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We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…

Quantum Physics · Physics 2009-11-10 J. Piilo , S. Maniscalco , A. Messina , F. Petruccione

Three approaches for adaptively tuning diagonal scale matrices for HMC are discussed and compared. The common practice of scaling according to estimated marginal standard deviations is taken as a benchmark. Scaling according to the mean…

Computation · Statistics 2024-03-13 Jimmy Huy Tran , Tore Selland Kleppe

This paper proposes model-based and model-free policy gradient methods (PGMs) for designing dynamic output feedback controllers for discrete-time partially observable systems. To fulfill this objective, we first show that any dynamic output…

Systems and Control · Electrical Eng. & Systems 2024-07-26 Tomonori Sadamoto , Takumi Hirai

Graphons, as limit objects of dense graph sequences, play a central role in the statistical analysis of network data. However, existing graphon estimation methods often struggle with scalability to large networks and resolution-independent…

Machine Learning · Computer Science 2025-06-05 Reza Ramezanpour , Victor M. Tenorio , Antonio G. Marques , Ashutosh Sabharwal , Santiago Segarra

When approximating the expectations of a functional of a solution to a stochastic differential equation, the numerical performance of deterministic quadrature methods, such as sparse grid quadrature and quasi-Monte Carlo (QMC) methods, may…

Computational Finance · Quantitative Finance 2022-11-24 Christian Bayer , Chiheb Ben Hammouda , Raúl Tempone

We propose a novel frequency control approach in between centralized and distributed architectures, that is a continuous-time feedback control version of the dual decomposition optimization method. Specifically, a convex combination of the…

Optimization and Control · Mathematics 2016-10-10 Florian Dörfler , Sergio Grammatico

This paper introduces some tools from graph theory and distributed consensus algorithms to construct an optimal, yet robust, hierarchical information sharing structure for large-scale decision making and control problems. The proposed…

Systems and Control · Computer Science 2012-08-16 Amir Noori

For paving the way to novel applications in quantum simulation, computation, and technology, increasingly large quantum systems have to be steered with high precision. It is a typical task amenable to numerical optimal control to turn the…

Enhancing existing transmission lines is a useful tool to combat transmission congestion and guarantee transmission security with increasing demand and boosting the renewable energy source. This study concerns the selection of lines whose…

Optimization and Control · Mathematics 2022-07-20 Jian Liu , Rui Bo , Siyuan Wang

We consider the problem of collaborative distributed estimation in a large scale sensor network with statistically dependent sensor observations. In collaborative setup, the aim is to maximize the overall estimation performance by modeling…

Signal Processing · Electrical Eng. & Systems 2022-03-21 Shan Zhang , Pranay Sharma , Baocheng Geng , Pramod K. Varshney

In this paper, we explain the reasons behind constraint interaction, which is the phenomenon that the results of testing equality constraints may depend heavily on the scaling method used. We find that the scaling methods interfere with the…

Methodology · Statistics 2018-05-01 Stefan Klößner , Eric Klopp

The optimal operation of electrical energy systems by solving a security constrained optimal power flow (SCOPF) problem is still a challenging research aspect. Especially, for conventional optimization methods like sequential quadratic…

Systems and Control · Electrical Eng. & Systems 2021-06-03 Marcel Sarstedt , Thomas Leveringhaus , Leonard Kluß , Lutz Hofmann

Method comparison studies are essential for development in medical and clinical fields. These studies often compare a cheaper, faster, or less invasive measuring method with a widely used one to see if they have sufficient agreement for…

Methodology · Statistics 2019-06-27 Wei Wang , Nan Lin , Jordan D. Oberhaus , Michael S. Avidan

The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, often called the \emph{Sinkhorn limit} of $A$. The main result in this paper…

Rings and Algebras · Mathematics 2019-10-01 Melvyn B. Nathanson

The problem of large scale multiple testing arises in many contexts, including testing for pairwise interaction among large numbers of neurons. With advances in technologies, it has become common to record from hundreds of neurons…

Computation · Statistics 2017-11-02 Bin Liu , Giuseppe Vinci , Adam C. Snyder , Robert E. Kass

This paper is concerned with an efficient numerical method for solving the 1D stationary Schr\"odinger equation in the highly oscillatory regime. Being a hybrid, analytical-numerical approach it does not have to resolve each oscillation, in…

Numerical Analysis · Mathematics 2021-08-06 Jannis Körner , Anton Arnold , Kirian Döpfner

In the context of mapping high-level algorithms to hardware, we consider the basic problem of generating an efficient hardware implementation of a single threaded program, in particular, that of an inner loop. We describe a control-flow…

Hardware Architecture · Computer Science 2014-11-05 Madhav Desai

A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…

Numerical Analysis · Mathematics 2023-09-29 Chongmin Song , Xiaoran Zhang , Sascha Eisenträger , Ankit Ankit

In this paper, we solve three important problems that are revealed, in particular, in matrix-manipulation algorithms. The principal novelty is introducing the concept of controlled measurement that solves the problem of small access…

Quantum Physics · Physics 2025-12-05 Edward B. Fel'dman , Alexander I. Zenchuk , Wentao Qi , Junde Wu

This paper studies the problem of frequency regulation in power grids, while maximizing the social welfare. Two price-based controllers are proposed; the first one an internal-model-based controller and the second one based on a continuous…

Optimization and Control · Mathematics 2015-09-25 Tjerk Stegink , Claudio De Persis , Arjan van der Schaft