Related papers: Gaussian Beam Methods for the Helmholtz Equation
We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance. Time correlations can also be…
We give integral formulas to approximate solutions of Dirichlet and Neumann problems for Helmholtz equation at high frequencies. These approximations are valid in the complementary of a union of convex compact obstacles. The first step of…
We present a method of Gaussian-beam-mode decomposition to calculate classical diffraction of optical beams by apertures. This method offers a entirely different approach to examine the classic problem. Although our method is based on a…
An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Convergence results of local type are obtained, as well as an estimate…
We consider the propagation of Gaussian beams in a waveguide with gain and loss in the paraxial approximation governed by the Schr\"odinger equation. We derive equations of motion for the beam in the semiclassical limit that are valid when…
We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…
We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that assume independence and/or stationarity. Based on the decay…
We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…
In this paper we develop a plane wave type method for discretization of homogeneous Helmholtz equations with variable wave numbers. In the proposed method, local basis functions (on each element) are constructed by the geometric optics…
The Bayesian smoothing equations are generally intractable for systems described by nonlinear stochastic differential equations and discrete-time measurements. Gaussian approximations are a computationally efficient way to approximate the…
We construct a frame of complex Gaussians for the space of $L^2(\mathbb{R}^n)$ functions. When propagated along bicharacteristics for the wave equation, the frame can be used to build a parametrix with suitable error terms. When the…
In this paper we study algorithms to find a Gaussian approximation to a target measure defined on a Hilbert space of functions; the target measure itself is defined via its density with respect to a reference Gaussian measure. We employ the…
Various superpositions of Bessel-Gaussian beams and modified Bessel Gaussian beams are considered. Two selected parameters characterizing these beams, with respect to which the superpositions are constructed, are the topological index $n$…
Conventional method for Gaussian beam collimation is to expand the beam waist to achieve a smaller divergence angle. Recent transformation optics offers an unconventional path to control the electromagnetic field. In this paper we show that…
Two recent landmark experiments have performed Gaussian boson sampling (GBS) with a non-programmable linear interferometer and threshold detectors on up to 144 output modes (see Refs.~\onlinecite{zhong_quantum_2020,zhong2021phase}). Here we…
Approximating the solution of the nonlinear filtering problem with Gaussian mixtures has been a very popular method since the 1970s. However, the vast majority of such approximations are introduced in an ad-hoc manner without theoretical…
In this paper we prove large-time existence and uniqueness of high regularity weak solutions to some initial/boundary value problems involving a nonlinear fourth order wave equation. These sorts of problems arise naturally in the study of…
The technique of complex scaling for time harmonic wave type equations relies on a complex coordinate stretching to generate exponentially decaying solutions. In this work, we use a Galerkin method with ansatz functions with infinite…
Quantum metrology pursues high-precision measurements of physical quantities by using quantum resources. However, the decoherence generally hinders its performance. Previous work found that the metrological error tends to diverge in the…
In this paper, we consider the estimation of a change-point for possibly high-dimensional data in a Gaussian model, using a k-means method. We prove that, up to a logarithmic term, this change-point estimator has a minimax rate of…