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In this paper, we analyze a semilinear damped second order evolution equation with time-dependent time delay and time-dependent delay feedback coefficient. The nonlinear term satisfies a local Lipschitz continuity assumption. Under…

Analysis of PDEs · Mathematics 2023-03-28 Cristina Pignotti

The signal differentiation problem involves the development of algorithms that allow to recover a signal's derivatives from noisy measurements. This paper develops a first-order differentiator with the following combination of properties:…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Rodrigo Aldana-Lopez , Richard Seeber , Hernan Haimovich , David Gomez-Gutierrez

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

We present a computationally efficient algorithm for stable numerical differentiation from noisy, uniformly-sampled data on a bounded interval. The method combines multi-interval Fourier extension approximations with an adaptive domain…

Numerical Analysis · Mathematics 2025-08-29 Zhenyu Zhao , Yanfei Wang , Xinran Liu

We introduce a hybrid oscillator-qubit formulation of linear combination of Hamiltonian simulation (LCHS) for solving linear ordinary differential equations. Instead of representing the quadrature rule with a discrete-variable (DV) ancilla…

Quantum Physics · Physics 2026-05-12 Elin Ranjan Das , Muqing Zheng , Rishab Dutta , Ang Li , Timothy Stavenger , Yuan Liu

We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…

Probability · Mathematics 2020-08-17 Qi Zhang , Jinqiao Duan

The paper begins with a novel variational formulation of Duffing equation using the extended framework of Hamilton's principle (EHP). This formulation properly accounts for initial conditions, and it recovers all the governing differential…

Numerical Analysis · Computer Science 2019-03-18 Jinkyu Kim , Hyeonseok Lee , Jinwon Shin

We derive a bound on the precision of state estimation for finite dimensional quantum systems and prove its attainability in the generic case where the spectrum is non-degenerate. Our results hold under an assumption called local asymptotic…

Quantum Physics · Physics 2019-05-09 Yuxiang Yang , Giulio Chiribella , Masahito Hayashi

This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…

Numerical Analysis · Mathematics 2022-10-04 Xiaobing Feng , Yukun Li , Yujian Lin

In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…

Probability · Mathematics 2014-04-29 Yan Wang

Motivated by Lazer-Leach type results, we study the existence of periodic solutions for systems of functional-differential equations at resonance with an arbitrary even-dimensional kernel and linear deviating terms involving a general delay…

Classical Analysis and ODEs · Mathematics 2020-04-28 Pablo Amster , Julián Epstein , Arturo Sanjuán

We prove strong rate resp. weak rate ${\mathcal O}(\tau)$ for a structure preserving temporal discretization (with $\tau$ the step size) of the stochastic Allen-Cahn equation with additive resp. multiplicative colored noise in $d=1,2,3$…

Numerical Analysis · Mathematics 2023-09-18 Dominic Breit , Andreas Prohl

We consider the efficient numerical approximation of acoustic wave propagation in time domain by a finite element method with mass lumping. In the presence of internal damping, the problem can be reduced to a second order formulation in…

Numerical Analysis · Mathematics 2019-12-17 Herbert Egger , Bogdan Radu

This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…

Dynamical Systems · Mathematics 2019-07-24 Pingyuan Wei , Ying Chao , Jinqiao Duan

We present a computational and statistical approach for fitting isotonic models under convex differentiable loss functions. We offer a recursive partitioning algorithm which provably and efficiently solves isotonic regression under any such…

Methodology · Statistics 2012-10-09 Ronny Luss , Saharon Rosset

We present a mathematical approach that simplifies the theoretical treatment of electromagnetic localization in random media and leads to closed form analytical solutions. Starting with the assumption that the dielectric permittivity of the…

Optics · Physics 2009-11-13 Dimitris Dimitropoulos , Bahram Jalali

The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…

Numerical Analysis · Mathematics 2026-03-25 Ruisheng Qi , Xiaojie Wang

Quantum states extended over a large volume in phase space have oscillations from quantum interferences in their Wigner distribution on scales smaller than $\hbar$ [W.H. Zurek, Nature {\bf 412}, 712 (2001)]. We investigate the influence of…

Chaotic Dynamics · Physics 2007-05-23 Ph. Jacquod , I. Adagideli , C. W. J. Beenakker

Recent progress in the development of quantum technologies has enabled the direct investigation of dynamics of increasingly complex quantum many-body systems. This motivates the study of the complexity of classical algorithms for this…

Quantum Physics · Physics 2023-07-12 Dominik S. Wild , Álvaro M. Alhambra

Noise is ubiquitous in real quantum systems, leading to non-Hermitian quantum dynamics, and may affect the fundamental states of matter. Here we report in experiment a quantum simulation of the two-dimensional non-Hermitian quantum…

Quantum Physics · Physics 2022-07-01 Zidong Lin , Lin Zhang , Xinyue Long , Yu-ang Fan , Yishan Li , Kai Tang , Jun Li , XinFang Nie , Tao Xin , Xiong-Jun Liu , Dawei Lu