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This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We establish the dynamic programming principle (DPP) via…

Optimization and Control · Mathematics 2026-05-21 Dunxiang Liang , Qingxin Meng

We introduce geoplotlib, an open-source python toolbox for visualizing geographical data. geoplotlib supports the development of hardware-accelerated interactive visualizations in pure python, and provides implementations of dot maps,…

Graphics · Computer Science 2016-08-08 Andrea Cuttone , Sune Lehmann , Jakob Eg Larsen

In this paper, we examine a number of additive and multiplicative multilevel iterative methods and preconditioners in the setting of two-dimensional local mesh refinement. While standard multilevel methods are effective for uniform…

Numerical Analysis · Mathematics 2010-01-12 Burak Aksoylu , Stephen Bond , Michael Holst

The dynamics of open quantum systems is governed by the Lindblad master equation, which provides a consistent framework for incorporating environmental effects into the evolution of the system. Since exact solutions are rarely available,…

In this paper, we present pyspect, a Python toolbox that simplifies the use of reachability analysis for temporal logic problems. Currently, satisfying complex requirements in cyber-physical systems requires significant manual effort and…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Kaj Munhoz Arfvidsson , Loizos Hadjiloizou , Frank J. Jiang , Karl H. Johansson , Jonas Mårtensson

With the continuous advancement in autonomous systems, it becomes crucial to provide robust safety guarantees for safety-critical systems. Hamilton-Jacobi Reachability Analysis is a formal verification method that guarantees performance and…

Systems and Control · Electrical Eng. & Systems 2024-01-01 Qian Wang , Tianhao Wu

Hamilton-Jacobi (HJ) reachability provides formal safety guarantees for nonlinear systems. However, it becomes computationally intractable in high-dimensional settings, motivating learning-based approximations that may introduce unsafe…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Ebonye Smith , Sampada Deglurkar , Jingqi Li , Gechen Qu , Claire J. Tomlin

Estimating parameters of Partial Differential Equations (PDEs) from noisy and indirect measurements often requires solving ill-posed inverse problems. These so called parameter estimation or inverse medium problems arise in a variety of…

Mathematical Software · Computer Science 2016-12-15 Lars Ruthotto , Eran Treister , Eldad Haber

We consider the problem of overbounding and underbounding both the backward and forward reachable set for a given polynomial vector field, nonlinear in both state and input, with a given semialgebriac set of initial conditions and with…

Optimization and Control · Mathematics 2021-02-18 Morgan Jones , Matthew M. Peet

PyPOTS is an open-source Python library dedicated to data mining and analysis on multivariate partially-observed time series with missing values. Particularly, it provides easy access to diverse algorithms categorized into five tasks:…

Machine Learning · Computer Science 2025-07-10 Wenjie Du , Yiyuan Yang , Linglong Qian , Jun Wang , Qingsong Wen

In this article, we give a unified theory for constructing boundary layer expansions for dis-cretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the…

Analysis of PDEs · Mathematics 2021-10-01 Benjamin Boutin , Jean-François Coulombel

We have developed a new embedding method for solving scalar hyperbolic conservation laws on surfaces. The approach represents the interface implicitly by a signed distance function following the typical level set method and some embedding…

Numerical Analysis · Mathematics 2023-07-17 Chun Kit Hung , Shingyu Leung

We address two major challenges in scientific machine learning (SciML): interpretability and computational efficiency. We increase the interpretability of certain learning processes by establishing a new theoretical connection between…

Machine Learning · Computer Science 2024-05-08 Paula Chen , Tingwei Meng , Zongren Zou , Jérôme Darbon , George Em Karniadakis

Hyperdimensional (HD) computing is a set of neurally inspired methods for obtaining high-dimensional, low-precision, distributed representations of data. These representations can be combined with simple, neurally plausible algorithms to…

Machine Learning · Computer Science 2022-02-21 Anthony Thomas , Sanjoy Dasgupta , Tajana Rosing

We explore the possibilities of applying structure-preserving numerical methods to a plasma hybrid model with kinetic ions and mass-less fluid electrons satisfying the quasi-neutrality relation. The numerical schemes are derived by finite…

Numerical Analysis · Mathematics 2023-04-05 Yingzhe Li , Martin Campos Pinto , Florian Holderied , Stefan Possanner , Eric Sonnendrücker

We present the Python Tree Tensor Network package (pyTTN) for the evaluation of dynamical properties of closed and open quantum systems that makes use of Tree Tensor Network (TTN), or equivalently the multi-layer multiconfiguration…

Quantum Physics · Physics 2025-03-20 Lachlan P Lindoy , Daniel Rodrigo-Albert , Yannic Rath , Ivan Rungger

We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Fabio Camilli

We introduce geomstats, a python package that performs computations on manifolds such as hyperspheres, hyperbolic spaces, spaces of symmetric positive definite matrices and Lie groups of transformations. We provide efficient and extensively…

Machine Learning · Computer Science 2018-11-07 Nina Miolane , Johan Mathe , Claire Donnat , Mikael Jorda , Xavier Pennec

We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and…

Analysis of PDEs · Mathematics 2018-07-24 Erhan Bayraktar , Christian Keller

High-energy physics phenomenology often requires linking multiple computational tools to evaluate observables, likelihoods, and experimental constraints across nontrivial parameter spaces. In this work, we introduce Jarvis-HEP, a…

High Energy Physics - Phenomenology · Physics 2026-04-29 Erdong Guo , Paul Jackson , Jin Min Yang , Pengxuan Zhu
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