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We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…

机器学习 · 计算机科学 2017-07-31 Francis Bach

Classical convergence theory of Runge-Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic…

数值分析 · 数学 2026-05-05 Steven B. Roberts , David Shirokoff , Abhijit Biswas , Benjamin Seibold

The numerical solution of the Stokes equations on an evolving domain with a moving boundary is studied based on the arbitrary Lagrangian-Eulerian finite element method and a second-order projection method along the trajectories of the…

数值分析 · 数学 2023-10-13 Qiqi Rao , Jilu Wang , Yupei Xie

Recently there has been much progress in the development of stochastic models for state reduction in quantum mechanics. In such models, the collapse of the wave function is a physical process, governed by a nonlinear stochastic differential…

量子物理 · 物理学 2023-03-03 Dorje C. Brody , Lane P. Hughston

A second order accurate, linear numerical method is analyzed for the Landau-Lifshitz equation with large damping parameters. This equation describes the dynamics of magnetization, with a non-convexity constraint of unit length of the…

数值分析 · 数学 2021-11-16 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

We propose a machine learning method to solve Schrodinger equations for a Hamiltonian that consists of an unperturbed Hamiltonian and a perturbation. We focus on the cases where the unperturbed Hamiltonian can be solved analytically or…

统计力学 · 物理学 2021-06-24 Kenta Shiina , Hwee Kuan Lee , Yutaka Okabe , Hiroyuki Mori

Model order reduction is a technique that is used to construct low-order approximations of large-scale dynamical systems. In this paper, we investigate a balancing based model order reduction method for dynamical systems with a linear…

最优化与控制 · 数学 2019-09-11 Peter Benner , Pawan Goyal , Igor Pontes Duff

The scalar wave equation is solved using higher order immersed finite elements. We demonstrate that higher order convergence can be obtained. Small cuts with the background mesh are stabilized by adding penalty terms to the weak…

数值分析 · 数学 2018-02-20 Simon Sticko , Gunilla Kreiss

A second order accurate numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with large damping parameters. The main advantages of this method…

计算物理 · 物理学 2022-01-26 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

In this article, we introduce a novel concept for second-order information of a nonsmooth function inspired by the Goldstein eps-subdifferential. It comprises the coefficients of all existing second-order Taylor expansions in an eps-ball…

最优化与控制 · 数学 2025-01-06 Bennet Gebken

We set up a general formalism for models of spontaneous wave function collapse with dynamics represented by a stochastic differential equation driven by general Gaussian noises, not necessarily white in time. In particular, we show that the…

量子物理 · 物理学 2009-11-13 Stephen L. Adler , Angelo Bassi

A variational method is discussed, extending the Gaussian effective potential to higher orders. The single variational parameter is replaced by trial unknown two-point functions, with infinite variational parameters to be optimized by the…

高能物理 - 唯象学 · 物理学 2013-09-30 Fabio Siringo

We consider a space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable. Conforming tensor-product finite element discretisations with piecewise…

数值分析 · 数学 2021-02-16 Marco Zank

The numerical analysis for the small amplitude motion of an elastic beam with internal damping is investigated in domain with moving ends. An efficient numerical method is constructed to solve this moving boundary problem. The stability and…

数值分析 · 数学 2019-07-05 Natanael Quintino , Mauro Rincon

A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…

数值分析 · 数学 2024-05-20 Frédéric Rousset , Katharina Schratz

Gradient-based methods for value estimation in reinforcement learning have favorable stability properties, but they are typically much slower than Temporal Difference (TD) learning methods. We study the root causes of this slowness and show…

机器学习 · 计算机科学 2023-07-25 Arsalan Sharifnassab , Richard Sutton

This paper is devoted to the construction and analysis of a Moser-Steffensen iterative scheme. The method has quadratic convergence without evaluating any derivative nor inverse operator. We present a complete study of the order of…

数值分析 · 数学 2015-06-18 S. Amat , M. Grau-Sanchez , M. A. Hernandez-Veron , M. J. Rubio

In this paper we consider the spectral and nonlinear stability of periodic traveling wave solutions of a generalized Kuramoto-Sivashinsky equation. In particular, we resolve the long-standing question of nonlinear modulational stability by…

偏微分方程分析 · 数学 2015-06-04 Blake Barker , Mathew A. Johnson , Pascal Noble , L. Miguel Rodrigues , Kevin Zumbrun

The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…

数值分析 · 数学 2022-04-26 Yadira Hernández-Solano , Miguel Atencia

We present numerical schemes for the strong solution of linear stochastic differential equations driven by an arbitrary number of Wiener processes. These schemes are based on the Neumann (stochastic Taylor) and Magnus expansions. Firstly,…

数值分析 · 数学 2007-08-22 Gabriel Lord , Simon J. A. Malham , Anke Wiese