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The use of high-power industrial equipment, such as large-scale mixing equipment or a hydrocyclone for separation of particles in liquid suspension, demands careful monitoring to ensure correct operation. The fundamental task of…

Applications · Statistics 2018-12-20 Chris. J. Oates , Jon Cockayne , Robert G. Aykroyd , Mark Girolami

We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is…

Computational Finance · Quantitative Finance 2014-02-04 Fabian Dickmann , Nikolaus Schweizer

We made a comparative analysis of numerical methods for multidimensional optimization. The main parameter is a number of computations of the test function to reach necessary accuracy, as it is computationally "slow". For complex functions,…

Instrumentation and Methods for Astrophysics · Physics 2013-10-09 Ivan L. Andronov , Maria G. Tkachenko

This paper describes a new method for reducing the error in a classifier. It uses an error correction update that includes the very simple rule of either adding or subtracting the error adjustment, based on whether the variable value is…

Artificial Intelligence · Computer Science 2018-03-02 Kieran Greer

To simulate bosons on a qubit- or qudit-based quantum computer, one has to regularize the theory by truncating infinite-dimensional local Hilbert spaces to finite dimensions. In the search for practical quantum applications, it is important…

Quantum Physics · Physics 2024-04-03 Masanori Hanada , Junyu Liu , Enrico Rinaldi , Masaki Tezuka

The assessment of reactive power demand plays an instrumental role in power system planning. This paper presents a methodology for calculating reactive power demand based on a two-step approach. Unlike existing methodologies in the…

Systems and Control · Electrical Eng. & Systems 2026-04-29 Hassan Abouelgheit , Hendrik Lens

Using Suzuki-Trotter decompositions of exponential operators we describe new algorithms for the numerical integration of the equations of motion for classical spin systems. These techniques conserve spin length exactly and, in special…

Statistical Mechanics · Physics 2015-06-25 D. P. Landau , Shan-Ho Tsai , M. Krech , Alex Bunker

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…

Numerical Analysis · Mathematics 2021-05-28 Boris N. Khoromskij , Britta Schmitt , Volker Schulz

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

The advantages of using Multi-Step corrections for simulations of lattice gauge theories with dynamical fermions will be discussed. This technique is suited for algorithms based on the Multi-Boson representation of the dynamical fermions as…

High Energy Physics - Lattice · Physics 2008-11-26 Enno E. Scholz , Istvan Montvay

This paper describes a method for computing price signals for prosumers, incentivizing them to adjust their consumption according to the constraints of the distribution grids to which they are connected, thereby preventing voltage…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Plouton Grammatikos , Ali Mohamed Ali , Fabrizio Sossan

Neural dynamical systems are dynamical systems that are described at least in part by neural networks. The class of continuous-time neural dynamical systems must, however, be numerically integrated for simulation and learning. Here, we…

Machine Learning · Computer Science 2019-11-26 Margaret Trautner , Sai Ravela

In this work we present a novel technique, based on a trust-region optimization algorithm and second-order trajectory sensitivities, to compute the extreme trajectories of power system dynamic simulations given a bounded set that represents…

Optimization and Control · Mathematics 2022-02-10 Daniel Adrian Maldonado , Emil Constantinescu , Hong Zhang , Vishwas Rao , Mihai Anitescu

This paper presents a novel implicit scheme for the constraint resolution in real-time finite element simulations in the presence of contact and friction. Instead of using the standard motion correction scheme, we propose an iterative…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-13 Ziqiu Zeng , Hadrien Courtecuisse

We propose a variational symplectic numerical method for the time integration of dynamical systems issued from the least action principle. We assume a quadratic internal interpolation of the state and we approximate the action in a small…

Numerical Analysis · Mathematics 2024-06-25 François Dubois , Juan Antonio Rojas-Quintero

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

Trotterization is the most common and convenient approximation method for Hamiltonian simulations on digital quantum computers, but estimating its error accurately is computationally difficult for large quantum systems. Here, we develop a…

Quantum Physics · Physics 2024-09-19 Tatsuhiko N. Ikeda , Hideki Kono , Keisuke Fujii

We introduce a new dynamical system, at the interface between second-order dynamics with inertia and Newton's method. This system extends the class of inertial Newton-like dynamics by featuring a time-dependent parameter in front of the…

Optimization and Control · Mathematics 2024-02-13 Camille Castera , Hedy Attouch , Jalal Fadili , Peter Ochs

In this paper, we present a provably correct controller synthesis approach for switched stochastic control systems with metric temporal logic (MTL) specifications with provable probabilistic guarantees. We first present the stochastic…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Zhe Xu , Yichen Zhang

Power system dynamic state estimation is essential to monitoring and controlling power system stability. Kalman filtering approaches are predominant in estimation of synchronous machine dynamic states (i.e. rotor angle and rotor speed).…

Systems and Control · Computer Science 2017-02-03 Shahrokh Akhlaghi , Ning Zhou
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