English
Related papers

Related papers: Effective Approximation for a Stochastic System wi…

200 papers

This article describes a method for constructing approximations to periodic solutions of dynamic Lorenz system with classical values of the system parameters. The author obtained a system of nonlinear algebraic equations in general form…

Numerical Analysis · Mathematics 2021-02-10 Alexander N. Pchelintsev

A stabilized version of the fundamental solution method to catch ill-conditioning effects is investigated with focus on the computation of complex-valued elastic interior transmission eigenvalues in two dimensions for homogeneous and…

Numerical Analysis · Mathematics 2019-09-06 Andreas Kleefeld , Lukas Pieronek

The study of effective potential for the scalar Lee-Wick pseudo-electrodynamics in one-loop is presented in this letter. The planar and non-local Lee-Wick pseudo-electrodynamics is so coupled to a complex scalar field sector in 1+2…

High Energy Physics - Theory · Physics 2025-08-26 M. J. Neves

The stochastic limit approximation method for ``rapid'' decay is presented, where the damping rate \gamma is comparable to the system frequency \Omega, i.e., \gamma \sim \Omega, whereas the usual stochastic limit approximation is applied…

Quantum Physics · Physics 2016-09-08 Gen Kimura , Kazuya Yuasa , Kentaro Imafuku

The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of…

Probability · Mathematics 2007-05-23 D. Blömker , M. Romito , R. Tribe

This paper is concerned with the proof of existence and numerical approximation of large-data global-in-time Young measure solutions to initial-boundary-value problems for multidimensional nonlinear parabolic systems of forward-backward…

Numerical Analysis · Mathematics 2019-02-28 Miles Caddick , Endre Süli

A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…

Optimization and Control · Mathematics 2024-10-08 Albert S. Berahas , Miaolan Xie , Baoyu Zhou

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

The method of self-similar factor approximants is shown to be very convenient for solving different evolution equations and boundary-value problems typical of physical applications. The method is general and simple, being a straightforward…

Mathematical Physics · Physics 2009-11-13 E. P. Yukalova , V. I. Yukalov , S. Gluzman

We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…

Numerical Analysis · Mathematics 2016-08-29 Eric Joseph Hall

In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…

Numerical Analysis · Mathematics 2024-06-25 Qinian Jin , Yanjun Liu

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

Methodology · Statistics 2017-01-13 Victor M. -H. Ong , David J. Nott , Michael S. Smith

Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…

Probability · Mathematics 2014-01-10 Romuald Elie , Idris Kharroubi

We generalize stochastic resonance to the nonadiabatic limit by treating the double-well potential using two quadratic potentials. We use a singular perturbation method to determine an approximate analytical solution for the probability…

Statistical Mechanics · Physics 2022-01-31 W. Moon , L. T. Giorgini , J. S. Wettlaufer

Optical computing often employs tailor-made hardware to implement specific algorithms, trading generality for improved performance in key aspects like speed and power efficiency. An important computing approach that is still missing its…

This paper shows how to build a formal analytical solution for a differential equation of arbitrary order and with variable coefficients. It proofs that the most known approximated solutions for such a problem can be derived from the…

Classical Analysis and ODEs · Mathematics 2015-05-26 Mauro Bologna

This paper presents a quadratic approximation for the optimal power flow in power distributions systems. The proposed approach is based on a linearized load flow which is valid for power distribution systems including three-phase unbalanced…

Optimization and Control · Mathematics 2016-10-05 Alejandro Garces

With reference to a baseline parametrization, we explore highly efficient fractional factorial designs for inference on the main effects and, perhaps, some interactions. Our tools include approximate theory together with certain carefully…

Statistics Theory · Mathematics 2014-05-14 Rahul Mukerjee , S. Huda

The optimized effective potential method is formulated as a convex minimization problem. This formulation does not require assumptions about $v$-representability nor functional differentiability. The formulation provides a natural framework…

Chemical Physics · Physics 2022-02-01 Erik I. Tellgren , Andre Laestadius , Markus Penz

We derive exact expressions for effective elastodynamic properties of two-phase composites in the long-wavelength (quasistatic) regime via homogenized constitutive relations that are local in space. This is accomplished by extending the…

Materials Science · Physics 2021-01-01 J. Kim , S. Torquato