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Two-stage stochastic programming is a popular framework for optimization under uncertainty, where decision variables are split between first-stage decisions, and second-stage (or recourse) decisions, with the latter being adjusted after…

Optimization and Control · Mathematics 2024-03-19 Antonio Alcántara , Carlos Ruiz , Calvin Tsay

Stochastic modeling of transcription is a classic yet long-standing problem in theoretical biophysics. The lack of unified results and a computationally efficient approach for a general, fine-grained transcription model has confined…

Biological Physics · Physics 2025-11-17 Yuntao Lu , Yunxin Zhang

Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…

Statistical Mechanics · Physics 2025-03-18 Tommer D. Keidar , Ofir Blumer , Barak Hirshberg , Shlomi Reuveni

With an ever-expanding ecosystem of noisy and intermediate-scale quantum devices, exploring their possible applications is a rapidly growing field of quantum information science. In this work, we demonstrate that variational quantum…

Quantum Physics · Physics 2021-07-16 Johannes Jakob Meyer , Johannes Borregaard , Jens Eisert

We study a stochastic variant of monotone submodular maximization problem as follows. We are given a monotone submodular function as an objective function and a feasible domain defined on a finite set, and our goal is to find a feasible…

Data Structures and Algorithms · Computer Science 2020-06-29 Takanori Maehara , Yutaro Yamaguchi

Variational quantum algorithms are ubiquitous in applications of noisy intermediate-scale quantum computers. Due to the structure of conventional parametrized quantum gates, the evaluated functions typically are finite Fourier series of the…

Quantum Physics · Physics 2022-04-20 David Wierichs , Josh Izaac , Cody Wang , Cedric Yen-Yu Lin

In this article, we discuss the stability of soft quasicrystalline phases in a coupled-mode Swift-Hohenberg model for three-component systems, where the characteristic length scales are governed by the positive-definite gradient terms.…

Soft Condensed Matter · Physics 2016-04-20 Kai Jiang , Jiajun Tong , Pingwen Zhang

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…

Dynamical Systems · Mathematics 2025-01-22 Mickaël D. Chekroun , Jeroen S. W. Lamb , Christian J. Pangerl , Martin Rasmussen

Fractal and fractal-rate stochastic point processes (FSPPs and FRSPPs) provide useful models for describing a broad range of diverse phenomena, including electron transport in amorphous semiconductors, computer-network traffic, and…

We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…

Signal Processing · Electrical Eng. & Systems 2024-02-02 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

A general class of stochastic gene expression models with self regulation is considered. One or more genes randomly switch between regulatory states, each having a different mRNA transcription rate. The gene or genes are self regulating…

Molecular Networks · Quantitative Biology 2014-12-30 Jay Newby

Dynamical systems with binary-valued observations are widely used in information industry, technology of biological pharmacy and other fields. Though there have been much efforts devoted to the identification of such systems, most of the…

Systems and Control · Electrical Eng. & Systems 2021-07-09 Lantian Zhang , Yanlong Zhao , Lei Guo

Despite the importance of a thermodynamically stable structure with a conserved fold for protein function, almost all evolutionary models neglect site-site correlations that arise from physical interactions between neighboring amino acid…

Populations and Evolution · Quantitative Biology 2013-12-04 Andrew J. Bordner , Hans D. Mittelmann

We propose a new monotonically convergent algorithm which can enforce spectral constraints on the control field (and extends to arbitrary filters). The procedure differs from standard algorithms in that at each iteration the control field…

Quantum Physics · Physics 2015-05-13 M. Lapert , R. Tehini , G. Turinici , D. Sugny

We shed new light on the \textit{smoothness} of optimization problems arising in prediction error parameter estimation of linear and nonlinear systems. We show that for regions of the parameter space where the model is not contractive, the…

Systems and Control · Computer Science 2020-08-10 Antônio H. Ribeiro , Koen Tiels , Jack Umenberger , Thomas B. Schön , Luis A. Aguirre

This paper studies sensitivity analysis of Stochastic Frontier Models. We elaborate relaxations of the baseline assumptions in the Stochastic Frontier Models and characterize the identified set under this relaxations. Furthermore, we derive…

Econometrics · Economics 2026-04-30 Santiago Acerenza , Francisco Rosas

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…

Optimization and Control · Mathematics 2017-05-23 Xiao Wang , Shiqian Ma , Donald Goldfarb , Wei Liu

Elastic network models, simple structure-based representations of biomolecules where atoms interact via short-range harmonic potentials, provide great insight into a molecule's internal dynamics and mechanical properties at extremely low…

Soft Condensed Matter · Physics 2018-12-12 Patrick Diggins , Changjiang Liu , Markus Deserno , Raffaello Potestio

We propose a novel method for refining force-field parameters of protein systems. In this method, the agreement of the secondary-structure stability and instability between the protein conformations obtained by experiments and those…

Biological Physics · Physics 2013-01-08 Yoshitake Sakae , Yuko Okamoto