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The policy gradient theorem is defined based on an objective with respect to the initial distribution over states. In the discounted case, this results in policies that are optimal for one distribution over initial states, but may not be…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Pierre-Luc Bacon , Doina Precup

A novel fifth-order compact gas-kinetic scheme is developed for high-resolution simulation of compressible flows on structured meshes. Its accuracy relies on a new multidimensional fifth-order compact reconstruction that uses line-averaged…

Numerical Analysis · Mathematics 2025-08-13 Yaqing Yang , Fengxiang Zhao , Kun Xu

Particle-In-Cell codes are widely used for plasma physics simulations. It is often the case that particles within a computational cell need to be split to improve the statistics or, in the case of non-uniform meshes, to avoid the…

Computational Physics · Physics 2021-04-22 Roch Smets , Nicolas Aunais , ANdrea Ciardi , Matthieu Drouin , Martin Campos-Pino , Philip Deegan

We develop a mathematical and numerical framework to solve state estimation problems for applications that present variations in the shape of the spatial domain. This situation arises typically in a biomedical context where inverse problems…

Numerical Analysis · Mathematics 2023-03-14 Felipe Galarce , Damiano Lombardi , Olga Mula

The Finite State Projection (FSP) method approximates the Chemical Master Equation (CME) by restricting the dynamics to a finite subset of the (typically infinite) state space, enabling direct numerical solution with computable error…

Computational Engineering, Finance, and Science · Computer Science 2026-05-26 Aditya Dendukuri , Shivkumar Chandrasekaran , Linda Petzold

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…

Numerical Analysis · Mathematics 2019-04-22 Marianne Bessemoulin-Chatard , Francis Filbet

Recent contributions in the field of quantum state tomography have shown that, despite the exponential growth of Hilbert space with the number of subsystems, tomography of one-dimensional quantum systems may still be performed efficiently…

Quantum Physics · Physics 2013-07-19 Tillmann Baumgratz , David Gross , Marcus Cramer , Martin B. Plenio

We present a graph-based numerical method for solving hyperbolic systems of conservation laws using discontinuous finite elements. This work fills important gaps in the theory as well as practice of graph-based schemes. In particular, four…

Numerical Analysis · Mathematics 2025-05-21 Martin Kronbichler , Matthias Maier , Ignacio Tomas

The definition of metastable states is an ubiquitous task in the design and analysis of molecular simulations, and is a crucial input in a variety of acceleration methods for the sampling of long configurational trajectories. Although…

Computational Physics · Physics 2026-04-16 Noé Blassel , Tony Lelièvre , Gabriel Stoltz

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

This paper studies finite volume schemes for scalar hyperbolic conservation laws on evolving hypersurfaces of $\mathbb{R}^3$. We compare theoretical schemes assuming knowledge of all geometric quantities to (practical) schemes defined on…

Numerical Analysis · Mathematics 2014-11-13 Jan Giesselmann , Thomas Müller

High-order reconstruction schemes for the solution of hyperbolic conservation laws in orthogonal curvilinear coordinates are revised in the finite volume approach. The formulation employs a piecewise polynomial approximation to the…

Computational Physics · Physics 2015-06-19 A. Mignone

We present a new high-order finite volume reconstruction method for hyperbolic conservation laws. The method is based on a piecewise cubic polynomial which provides its solutions a fifth-order accuracy in space. The spatially reconstructed…

Computational Physics · Physics 2017-05-24 Dongwook Lee , Hugues Faller , Adam Reyes

In the present work, a high order finite element type residual distribution scheme is designed in the framework of multidimensional compressible Euler equations of gas dynamics. The strengths of the proposed approximation rely on the…

Numerical Analysis · Mathematics 2023-01-16 Remi Abgrall , Paola Bacigaluppi , Tokareva Svetlana

Power System State Estimation (PSSE) has been a research area of interest for power engineers for a long period of time. Due to the intermittent nature of renewable energy sources, which are applied in the power network more than before,…

Systems and Control · Electrical Eng. & Systems 2021-01-08 Sajjad Asefi , Sergei Parsegov , Elena Gryazina

Shallow water moment equations are reduced-order models for free-surface flows that allow to represent vertical variations of the velocity profile at the expense of additional evolution equations for a number of additional variables, so…

Numerical Analysis · Mathematics 2025-07-02 Mirco Ciallella , Julian Koellermeier

Sufficiently accurate finite state models, also called symbolic models or discrete abstractions, allow one to apply fully automated methods, originally developed for purely discrete systems, to formally reason about continuous and hybrid…

Optimization and Control · Mathematics 2011-11-03 Gunther Reißig

In this work, we propose a subsystem decomposition approach and a distributed estimation scheme for a class of implicit two-time-scale nonlinear systems. Taking the advantage of the two-time-scale separation, these processes are decomposed…

Systems and Control · Electrical Eng. & Systems 2021-10-05 Sarupa Debnath , Soumya Ranjan Sahoo , Benjamin Decardi-Nelson , Jinfeng Liu

We construct high order symmetric volume-preserving methods for the relativistic dynamics of a charged particle by the splitting technique with processing. Via expanding the phase space to include time $t$, we give a more general…

Computational Physics · Physics 2016-10-12 Yang He , Yajuan Sun , Ruili Zhang , Yulei Wang , Jian Liu , Hong Qin