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We propose a novel Galerkin discretization scheme for stochastic optimal control problems on an indefinite time horizon. The control problems are linear-quadratic in the controls, but possibly nonlinear in the state variables, and the…

Optimization and Control · Mathematics 2013-10-01 Ralf Banisch , Carsten Hartmann

Solving the reactive low-Mach Navier-Stokes equations with high-order adaptive methods in time is still a challenging problem, in particular due to the handling of the algebraic variables involved in the mass constraint. We focus on the…

Analysis of PDEs · Mathematics 2025-10-02 Laurent François , Joël Dupays , Dmitry Davidenko , Marc Massot

We study the long-term behavior of the two-thinning variant of the classical balls-and-bins model. In this model, an overseer is provided with uniform random allocation of $m$ balls into $n$ bins in an on-line fashion. For each ball, the…

Probability · Mathematics 2024-03-11 Ohad N. Feldheim , Ori Gurel-Gurevich , Jiange Li

In this paper, we present the first known example of a locally checkable labeling problem (LCL) that admits asymptotic distributed quantum advantage in the LOCAL model of distributed computing: our problem can be solved in $O(\log n)$…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-08 Alkida Balliu , Filippo Casagrande , Francesco d'Amore , Massimo Equi , Barbara Keller , Henrik Lievonen , Dennis Olivetti , Gustav Schmid , Jukka Suomela

We prove that for all integers $2\leq m\leq d-1$, there exists doubling measures on $\mathbb{R}^d$ with full support that are $m$-rectifiable and purely $(m-1)$-unrectifiable in the sense of Federer (i.e. without assuming…

Metric Geometry · Mathematics 2025-05-09 Matthew Badger , Raanan Schul

Von Neumann projections are the main operations by which information can be extracted from the quantum to the classical realm. They are however static processes that do not adapt to the states they measure. Advances in the field of adaptive…

Quantum Physics · Physics 2015-10-28 Amine Laghaout , Ulrik L. Andersen

A field theory with generalized statistics in one space dimension is introduced. The statistics enters the scene through the coupling of the matter fields to a statistical gauge field, as it happens in the Chern-Simons theory in two…

Condensed Matter · Physics 2009-10-28 Silvio J. Rabello

We present a space-time continuous-Galerkin finite element method for solving incompressible Navier-Stokes equations. To ensure stability of the discrete variational problem, we apply ideas from the variational multi-scale method. The…

Numerical Analysis · Mathematics 2024-11-25 Biswajit Khara , Robert Dyja , Kumar Saurabh , Anupam Sharma , Baskar Ganapathysubramanian

We investigate several computational problems related to the stochastic convex hull (SCH). Given a stochastic dataset consisting of $n$ points in $\mathbb{R}^d$ each of which has an existence probability, a SCH refers to the convex hull of…

Computational Geometry · Computer Science 2017-05-02 Jie Xue , Yuan Li , Ravi Janardan

Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…

Numerical Analysis · Mathematics 2021-11-23 Alex Viguerie , Silvia Bertoluzza , Alessandro Veneziani , Ferdinando Auricchio

We study the quantization of Chern-Simons theory with group $G$ coupled to dynamical sources. We first study the dynamics of Chern-Simons sources in the Hamiltonian framework. The gauge group of this system is reduced to the Cartan subgroup…

High Energy Physics - Theory · Physics 2007-05-23 E. Buffenoir , Ph. Roche

Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalisation constants requires summation over large or possibly infinite sets, which can be impractical. This paper…

Methodology · Statistics 2023-09-04 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates

We study the surface growth generated by the random deposition of particles of different sizes. A model is proposed where the particles are aggregated on an initially flat surface, giving rise to a rough interface and a porous bulk. By…

Statistical Mechanics · Physics 2010-03-19 F. L. Forgerini , W. Figueiredo

This paper discusses the theory and numerical method of two-scale analysis for the multiscale Landau-Lifshitz-Gilbert equation in composite ferromagnetic materials. The novelty of this work can be summarized in three aspects: Firstly, the…

Numerical Analysis · Mathematics 2024-03-25 Xiaofei Guan , Hang Qi , Zhiwei Sun

We study the problem of quantifying how far an empirical distribution deviates from Gaussianity under the framework of optimal transport. By exploiting the cone geometry of the relative translation invariant quadratic Wasserstein space, we…

Machine Learning · Computer Science 2026-02-02 Binshuai Wang , Peng Wei

We analyze the problem of identifying large cliques in graphs that are affected by adversarial uncertainty. More specifically, we consider a new formulation, namely the adversarial maximum clique problem, which extends the classical…

Optimization and Control · Mathematics 2026-01-12 Immanuel Bomze , Chiara Faccio , Francesco Rinaldi , Giovanni Spisso

We introduce and study a discrete multi-period extension of the classical knapsack problem, dubbed generalized incremental knapsack. In this setting, we are given a set of $n$ items, each associated with a non-negative weight, and $T$ time…

Data Structures and Algorithms · Computer Science 2020-09-16 Yuri Faenza , Danny Segev , Lingyi Zhang

The number partitioning problem consists of partitioning a sequence of positive numbers ${a_1,a_2,..., a_N}$ into two disjoint sets, ${\cal A}$ and ${\cal B}$, such that the absolute value of the difference of the sums of $a_j$ over the two…

Statistical Mechanics · Physics 2009-10-31 F. F. Ferreira , J. F. Fontanari

We derive a framework to compute optimal controls for problems with states in the space of probability measures. Since many optimal control problems constrained by a system of ordinary differential equations (ODE) modelling interacting…

Optimization and Control · Mathematics 2020-09-23 Martin Burger , René Pinnau , Claudia Totzeck , Oliver Tse

This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…

Analysis of PDEs · Mathematics 2023-02-06 M. Ogren
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