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In this paper, we present a unified computational method based on pseudospectral approximations for the design of optimal pulse sequences in open quantum systems. The proposed method transforms the problem of optimal pulse design, which is…

Chemical Physics · Physics 2009-08-17 Jr-Shin Li , Justin Ruths , Dionisis Stefanatos

This work considers the stability of nonlinear stochastic receding horizon control when the optimal controller is only computed approximately. A number of general classes of controller approximation error are analysed including…

Optimization and Control · Mathematics 2018-12-03 Francesco Bertoli , Adrian N. Bishop

We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…

Machine Learning · Computer Science 2025-06-24 Mengjian Hua , Eric Vanden-Eijnden , Ricky T. Q. Chen

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…

Materials Science · Physics 2015-05-13 Sander Pronk , Phillip L. Geissler

Adaptive Monte Carlo methods are recent variance reduction techniques. In this work, we propose a mathematical setting which greatly relaxes the assumptions needed by for the adaptive importance sampling techniques presented by Vazquez-Abad…

Computational Finance · Quantitative Finance 2011-04-28 Bernard Lapeyre , Jérôme Lelong

The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…

Probability · Mathematics 2015-10-28 Chii-Ruey Hwang , Raoul Normand , Sheng-Jhih Wu

We consider the problem of approximating the free energy density of a translation-invariant, one-dimensional quantum spin system with finite range. While the complexity of this problem is nontrivial due to its close connection to problems…

Quantum Physics · Physics 2024-08-05 Samuel O. Scalet

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

Optimization and Control · Mathematics 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

The focus of this article is studying an optimal control problem for branching diffusion processes. Initially, we introduce the problem in its strong formulation and expand it to include linearly growing drifts. Then, we present a relaxed…

Probability · Mathematics 2026-01-21 Antonio Ocello

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

Numerical Analysis · Mathematics 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

We present an \textit{ab initio} auxiliary field quantum Monte Carlo method for studying the electronic structure of molecules, solids, and model Hamiltonians at finite temperature. The algorithm marries the \textit{ab initio} phaseless…

Strongly Correlated Electrons · Physics 2018-11-13 Yuan Liu , Minsik Cho , Brenda Rubenstein

Inference-time controllable generation is essential for real-world applications of unconditional diffusion models. However, most existing techniques focus on individual samples, struggling in applications that require the sample population…

Machine Learning · Computer Science 2026-05-11 Hao Luan , See-Kiong Ng , Chun Kai Ling

This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic…

Computational Physics · Physics 2010-07-08 Molei Tao , Houman Owhadi , Jerrold E. Marsden

Simulating properties of quantum materials is one of the most promising applications of quantum computation, both near- and long-term. While real-time dynamics can be straightforwardly implemented, the finite temperature ensemble involves…

Quantum Physics · Physics 2023-11-06 Khaldoon Ghanem , Alexander Schuckert , Henrik Dreyer

Systems with many interacting stochastic constituents are fully characterized by their free energy. Computing this quantity is therefore the objective of various approaches, notably perturbative expansions, which are applied in problems…

Statistical Mechanics · Physics 2026-04-08 Tobias Kühn

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for…

Statistical Mechanics · Physics 2015-03-17 Zsolt Bertalan , Hidetoshi Nishimori , Henri Orland

The proposed method of the free energy calculation is based on the approximation of the energy distribution in the microcanonical ensemble by the Gaussian distribution. We hope that our approach will be effective for the systems with…

Disordered Systems and Neural Networks · Physics 2015-06-23 Boris Kryzhanovsky , Leonid Litinskii