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The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…

Optimization and Control · Mathematics 2011-12-06 Li Chen , Jianhui Huang

This work aims to introduce a heuristic timestep-adaptive algorithm for Computational Fluid Dynamics (CFD) and Fluid-Structure Interaction (FSI) problems where the flow is dominated by the pressure. In such scenarios, many time-adaptive…

Numerical Analysis · Mathematics 2024-07-02 Ivan Prusak , Davide Torlo , Monica Nonino , Gianluigi Rozza

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

We construct a kinetic model for matter-radiation interactions whose hydrodynamic gradient expansion can be computed analytically up to infinite order in derivatives, in the fully nonlinear regime, and for arbitrary flows. The frequency…

Nuclear Theory · Physics 2024-07-18 Lorenzo Gavassino

Recent FDA guidance on adaptive clinical trial designs defines bias as "a systematic tendency for the estimate of treatment effect to deviate from its true value", and states that it is desirable to obtain and report estimates of treatment…

How much free energy is irreversibly lost during a thermodynamic process? For deterministic protocols, lower bounds on energy dissipation arise from the thermodynamic friction associated with pushing a system out of equilibrium in finite…

Statistical Mechanics · Physics 2021-03-26 Samuel J. Bryant , Benjamin B. Machta

We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped…

Mathematical Physics · Physics 2017-07-06 Alessandra Iacobucci , Stefano Olla , Gabriel Stoltz

This report presents adaptive artificial compression methods in which the time-step and artificial compression parameter $\varepsilon $ are independently adapted. The resulting algorithms are supported by analysis and numerical tests. The…

Numerical Analysis · Mathematics 2019-07-22 William Layton , Michael McLaughlin

This paper focuses on an adaptive and fault-tolerant vision-guided robotic system that enables to choose the most appropriate control action if partial or complete failure of the vision system in the short term occurs. Moreover, the…

Robotics · Computer Science 2022-09-07 Farhad Aghili

Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…

Probability · Mathematics 2023-08-17 B. D. Goddard , M. Ottobre , K. J. Painter , I. Souttar

The time-dependent barrier passage of an anomalous damping system is studied via the generalized Langevin equation (GLE) with non-Ohmic memory damping friction tensor and corresponding thermal colored noise tensor describing a particle…

Statistical Mechanics · Physics 2015-05-13 Chun-Yang Wang

A new upscaling procedure that provides 1D representations of 2D mixing-limited reactive transport systems is developed and applied. A key complication with upscaled models in this setting is that the procedure must differentiate between…

Fluid Dynamics · Physics 2022-10-05 Ricardo H. Deucher , Louis J. Durlofsky

Machine learned force fields typically require manual construction of training sets consisting of thousands of first principles calculations, which can result in low training efficiency and unpredictable errors when applied to structures…

Computational Physics · Physics 2019-11-21 Jonathan Vandermause , Steven B. Torrisi , Simon Batzner , Yu Xie , Lixin Sun , Alexie M. Kolpak , Boris Kozinsky

In this paper we present an algorithm which allows single-stage direct Langevin dynamics simulations of transitions over arbitrary high energy barriers employing the concept of the energy-dependent temperature (EDT). In our algorithm,…

Statistical Mechanics · Physics 2021-12-22 Dmitry Berkov , Elena K. Semenova , Natalia L. Gorn

This paper explores adaptive variance reduction methods for stochastic optimization based on the STORM technique. Existing adaptive extensions of STORM rely on strong assumptions like bounded gradients and bounded function values, or suffer…

Optimization and Control · Mathematics 2024-10-24 Wei Jiang , Sifan Yang , Yibo Wang , Lijun Zhang

We propose a general framework to study transformations that drive an underdamped Brownian particle in contact with a thermal bath from an equilibrium state to a new one in an arbitrarily short time. To this end, we make use of a time and…

Statistical Mechanics · Physics 2019-01-21 Marie Chupeau , Sergio Ciliberto , David Guéry-Odelin , Emmanuel Trizac

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

We consider a self-avoiding walk model of polymer adsorption where the adsorbed polymer can be desorbed by the application of a force. In this paper the force is applied normal to the surface at the last vertex of the walk. We prove that…

Mathematical Physics · Physics 2015-06-16 E. J. Janse van Rensburg , S. G. Whittington

The modified Method of Successive Approximations (MSA) is an iterative scheme for approximating solutions to stochastic control problems in continuous time based on Pontryagin Optimality Principle which, starting with an initial open loop…

Optimization and Control · Mathematics 2023-10-10 Deven Sethi , David Šiška

In this paper, we establish the ordinary differential equation (ODE) that underlies the training dynamics of Model-Agnostic Meta-Learning (MAML). Our continuous-time limit view of the process eliminates the influence of the manually chosen…

Machine Learning · Statistics 2020-07-09 Ruitu Xu , Lin Chen , Amin Karbasi