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Computational aspects of the optimal consumption and investment with the partially observed stochastic volatility of the asset prices are considered. The new quantization approach to filtering - density quantization - is introduced which…

Computational Finance · Quantitative Finance 2010-09-30 Grzegorz Hałaj

Stochastic linearization is a method used in Quasilinear Control (QLC) to replace a nonlinearity by an equivalent gain and a bias, utilizing the statistical properties of random inputs. In this paper, the theory of stochastic linearization…

Dynamical Systems · Mathematics 2018-07-18 Sarnaduti Brahma , Hamid R. Ossareh

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

We develop a complete Hamiltonian approach to the theory of perturbations around any spatially homogeneous spacetime. We employ the Dirac method for constrained systems which is well-suited to cosmological perturbations. We refine the…

General Relativity and Quantum Cosmology · Physics 2023-01-19 Alice Boldrin , Przemysław Małkiewicz

In quantizing gravity based on stochastic quantization method, the stochastic time plays a role of the proper time. We study 2D and 4D Euclidean quantum gravity in this context. By applying stochastic quantization method to real symmetric…

High Energy Physics - Theory · Physics 2007-05-23 N. Nakazawa

The advantage of simulating lattice field theory with quantum computers is hamstrung by the limited resources that induce large errors from finite volume and sizable lattice spacings. Previous work has shown how classical simulations near…

High Energy Physics - Lattice · Physics 2023-01-04 Marcela Carena , Erik J. Gustafson , Henry Lamm , Ying-Ying Li , Wanqiang Liu

Recent advances in quantum technologies have enabled quantum simulation of gauge theories -- some of the most fundamental frameworks of nature -- in regimes far from equilibrium, where classical computation is severely limited. These…

Quantum Physics · Physics 2025-09-05 Jad C. Halimeh , Niklas Mueller , Johannes Knolle , Zlatko Papić , Zohreh Davoudi

We study the classical and quantum models of a flat Friedmann-Robertson-Walker (FRW) space-time, coupled to a perfect fluid, in the context of the consensus and a gauge-fixed Lagrangian frameworks. It is shown that, either in the usual or…

General Relativity and Quantum Cosmology · Physics 2015-03-19 Babak Vakili

Many research programs aiming to deal with the sign problem were proposed since the advent of lattice field theory. Several of these try to achieve this by exploiting properties of analytic functions. This is also the case for our study.…

High Energy Physics - Lattice · Physics 2018-11-07 Błażej Ruba , Jacek Wosiek

The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…

This paper presents a solution for persistent monitoring of real-world stochastic phenomena, where the underlying covariance structure changes sharply across time, using a small number of mobile robot sensors. We propose an adaptive…

Robotics · Computer Science 2018-04-30 Sahil Garg , Nora Ayanian

We develop a geometric formulation of stochastic dynamics in which noise, diffusion, path probabilities, fluctuation theorems, and entropy production arise from the intrinsic geometry of an evolving manifold rather than from externally…

Statistical Mechanics · Physics 2026-03-31 David V. Svintradze

We present here the first lattice simulation of symplectic quantization, a new functional approach to quantum field theory which allows to define an algorithm to numerically sample the quantum fluctuations of fields directly in Minkowski…

High Energy Physics - Lattice · Physics 2025-09-24 Martina Giachello , Francesco Scardino , Giacomo Gradenigo

Quantum simulators have the exciting prospect of giving access to real-time dynamics of lattice gauge theories, in particular in regimes that are difficult to compute on classical computers. Future progress towards scalable quantum…

Quantum Gases · Physics 2018-08-21 T. V. Zache , F. Hebenstreit , F. Jendrzejewski , M. K. Oberthaler , J. Berges , P. Hauke

Quantum theory depends on an external classical time, and there ought to exist an equivalent reformulation of the theory which does not depend on such a time. The demand for the existence of such a reformulation suggests that quantum theory…

Quantum Physics · Physics 2012-10-31 Tejinder P. Singh

Quantum simulation is one of the major applications of quantum devices. In the noisy intermediate-scale quantum era, however, the general quantum simulation is not yet feasible, such as that of lattice gauge theories, which is likely…

Quantum Physics · Physics 2024-04-17 Hiroki Sukeno , Tzu-Chieh Wei

This work concerns a study of the quantum mechanical extension of the work of Horwitz et al. [1] on the stability of classical Hamiltonian systems by geometrical methods. Simulations are carried out for several important examples, these…

Quantum Physics · Physics 2017-04-12 Gil Elgressy , Lawrence Horwitz

Concerning Numerical Stochastic Perturbation Theory, we discuss the convergence of the stochastic process (idea of the proof, features of the limit distribution, rate of convergence to equilibrium). Then we also discuss the expected…

High Energy Physics - Lattice · Physics 2015-06-25 F. Di Renzo , L. Scorzato

The properties of strongly-coupled lattice gauge theories at finite density as well as in real time have largely eluded first-principles studies on the lattice. This is due to the failure of importance sampling for systems with a complex…

High Energy Physics - Lattice · Physics 2025-08-20 Michael Fromm , Owe Philipsen , Michael Spannowsky , Christopher Winterowd