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Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…

Optimization and Control · Mathematics 2021-04-29 Guilherme França , Michael I. Jordan , René Vidal

A systematic procedure for deriving the master equation of a dissipative system is reported in the framework of stochastic description. For the Caldeira-Leggett model of the harmonic-oscillator bath, a detailed and elementary derivation of…

Quantum Physics · Physics 2015-05-30 Haifeng Li , Jiushu Shao , Shikuan Wang

The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…

Quantum Physics · Physics 2016-09-08 L. Accardi , S. V. Kozyrev , I. V. Volovich

This study investigates the efficiency and reliability of the modified Shardlow's (M-Shardlow) method for dissipative particle dynamics (DPD). We show that the M-Shardlow method in which for its construction, the second order velocity…

Numerical Analysis · Mathematics 2025-03-25 Abdolreza Amiri

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

Numerical Analysis · Mathematics 2025-02-11 Zhengyang Lei , Sihong Shao , Yunfeng Xiong

The solidification behavior of liquid metal in a container under rapid cooling process is one of the major concerns to be analyzed. In order to analyze its fundamental behavior, a three- dimensional (3D) fluid dynamics simulation was…

Fluid Dynamics · Physics 2013-09-18 Raden Ahnaf Faqih S , Christian Fredy Naa

A simple pseudo-Hamiltonian formulation is proposed for the linear inhomogeneous systems of ODEs. In contrast to the usual Hamiltonian mechanics, our approach is based on the use of non-stationary Poisson brackets, i.e. corresponding…

Quantum Physics · Physics 2009-11-11 V. G. Kupriyanov , S. L. Lyakhovich , A. A. Sharapov

We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts…

Optimization and Control · Mathematics 2025-12-08 Julia Ackermann , Thomas Kruse , Stefan Tappe

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…

Probability · Mathematics 2018-02-20 Vincent Lemaire

To capture specific characteristics of non-Newtonian fluids, during the past years fractional constitutive models have become increasingly popular. These models are able to capture in a simple and compact way the complex behaviour of…

Fluid Dynamics · Physics 2023-11-23 Luca Santelli , Adolfo Vazquez-Quesada , Marco Ellero

We present a revision to the well known Stormer-Verlet algorithm for simulating second order differential equations. The revision addresses the inclusion of linear friction with associated stochastic noise, and we analytically demonstrate…

Statistical Mechanics · Physics 2013-06-25 Niels Grønbech-Jensen , Oded Farago

Recent years have seen great progress in quantum computing, providing opportunities to overcome computational bottlenecks in many scientific applications. In particular, the intersection of computational fluid dynamics (CFD) and quantum…

Quantum Physics · Physics 2025-09-26 R. Au-Yeung , V. M. Kendon , S. J. Lind

The dissipation and decoherence (for example, the effects of noise in quantum computations), interaction with thermostat or in general with physical vacuum, measurement and many other complicated problems of open quantum systems are a…

Mathematical Physics · Physics 2007-05-23 Ashot S. Gevorkyan

An implicit variable-step BDF2 scheme is established for solving the space fractional Cahn-Hilliard equation, involving the fractional Laplacian, derived from a gradient flow in the negative order Sobolev space $H^{-\alpha}$,…

Numerical Analysis · Mathematics 2023-06-26 Xuan Zhao , Zhongqin Xue

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

Isothermal and adiabatic shocks, which are produced from fast expansion of the gas, is simulated with smoothed particle hydrodynamics (SPH). The results are compared with the analytic solutions. The algorithm of the program is explained and…

Astrophysics · Physics 2007-05-23 Mohsen Nejad-Asghar

High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…

Numerical Analysis · Mathematics 2023-07-10 Jan S. Hesthaven , Cecilia Pagliantini , Nicolò Ripamonti

The axisymmetric form of the hydrodynamic equations within the smoothed particle hydrodynamics (SPH) formalism is presented and checked using idealized scenarios taken from astrophysics (free fall collapse, implosion and further pulsation…

Astrophysics · Physics 2009-11-13 D. Garcia-Senz , A. Relano , R. M. Cabezon , E. Bravo

Simulation of quantum chemistry is expected to be a principal application of quantum computing. In quantum simulation, a complicated Hamiltonian describing the dynamics of a quantum system is decomposed into its constituent terms, where the…

Quantum Physics · Physics 2020-03-04 Yingkai Ouyang , David R. White , Earl T. Campbell

The use of dissipative particle dynamics (DPD) simulation to study the rheology of fluids under shear has always been of great interest to the research community. Despite being a powerful tool, a limitation of DPD is the need to use high…

Fluid Dynamics · Physics 2025-10-31 Francesco De Roma , Luca Maffioli , Edward R. Smith , Antonio Buffo