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Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2022-03-09 Joao Carvalho , Jan Peters

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…

Computational Physics · Physics 2020-04-22 Kjetil O. Lye , Siddhartha Mishra , Deep Ray

Optimal well placement and well injection-production are crucial for the reservoir development to maximize the financial profits during the project lifetime. Meta-heuristic algorithms have showed good performance in solving complex,…

Neural and Evolutionary Computing · Computer Science 2022-12-16 Guodong Chen , Xin Luo , Jimmy Jiu Jiao , Xiaoming Xue

Thermodynamic and flash equilibrium calculations are the cornerstones of simulation process calculations. The iterative approach, a widely used nonlinear problem-solving technique, relies on derivative calculations throughout the procedure…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Shaoyi Yang

We present unbiased, finite--variance estimators of energy derivatives for real--space diffusion Monte Carlo calculations within the fixed--node approximation. The derivative $d_\lambda E$ is fully consistent with the dependence…

Materials Science · Physics 2021-05-20 Jesse van Rhijn , Claudia Filippi , Stefania De Palo , Saverio Moroni

We report analytical equations for the derivatives of spin dynamics simulations with respect to pulse sequence and spin system parameters. The methods described are significantly faster, more accurate and more reliable than the finite…

Chemical Physics · Physics 2015-05-14 Ilya Kuprov , Christopher T. Rodgers

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2021-07-21 João Carvalho , Davide Tateo , Fabio Muratore , Jan Peters

This report describes the computation of gradients by algorithmic differentiation for statistically optimum beamforming operations. Especially the derivation of complex-valued functions is a key component of this approach. Therefore the…

Numerical Analysis · Computer Science 2019-02-07 Christoph Boeddeker , Patrick Hanebrink , Lukas Drude , Jahn Heymann , Reinhold Haeb-Umbach

Physicists at the Large Hadron Collider (LHC) rely on detailed simulations of particle collisions to build expectations of what experimental data may look like under different theory modeling assumptions. Petabytes of simulated data are…

High Energy Physics - Experiment · Physics 2018-02-06 Michela Paganini , Luke de Oliveira , Benjamin Nachman

Recently, gradient-based discrete sampling has emerged as a highly efficient, general-purpose solver for various combinatorial optimization (CO) problems, achieving performance comparable to or surpassing the popular data-driven approaches.…

Machine Learning · Statistics 2025-03-07 Muheng Li , Ruqi Zhang

Accurate simulation of physical processes is crucial for the success of modern particle physics. However, simulating the development and interaction of particle showers with calorimeter detectors is a time consuming process and drives the…

Instrumentation and Detectors · Physics 2021-05-28 Erik Buhmann , Sascha Diefenbacher , Engin Eren , Frank Gaede , Gregor Kasieczka , Anatolii Korol , Katja Krüger

We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…

Optimization and Control · Mathematics 2018-12-18 Vikram Krishnamurthy , Felisa Vazquez Abad

An efficient scheme for one-dimensional extensive air shower simulation and its implementation in the program CONEX are presented. Explicit Monte Carlo simulation of the high-energy part of hadronic and electromagnetic cascades in the…

Astrophysics · Physics 2009-07-22 T. Bergmann , R. Engel , D. Heck , N. N. Kalmykov , S. Ostapchenko , T. Pierog , T. Thouw , K. Werner

In this paper, we develop an energy dissipative numerical scheme for gradient flows of planar curves, such as the curvature flow and the elastic flow. Our study presents a general framework for solving such equations. To discretize time, we…

Numerical Analysis · Mathematics 2016-10-11 Tomoya Kemmochi

Correctly identifying the nature and properties of outgoing particles from high energy collisions at the Large Hadron Collider is a crucial task for all aspects of data analysis. Classical calorimeter-based classification techniques rely on…

High Energy Physics - Experiment · Physics 2021-04-06 Luke de Oliveira , Benjamin Nachman , Michela Paganini

The pursuit of understanding fundamental particle interactions has reached unparalleled precision levels. Particle physics detectors play a crucial role in generating low-level object signatures that encode collision physics. However,…

Instrumentation and Detectors · Physics 2024-06-21 Farzana Yasmin Ahmad , Vanamala Venkataswamy , Geoffrey Fox

Over the past few years, robotics simulators have largely improved in efficiency and scalability, enabling them to generate years of simulated data in a few hours. Yet, efficiently and accurately computing the simulation derivatives remains…

Robotics · Computer Science 2025-05-21 Quentin Le Lidec , Louis Montaut , Yann de Mont-Marin , Fabian Schramm , Justin Carpentier

Calculating the energy gradient in parameter space has become an almost ubiquitous subroutine of variational near-term quantum algorithms. "Faithful" classical emulation of this subroutine mimics its quantum evaluation, and scales as O(P^2)…

Quantum Physics · Physics 2020-09-08 Tyson Jones , Julien Gacon

Diffusion Probabilistic Models (DPMs) have demonstrated exceptional capability of generating high-quality and diverse images, but their practical application is hindered by the intensive computational cost during inference. The DPM…

Computer Vision and Pattern Recognition · Computer Science 2024-12-17 Jen-Yuan Huang

This paper introduces a new approach for the computation of electromagnetic field derivatives, up to any order, with respect to the material and geometric parameters of a given geometry, in a single Finite-Difference Time-Domain (FDTD)…

Numerical Analysis · Mathematics 2024-12-20 Kae-An Liu , Hans-Dieter Lang , Costas D. Sarris