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Robust Markov Decision Processes (MDPs) are a powerful framework for modeling sequential decision-making problems with model uncertainty. This paper proposes the first first-order framework for solving robust MDPs. Our algorithm interleaves…

Optimization and Control · Mathematics 2021-01-18 Julien Grand-Clément , Christian Kroer

We analyze in some detail a recently proposed transfer matrix mean field approximation which yields the exact critical point for several two dimensional nearest neighbor Ising models. For the square lattice model we show explicitly that…

Condensed Matter · Physics 2009-10-22 A. Pelizzola , A. Stella

This work extends the concepts of algebraic flux correction and convex limiting to continuous high-order Bernstein finite element discretizations of scalar hyperbolic problems. Using an array of adjustable diffusive fluxes, the standard…

Numerical Analysis · Mathematics 2020-04-22 Dmitri Kuzmin , Manuel Quezada de Luna

For Ising spin models which bear the spin-ice type macroscopic (quasi-)degeneracy, conventional classical Monte Carlo (MC) simulation using single spin flips suffers from dynamical freezing at low temperatures ($T$). A similar difficulty is…

Statistical Mechanics · Physics 2011-07-27 Hiroshi Shinaoka

Exponential families are widely used in machine learning, including many distributions in continuous and discrete domains (e.g., Gaussian, Dirichlet, Poisson, and categorical distributions via the softmax transformation). Distributions in…

We consider the problem of computing expectation values of local functions under the Gibbs distribution of a spin system. In particular, we study two families of linear programming hierarchies for this problem. The first hierarchy imposes…

Optimization and Control · Mathematics 2026-01-19 Hamza Fawzi , Omar Fawzi

In recent years, a method for computing spin dynamics at infinite temperature (spinDMFT) was developed. It utilizes the ideas of dynamical mean-field theory for fermions: single-site approximation and a self-consistency condition to…

Strongly Correlated Electrons · Physics 2026-04-24 Przemysław Bieniek , Timo Gräßer , Götz S. Uhrig

We present a comprehensive new global QCD analysis of polarized inclusive deep-inelastic scattering, including the latest high-precision data on longitudinal and transverse polarization asymmetries from Jefferson Lab and elsewhere. The…

High Energy Physics - Phenomenology · Physics 2016-04-13 Nobuo Sato , W. Melnitchouk , S. E. Kuhn , J. J. Ethier , A. Accardi

Spin models like the Heisenberg Hamiltonian effectively describe the interactions of open-shell transition-metal ions on a lattice and can account for various properties of magnetic solids and molecules. Numerical methods are usually…

Strongly Correlated Electrons · Physics 2025-06-24 Shadan Ghassemi Tabrizi , Thomas D. Kühne

Transfer-matrix methods are used to study the probability distributions of spin-spin correlation functions $G$ in the two-dimensional random-field Ising model, on long strips of width $L = 3 - 15$ sites, for binary field distributions at…

Statistical Mechanics · Physics 2009-10-31 S. L. A. de Queiroz , R. B. Stinchcombe

The local distributions of the one-dimensional dilute annealed Ising model with charged impurities are studied. Explicit expressions are obtained for the pair distribution functions and correlation lengths, and their low-temperature…

Statistical Mechanics · Physics 2020-08-26 Yu. D. Panov

This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…

Probability · Mathematics 2013-09-24 Carl Lindberg , Holger Rootzén

Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…

Probability · Mathematics 2023-12-06 Lukas Herrmann , Annika Lang , Christoph Schwab

An approximate numerical approach to spin models is proposed, in which the original lattice is transformed into a tree. This method is applied to the Edwards-Anderson spin glass model in two and three dimensions. It captures the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Naoki Kawashima

An interaction-round-a-face density-matrix renormalization-group (IRF-DMRG) method is developed for higher integer spin chain models which are rotational invariant. The expressions of the IRF weights associated with the nearest-neighbor…

Statistical Mechanics · Physics 2007-05-23 Tatsuaki Wada

We introduce a new algorithm for approximate inference that combines reparametrization, Markov chain Monte Carlo and variational methods. We construct a very flexible implicit variational distribution synthesized by an arbitrary Markov…

Machine Learning · Statistics 2017-08-07 Michalis K. Titsias

This paper introduces discrete-holomorphic Perfectly Matched Layers (PMLs) specifically designed for high-order finite difference (FD) discretizations of the scalar wave equation. In contrast to standard PDE-based PMLs, the proposed method…

Numerical Analysis · Mathematics 2024-05-30 Vicente A. Hojas , Carlos Pérez-Arancibia , Manuel A. Sánchez

We study algorithmic applications of a natural discretization for the hard-sphere model and the Widom-Rowlinson model in a region $\mathbb{V}\subset\mathbb{R}^d$. These models are used in statistical physics to describe mixtures of one or…

Data Structures and Algorithms · Computer Science 2022-02-17 Tobias Friedrich , Andreas Göbel , Maximilian Katzmann , Martin S. Krejca , Marcus Pappik

The discrete unitary (reversible) analogues of the continuous (irreversible) tent maps are numerically investigated, in particular, the lengths probability distribution of their periodic orbits. It is found that its density can be well…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

In many frustrated Ising models, a single-spin flip dynamics is frozen out at low temperatures compared to the dominant interaction energy scale because of the discrete "multiple valley" structure of degenerate ground-state manifold. This…

Statistical Mechanics · Physics 2010-10-20 Hiroshi Shinaoka , Yukitoshi Motome