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We consider approximate maximum likelihood parameter estimation in nonlinear state-space models. We discuss both direct optimization of the likelihood and expectation--maximization (EM). For EM, we also give closed-form expressions for the…

Methodology · Statistics 2015-11-03 Juho Kokkala , Arno Solin , Simo Särkkä

We present and analyse a numerical method for understanding the low-inertia dynamics of an open, inextensible viscoelastic rod - a long and thin three dimensional object - representing the body of a long, thin microswimmer. Our model allows…

Numerical Analysis · Mathematics 2020-05-07 Thomas Ranner

New numerical methods have been applied in relativity to obtain a numerical evolution of Einstein equations much more robust and stable. Starting from 3+1 formalism and with the evolution equations written as a FOFCH (first-order flux…

General Relativity and Quantum Cosmology · Physics 2022-09-21 C. Bona , C. Palenzuela

A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…

Mathematical Physics · Physics 2013-09-17 Bianca Dittrich , Philipp A Hoehn

A wide and critical comparison of the capability of Method of Characteristics, Explicit Path-Conservative Finite Volume Method and Semi-Implicit Staggered Finite Volume Method is presented and discussed, in terms of accuracy and efficiency.…

The temporal evolution of a dilute granular gas, both in a compressible flow (uniform longitudinal flow) and in an incompressible flow (uniform shear flow), is investigated by means of the direct simulation Monte Carlo method to solve the…

Soft Condensed Matter · Physics 2015-03-19 Antonio Astillero , Andrés Santos

The number of times that we can access a system to extract information via quantum metrology is always finite, and possibly small, and realistic amounts of prior knowledge tend to be moderate. Thus theoretical consistency demands a…

Quantum Physics · Physics 2021-12-02 Jesús Rubio

This paper begins with a dynamical model that was obtained by applying a machine learning technique (FJet) to time-series data; this dynamical model is then analyzed with Lie symmetry techniques to obtain constants of motion. This analysis…

Machine Learning · Computer Science 2025-02-04 Michael F. Zimmer

We study entropy and optimal transport theory in the free probabilistic setting motivated by the large-$n$ theory of random tuples of matrices. We define a new version of free entropy $\chi_{\operatorname{chron}}^{\mathcal{U}}$, which is…

Operator Algebras · Mathematics 2026-04-15 David Jekel

Non-smooth optimization is a core ingredient of many imaging or machine learning pipelines. Non-smoothness encodes structural constraints on the solutions, such as sparsity, group sparsity, low-rank and sharp edges. It is also the basis for…

Optimization and Control · Mathematics 2022-05-04 Clarice Poon , Gabriel Peyré

Information is an inherent component of stochastic processes and to measure the distance between different stochastic processes it is not sufficient to consider the distance between their laws. Instead, the information which accumulates…

Optimization and Control · Mathematics 2018-02-06 Julio Backhoff Veraguas , Mathias Beiglböck , Manu Eder , Alois Pichler

A geometric approach to quantum mechanics with unitary evolution and non-unitary collapse processes is developed. In this approach the Schrodinger evolution of a quantum system is a geodesic motion on the space of states of the system…

Quantum Physics · Physics 2015-05-13 Alexey A. Kryukov

Building on recent work by Gammelmark et al. [Phys. Rev. Lett. 111, 160401 (2013)] we develop a formalism for prediction and retrodiction of Gaussian quantum systems undergoing continuous measurements. We apply the resulting formalism to…

Quantum Physics · Physics 2018-04-18 Zhishen Huang , Mohan Sarovar

This report is the foreword of a series dedicated to stochastic deformations of curves. Problems are set in terms of exclusion processes, the ultimate goal being to derive hydrodynamic limits for these systems after proper scalings. In this…

Probability · Mathematics 2007-05-23 Guy Fayolle , Cyril Furtlehner

We show that all existing methods quantifying rotational motion in molecular fluids eventually fail in systems undergoing complex rotational motion characterised by slow, heterogeneous, or intermittent dynamics. This impacts in particular…

Statistical Mechanics · Physics 2026-04-24 Romain Simon , Hadrien Bobas , François Villemot , Jean-Louis Barrat , Ludovic Berthier

A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preserve the same Lyapunov structure as the continuous problems.…

Numerical Analysis · Mathematics 2025-09-11 Zhihui Liu , Xiaojie Wang , Xiaoming Wu , Xiaoyan Zhang

The general Ericksen-Leslie system for the flow of nematic liquid crystals is reconsidered in the non-isothermal case aiming for thermodynamically consistent models. The non-isothermal model is then investigated analytically. A fairly…

Analysis of PDEs · Mathematics 2015-04-07 Matthias Hieber , Jan Pruess

Bursty dynamics characterizes systems that evolve through short active periods of several events, which are separated by long periods of inactivity. Systems with such temporal heterogeneities are not only found in nature but also include…

Physics and Society · Physics 2024-12-19 Márton Karsai , Hang-Hyun Jo

We develop a measure-theoretic framework for galaxy evolution in which galaxy populations are described as probability measures on a state space. Galaxy evolution is represented as the time evolution of a measure $\nu_t$, governed by the…

General Physics · Physics 2026-04-29 Tsutomu T. Takeuchi

In this paper, a systematic study of the strong metric subregularity property of mappings is carried out by means of a variational tool, called steepest displacement rate. With the aid of this tool, a simple characterization of strong…

Optimization and Control · Mathematics 2015-07-17 Amos Uderzo