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Related papers: Tensor parametric Hamiltonian operator inference

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A long-standing issue in mathematical finance is the speed-up of option pricing, especially for multi-asset options. A recent study has proposed to use tensor train learning algorithms to speed up Fourier transform (FT)-based option…

Computational Finance · Quantitative Finance 2025-08-15 Rihito Sakurai , Haruto Takahashi , Koichi Miyamoto

We study a class of time-dependent (TD) non-Hermitian Hamiltonians $H(t)$ that can be transformed into a time-independent pseudo-Hermitian Hamiltonian $\mathcal{H}_{0}^{PH}$ using a suitable TD unitary transformation $F(t)$. The latter can…

Quantum Physics · Physics 2025-10-06 F. Kecita , B. Khantoul , A. Bounames

When estimating finite mixture models, it is common to make assumptions on the mixture components, such as parametric assumptions. In this work, we make no distributional assumptions on the mixture components and instead assume that…

Machine Learning · Statistics 2016-10-14 Robert A. Vandermeulen , Clayton D. Scott

We propose a new model reduction framework for problems that exhibit transport phenomena. As in the moving finite element method (MFEM), our method employs time-dependent transformation operators and, especially, generalizes MFEM to…

Numerical Analysis · Mathematics 2020-10-30 Felix Black , Philipp Schulze , Benjamin Unger

We consider the representation of operators in terms of tensor networks and their application to ground-state approximation and time evolution of systems with long-range interactions. We provide an explicit construction to represent an…

Quantum Physics · Physics 2010-07-20 F. Fröwis , V. Nebendahl , W. Dür

In engineered quantum systems, the Hamiltonian is often not completely known and needs to be determined experimentally with accuracy and efficiency. We show that this may be done at temperatures that are greater than the characteristic…

Quantum Physics · Physics 2015-11-25 Kenneth Rudinger , Robert Joynt

It is necessary to calculate the C operator for the non-Hermitian PT-symmetric Hamiltonian H=\half p^2+\half\mu^2x^2-\lambda x^4 in order to demonstrate that H defines a consistent unitary theory of quantum mechanics. However, the C…

Quantum Physics · Physics 2008-11-26 Carl M. Bender , Dorje C. Brody , Hugh F. Jones

Data driven algorithm design is an important aspect of modern data science and algorithm design. Rather than using off the shelf algorithms that only have worst case performance guarantees, practitioners often optimize over large families…

Data Structures and Algorithms · Computer Science 2020-11-17 Maria-Florina Balcan

We introduce a hyperreduced reduced basis element method for model reduction of parameterized, component-based systems in continuum mechanics governed by nonlinear partial differential equations. In the offline phase, the method constructs,…

Numerical Analysis · Mathematics 2025-01-06 Mehran Ebrahimi , Masayuki Yano

We propose a simple and generic construction of the variational tensor network operators to study the quantum spin systems by the synergy of ideas from the imaginary-time evolution and variational optimization of trial wave functions. By…

Strongly Correlated Electrons · Physics 2023-03-17 Yu-Hsueh Chen , Ke Hsu , Wei-Lin Tu , Hyun-Yong Lee , Ying-Jer Kao

We formulate a systematic algorithm for constructing a whole class of Hermitian position-dependent-mass Hamiltonians which, to lowest order of perturbation theory, allow a description in terms of PT-symmetric Hamiltonians. The method is…

Quantum Physics · Physics 2009-11-11 B. Bagchi , C. Quesne , R. Roychoudhury

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

Additive models can be used for interpretable machine learning for their clarity and simplicity. However, In the classical models for high-order data, the vectorization operation disrupts the data structure, which may lead to degenerated…

Machine Learning · Computer Science 2024-06-06 Yang Chen , Ce Zhu , Jiani Liu , Yipeng Liu

We present a numerical approach for approximating unknown Hamiltonian systems using observation data. A distinct feature of the proposed method is that it is structure-preserving, in the sense that it enforces conservation of the…

Numerical Analysis · Mathematics 2021-07-13 Kailiang Wu , Tong Qin , Dongbin Xiu

We propose a parameter-minimal neural architecture for solving differential equations by restricting the hypothesis class to Horner-factorized polynomials, yielding an implicit, differentiable trial solution with only a small set of…

Machine Learning · Computer Science 2026-02-17 T. Matulić , D. Seršić

In this paper, we study Hamiltonian operators which are sum of a first order operator and of a Poisson tensor, in two spatial independent variables. In particular, a complete classification of these operators is presented in two and three…

Mathematical Physics · Physics 2025-04-15 Alessandra Rizzo

This paper investigates the problem of data-driven modeling of port-Hamiltonian systems while preserving their intrinsic Hamiltonian structure and stability properties. We propose a novel neural-network-based port-Hamiltonian modeling…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Binh Nguyen , Nam T. Nguyen , Truong X. Nghiem

We develop a principled framework for discovering causal structure in partial differential equations (PDEs) using physics-informed neural networks and counterfactual perturbations. Unlike classical residual minimization or sparse regression…

Machine Learning · Computer Science 2025-06-26 Ronald Katende

Tensor methods have emerged as a powerful paradigm for consistent learning of many latent variable models such as topic models, independent component analysis and dictionary learning. Model parameters are estimated via CP decomposition of…

Machine Learning · Computer Science 2015-06-22 Furong Huang , Animashree Anandkumar

The main goal of this work is to develop a data-driven Reduced Order Model (ROM) strategy from high-fidelity simulation result data of a Full Order Model (FOM). The goal is to predict at lower computational cost the time evolution of…

Computational Engineering, Finance, and Science · Computer Science 2024-09-02 Azzeddine Tiba , Thibault Dairay , Florian de Vuyst , Iraj Mortazavi , Juan-Pedro Berro Ramirez