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Stochastic modelling is an essential component of the quantitative sciences, with hidden Markov models (HMMs) often playing a central role. Concurrently, the rise of quantum technologies promises a host of advantages in computational…

量子物理 · 物理学 2021-06-22 Thomas J. Elliott

Modeling of conservative systems with neural networks is an area of active research. A popular approach is to use Hamiltonian neural networks (HNNs) which rely on the assumptions that a conservative system is described with Hamilton's…

人工智能 · 计算机科学 2024-07-18 Katsiaryna Haitsiukevich , Alexander Ilin

Paper is devoted to maintaining the simple objective: We want to provide Hamiltonian canonical form for autonomous dynamical system reducible to even-dimensional one. Along the road we construct new class of conserved quantities, called…

数学物理 · 物理学 2020-08-28 Artur Kobus

A hybrid lattice Boltzmann method (LBM) for binary mixtures based on the free-energy approach is proposed. Non-ideal terms of the pressure tensor are included as a body force in the LBM kinetic equations, used to simulate the continuity and…

软凝聚态物质 · 物理学 2015-05-13 A. Tiribocchi , N. Stella , G. Gonnella , A. Lamura

In this paper, we propose a second-order energy-conserving approximation procedure for Hamiltonian systems with holonomic constraints. The derivation of the procedure relies on the use of the so-called line integral framework. We provide…

数值分析 · 数学 2018-01-09 Luigi Brugnano , Gianmarco Gurioli , Felice Iavernaro , Ewa B. Weinmueller

Hamiltonian Flow Monte Carlo(HFMC) methods have been implemented in engineering, biology and chemistry. HFMC makes large gradient based steps to rapidly explore the state space. The application of the Hamiltonian dynamics allows to estimate…

统计计算 · 统计学 2017-09-06 Raphael Douady , Shohruh Miryusupov

In this paper we study the geometric solution of the so called "good" Boussinesq equation. This goal is achieved by using a convenient space semi-discretization, able to preserve the corresponding Hamiltonian structure, then using…

数值分析 · 数学 2019-01-09 Luigi Brugnano , Gianmarco Gurioli , Chengjian Zhang

An advantageous feature of piecewise constant policy timestepping for Hamilton-Jacobi-Bellman (HJB) equations is that different linear approximation schemes, and indeed different meshes, can be used for the resulting linear equations for…

数值分析 · 数学 2016-01-21 Christoph Reisinger , Peter Forsyth

We present a hybrid classical/quantum algorithm for efficiently solving the eigenvalue problem of many-particle Hamiltonians on quantum computers with limited resources by splitting the workload between classical and quantum processors.…

量子物理 · 物理学 2022-03-01 John P. T. Stenger , Daniel Gunlycke , C. Stephen Hellberg

We introduce a hybrid method to couple continuous Galerkin finite element methods and high-order finite difference methods in a nonconforming multiblock fashion. The aim is to optimize computational efficiency when complex geometries are…

数值分析 · 数学 2021-11-24 Tuan Anh Dao , Ken Mattsson , Murtazo Nazarov

In this paper, based on the weak form of the Hamiltonian formulation of the regularized long-wave equation and a novel approach of transforming the original Hamiltonian energy into a quadratic functional, a fully implicit and three…

数值分析 · 数学 2018-06-26 Qi Hong , Jialing Wang , Yuezheng Gong

Hamiltonian Monte Carlo (HMC) and related algorithms have become routinely used in Bayesian computation. In this article, we present a simple and provably accurate method to improve the efficiency of HMC and related algorithms with…

统计计算 · 统计学 2020-03-10 Akihiko Nishimura , David Dunson

In this work we make use of Livens principle (sometimes also referred to as Hamilton-Pontryagin principle) in order to obtain a novel structure-preserving integrator for mechanical systems. In contrast to the canonical Hamiltonian equations…

计算工程、金融与科学 · 计算机科学 2025-06-24 Philipp L. Kinon , Peter Betsch

We introduce efficient numerical methods for generic HJM equations of interest rate theory by means of high-order weak approximation schemes. These schemes allow for QMC implementations due to the relatively low dimensional integration…

概率论 · 数学 2011-12-23 Philipp Doersek , Josef Teichmann

We introduce a constructive method that provides the local solution of general implicit systems in arbitrary dimension via Hamiltonian type equations. A variant of this approach constructs parametrizations of the manifold, extending the…

经典分析与常微分方程 · 数学 2019-09-18 Dan Tiba

We develop a partial Hamiltonian framework to obtain reductions and closed-form solutions via first integrals of current value Hamiltonian systems of ordinary differential equations (ODEs). The approach is algorithmic and applies to many…

最优化与控制 · 数学 2014-08-20 R. Naz , F. M. Mahomed , Azam Chaudhry

We present a number of novel algorithms, based on mathematical optimization formulations, in order to solve a homogeneous multiprocessor scheduling problem, while minimizing the total energy consumption. In particular, for a system with a…

操作系统 · 计算机科学 2015-11-13 Mason Thammawichai , Eric C. Kerrigan

We modify Hamiltonian mechanics. We reformulate the law of conservation of energy.

综合物理 · 物理学 2011-05-16 S. E. Akrami

We consider the problem of learning an interpretable potential energy function from a Hamiltonian system's trajectories. We address this problem for classical, separable Hamiltonian systems. Our approach first constructs a neural network…

机器学习 · 计算机科学 2019-07-30 Harish S. Bhat

Quantum machine learning (QML) is a discipline that seeks to transfer the advantages of quantum computing to data-driven tasks. However, many studies rely on toy datasets or heavy feature reduction, raising concerns about their scalability.…

量子物理 · 物理学 2025-04-16 Federico Tiblias , Anna Schroeder , Yue Zhang , Mariami Gachechiladze , Iryna Gurevych