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This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the…
This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…
This article presents a short and concise description of stochastic approximation algorithms in reinforcement learning of Markov decision processes. The algorithms can also be used as a suboptimal method for partially observed Markov…
Entropy regularized Markov decision processes have been widely used in reinforcement learning. This paper is concerned with the primal-dual formulation of the entropy regularized problems. Standard first-order methods suffer from slow…
We investigate the lattice spacing dependence of the equilibration time for a recently proposed multiscale thermalization algorithm for Markov chain Monte Carlo simulations. The algorithm uses a renormalization-group matched coarse lattice…
We present a low-complexity algorithm to calculate the correlation energy of periodic systems in second-order M\o ller-Plesset perturbation theory (MP2). In contrast to previous approximation-free MP2 codes, our implementation possesses a…
This paper proposes a two-timescale compressed primal-dual (TiCoPD) algorithm for decentralized optimization with improved communication efficiency over prior works on primal-dual decentralized optimization. The algorithm is built upon the…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
This paper proposes a bilevel hierarchy of strengthened complex moment relaxations for complex polynomial optimization. The key trick entails considering a class of positive semidefinite conditions that arise naturally in characterizing the…
Markov State Models (MSM) are widely used to elucidate dynamic properties of molecular systems from unbiased Molecular Dynamics (MD). However, the implementation of reweighting schemes for MSMs to analyze biased simulations, for example…
The alternate row and column scaling algorithm applied to a positive $n\times n$ matrix $A$ converges to a doubly stochastic matrix $S(A)$, sometimes called the \emph{Sinkhorn limit} of $A$. For every positive integer $n$, a two parameter…
Continuing the previous initiatives arXiv: 2207.05347 and arXiv: 2212.06180, we pursue the exploration of operator growth and Krylov complexity in dissipative open quantum systems. In this paper, we resort to the bi-Lanczos algorithm…
We study an approximation scheme based on a second quantization method for a chemical master equation. Small systems, such as cells, could not be studied by the traditional rate equation approach because fluctuation effects are very large…
Stochastic Optimization is a cornerstone of operations research, providing a framework to solve optimization problems under uncertainty. Despite the development of numerous algorithms to tackle these problems, several persistent challenges…
The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, often called the \emph{Sinkhorn limit} of $A$. The main result in this paper…
We propose primal-dual stochastic mirror descent for the convex optimization problems with functional constraints. We obtain the rate of convergence in terms of probability of large deviations.
Unsupervised feature selection is critical for improving clustering performance in high-dimensional data, where irrelevant features can obscure meaningful structure. In this work, we introduce the Minkowski weighted $k$-means++, a novel…
In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…
We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…
Multiscale models allow for the treatment of complex phenomena involving different scales, such as remodeling and growth of tissues, muscular activation, and cardiac electrophysiology. Numerous numerical approaches have been developed to…