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Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…
This paper deals with the kernel-based approximation of a multivariate periodic function by interpolation at the points of an integration lattice -- a setting that, as pointed out by Zeng, Leung, Hickernell (MCQMC2004, 2006) and Zeng,…
The goal of this paper is to provide an analysis of the ``toolkit'' method used in the numerical approximation of the time-dependent Schr\"odinger equation. The ``toolkit'' method is based on precomputation of elementary propagators and was…
By using the pseudo-metric introduced in [F. Golse, T. Paul: Archive for Rational Mech. Anal. 223 (2017) 57-94], which is an analogue of the Wasserstein distance of exponent $2$ between a quantum density operator and a classical…
We consider a coupled system of Schr\"odinger equations, arising in quantum mechanics via the so-called time-dependent self-consistent field method. Using Wigner transformation techniques we study the corresponding classical limit dynamics…
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…
Deploying a recently developed semiclassical theory of quasiparticles in the superconducting state we study the de Haas-van Alphen effect. We find that the oscillations have the same frequency as in the normal state but their amplitude is…
We study the strong approximation of a rough volatility model, in which the log-volatility is given by a fractional Ornstein-Uhlenbeck process with Hurst parameter $H<1/2$. Our methods are based on an equidistant discretization of the…
A review of the approximations in any time-dependent density functional calculation of excitation energies is given. The single-pole approximation for the susceptibility is used to understand errors in popular approximations for the…
The time-dependent diffusion spreadability $\mathcal{S}(t)$ is a powerful dynamical probe of the microstructure of two-phase heterogeneous media across length scales [Torquato, S., \emph{Phys. Rev. E.}, 104 054102 (2021)]. It has been shown…
We present a functional renormalization group calculation for the two-dimensional (t,t')-Hubbard model at Van Hove filling. Using a channel decomposition we describe the momentum and frequency dependence of the vertex function in the normal…
The time-dependent spectral profile of a resonance line in a homogeneous expanding medium is studied by numerically solving an improved Fokker-Planck diffusion equation. The solutions are used to determine the time required to reach a…
This article is devoted to the construction of new numerical methods for the semiclassical Schr\"odinger equation. A phase-amplitude reformulation of the equation is described where the Planck constant epsilon is not a singular parameter.…
In this paper we consider the nonlinear Hartree equation in presence of a given external potential, for an initial coherent state. Under suitable smoothness assumptions, we approximate the solution in terms of a time dependent coherent…
We consider reflection and transmission of 2D quantum wavepackets with phase vortices (also known in optics as spatiotemporal vortex pulses) at potential step-like, delta-function, and rectangular barriers. The presence of a vortex…
The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…
We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived…
We prove the existence of time quasi-periodic vortex patch solutions of the 2$d$-Euler equations in $\mathbb{R}^2$, close to uniformly rotating Kirchhoff elliptical vortices, with aspect ratios belonging to a set of asymptotically full…