshi Zhu

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

We address parameter estimation in second-order stochastic differential equations (SDEs), which are prevalent in physics, biology, and ecology. The second-order SDE is converted to a first-order system by introducing an auxiliary velocity…

Methodology · Statistics 2025-04-17 Predrag Pilipovic , Adeline Samson , Susanne Ditlevsen

This paper proposes a quasi-optimal power flow (OPF) algorithm for flexible DC traction power systems (TPSs). Near-optimal solutions can be solved with high computational efficiency by the proposed quasi-OPF. Unlike conventional OPF…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Zhanhe Li , Xiaoqian Li , Yingdong Wei , Chao Lu , Xuelian Bai
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