English
Related papers

Related papers: Saigo Space-Time Fractional Poisson Process via Ad…

200 papers

We provide a complete thermodynamic solution of a 1D hopping model in the presence of a random potential by obtaining the density of states. Since the partition function is related to the density of states by a Laplace transform, the…

Quantitative Methods · Quantitative Biology 2009-11-13 Gelio Alves , Yi-Kuo Yu

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

Drawing independent samples from a probability distribution is an important computational problem with applications in Monte Carlo algorithms, machine learning, and statistical physics. The problem can in principle be solved on a quantum…

Quantum Physics · Physics 2021-09-08 Dominik S. Wild , Dries Sels , Hannes Pichler , Cristian Zanoci , Mikhail D. Lukin

Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any…

Analysis of PDEs · Mathematics 2009-04-10 W. Wang , A. J. Roberts

This work extends the applications of Anderson-type Hamiltonians to include transport characterized by anomalous diffusion. Herein, we investigate the transport properties of a one-dimensional disordered system that employs the discrete…

Mathematical Physics · Physics 2020-03-06 J. L. Padgett , E. G. Kostadinova , C. D. Liaw , K. Busse , L. S. Matthews , T. W. Hyde

In this paper a recently developed projector-based renormalization method (PRM) for many-particle Hamiltonians is applied to the periodic Anderson model (PAM) with the aim to describe heavy Fermion behavior. In this method high-energetic…

Strongly Correlated Electrons · Physics 2009-11-10 A. Huebsch , K. W. Becker

We consider two fractional versions of a family of nonnegative integer valued processes. We prove that their probability mass functions solve fractional Kolmogorov forward equations, and we show the overdispersion of these processes. As…

Probability · Mathematics 2013-03-13 Luisa Beghin , Claudio Macci

In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional…

Classical Physics · Physics 2011-11-15 Aleksander Stanislavsky

A driven stochastic system in a constant temperature heat bath relaxes into a steady state which is characterized by the steady state probability distribution. We investigate the relationship between the driving force and the steady state…

Statistical Mechanics · Physics 2015-03-11 Jae Dong Noh , Joongul Lee

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

Data Analysis, Statistics and Probability · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

Probability · Mathematics 2014-06-24 Viktor Benes , Marketa Zikmundova

We compute the moment of order n of the Poisson stochastic integral of a random process u over a metric space X as a sum that runs over all partitions of {1,...,n} and involves the addition of points to Poisson configurations. This formula…

Probability · Mathematics 2012-04-24 Nicolas Privault

We make the case for studying the complexity of approximately simulating (sampling) quantum systems for reasons beyond that of quantum computational supremacy, such as diagnosing phase transitions. We consider the sampling complexity as a…

Quantum Physics · Physics 2018-08-07 Abhinav Deshpande , Bill Fefferman , Minh C. Tran , Michael Foss-Feig , Alexey V. Gorshkov

A biochemical network can be simulated by a set of ordinary differential equations (ODE) under well stirred reactor conditions, for large numbers of molecules, and frequent reactions. This is no longer a robust representation when some…

Quantitative Methods · Quantitative Biology 2021-12-17 Guilherme C. P. Innocentini , Arran Hodgkinson , Fernando Antoneli , Arnaud Debussche , Ovidiu Radulescu

In this paper the modification of the method conventionally used for the modeling of the massive fermions production and decays is proposed. The step by step algorithm is presented. Under the strict conditions the proposed method of…

High Energy Physics - Phenomenology · Physics 2008-04-02 A. A. Ashimova , S. R. Slabospitsky

We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson processes where the the time-change is inverse Gaussian, or…

Probability · Mathematics 2011-10-14 A. Kumar , Erkan Nane , P. Vellaisamy

We propose a novel direct sampling method (DSM) for the effective and stable inversion of the Radon transform. The DSM is based on a generalization of the important almost orthogonality property in classical DSMs to fractional order Sobolev…

Numerical Analysis · Mathematics 2020-10-22 Yat Tin Chow , Fuqun Han , Jun Zou

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

A numerical method is proposed to solve the full-Eulerian time-dependent Vlasov-Poisson system in high dimension. The algorithm relies on the construction of a tensor decomposition of the solution whose rank is adapted at each time step.…

Numerical Analysis · Mathematics 2017-04-05 Virginie Ehrlacher , Damiano Lombardi

Point pattern data often exhibit features such as abrupt changes, hotspots and spatially varying dependence in local intensity. Under a Poisson process framework, these correspond to discontinuities and nonstationarity in the underlying…

Methodology · Statistics 2025-07-24 Izabel Nolau , Flávio B. Gonçalves , Dani Gamerman