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Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…

Machine Learning · Statistics 2020-12-21 Nicholas Krämer , Philipp Hennig

The paper is devoted to further development of the new approach in equilibrium statistical mechanics the basis of which was worked out in a series of articles by the author. The approach proceeds on the use of a hierarchy of equations for…

Quantum Physics · Physics 2008-10-17 V. A. Golovko

In this paper we consider a scenario where there are several algorithms for solving a given problem. Each algorithm is associated with a probability of success and a cost, and there is also a penalty for failing to solve the problem. The…

Data Structures and Algorithms · Computer Science 2020-08-11 Shlomo Moran , Irad Yavneh

Analyzing the properties of entanglement in many-particle spin-1/2 systems is generally difficult because the system's Hilbert space grows exponentially with the number of constituent particles, $N$. Fortunately, it is still possible to…

Quantum Physics · Physics 2007-05-23 John K. Stockton , JM Geremia , Andrew C. Doherty , Hideo Mabuchi

Large-scale simulations of the wave equation in electromagnetism, seismology, and acoustics, can be solved efficiently by finite difference methods. The accuracy of these numerical solutions usually depends on the minimization of…

Medical Physics · Physics 2021-06-23 Gianmarco Pinton

A multiscale optimization framework for problems over a space of Lipschitz continuous functions is developed. The method solves a coarse-grid discretization followed by linear interpolation to warm-start project gradient descent on…

Numerical Analysis · Mathematics 2026-03-05 Nicholas J. E. Richardson , Noah Marusenko , Michael P. Friedlander

This paper presents a new approach to statistical similarity assessment based on sequence alignment. The algorithm performs mutual matching of two random sequences by successively searching for common elements and by applying sequence…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Jakub Nikonowicz , Łukasz Matuszewski , Paweł Kubczak

We present a multiscale finite element method for a diffusion problem with rough and high contrast coefficients. The construction of the multiscale finite element space is based on the localized orthogonal decomposition methodology and it…

Numerical Analysis · Mathematics 2025-11-11 Susanne C. Brenner , José C. Garay , Li-yeng Sung

The iteration dynamics of the coupled cluster equations exhibits a synergistic relationship among the cluster amplitudes. The iteration scheme may be viewed as a multivariate discrete-time propagation of nonlinearly coupled equations, which…

Computational Physics · Physics 2021-09-16 Valay Agarawal , Samrendra Roy , Kapil K. Shrawankar , Mayank Ghogale , S Bharathi , Anchal Yadav , Rahul Maitra

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

This paper analyzes the structure of the set of nodal solutions of a class of one-dimensional superlinear indefinite boundary values problems with an indefinite weight functions in front of the spectral parameter. Quite astonishingly, the…

Analysis of PDEs · Mathematics 2020-05-21 Martin Fencl , Julián López-Gómez

In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…

Numerical Analysis · Mathematics 2026-01-26 Jakob S. Stokke , Kundan Kumar , Florin A. Radu

This paper deals with the problem of estimating the delays and amplitudes of a weighted superposition of pulses, called stream of pulses. This problem is motivated by a variety of applications, such as ultrasound and radar. This paper shows…

Information Theory · Computer Science 2015-06-10 Tamir Bendory

The problem of estimating the delays and amplitudes of a positive stream of pulses appears in many applications, such as single-molecule microscopy. This paper suggests estimating the delays and amplitudes using a convex program, which is…

Information Theory · Computer Science 2017-01-11 Tamir Bendory

Conventional weak-coupling perturbation theory suffers from problems that arise from resonant coupling of successive orders in the perturbation series. Multiple-scale perturbation theory avoids such problems by implicitly performing an…

High Energy Physics - Theory · Physics 2009-10-30 Carl M. Bender , Luis M. A. Bettencourt

A common problem in the optimization of structures is the handling of uncertainties in the parameters. If the parameters appear in the constraints, the uncertainties can lead to an infinite number of constraints. Usually the constraints…

Optimization and Control · Mathematics 2012-05-01 Daniel P. Mohr , Ina Stein , Thomas Matzies , Christina A. Knapek

We consider adaptive finite element methods for solving a multiscale system consisting of a macroscale model comprising a system of reaction-diffusion partial differential equations coupled to a microscale model comprising a system of…

Numerical Analysis · Mathematics 2015-06-22 A. Johansson , J. H. Chaudry , V. Carey , D. Estep , V. Ginting , M. Larson , S. Tavener

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

We discuss in detail a recently proposed hybrid particle-continuum scheme for complex fluids and evaluate it at the example of a confined homopolymer solution in slit geometry. The hybrid scheme treats polymer chains near the impenetrable…

Soft Condensed Matter · Physics 2016-10-28 Shuanhu Qi , Hans Behringer , Thorsten Raasch , Friederike Schmid

Complementarity problems often permit distinct solutions, a fact of major significance in optimization, game theory and other fields. In this paper, we develop a numerical technique for computing multiple isolated solutions of…

Optimization and Control · Mathematics 2015-10-09 Matteo Croci , Patrick E. Farrell