Related papers: Linear differential equation approach to the Losch…
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…
We study the decoherence of a one-particle system, whose classical correpondent is chaotic, when it evolves coupled to a weak quenched environment. This is done by analytical evaluation of the Loschmidt Echo, (i.e. the revival of a…
Time-dependent linear differential equations are a common type of problem that needs to be solved in classical physics. Here we provide a quantum algorithm for solving time-dependent linear differential equations with logarithmic dependence…
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
In this paper, we consider the discrete fourth-order Schr\"{o}dinger equation on the lattice $h\mathbb{Z}^2$. Uniform Strichartz estimates are established by analyzing frequency localized oscillatory integrals with the method of stationary…
We are concerned with the problem of determining the damping boundary coefficient appearing in a dissipative wave equation from a single boundary measurement. We prove that the uniqueness holds at the origin provided that the initial…
Robust online estimation of oscillation frequency belongs to classical problems of system identification and adaptive control. The given harmonic signal can be noisy and with varying amplitude at the same time, as in the case of damped…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
This paper deals with linear stochastic partial differential equations with variable coefficients driven by L\'{e}vy white noise. We first derive an existence theorem for integral transforms of L\'{e}vy white noise and prove the existence…
We discuss the extension of the Lewis and Riesenfeld method of solving the time-dependent Schr\"odinger equation to cases where the invariant has continuous eigenvalues and apply it to the case of a generalized time-dependent inverted…
In this paper we perform an exact study of ``Quantum Fidelity'' (also called Loschmidt Echo) for the time-periodic quantum Harmonic Oscillator of Hamiltonian : $$ \hat H\_{g}(t):=\frac{P^2}{2}+ f(t)\frac{Q^2}{2}+\frac{g^2}{Q^2} $$ when…
Quantum localization (single-body or many-body) comes with the emergence of local conserved quantities -- whose conservation is precisely at the heart of the absence of transport through the system. In the case of fermionic systems and…
A multiscale method is proposed for a parabolic stochastic partial differential equation with additive noise and highly oscillatory diffusion. The framework is based on the localized orthogonal decomposition (LOD) method and computes a…
In this paper we consider systems of partial (multidimensional) linear difference equations. Specifically, such systems arise in scientific computing under discretization of linear partial differential equations and in computational high…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
A practical and simple stable method for calculating Fourier integrals is proposed, effective both at low and at high frequencies. An approach based on the fruitful idea of Levin, to use of the collocation method to approximate the slowly…
The Logarithmic Linear Relaxation (LLR) algorithm is an efficient method for computing densities of states for systems with a continuous spectrum. A key feature of this method is exponential error reduction, which allows us to evaluate the…
We present a new variational method for investigating the ground state and out of equilibrium dynamics of quantum many-body bosonic and fermionic systems. Our approach is based on constructing variational wavefunctions which extend Gaussian…