Related papers: Simulating Maxwell-Schr\"odinger Equations by High…
One way of improving the behavior of finite element schemes for classical, time-dependent Maxwell's equations, is to render them from their hyperbolic character to elliptic form. This paper is devoted to the study of the stabilized linear…
Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…
We study the problem of solving strongly convex and smooth unconstrained optimization problems using stochastic first-order algorithms. We devise a novel algorithm, referred to as Recursive One-Over-T SGD (ROOT-SGD), based on an easily…
Obtaining exact solutions to the Schr\"odinger equation in complex quantum systems poses significant challenges. In this context, numerical methods emerge as valuable tools for analyzing such systems. This article proposes a numerical…
Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…
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…
In recent papers the author introduced a simple alternative to isoparametric finite elements of the n-simplex type, to enhance the accuracy of approximations of second-order boundary value problems with Dirichlet conditions, posed in smooth…
In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value…
Solving the three-dimensional (3D) Bratu equation is highly challenging due to the presence of multiple and sharp solutions. Research on this equation began in the late 1990s, but there are no satisfactory results to date. To address this…
We propose and analyse a boundary-preserving numerical scheme for the weak approximation for some stochastic partial differential equations (SPDEs) with bounded state-space. We impose regularity assumptions on the drift and diffusion…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
The model problem of a plane angle for a second-order elliptic system subject to Dirichlet, mixed, and Neumann boundary conditions is analyzed. For each boundary condition, the existence of solutions of the form $r^\lambda v$ is reduced to…
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
An extremely fast time-harmonic finite element solver developed for the transmission analysis of photonic crystals was applied to mask simulation problems. The applicability was proven by examining a set of typical problems and by a…
The optimistic gradient method is useful in addressing minimax optimization problems. Motivated by the observation that the conventional stochastic version suffers from the need for a large batch size on the order of…
Absorbing boundary conditions are presented for three-dimensional time-dependent Schr\"odinger-type of equations as a means to reduce the cost of the quantum-mechanical calculations. The boundary condition is first derived from a…
Diffusion Schr\"odinger bridges (DSB) have recently emerged as a powerful framework for recovering stochastic dynamics via their marginal observations at different time points. Despite numerous successful applications, existing algorithms…
A new symbolic algorithmic implementation of the general scheme of the exponentially convergent functional-discrete (FD-) method is developed and justified for the Sturm-Liouville problem on a finite interval for the Schr\"odinger equation…
The discrete one-dimensional Schr\"odinger operator is studied in the finite interval of length $N=2 M$ with the Dirichlet boundary conditions and an arbitrary potential even with respect to the spacial reflections. It is shown, that the…
Nonadiabatic behavior of metastable systems modeled by anharmonic Hamiltonians is reproduced by the Fokker-Planck and imaginary time Schrodinger equation scheme with subsequent symplectic integration. Example solutions capture ergodicity…