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In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…

Portfolio Management · Quantitative Finance 2013-07-25 Sona Kilianova , Daniel Sevcovic

We use the dynamical algebra of a quantum system and its dynamical invariants to inverse engineer feasible Hamiltonians for implementing shortcuts to adiabaticity. These are speeded up processes that end up with the same populations than…

Quantum Physics · Physics 2015-06-18 E. Torrontegui , S. Martínez-Garaot , J. G. Muga

In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…

Numerical Analysis · Mathematics 2025-08-19 Yikan Liu

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

We simulate the dynamics of a disordered interacting spin chain subject to a quasi-periodic time-dependent drive, corresponding to a stroboscopic Fibonacci sequence of two distinct Hamiltonians. Exploiting the recursive drive structure, we…

Disordered Systems and Neural Networks · Physics 2018-02-26 Philipp T. Dumitrescu , Romain Vasseur , Andrew C. Potter

Quantum circuit cutting has emerged as a promising method for simulating large quantum circuits using a collection of small quantum machines. Running low-qubit "circuit fragments" not only overcomes the size limitation of near-term…

In this paper we investigate translated cone exchange transformations, a new family of piecewise isometries and renormalize its first return map to a subset of its partition. As a consequence we show that the existence of an embedding of an…

Dynamical Systems · Mathematics 2019-01-30 Pedro Peres , Ana Rodrigues

Using Caputo fractional derivative of order $\alpha $ we build the fractional jet bundle of order $\alpha $ and its main geometrical structures. Defined on that bundle, some fractional dynamical systems with applications to economics are…

Dynamical Systems · Mathematics 2007-10-03 Mihai Boleantu

In this article we propose a new adaptive numerical quadrature procedure which includes both local subdivision of the integration domain, as well as local variation of the number of quadrature points employed on each subinterval. In this…

Numerical Analysis · Mathematics 2015-08-17 Paul Houston , Thomas P. Wihler

The phase space of a typical Hamiltonian system contains both chaotic and regular orbits, mixed in a complex, fractal pattern. One oft-studied phenomenon is the algebraic decay of correlations and recurrence time distributions. For…

Chaotic Dynamics · Physics 2015-08-19 Or Alus , Shmuel Fishman , James D. Meiss

The dynamics of one dimensional iterative maps in the regime of fully developed chaos is studied in detail. Motivated by the observation of dynamical structures around the unstable fixed point we introduce the geometrical concept of a…

chao-dyn · Physics 2015-06-24 P. Schmelcher , F. K. Diakonos

In this note, we present some basic properties of $q$-Fibonacci numbers and their relationship to the $q$-golden ratio and Catalan numbers. We then use this relationship to give a short proof of a combinatorial identity.

Combinatorics · Mathematics 2021-08-12 Kevin Carde

Planets and satellites orbiting a binary system exist in the solar system and extrasolar planetary systems. Their orbits can be significantly different from Keplerian orbits, if they are close to the binary and the secondary-to-primary mass…

Earth and Planetary Astrophysics · Physics 2020-06-03 Jason Man Yin Woo , Man Hoi Lee

As a model problem for the study of chaotic Hamiltonian systems, we look for the effects of a long-tail distribution of recurrence times on a fixed Hamiltonian dynamics. We follow Stanislavsky's approach of Hamiltonian formalism for…

Dynamical Systems · Mathematics 2008-09-26 Jacky Cresson , Pierre Inizan

The generalized Fibonacci recurrence $g_n=g_{n-k}+g_{n-m}$ was recently used to demonstrate the theoretically optimal nature of limited senescence in morphologically symmetrically dividing bacteria. Here, we study this recurrence from a…

Combinatorics · Mathematics 2020-01-01 Natasha Blitvić , Vicente I. Fernandez

Shortcuts to adiabaticity (STA) were first developed in quantum dynamics to realize rapid transformations with suppressed residual excitations. Here we show how the same idea can be implemented in classical nonlinear dissipative Lagrangian…

Quantum Physics · Physics 2026-05-14 Jincheng Shi , Yicheng Pan , Yue Ban , Xi Chen

A finite element scheme for an entirely fractional Allen-Cahn equation with non-smooth initial data is introduced and analyzed. In the proposed nonlocal model, the Caputo fractional in-time derivative and the fractional Laplacian replace…

Numerical Analysis · Mathematics 2020-04-06 Gabriel Acosta , Francisco Bersetche

We present a fast sweeping method for a class of Hamilton-Jacobi equations that arise from time-independent problems in optimal control theory. The basic method in two dimensions uses a four point stencil and is extremely simple to…

Numerical Analysis · Mathematics 2021-02-10 Christian Parkinson

We demonstrate experimentally and theoretically a controllable way of shifting the frequency of an optical pulse by using a combination of spectral hole burning, slow light effect, and linear Stark effect in a rare-earth-ion doped crystal.…

Quantum Physics · Physics 2016-04-27 Qian Li , Yupan Bao , Axel Thuresson , Adam N. Nilsson , Lars Rippe , Stefan Kröll

A fluctuation relation is derived to extract the order parameter function $q(x)$ in weakly ergodic systems. The relation is based on measuring and classifying entropy production fluctuations according to the value of the overlap $q$ between…

Statistical Mechanics · Physics 2018-05-11 A. Crisanti , M. Picco , F. Ritort
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