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We propose an efficient quantum algorithm for simulating the dynamics of general Hamiltonian systems. Our technique is based on a power series expansion of the time-evolution operator in its off-diagonal terms. The expansion decouples the…

Quantum Physics · Physics 2021-06-22 Amir Kalev , Itay Hen

We develop a general approach for monitoring and controlling evolution of open quantum systems. In contrast to the master equations describing time evolution of density operators, here, we formulate a dynamical equation for the evolution of…

Quantum Physics · Physics 2009-08-09 M. Mohseni , A. T. Rezakhani

We consider a class of economic growth models that includes the classical Ramsey--Cass--Koopmans capital accumulation model and verify that, under several assumptions, the value function of the model is the unique viscosity solution to the…

Theoretical Economics · Economics 2025-05-29 Yuhki Hosoya

This paper presents a useful compact formula for deriving an effective Hamiltonian describing the time-averaged dynamics of detuned quantum systems. The formalism also works for ensemble-averaged dynamics of stochastic systems. To…

Quantum Physics · Physics 2009-11-13 Daniel F. V. James , Jonathan Jerke

Establishing appropriate mathematical models for complex systems in natural phenomena not only helps deepen our understanding of nature but can also be used for state estimation and prediction. However, the extreme complexity of natural…

Machine Learning · Computer Science 2024-03-27 Cheng Fang , Jinqiao Duan

In this paper, a class of high-order methods to numerically solve Functional Differential Equations with Piecewise Continuous Arguments (FDEPCAs) is discussed. The framework stems from the expansion of the vector field associated with the…

Numerical Analysis · Mathematics 2024-03-14 Gianmarco Gurioli , Weijie Wang , Xiaoqiang Yan

Motivated by recent developments in Hamiltonian variational principles, Hamiltonian variational integrators, and their applications such as to optimization and control, we present a new Type II variational approach for Hamiltonian systems,…

Symplectic Geometry · Mathematics 2025-04-10 Brian K. Tran , Melvin Leok

Before we proposed an algebraic technics for the Hamiltonian approach to the evolution systems of partial differential equations, including systems with constraints. Here we further develop this approach and present the defining system of…

Mathematical Physics · Physics 2018-03-13 Victor Zharinov

The prevalence of variational methods in near-term quantum computing makes optimizer choice critical, yet selection is frequently intuition-based. We therefore present a systematic benchmark of eight classical optimization algorithms for…

Quantum Physics · Physics 2026-01-23 S. Illésová , V. Novák , T. Bezděk , C. Possel , M. Beseda

Though ubiquitous as first-principles models for conservative phenomena, Hamiltonian systems present numerous challenges for model reduction even in relatively simple, linear cases. Here, we present a method for the projection-based model…

Numerical Analysis · Mathematics 2024-07-12 Anthony Gruber , Irina Tezaur

In this paper, we propose a class of efficient, accurate, and general methods for solving state-estimation problems with equality and inequality constraints. The methods are based on recent developments in variable splitting and partially…

Optimization and Control · Mathematics 2020-12-02 Rui Gao , Filip Tronarp , Simo Särkkä

We extend the work on optimal investment and consumption of a population considered in [2] to a general stochastic setting over a finite time horizon. We incorporate the Cobb-Douglas production function in the capital dynamics while the…

Analysis of PDEs · Mathematics 2024-08-15 Hao Liu , Suresh P. Sethi , Tak Kwong Wong , Sheung Chi Phillip Yam

Computationally efficient, structure-preserving reduced-order methods are developed for the Korteweg de Vries (KdV) equations in Hamiltonian form. The KdV equation is discretized in space by finite differences. The resulting skew-gradient…

Numerical Analysis · Mathematics 2021-08-30 Bulent Karasozen , Murat Uzunca , Suleyman Yildiz

Hidden Markov models (HMMs) are popular models to identify a finite number of latent states from sequential data. However, fitting them to large data sets can be computationally demanding because most likelihood maximization techniques…

We present two semidiscretizations of the Camassa-Holm equation in periodic domains based on variational formulations and energy conservation. The first is a periodic version of an existing conservative multipeakon method on the real line,…

Numerical Analysis · Mathematics 2022-02-10 Sondre Tesdal Galtung , Katrin Grunert

The recent approach based on Hamiltonian systems and the implicit parametri\-za\-tion theorem, provides a general fixed domain approximation method in shape optimization problems, using optimal control theory. In previous works, we have…

Optimization and Control · Mathematics 2022-05-03 Cornel Marius Murea , Dan Tiba

We here investigate the efficient implementation of the energy-conserving methods named Hamiltonian Boundary Value Methods (HBVMs) recently introduced for the numerical solution of Hamiltonian problems. In this note, we describe an…

Numerical Analysis · Mathematics 2013-10-22 Luigi Brugnano , Gianluca Frasca Caccia , Felice Iavernaro

By using the effective Hamiltonian approach, we present a self-consistent framework for the analysis of geometric phases and dynamically stable decoherence-free subspaces in open systems. Comparisons to the earlier works are made. This…

Quantum Physics · Physics 2009-11-13 X. L. Huang , X. X. Yi , Chunfeng Wu , X. L. Feng , S. X. Yu , C. H. OH

A Hamiltonian algorithm, both theoretical and numerical, to obtain the reduced equations implementing Pontryagine's Maximum Principle for singular linear-quadratic optimal control problems is presented. This algorithm is inspired on the…

Optimization and Control · Mathematics 2012-04-13 M. Delgado-Tellez , A. Ibort

This article includes a short survey of selected averaging and dimension reduction techniques for deterministic fast-slow systems. This survey includes, among others, classical techniques, such as the WKB approximation or the averaging…

Mathematical Physics · Physics 2022-11-21 Matthias Klar , Karsten Matthies , Johannes Zimmer