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In scientific computing, the acceleration of atomistic computer simulations by means of custom hardware is finding ever growing application. A major limitation, however, is that the high efficiency in terms of performance and low power…

Computational Physics · Physics 2020-04-29 Varadarajan Rengaraj , Michael Lass , Christian Plessl , Thomas D. Kühne

Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…

Information Theory · Computer Science 2017-03-06 Parisa Mansourifard , Tara Javidi , Bhaskar Krishnamachari

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Methodology · Statistics 2018-03-20 Longshaokan Wang , Eric B. Laber , Katie Witkiewitz

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

Dynamical Systems · Mathematics 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

Plastic deformation of most crystalline materials is due to the motion of lattice dislocations. Therefore, the simulation of the interaction and dynamics of these defects has become state-of-the-art method to study work hardening, size…

Materials Science · Physics 2020-10-02 Gábor Péterffy , Péter Dusán Ispánovity

Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics case that we proposed…

Statistical Mechanics · Physics 2018-03-20 Dezhang Li , Zifei Chen , Zhijun Zhang , Jian Liu

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…

Machine Learning · Computer Science 2025-05-26 Zhishuai Liu , Pan Xu

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

Euclidean Markov decision processes are a powerful tool for modeling control problems under uncertainty over continuous domains. Finite state imprecise, Markov decision processes can be used to approximate the behavior of these infinite…

Artificial Intelligence · Computer Science 2020-06-29 Manfred Jaeger , Giorgio Bacci , Giovanni Bacci , Kim Guldstrand Larsen , Peter Gjøl Jensen

We develop a conservative continuous-time stochastic control framework for treatment optimization from irregularly sampled patient trajectories. The unknown patient dynamics are modeled as a controlled stochastic differential equation with…

Machine Learning · Computer Science 2026-03-18 Nora Schneider , Georg Manten , Niki Kilbertus

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

An overview of advanced dynamical algorithms capable of spanning the widely disparate time scales that govern the decay of metastable phases in discrete spin models is presented. The algorithms discussed include constrained transfer-matrix,…

Materials Science · Physics 2015-06-25 M. A. Novotny

Biological and synthetic microswimmers display a wide range of swimming trajectories depending on driving forces and torques. In this paper we consider a simple overdamped model of self-propelled particles with a constant self-propulsion…

Statistical Mechanics · Physics 2021-05-26 Kristian Stølevik Olsen

The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…

Mathematical Physics · Physics 2012-12-03 Frank Noé , Feliks Nüske

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

The design space of discrete-space diffusion or flow generative models are significantly less well-understood than their continuous-space counterparts, with many works focusing only on a simple masked construction. In this work, we aim to…

In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…

Optimization and Control · Mathematics 2018-11-27 Georgios Kotsalis , Guanghui Lan

Active soft bodies can affect their shape through an internal actuation mechanism that induces a deformation. Similar to recent work, this paper utilizes a differentiable, quasi-static, and physics-based simulation layer to optimize for…

Computer Vision and Pattern Recognition · Computer Science 2024-01-29 Lingchen Yang , Byungsoo Kim , Gaspard Zoss , Baran Gözcü , Markus Gross , Barbara Solenthaler

Exact stochastic simulation of continuous-time Markov chains (CTMCs) is essential when discreteness and noise drive system behavior, but the hard categorical event selection in Gillespie-type algorithms blocks gradient-based learning. We…

Quantitative Methods · Quantitative Biology 2026-02-24 Jose M. G. Vilar , Leonor Saiz