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We study the numerical computation of an expectation of a bounded function with respect to a measure given by a non-normalized density on a convex body. We assume that the density is log-concave, satisfies a variability condition and is not…

Probability · Mathematics 2014-12-03 Daniel Rudolf

In this work, we present a new diagrammatic method for computing the effective Hamiltonian of driven nonlinear oscillators. At the heart of our method is a self-consistent perturbation expansion developed in phase space, which establishes a…

We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…

Numerical Analysis · Mathematics 2014-05-20 Muaz Seydaoğlu , Sergio Blanes

Hamiltonian systems are differential equations which describe systems in classical mechanics, plasma physics, and sampling problems. They exhibit many structural properties, such as a lack of attractors and the presence of conservation…

Numerical Analysis · Mathematics 2022-01-14 Christian Offen , Sina Ober-Blöbaum

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Probability · Mathematics 2013-01-29 Konstantinos Spiliopoulos

The adiabatic approximation in open systems is formulated through the effective Hamiltonian approach. By introducing an ancilla, we embed the open system dynamics into a non-Hermitian quantum dynamics of a composite system, the adiabatic…

Quantum Physics · Physics 2009-11-13 X. X. Yi , D. M. Tong , L. C. Kwek , C. H. OH

We consider one-dimensional classical time-dependent Hamiltonian systems with quasi-periodic orbits. It is well-known that such systems possess an adiabatic invariant which coincides with the action variable of the Hamiltonian formalism. We…

Classical Physics · Physics 2007-05-23 Clive G. Wells , Stephen T. C. Siklos

In this article we study intrusive uncertainty quantification schemes for systems of conservation laws with uncertainty. Standard intrusive methods lead to oscillatory solutions which sometimes even cause the loss of hyperbolicity. We…

Numerical Analysis · Mathematics 2021-05-25 Jonas Kusch , Louisa Schlachter

Stochastic contact Hamiltonian systems are a class of important mathematical models, which can describe the dissipative properties with odd dimensions in the stochastic environment. In this article, we investigate the numerical dynamics of…

Numerical Analysis · Mathematics 2024-11-19 Qingyi Zhan , Jinqiao Duan , Xiaofan Li , Lijin Wang

In this paper, we consider the harmonic extension problem, which is widely used in many applications of machine learning. We find that the transitional method of graph Laplacian fails to produce a good approximation of the classical…

Machine Learning · Computer Science 2015-09-23 Zuoqiang Shi , Jian Sun , Minghao Tian

Phase fitting has been extensively used during the last years to improve the behaviour of numerical integrators on oscillatory problems. In this work, the benefits of the phase fitting technique are embedded in discrete Lagrangian…

Mathematical Physics · Physics 2015-05-13 O. T. Kosmas , D. S. Vlachos

The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…

Numerical Analysis · Mathematics 2024-05-15 Benjamin Carrel , Bart Vandereycken

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Leonardo Colombo , Manuela Gamonal Fernández , David Martín de Diego

Perturbation theory with respect to the kinetic energy of the heavy component of a two-component quantum system is introduced. An effective Hamiltonian that is accurate to second order in the inverse heavy mass is derived. It contains a new…

Quantum Physics · Physics 2024-06-21 Ryan Requist

The phase-amplitude framework extends the classical phase reduction method by incorporating amplitude coordinates (or isostables) to describe transient dynamics transverse to the limit cycle in a simplified form. While the full set of…

Dynamical Systems · Mathematics 2025-01-16 David Reyner-Parra , Alberto Pérez-Cervera , Gemma Huguet

Simulation of many-particle system evolution by molecular dynamics takes to decrease integration step to provide numerical scheme stability on the sufficiently large time interval. It leads to a significant increase of the volume of…

Numerical Analysis · Mathematics 2016-05-19 Eduard G. Nikonov

One approach for solving interacting many-fermion systems is the configuration-interaction method, also sometimes called the interacting shell model, where one finds eigenvalues of the Hamiltonian in a many-body basis of Slater determinants…

Nuclear Theory · Physics 2015-06-15 Calvin W. Johnson , W. Erich Ormand , Plamen G. Krastev

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for…

Numerical Analysis · Mathematics 2014-11-07 Leonardo Colombo , Sebastián Ferraro , David Martín de Diego

The main purpose of the present paper is to study from a numerical analysis point of view some robust methods designed to cope with stiff (highly anisotropic) elliptic problems. The so-called asymptotic-preserving schemes studied in this…

Numerical Analysis · Mathematics 2015-07-06 Alexei Lozinski , Jacek Narski , Claudia Negulescu

Analog models of quantum information processing, such as adiabatic quantum computation and analog quantum simulation, require the ability to subject a system to precisely specified Hamiltonians. Unfortunately, the hardware used to implement…

Quantum Physics · Physics 2014-02-25 Kevin C. Young , Robin Blume-Kohout , Daniel A. Lidar
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