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The Random Batch Method (RBM) is an effective technique to reduce the computational complexity when solving certain stochastic differential problems (SDEs) involving interacting particles. It can transform the computational complexity from…

Numerical Analysis · Mathematics 2024-12-23 Yanshun Zhao , Jingrun Chen , Zhiwen Zhang

Optimization of quadratic functions and the quotient of those are relevant in subspace and iterative optimization methods. In this paper, the calculation of the generalized operator norm and extremal generalized Rayleigh quotient is…

Optimization and Control · Mathematics 2026-04-30 Jonas Bresch

The low frequency quantum transport properties of a three-probe mesoscopic conductor are studied using B\"uttiker's AC transport formalism. The static transmission coefficients and emittance matrix of the system were computed by explicitly…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Qingrong Zheng , Jian Wang , Hong Guo

Quantum optimization has emerged as a promising frontier of quantum computing, providing novel numerical approaches to mathematical optimization problems. The main goal of this paper is to facilitate interdisciplinary research between the…

Optimization and Control · Mathematics 2025-09-05 Alexey Bochkarev , Raoul Heese , Sven Jäger , Philine Schiewe , Anita Schöbel

We present a scalable algorithm for solving the transport equation in two and three spatial dimensions for variable grid sizes and discrete velocities on a fault-tolerant universal quantum computer. As a proof of concept of our quantum…

Quantum Physics · Physics 2025-01-22 Merel A. Schalkers , Matthias Möller

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…

Optimization and Control · Mathematics 2017-05-23 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

We propose semidefinite trajectory optimization (STROM), a framework that computes fast and certifiably optimal solutions for nonconvex trajectory optimization problems defined by polynomial objectives and constraints. STROM employs sparse…

Optimization and Control · Mathematics 2024-09-04 Shucheng Kang , Xiaoyang Xu , Jay Sarva , Ling Liang , Heng Yang

We develop the semiclassical method of complex trajectories in application to chaotic dynamical tunneling. First, we suggest a systematic numerical technique for obtaining complex tunneling trajectories by the gradual deformation of the…

Chaotic Dynamics · Physics 2008-11-26 D. G. Levkov , A. G. Panin , S. M. Sibiryakov

In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…

Optimization and Control · Mathematics 2019-10-22 Minghan Yang , Andre Milzarek , Zaiwen Wen , Tong Zhang

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

An alternative methodology to investigate indirect polyatomic processes with quasi-classical trajectories is proposed, which effectively avoids any binning or weighting procedure while provides rovibrational resolution. Initial classical…

We investigate the problem of optimal transport in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that has these…

Optimization and Control · Mathematics 2019-09-10 Dirk A. Lorenz , Paul Manns , Christian Meyer

A standard approach to quantum computing is based on the idea of promoting a classically simulable and fault-tolerant set of operations to a universal set by the addition of `magic' quantum states. In this context, we develop a general…

Quantum Physics · Physics 2022-04-12 Matteo Lostaglio , Alessandro Ciani

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…

Machine Learning · Statistics 2023-04-17 Tianlin Liu , Joan Puigcerver , Mathieu Blondel

A collision-based hybrid algorithm for the discrete ordinates approximation of the neutron transport equation is extended to the multigroup setting. The algorithm uses discrete energy and angle grids at two different resolutions and…

Computational Physics · Physics 2022-12-05 Ben Whewell , Ryan G. McClarren , Cory D. Hauck , Minwoo Shin

The wave-function Monte-Carlo method, also referred to as the use of "quantum-jump trajectories", allows efficient simulation of open systems by independently tracking the evolution of many pure-state "trajectories". This method is ideally…

Quantum Physics · Physics 2018-08-22 Michael H. Goerz , Kurt Jacobs

We present a Multi-Index Quasi-Monte Carlo method for the solution of elliptic partial differential equations with random coefficients. By combining the multi-index sampling idea with randomly shifted rank-1 lattice rules, the algorithm…

Numerical Analysis · Mathematics 2017-06-20 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

Circumcentered techniques have been shown to significantly accelerate projection-based methods for convex feasibility problems. Motivated by this success, we propose two direct methods with circumcenter acceleration for solving variational…

Optimization and Control · Mathematics 2026-02-10 Roger Behling , Yunier Bello-Cruz , Alfredo Iusem , Di Liu , Luiz-Rafael Santos

We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

Numerical Analysis · Mathematics 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider