Related papers: Path Integral Approach to Uncertainties in SIR-typ…
A standard model for epidemics is the SIR model on a graph. We introduce a simple algorithm that uses the early infection times from a sample path of the SIR model to estimate the parameters this model, and we provide a performance…
Input-output theory is a well-known tool in quantum optics and ubiquitous in the description of quantum systems probed by light. Owing to the generality of the setup it describes, the theory finds application in a wide variety of…
The use of random sampling in decision-making and control has become popular with the ease of access to graphic processing units that can generate and calculate multiple random trajectories for real-time robotic applications. In contrast to…
Compartmental models are popular in the mathematics of epidemiology for their simplicity and wide range of applications. Although they are typically solved as initial value problems for a system of ordinary differential equations, the…
The Susceptible-Infectious-Recovered (SIR) equations and their extensions comprise a commonly utilized set of models for understanding and predicting the course of an epidemic. In practice, it is of substantial interest to estimate the…
The present letter gives a rigorous way from quantum to classical random walks by introducing an independent random fluctuation and then taking expectations based on a path integral approach.
We develop a Fourier approach to rough path integration, based on the series decomposition of continuous functions in terms of Schauder functions. Our approach is rather elementary, the main ingredient being a simple commutator estimate,…
We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding leads to a model free, non-parametric…
We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…
In this paper, we introduce a general framework for co-infection as cooperative SIR dynamics. We first solve analytically CGCG model [1] and then the generalized model in symmetric scenarios. We calculate transition points, order parameter,…
Infectious disease modeling and forecasting have played a key role in helping assess and respond to epidemics and pandemics. Recent work has leveraged data on disease peak infection and peak hospital incidence to fit compartmental models…
The transformation of the path integral measure under the reduction procedure in the dynamical systems with a symmetry is considered. The investigation is carried out in the case of the Wiener--type path integrals that are used for…
The path integral formulation of quantum mechanics, i.e., the idea that the evolution of a quantum system is determined as a sum over all the possible trajectories that would take the system from the initial to its final state of its…
A path integral reduction procedure in Wiener-type path integrals, based on the approach developed in arXiv:1912.13124, is applied to a simple invariant mechanical system defined on a product manifold with a given free, proper and isometric…
Calibration of a SIR (Susceptibles-Infected-Recovered) model with official international data for the COVID-19 pandemics provides a good example of the difficulties inherent the solution of inverse problems. Inverse modeling is set up in a…
Identifiability of a mathematical model plays a crucial role in parameterization of the model. In this study, we establish the structural identifiability of a Susceptible-Exposed-Infected-Recovered (SEIR) model given different combinations…
Path integral (PI) control problems are a restricted class of non-linear control problems that can be solved formally as a Feyman-Kac path integral and can be estimated using Monte Carlo sampling. In this contribution we review path…
For the description of a pandemic mathematical models could be interesting. Both for physicians and politicians as a base for decisions to treat the disease. The responsible estimation of parameters is a main issue of mathematical pandemic…
An efficient computational algorithm to price financial derivatives is presented. It is based on a path integral formulation of the pricing problem. It is shown how the path integral approach can be worked out in order to obtain fast and…
We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…