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In this article we consider an optimization problem where the objective function is evaluated at the fixed-point of a contraction mapping parameterized by a control variable, and optimization takes place over this control variable. Since…

Optimization and Control · Mathematics 2020-05-04 Thomas Flynn

The input to the stochastic orienteering problem consists of a budget $B$ and metric $(V,d)$ where each vertex $v$ has a job with deterministic reward and random processing time (drawn from a known distribution). The processing times are…

Data Structures and Algorithms · Computer Science 2014-05-12 Nikhil Bansal , Viswanath Nagarajan

In real-world robotics applications, accurate models of robot dynamics are critical for safe and stable control in rapidly changing operational conditions. This motivates the use of machine learning techniques to approximate robot dynamics…

Robotics · Computer Science 2022-01-13 Thai Duong , Nikolay Atanasov

We propose an open-boundary molecular dynamics method in which an atomistic system is in contact with an infinite particle reservoir at constant temperature, volume and chemical potential. In practice, following the Hamiltonian adaptive…

Statistical Mechanics · Physics 2020-06-24 Maziar Heidari , Kurt Kremer , Ramin Golestanian , Raffaello Potestio , Robinson Cortes-Huerto

We present effective a priori adaptive numerical methods for estimating the blow-up time for solutions of autonomous ODEs. The novelty of our approach is to base our adaptive steps on the sensitivity of an auxiliary hitting time. We provide…

Numerical Analysis · Mathematics 2026-03-16 Håkon Hoel , Johannes Vincent Meo

We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…

Soft Condensed Matter · Physics 2019-09-04 Hidde Derk Vuijk , Joseph Michael Brader , Abhinav Sharma

We consider an adaptive finite element method with arbitrary but fixed polynomial degree $p \ge 1$, where adaptivity is driven by an edge-based residual error estimator. Based on the modified maximum criterion from [Diening et al, Found.…

Numerical Analysis · Mathematics 2021-01-29 Michael Innerberger , Dirk Praetorius

In this work we consider the unbiased estimation of expectations w.r.t.~probability measures that have non-negative Lebesgue density, and which are known point-wise up-to a normalizing constant. We focus upon developing an unbiased method…

Computation · Statistics 2023-08-17 Hamza Ruzayqat , Neil K. Chada , Ajay Jasra

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

The present paper proposes an adaptive biasing potential for the computation of free energy landscapes. It is motivated by statistical learning arguments and unifies the tasks of biasing the molecular dynamics to escape free energy wells…

Mathematical Physics · Physics 2018-03-05 I. Bilionis , P. S. Koutsourelakis

Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…

Numerical Analysis · Mathematics 2018-09-28 Yuhan Ding , Fred J. Hickernell , Lluís Antoni Jiménez Rugama

We consider how an (almost) optimal parameter adaptation process for an adaptive DE might behave, and compare the behavior and performance of this approximately optimal process to that of existing, adaptive mechanisms for DE. An optimal…

Neural and Evolutionary Computing · Computer Science 2020-10-05 Ryoji Tanabe , Alex Fukunaga

In a Hilbert setting, for convex differentiable optimization, we develop a general framework for adaptive accelerated gradient methods. They are based on damped inertial dynamics where the coefficients are designed in a closed-loop way.…

Optimization and Control · Mathematics 2025-01-28 Hedy Attouch , Radu Ioan Bot , Dang-Khoa Nguyen

Predicting the binding affinity between small molecules and target macromolecules while combining both speed and accuracy, is a cornerstone of modern computational drug discovery which is critical for accelerating therapeutic development.…

We provide a framework to analyze the convergence of discretized kinetic Langevin dynamics for $M$-$\nabla$Lipschitz, $m$-convex potentials. Our approach gives convergence rates of $\mathcal{O}(m/M)$, with explicit stepsize restrictions,…

Numerical Analysis · Mathematics 2024-05-24 Benedict Leimkuhler , Daniel Paulin , Peter A. Whalley

Simulations with an adaptive time-dependent bias, such as metadynamics, enable an efficient exploration of the conformational space of a system. However, the dynamic information of the system is altered by the bias. With infrequent…

This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…

Numerical Analysis · Mathematics 2023-09-22 G. Baxevani , V. Harmandaris , E. Kalligiannaki , I. Tsantili

We discuss how the first order Langevin equation for the overdamped dynamics of an interacting system has a natural time reversal of simple but surprising form, with consequences for correlation functions. This leads to the correlation of…

Statistical Mechanics · Physics 2021-06-28 Robin C. Ball , Oliver T. Dyer

We shall establish the convergence of an adaptive conforming finite element method for the reconstruction of the distributed flux in a diffusion system. The adaptive method is based on a posteriori error estimators for the distributed flux,…

Numerical Analysis · Mathematics 2013-09-10 Yifeng Xu , Jun Zou

Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…

Numerical Analysis · Mathematics 2025-02-10 Tony Lelièvre , Grigorios A. Pavliotis , Geneviève Robin , Régis Santet , Gabriel Stoltz