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This paper studies a stochastic algorithm for linearly constrained nonconvex optimization, where the objective function is smooth but only unbiased stochastic gradients with bounded variance are available. We propose a momentum-based…

Optimization and Control · Mathematics 2026-04-16 Chenyang Qiu , Mihitha Maithripala , Zongli Lin

Extended Lagrangian molecular dynamics (XLMD) is a general method for performing molecular dynamics simulations using quantum and classical many-body potentials. Recently several new XLMD schemes have been proposed and tested on several…

Numerical Analysis · Mathematics 2020-02-28 Dong An , Sara Y. Cheng , Teresa Head-Gordon , Lin Lin , Jianfeng Lu

We present a machine-learning model based on normalizing flows that is trained to sample from the isobaric-isothermal ensemble. In our approach, we approximate the joint distribution of a fully-flexible triclinic simulation box and particle…

Computational Physics · Physics 2023-09-07 Peter Wirnsberger , Borja Ibarz , George Papamakarios

We report a novel multi-scale simulation methodology to quantitatively predict the thermodynamic behaviour of polymer mixtures, that exhibit phases with broken orientational symmetry. Our system consists of a binary mixture of oligomers and…

Soft Condensed Matter · Physics 2021-12-07 William S. Fall , Hima Bindu Kolli , Biswaroop Mukherjee , Buddhapriya Chakrabarti

We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the…

Optimization and Control · Mathematics 2023-03-21 Léo Simpson , Andrea Ghezzi , Jonas Asprion , Moritz Diehl

The study of stochastic thermodynamic machines is one of the main topics in nonequilibrium thermodynamics. In this study, within the framework of Fokker-Planck equation, and using the method of characteristics of partial differential…

Statistical Mechanics · Physics 2020-04-03 Yunxin Zhang

Variational integrators are a special kind of geometric discretisation methods applicable to any system of differential equations that obeys a Lagrangian formulation. In this thesis, variational integrators are developed for several…

Numerical Analysis · Mathematics 2014-12-08 Michael Kraus

Progress in miniaturized technology allows us to control physical systems at nanoscale with remarkable precision. Experimental advancements have sparked interest in control problems in stochastic thermodynamics, typically concerning a…

Statistical Mechanics · Physics 2025-03-26 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

Large-scale cosmological simulations are an indispensable tool for modern cosmology. To enable model-space exploration, fast and accurate predictions are critical. In this paper, we show that the performance of such simulations can be…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-08 Florian List , Oliver Hahn

This paper introduces a novel distributed optimization technique for networked systems, which removes the dependency on specific parameter choices, notably the learning rate. Traditional parameter selection strategies in distributed…

Optimization and Control · Mathematics 2024-04-23 Rodrigo Aldana-López , Alessandro Macchelli , Giuseppe Notarstefano , Rosario Aragüés , Carlos Sagüés

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

Computational Physics · Physics 2025-07-01 Hao Jin , Sha Liu , Sirui Yang , Junzhe Cao , Congshan Zhuo , Chengwen Zhong

A new topology optimization method called the Proportional Topology Optimization (PTO) is presented. As a non-gradient method, PTO is simple to understand, easy to implement, and is also efficient and accurate at the same time. It is…

Computational Engineering, Finance, and Science · Computer Science 2016-05-30 Emre Biyikli , Albert C. To

Compositional simulation is challenging, because of highly nonlinear couplings between multi-component flow in porous media with thermodynamic phase behavior. The coupled nonlinear system is commonly solved by the fully-implicit scheme.…

Computational Physics · Physics 2020-10-13 Jiamin Jiang , Xian-Huan Wen

The nested sampling algorithm has been shown to be a general method for calculating the pressure-temperature-composition phase diagrams of materials. While the previous implementation used single-particle Monte Carlo moves, these are…

Statistical Mechanics · Physics 2017-11-17 Robert J. N. Baldock , Noam Bernstein , K. Michael Salerno , Lívia B. Pártay , Gábor Csányi

We present some applications of an Interacting Particle System (IPS) methodology to the field of Molecular Dynamics. This IPS method allows several simulations of a switched random process to keep closer to equilibrium at each time, thanks…

Statistical Mechanics · Physics 2009-11-11 Mathias Rousset , Gabriel Stoltz

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

Optimization and Control · Mathematics 2025-06-11 Qi Feng , Gu Wang

This paper presents an adaptive horizon multi-stage model-predictive control (MPC) algorithm. It establishes appropriate criteria for recursive feasibility and robust stability using the theory of input-to-state practical stability (ISpS).…

Optimization and Control · Mathematics 2023-06-23 Zawadi Mdoe , Dinesh Krishnamoorthy , Johannes Jäschke

Lagrangian Particle Tracking (LPT) enables practitioners to study various concepts in turbulence by measuring particle positions in flows of interest. This data is subject to measurement errors, and filtering techniques are applied to…

Fluid Dynamics · Physics 2026-01-16 Griffin M. Kearney , Kasey M. Laurent , Reece V. Kearney

Based on recently derived exact stochastic Liouville-von Neumann equations, several strategies for the efficient simulation of open quantum systems are developed and tested on the spin-boson model. The accuracy and efficiency of these…

Condensed Matter · Physics 2007-05-23 J. T. Stockburger

In this work, we study the nonequilibrium statistical properties of the relaxation dynamics of a nanoparticle trapped in a harmonic potential. We report an exact time-dependent analytical solution to the Langevin dynamics that arises from…

Statistical Mechanics · Physics 2016-11-23 Domingos S. P. Salazar , Sérgio A. Lira
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