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Stable numerical simulations for a hyperbolic system of conservation laws of relaxation type but not in divergence form are obtained by incorporating the physical entropy into the simulations. The entropy balance is utilized as an…

Numerical Analysis · Mathematics 2019-01-10 Carl Philipp Zinner , Hans Christian Öttinger

Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…

Probability · Mathematics 2012-04-04 Masaaki Fukasawa

A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for $D$-optimal criterion on continuous design spaces are…

Computation · Statistics 2018-04-10 Jiangtao Duan , Wei Gao , Hon Keung Tony Ng

An independent vertex set of a graph is a set of vertices of the graph in which no two vertices are adjacent, and a maximal independent set is one that is not a proper subset of any other independent set. In this paper we count the number…

Combinatorics · Mathematics 2017-09-13 Seungsang Oh

The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make…

Statistical Mechanics · Physics 2015-12-09 Gennaro Auletta , Lamberto Rondoni , Angelo Vulpiani

In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

For a system described by a multivariate probability density function obeying the fluctuation theorem, the average dissipation is lower-bounded by the degree of asymmetry of the marginal distributions (namely the relative entropy between…

Statistical Mechanics · Physics 2021-08-18 Michele Campisi , Lorenzo Buffoni

The Principle of Maximum Entropy is a rigorous technique for estimating an unknown distribution given partial information while simultaneously minimizing bias. However, an important requirement for applying the principle is that the…

Information Theory · Computer Science 2026-02-03 Kenneth Bogert , Matthew Kothe

In this note, we consider the highly nonconvex optimization problem associated with computing the rank decomposition of symmetric tensors. We formulate the invariance properties of the loss function and show that critical points detected by…

Optimization and Control · Mathematics 2023-12-29 Yossi Arjevani , Joan Bruna , Michael Field , Joe Kileel , Matthew Trager , Francis Williams

Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).

Optimization and Control · Mathematics 2007-05-23 A. A. Niftiyev

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a…

Machine Learning · Computer Science 2013-11-08 Moshe Dubiner , Matan Gavish , Yoram Singer

We present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local…

Numerical Analysis · Mathematics 2019-09-17 Elisabete Alberdi , Mikel Antoñana , Joseba Makazaga , Ander Murua

In the last decade, various works have used statistics on relations to improve both the theory and practice of conjunctive query execution. Starting with the AGM bound which took advantage of relation sizes, later works incorporated…

Databases · Computer Science 2025-01-13 Kyle Deeds , Timo Camillo Merkl

We develop random graph models where graphs are generated by connecting not only pairs of vertices by edges but also larger subsets of vertices by copies of small atomic subgraphs of arbitrary topology. This allows the for the generation of…

Statistics Theory · Mathematics 2021-04-21 Anatol E. Wegner , Sofia Olhede

Optimal quantization for mixed distributions has emerged as a compelling area of study. In this work, we have focused on a mixed distribution formed from two uniform distributions with partially overlapping supports. For this class of…

This work develops an efficient and accurate optimization algorithm to study the optimal mixing problem driven by boundary control of unsteady Stokes flows, based on the theoretical foundation laid by Hu and Wu in a series of work. The…

Fluid Dynamics · Physics 2023-06-21 Xiaoming Zheng , Weiwei Hu , Jiahong Wu

We derive an inequality for the linear entropy, that gives sharp bounds for all finite dimensional systems. The derivation is based on generalised Bloch decompositions and provides a strict improvement for the possible distribution of…

Quantum Physics · Physics 2019-10-18 Simon Morelli , Claude Klöckl , Christopher Eltschka , Jens Siewert , Marcus Huber

Extremal optimization is a new general-purpose method for approximating solutions to hard optimization problems. We study the method in detail by way of the NP-hard graph partitioning problem. We discuss the scaling behavior of extremal…

Statistical Mechanics · Physics 2009-11-07 S. Boettcher , A. G. Percus

We derive an equality for non-equilibrium statistical mechanics in finite-dimensional quantum systems. The equality concerns the worst-case work output of a time-dependent Hamiltonian protocol in the presence of a Markovian heat bath. It…

In this paper we study the optimality of the certainty equivalence approximation in robust finite-horizon optimization problems with expected cost. We provide an algorithm for determining the subset of the state-space for which the…

Optimization and Control · Mathematics 2014-04-03 Frank Chuang , Claus Danielson , Francesco Borrelli
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