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The Stochastic Liouville-von Neumann equation provides an exact numerical simulation strategy for quantum systems interacting with Gaussian reservoirs [J.T. Stockburger & H. Grabert, PRL 88, 170407 (2002)]. Its scaling with the extension of…

Statistical Mechanics · Physics 2019-09-04 Konstantin Schmitz , Jürgen T. Stockburger

The success of symplectic integrators for Hamiltonian ODEs has led to a decades-long program of research seeking analogously structure-preserving numerical methods for Hamiltonian PDEs. In this paper, we construct a large class of such…

Numerical Analysis · Mathematics 2026-01-05 Ari Stern , Enrico Zampa

We propose a novel quantum Monte Carlo method in configuration space, which stochastically samples the contribution from a large secondary space to the effective Hamiltonian in the energy dependent partitioning of L\"owdin. The method…

Chemical Physics · Physics 2015-06-15 Seiichiro Ten-no

In this paper, we present a novel strategy to systematically construct linearly implicit energy-preserving schemes with arbitrary order of accuracy for Hamiltonian PDEs. Such novel strategy is based on the newly developed exponential scalar…

Numerical Analysis · Mathematics 2023-07-27 Yonghui Bo , Yushun Wang , Wenjun Cai

Modeling and predicting the dynamics of complex multiscale systems remains a significant challenge due to their inherent nonlinearities and sensitivity to initial conditions, as well as limitations of traditional machine learning methods…

Machine Learning · Computer Science 2025-10-23 Elias Al Ghazal , Jad Mounayer , Beatriz Moya , Sebastian Rodriguez , Chady Ghnatios , Francisco Chinesta

The problem of constructing data-based, predictive, reduced models for the Kuramoto-Sivashinsky equation is considered, under circumstances where one has observation data only for a small subset of the dynamical variables. Accurate…

Numerical Analysis · Mathematics 2016-08-11 Fei Lu , Kevin Lin , Alexandre J. Chorin

Learning representation from relative similarity comparisons, often called ordinal embedding, gains rising attention in recent years. Most of the existing methods are batch methods designed mainly based on the convex optimization, say, the…

Machine Learning · Statistics 2018-02-01 Ke Ma , Jinshan Zeng , Jiechao Xiong , Qianqian Xu , Xiaochun Cao , Wei Liu , Yuan Yao

We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We…

Numerical Analysis · Mathematics 2020-02-14 Xiaocheng Shang , Hans Christian Öttinger

We present a structure-preserving scheme based on a recently-proposed mixed formulation for incompressible hyperelasticity formulated in principal stretches. Although there exist Hamiltonians introduced for quasi-incompressible…

Numerical Analysis · Mathematics 2023-06-28 Jiashen Guan , Hongyan Yuan , Ju Liu

We introduce a physically relevant stochastic representation of the rotating shallow water equations. The derivation relies mainly on a stochastic transport principle and on a decomposition of the fluid flow into a large-scale component and…

Fluid Dynamics · Physics 2022-01-05 Rüdiger Brecht , Long Li , Werner Bauer , Etienne Mémin

A general method for deriving closed reduced models of Hamiltonian dynamical systems is developed using techniques from optimization and statistical estimation. As in standard projection operator methods, a set of resolved variables is…

Mathematical Physics · Physics 2015-10-05 Bruce Turkington

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable…

Numerical Analysis · Mathematics 2018-04-13 Ferran Vidal-Codina , Ngoc-Cuong Nguyen , Mike B. Giles , Jaime Peraire

We develop a numerical method for solving the acoustic wave equation in covariant form on staggered curvilinear grids in an energy conserving manner. The use of a covariant basis decomposition leads to a rotationally invariant scheme that…

Numerical Analysis · Mathematics 2020-04-22 Ossian O'Reilly , N. Anders Petersson

The projection formalism for calculating effective Hamiltonians and resonances is generalized to the nonlocal and/or nonhermitian case, so that it is applicable to the reduction of relativistic systems (Bethe-Salpeter equations), and to…

High Energy Physics - Theory · Physics 2007-05-23 Arnold Neumaier

A structure-preserving kernel ridge regression method is presented that allows the recovery of nonlinear Hamiltonian functions out of datasets made of noisy observations of Hamiltonian vector fields. The method proposes a closed-form…

Machine Learning · Statistics 2025-04-07 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

This work concerns control-oriented and structure-preserving learning of low-dimensional approximations of high-dimensional physical systems, with a focus on mechanical systems. We investigate the integration of neural autoencoders in model…

Machine Learning · Computer Science 2023-12-12 Marco Lepri , Davide Bacciu , Cosimo Della Santina

Hamiltonian Monte Carlo is typically based on the assumption of an underlying canonical symplectic structure. Numerical integrators designed for the canonical structure are incompatible with motion generated by non-canonical dynamics. These…

Machine Learning · Statistics 2020-08-20 James A. Brofos , Roy R. Lederman

A multigrid method for the Stokes system discretized with an Hdiv-conforming discontinuous Galerkin method is presented. It acts on the combined velocity and pressure spaces and thus does not need a Schur complement approximation. The…

Numerical Analysis · Mathematics 2016-02-22 Guido Kanschat , Youli Mao

We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

Numerical Analysis · Mathematics 2021-06-08 Xiaocheng Shang

Gradient normalization and soft clipping are two popular techniques for tackling instability issues and improving convergence of stochastic gradient descent (SGD) with momentum. In this article, we study these types of methods through the…

Optimization and Control · Mathematics 2025-07-01 Måns Williamson , Tony Stillfjord