Related papers: A comparison between methods of analytical continu…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
In this paper, we present an energy-preserving exponentially integrable numerical method for stochastic wave equation with cubic nonlinearity and additive noise. We first apply the spectral Galerkin method to discretizing the original…
We present a stochastic method for the calculation of baryon three-point functions that is more versatile compared to the typically used sequential method. We analyze the scaling of the error of the stochastically evaluated three-point…
We present a classical algorithm that approximately samples from the output distribution of certain noisy Boson Sampling experiments. This algorithm is inspired by a recent result of Aharonov, Gao, Landau, Liu and Vazirani and makes use of…
We compare and discuss the respective efficiency of three methods (with two variants for each of them), based respectively on Taylor (Maclaurin) series, Pad\'{e} approximants and conformal mappings, for solving quasi-analytically a…
On the basis of a model system of pillars built of unit cubes, a two-component entropic measure for the multiscale analysis of spatio-compositional inhomogeneity is proposed. It quantifies the statistical dissimilarity per cell of the…
Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…
This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…
This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…
Large-scale nonsmooth optimization problems arise in many real-world applications, but obtaining exact function and subgradient values for these problems may be computationally expensive or even infeasible. In many practical settings, only…
We propose a non-intrusive reduced-order modeling method based on proper orthogonal decomposition (POD) and polynomial chaos expansion (PCE) for stochastic representations in uncertainty quantification (UQ) analysis. Firstly, POD provides…
The advantages and difficulties of application of Pad\'e approximants to two-dimensional regression analysis are discussed. New formulation of residuals is suggested in the method of least squares. It leads to a system of linear equations…
Decoherence in quantum devices, such as qubits and resonators, is often caused by bistable fluctuators modeled as random telegraph noise (RTN), leading to significant dephasing. We analyze the impact of individual and multiple fluctuators…
Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…
The sliding mode observer is a useful method for estimating the system state and the unknown disturbance. However, the traditional single-layer observer might still suffer from high pulse when the output measurement is mixed with noise. To…
We present a new methodology for studying non-Hamiltonian nonlinear systems based on an information theoretic extension of a renormalization group technique using a modified maximum entropy principle. We obtain a rigorous dimensionally…
Efficient Boltzmann-sampling using first-principles methods is challenging for extended systems due to the steep scaling of electronic structure methods with the system size. Stochastic approaches provide a gentler system-size dependency at…
We compare different methods for performing analytical continuation of spectral data from the imaginary time or frequency axis to the real frequency axis for the optical conductivity sigma(omega). We compare the maximum entropy (MaxEnt),…
Approximating a function $f(x)$ on $[-1,1]$ based on $N+1$ samples is a classical problem in numerical analysis. If the samples come with heteroskedastic noise depending on $x$ of variance $\sigma(x)^2$, an $O(N\log N)$ algorithm for this…
We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data. Specifically, we compare estimators of future system behavior derived from the Bayesian posterior of a learning…