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Although the linear method is one of the most robust algorithms for optimizing non-linearly parametrized wavefunctions in variational Monte Carlo, it suffers from a memory bottleneck due to the fact at each optimization step a generalized…

Strongly Correlated Electrons · Physics 2020-01-29 Iliya Sabzevari , Ankit Mahajan , Sandeep Sharma

The Newton-Raphson method is a fundamental root-finding technique with numerous applications in physics. In this study, we propose a parameterized variant of the Newton-Raphson method, inspired by principles from physics. Through analytical…

Numerical Analysis · Mathematics 2024-08-02 Junghyo Jo , Alexandre Wagemakers , Vipul Periwal

Training deep reinforcement learning (RL) agents necessitates overcoming the highly unstable nonconvex stochastic optimization inherent in the trial-and-error mechanism. To tackle this challenge, we propose a physics-inspired optimization…

Machine Learning · Computer Science 2024-12-10 Yao Lyu , Xiangteng Zhang , Shengbo Eben Li , Jingliang Duan , Letian Tao , Qing Xu , Lei He , Keqiang Li

Considered herein is a modified Newton method for the numerical solution of nonlinear equations where the Jacobian is approximated using a complex-step derivative approximation. We show that this method converges for sufficiently small…

Numerical Analysis · Mathematics 2024-10-03 Dimitrios Mitsotakis

Nonlinear optimal control problems for trajectory planning with obstacle avoidance present several challenges. While general-purpose optimizers and dynamic programming methods struggle when adopted separately, their combination enabled by a…

Optimization and Control · Mathematics 2024-08-09 Rebecca Richter , Alberto De Marchi , Matthias Gerdts

We present a new approach to calculating time eigenvalues of the neutron transport operator (also known as $\alpha$ eigenvalues) by extending the dynamic mode decomposition (DMD) to allow for non-uniform time steps. The new method, called…

Computational Physics · Physics 2022-08-24 Ethan Smith , Ilham Variansyah , Ryan McClarren

We combine the multigrid (MG) method with state-of-the-art concepts from the variational formulation of the numerical renormalization group. The resulting MG renormalization (MGR) method is a natural generalization of the MG method for…

Computational Physics · Physics 2018-07-17 Michael Lubasch , Pierre Moinier , Dieter Jaksch

In this study, novel physics-informed neural network (PINN) methods for coupling neighboring support points and their derivative terms which are obtained by automatic differentiation (AD), are proposed to allow efficient training with…

Machine Learning · Computer Science 2022-12-16 Pao-Hsiung Chiu , Jian Cheng Wong , Chinchun Ooi , My Ha Dao , Yew-Soon Ong

Nonlinearity presents a significant challenge in problems involving dynamical systems, prompting the exploration of various linearization techniques, including the well-known Carleman Linearization. In this paper, we introduce the Koopman…

Dynamical Systems · Mathematics 2023-10-31 Dongwei Shi , Xiu Yang

Automatic differentiation (AD) is an ensemble of techniques that allow to evaluate accurate numerical derivatives of a mathematical function expressed in a computer programming language. In this paper we use AD for stating and solving solid…

Numerical Analysis · Mathematics 2020-01-22 Andrea Vigliotti , Ferdinando Auricchio

Detecting anomalies in multivariate time-series data is essential in many real-world applications. Recently, various deep learning-based approaches have shown considerable improvements in time-series anomaly detection. However, existing…

Machine Learning · Computer Science 2022-01-31 Kyeong-Joong Jeong , Yong-Min Shin

Flow based models such as Real NVP are an extremely powerful approach to density estimation. However, existing flow based models are restricted to transforming continuous densities over a continuous input space into similarly continuous…

Machine Learning · Computer Science 2020-08-27 Laurent Dinh , Jascha Sohl-Dickstein , Hugo Larochelle , Razvan Pascanu

Ordinary differential equations (ODEs) are widely used to describe the time evolution of natural phenomena across various scientific fields. Estimating the parameters of these systems from data is a challenging task, particularly when…

Numerical Analysis · Mathematics 2025-01-23 S. Syafiie , Aries Subiantoro , Vivi Andasari , Fernando Tadeo

Neural Networks (NNs) have been identified as a potentially powerful tool in the study of complex dynamical systems. A good example is the NN differential equation (DE) solver, which provides closed form, differentiable, functional…

Dynamical Systems · Mathematics 2020-04-27 Akshunna S. Dogra

Newton's method is the most widespread high-order method, demanding the gradient and the Hessian of the objective function. However, one of the main disadvantages of Newtons method is its lack of global convergence and high iteration cost.…

This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

Dynamic models of mechatronic systems are abundantly used in the context of motion control and design of complex servo applications. In practice, these systems are often plagued by unknown interactions, which make the physics-based…

Systems and Control · Electrical Eng. & Systems 2021-03-01 Wannes De Groote , Edward Kikken , Erik Hostens , Sofie Van Hoecke , Guillaume Crevecoeur

We introduce Neural Dynamical Systems (NDS), a method of learning dynamical models in various gray-box settings which incorporates prior knowledge in the form of systems of ordinary differential equations. NDS uses neural networks to…

Automatic differentiation (AD) is conventionally understood as a family of distinct algorithms, rooted in two "modes" -- forward and reverse -- which are typically presented (and implemented) separately. Can there be only one? Following up…

Programming Languages · Computer Science 2022-12-07 Alexey Radul , Adam Paszke , Roy Frostig , Matthew Johnson , Dougal Maclaurin

In this work, a novel second-order nonstandard finite difference (NSFD) method that preserves simultaneously the positivity and local asymptotic stability of one-dimensional autonomous dynamical systems is introduced and analyzed. This…

Numerical Analysis · Mathematics 2022-08-17 Manh Tuan Hoang
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