Related papers: A Fourier approach to pathwise stochastic integrat…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…
In this paper we show that a methodology based on a sampling with the Gaussian function of kind $h\,{e^{ - {{\left( {t/c} \right)}^2}}}/\left( {{c}\sqrt \pi } \right)$, where ${c}$ and $h$ are some constants, leads to the Fourier transform…
We consider the problem of minimizing the composition of a smooth (nonconvex) function and a smooth vector mapping, where the inner mapping is in the form of an expectation over some random variable or a finite sum. We propose a stochastic…
We demonstrate how path integrals often used in problems of theoretical physics can be adapted to provide a machinery for performing Bayesian inference in function spaces. Such inference comes about naturally in the study of inverse…
Even if path planning can be solved using standard techniques from dynamic programming and control, the problem can also be approached using probabilistic inference. The algorithms that emerge using the latter framework bear some appealing…
In this work, we develop a highly efficient representation of functions and differential operators based on Fourier analysis. Using this representation, we create a variational hybrid quantum algorithm to solve static, Schr\"odinger-type,…
In this paper, we propose a numerical method of computing an integral whose integrand is a slowly decaying oscillatory function. In the proposed method, we consider a complex analytic function in the upper-half complex plane, which is…
In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…
A new generalization called $\mathtt{k}$-Struve function and its properties given by Nisar and saiful very recently. In this paper, we establish the pathway fractional integral representation of $\mathtt{k}$-Struve function. Many special…
We give a new fast method for evaluating sprectral approximations of nonlinear polynomial functionals. We prove that the new algorithm is convergent if the functions considered are smooth enough, under a general assumption on the spectral…
We pursue our investigations, initiated in [8], about stochastic integration with respect to the non-commutative fractional Brownian motion (NC-fBm). Our main objective in this paper is to compare the pathwise constructions of [8] with a…
In this paper we propose a new approach to least squares approximation problems. This approach is based on partitioning and Schur function. The nature of this approach is combinatorial, while most existing approaches are based on algebra…
Functional integrals are central to modern theories ranging from quantum mechanics and statistical thermodynamics to biology, chemistry, and finance. In this work we present a new method for calculating functional integrals based on a…
The article is devoted to the expansions of iterated Stratonovich stochastic integrals of multiplicities 1 to 4 on the base of the combined approach of generalized multiple and iterated Fourier series. We consider two different parts of the…
We introduce a class of integral theorems based on cyclic functions and Riemann sums approximating integrals. The Fourier integral theorem, derived as a combination of a transform and inverse transform, arises as a special case. The…
Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…
We formulate indefinite integration with respect to an irregular function as an algebraic problem and provide a criterion for the existence and uniqueness of a solution. This allows us to define a good notion of integral with respect to…
This paper deals with the drift estimation in linear stochastic evolution equations (with emphasis on linear SPDEs) with additive fractional noise (with Hurst index ranging from 0 to 1) via least-squares procedure. Since the least-squares…
We prove a rough It\^o formula for path-dependent functionals of $\alpha$-H\"older continuous paths for $\alpha\in(0,1)$. Our approach combines the sewing lemma and a Taylor approximation in terms of path-dependent derivatives.
In this paper, a computational method is developed to find an approximate solution of the stochastic Volterra-Fredholm integral equation using the Walsh function approximation and its operational matrix. Moreover, convergence and error…