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Recent works in high-dimensional model-predictive control and model-based reinforcement learning with learned dynamics and reward models have resorted to population-based optimization methods, such as the Cross-Entropy Method (CEM), for…

Machine Learning · Computer Science 2020-04-21 Homanga Bharadhwaj , Kevin Xie , Florian Shkurti

Particle distributions in weakly collisional environments such as the magnetosphere have been observed to show deviations from the Maxwellian distribution. These can often be reproduced in kinetic simulations, but fluid models, which are…

Space Physics · Physics 2018-08-24 Jonathan Ng , Ammar Hakim , Amitava Bhattacharjee

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…

Numerical Analysis · Mathematics 2025-09-05 Thijs Steel , Vince Maes , Giovanni Samaey

Kinetic Monte Carlo (KMC) is an important computational tool in physics and chemistry. In contrast to standard Monte Carlo, KMC permits the description of time dependent dynamical processes and is not restricted to systems in equilibrium.…

Computational Physics · Physics 2020-04-22 William Robert Saunders , James Grant , Eike Hermann Müller , Ian Thompson

Collisions are common in many dynamical systems with real applications. They can be formulated as hybrid dynamical systems with discontinuities automatically triggered when states transverse certain manifolds. We present an algorithm for…

Optimization and Control · Mathematics 2025-01-20 Wei Hu , Jihao Long , Yaohua Zang , Weinan E , Jiequn Han

With the goal to provide absolute lower bounds for the best possible running times that can be achieved by $(1+\lambda)$-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes…

Neural and Evolutionary Computing · Computer Science 2021-02-24 Kirill Antonov , Maxim Buzdalov , Arina Buzdalova , Carola Doerr

In the present work, we present a novel numerical algorithm to couple the Direct Simulation Monte Carlo method (DSMC) for the solution of the Boltzmann equation with a finite volume like method for the solution of the Euler equations.…

Numerical Analysis · Mathematics 2014-04-08 Pierre Degond , Giacomo Dimarco

We develop a method for multidimensional optimisation using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimising functional correspond to fixed points of the…

Other Condensed Matter · Physics 2015-06-19 Matthias Punk

This paper is concerned with a set of novel coupling conditions for the $3\times 3$ one-dimensional Euler system with source terms at a junction of pipes with possibly different cross-sectional areas. Beside conservation of mass, we require…

Analysis of PDEs · Mathematics 2018-03-21 Jens Lang , Pascal Mindt

This article serves as a summary outlining the mathematical entropy analysis of the ideal magnetohydrodynamic (MHD) equations. We select the ideal MHD equations as they are particularly useful for mathematically modeling a wide variety of…

Numerical Analysis · Mathematics 2017-08-14 Dominik Derigs , Gregor J. Gassner , Stefanie Walch , Andrew R. Winters

We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kinetic-based optimization methods rely on a consensus mechanism…

Optimization and Control · Mathematics 2025-07-08 Sabrina Bonandin , Michael Herty

A new scheme that tightly couples kinetic turbulence codes across a spatial interface is introduced. This scheme evolves from considerations of competing strategies and down-selection. It is found that the use of a composite kinetic…

Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to…

Machine Learning · Computer Science 2020-09-04 Aurélien Serre , Didier Chételat , Andrea Lodi

Numerical studies of shock waves in large scale systems via kinetic simulations with millions of particles are too computationally demanding to be processed in serial. In this work we focus on optimizing the parallel performance of a…

Computational Physics · Physics 2015-07-10 Jim Howell , Wolfgang Bauer , Dirk Colbry , Rodney Pickett , Alec Staber , Irina Sagert , Terrance Strother

We introduce a new closed-loop architecture for the online solution of approximate optimal control problems in the context of continuous-time systems. Specifically, we introduce the first algorithm that incorporates dynamic momentum in…

Optimization and Control · Mathematics 2022-04-28 Daniel E. Ochoa , Jorge I. Poveda

A frequency based data-driven control design considering mixed H2/H-infinity control objectives is developed for multiple input-single output systems. The main advantage of the data-driven control over the model-based control is its ability…

Systems and Control · Computer Science 2018-04-11 Omid Bagherieh , Roberto Horowitz

We present a novel multiscale numerical approach that combines parallel-in-time computation with hybrid domain adaptation for linear collisional kinetic equations in the diffusive regime. The method addresses the computational challenges of…

Numerical Analysis · Mathematics 2025-11-18 Tino Laidin

A new framework is introduced for constructing interpretable and truly reliable reduced models for multiscale problems in situations without scale separation. Hydrodynamic approximation to the kinetic equation is used as an example to…

Computational Physics · Physics 2019-10-31 Jiequn Han , Chao Ma , Zheng Ma , Weinan E
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