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This paper presents comparison of several stochastic optimization algorithms developed by authors in their previous works for the solution of some problems arising in Civil Engineering. The introduced optimization methods are: the integer…

Neural and Evolutionary Computing · Computer Science 2009-02-11 O. Hrstka , A. Kucerova , M. Leps , J. Zeman

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth

This paper deals with an improvement of the "a-priori stability bounds" on the variation of the action variables and on the stability time obtained from a given Birkhoff normal form around the elliptic equilibrium point of an Hamiltonian…

Dynamical Systems · Mathematics 2026-01-27 Massimiliano Guzzo , Chiara Caracciolo , Gabriella Pinzari

This paper proposes an algorithm that combines Fast Moving Horizon Parameter Estimation and Model Predictive Control subject to an observability constraint designed to ensure a lower bound on the performance of the parameter estimator.…

Optimization and Control · Mathematics 2023-03-27 Emilien Flayac , Girish Nair , Iman Shames

Ab initio atomic relaxations often take large numbers of steps and long times to converge. An atomic relaxation method based on on-the-flight force learning and a corresponding new curved line minimization algorithm is presented to…

Materials Science · Physics 2017-09-27 Zhanghui Chen , Linwang Wang , Jingbo Li , Shushen Li

When studying high-dimensional dynamical systems such as macromolecules, quantum systems and polymers, a prime concern is the identification of the most probable states and their stationary probabilities or free energies. Often, these…

Data Analysis, Statistics and Probability · Physics 2013-01-01 Hao Wu , Frank Noé

Quantum simulations of many-body systems offer novel methods for probing the dynamics of the Standard Model and its constituent gauge theories. Extracting low-energy predictions from such simulations rely on formulating…

Quantum Physics · Physics 2025-12-30 Henry Froland , Dorota M. Grabowska , Zhiyao Li

Temporal evolutions toward thermal equilibria are numerically investigated in a Hamiltonian system with many degrees of freedom which has second order phase transition. Relaxation processes are studied through local order parameter, and…

chao-dyn · Physics 2009-10-28 Yoshiyuki Y. Yamaguchi

We present a method to determine the equilibrium geometry of large atomistic systems with linear scaling. It is based on a separate treatment of long and short wavelength components of the forces. While the rapidly varying part is handled…

Materials Science · Physics 2009-11-07 Stefan Goedecker , Frederic Lancon , Thierry Deutsch

Semidiscretization in time is studied for a class of quasi-linear evolution equations in a framework due to Kato, which applies to symmetric first-order hyperbolic systems and to a variety of fluid and wave equations. In the regime where…

Numerical Analysis · Mathematics 2017-04-12 Balázs Kovács , Christian Lubich

The relaxation time approximation (RTA) is a well known method of describing the time evolution of a statistical ensemble by linking distributions of the variables of interest at different stages of their temporal evolution. We show that if…

Statistical Mechanics · Physics 2021-07-12 Grzegorz Wilk , Zbigniew Włodarczyk

We consider a nonlinear autonomous random dynamical system of $N$ degrees of freedom coupled by Gaussian random interactions and characterized by a continuous spectrum $n_{\mu}(\lambda)$ of real positive relaxation rates. Using Kac-Rice…

Statistical Mechanics · Physics 2022-04-11 Bertrand Lacroix-A-Chez-Toine , Yan V Fyodorov

Stochastic approximation (SA) is a fundamental iterative framework with broad applications in reinforcement learning and optimization. Classical analyses typically rely on martingale difference or Markov noise with bounded second moments,…

Machine Learning · Computer Science 2026-03-23 Siddharth Chandak , Anuj Yadav , Ayfer Ozgur , Nicholas Bambos

This paper generalizes the existing minimal model of the hypothalamic-pituitary-adrenal (HPA) axis in a realistic way, by including memory terms: distributed time delays, on one hand and fractional-order derivatives, on the other hand. The…

Dynamical Systems · Mathematics 2016-11-28 Eva Kaslik , Mihaela Neamtu

In a two-planet system, due to Sundman (1912) inequality, a topological boundary can forbid close encounters between the two planets for infinite time. A system is said Hill stable if it verifies this topological condition. Hill stability…

Earth and Planetary Astrophysics · Physics 2018-09-26 Antoine C. Petit , Jacques Laskar , Gwenaël Boué

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

Optimization and Control · Mathematics 2020-12-08 Raghu Pasupathy , Yongjia Song

We introduce the Stochastic Asynchronous Proximal Alternating Linearized Minimization (SAPALM) method, a block coordinate stochastic proximal-gradient method for solving nonconvex, nonsmooth optimization problems. SAPALM is the first…

Optimization and Control · Mathematics 2016-06-09 Damek Davis , Brent Edmunds , Madeleine Udell

In recent years, semidefinite relaxations of common optimization problems in robotics have attracted growing attention due to their ability to provide globally optimal solutions. In many cases, it was shown that specific handcrafted…

Robotics · Computer Science 2024-10-03 Frederike Dümbgen , Connor Holmes , Ben Agro , Timothy D. Barfoot

We propose a new metaheuristic training scheme that combines Stochastic Gradient Descent (SGD) and Discrete Optimization in an unconventional way. Our idea is to define a discrete neighborhood of the current SGD point containing a number of…

Machine Learning · Computer Science 2019-06-05 Matteo Fischetti , Matteo Stringher

In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…

Numerical Analysis · Mathematics 2013-08-05 Erik Burman