Related papers: Error estimates for Gaussian beams at a fold caust…
This work is about parameter estimation for a fast-slow stochastic system with non-Gaussian $\alpha$-stable L\'evy noise. When the observations are only available for slow components, a system parameter is estimated and the accuracy for…
In this article, we give explicit bounds on the Wasserstein and the Kolmogorov distances between random variables lying in the first chaos of the Poisson space and the standard Normal distribution, using the results proved by Last, Peccati…
In this paper, we consider the numerical approximation of a time-fractional stochastic Cahn--Hilliard equation driven by an additive fractionally integrated Gaussian noise. The model involves a Caputo fractional derivative in time of order…
We study the accuracy of the expected Euler characteristic approximation to the distribution of the maximum of a smooth, centered, unit variance Gaussian process f. Using a point process representation of the error, valid for arbitrary…
We determine the quantum Cram\'er-Rao bound for the precision with which the oscillator frequency and damping constant of a damped quantum harmonic oscillator in an arbitrary Gaussian state can be estimated. This goes beyond standard…
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…
Estimating the overlap between an approximate wavefunction and a target eigenstate of the system Hamiltonian is essential for the efficiency of quantum phase estimation. In this work, we derive upper and lower bounds on this overlap using…
We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…
We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main…
We consider the winding number of planar stationary Gaussian processes defined on the line. Under mild conditions, we obtain the asymptotic variance and the Central Limit Theorem for the winding number as the time horizon tends to infinity.…
We study the problem of estimating a manifold from random samples. In particular, we consider piecewise constant and piecewise linear estimators induced by k-means and k-flats, and analyze their performance. We extend previous results for…
The minimum mean-square error of the estimation of a signal where observed from the additive white Gaussian noise (WGN) channel's output, is analyzed. It is assumed that the channel input's signal is composed of a (normalized) sum of N…
In a previous article about the homogenization of the classical problem of diff usion in a bounded domain with su ciently smooth boundary we proved that the error is of order $\epsilon^{1/2}$. Now, for an open set with su ciently smooth…
We deduce a set of circularly polarized Gaussian laser beam modes via a separation-of-variables solution to the Helmholtz wave equation in oblate spheriodal coordinates. On transforming to cylindrical coordinates these become the well-known…
We present Helmholtz or Helmholtz like equations for the approximation of the time-harmonic wave propagation in gases with small viscosity, which are completed with local boundary conditions on rigid walls. We derived approximative models…
Based on a fundamental identity for stochastic hyperbolic-like operators, we derive in this paper a global Carleman estimate (with singular weight function) for stochastic wave equations. This leads to an observability estimate for…
Exact Bateman-Hillion solutions of the wave equation are applied to Hermite-Gaussian beams using a space-time constraint condition that requires the field density to fall as the inverse square of distance from the focal point of the beam at…
We analyse the nematic Helmholtz-Korteweg equation, a variant of the classical Helmholtz equation that describes time-harmonic wave propagation in calamitic fluids in the presence of nematic order. A prominent example is given by nematic…
A recently-introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value problems. These methods model the true solution $x$ and its first $q$…
We derive explicit tail-estimates for the Jacobian of the solution flow for stochastic differential equations driven by Gaussian rough paths. In particular, we deduce that the Jacobian has finite moments of all order for a wide class of…