Related papers: Approximation of potential function in the problem…
We introduce an approximation strategy for the discounted moments of a stochastic process that can, for a large class of problems, approximate the true moments. These moments appear in pricing formulas of financial products such as bonds…
Runaway electrons (RE) generated during magnetic disruptions present a major threat to the safe operation of plasma nuclear fusion reactors. A critical aspect of understanding RE dynamics is to calculate the runaway probability, i.e., the…
A tunneling bounce driving the decay of a metastable vacuum must respect an integral constraint dictated by simple scaling arguments that is very useful to determine key properties of the bounce. After illustrating how this works in a…
The effective potential is a widely used phenomenological tool to investigate phase transitions occurring in the early Universe at finite temperature. In the standard perturbative treatment the potential becomes complex in some region of…
In this short note, we propose a new and short approach to polynomial escape rates, which can be applied to various open systems with intermittency. The tool of our approach is the maximal large deviations developed in \cite{mldp}.
A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…
Canonical variables for the Poisson algebra of quantum moments are introduced here, expressing semiclassical quantum mechanics as a canonical dynamical system that extends the classical phase space. New realizations for up to fourth order…
We analyze the dynamics of an algorithm for approximate inference with large Gaussian latent variable models in a student-teacher scenario. To model nontrivial dependencies between the latent variables, we assume random covariance matrices…
We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…
Thermal escape out of a metastable well is considered in the weak friction regime, where the bottleneck for decay is energy diffusion, and at lower temperatures, where quantum tunneling becomes relevant. Within a systematic semiclassical…
The problem of thermally activated escape over a potential barrier is solved by means of path integrals for one-dimensional reaction dynamics with very general time dependences. For a suitably chosen but still quite simple static potential…
We propose a safe approximation to joint chance-constrained programming where the constraint functions are additively dependent on a normally-distributed random vector. The approximation is analytical, meaning that it requires neither…
Approximation algorithms for classical constraint satisfaction problems are one of the main research areas in theoretical computer science. Here we define a natural approximation version of the QMA-complete local Hamiltonian problem and…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
We study an optimal investment problem with multiple entries and forced exits. A closed form solution of the optimisation problem is presented for general underlying diffusion dynamics and a general running payoff function in the case when…
We examine the correspondence principle for an equiprobable superposition of high-energy eigenstates of the infinite square well using a fully analytical Fourier-based approach. We derive a closed-form asymptotic expression for the…
The dynamics of escape from an attractive state due to random perturbations is of central interest to many areas in science. Previous studies of escape in chaotic systems have rather focused on the case of unbounded noise, usually assumed…
Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known…
In this paper an autonomous analytical system of ordinary differential equations is considered. For an asymptotically stable steady state x0 of the system a gradual approximation of the domain of attraction DA is presented in the case when…
Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…