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This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

In the last few decades, numerical simulation for nonlinear oscillators has received a great deal of attention, and many researchers have been concerned with the design and analysis of numerical methods for solving oscillatory problems. In…

Numerical Analysis · Mathematics 2020-12-25 Yu-Wen Li , Xinyuan Wu

We construct new solvable rational and trigonometric spin models with near-neighbors interactions by an extension of the Dunkl operator formalism. In the trigonometric case we obtain a finite number of energy levels in the center of mass…

High Energy Physics - Theory · Physics 2009-11-10 A. Enciso , F. Finkel , A. Gonzalez-Lopez , M. A. Rodriguez

We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…

Optimization and Control · Mathematics 2021-05-19 Mathias Oster , Leon Sallandt , Reinhold Schneider

We present and analyze an unconditionally energy stable and convergent finite difference scheme for the Functionalized Cahn-Hilliard equation. One key difficulty associated with the energy stability is based on the fact that one nonlinear…

Numerical Analysis · Mathematics 2016-10-11 Wenqiang Feng , Zhen Guan , John Lowengrub , Cheng Wang , Steven M. Wise

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

This work concerns the numerical approximation with a finite volume method of inviscid, nonequilibrium, high-temperature flows in multiple space dimensions. It is devoted to the analysis of the numerical scheme for the approximation of the…

Numerical Analysis · Mathematics 2021-03-08 Claude Marmignon , Fabio Naddei , Florent Renac

We introduce an extended Kepler-Coulomb quantum model in spherical coordinates. The Schr\"{o}dinger equation of this Hamiltonian is solved in these coordinates and it is shown that the wave functions of the system can be expressed in terms…

Mathematical Physics · Physics 2018-04-03 Md Fazlul Hoque , Ian Marquette , Sarah Post , Yao-Zhong Zhang

We propose a natural application of Quantum Linear Systems Problem (QLSP) solvers such as the HHL algorithm to efficiently prepare highly excited interior eigenstates of physical Hamiltonians in a variational and targeted manner. This is…

Quantum Physics · Physics 2023-10-13 Shao-Hen Chiew , Leong-Chuan Kwek

We present a 'calculator' for constructing a homogeneous approximation of nonlinear control systems, which is based on the algebraic approach developed by the authors in their previous papers. This approach mainly uses linear algebraic and…

Optimization and Control · Mathematics 2021-12-01 Grigory Sklyar , Pavel Barkhayev , Svetlana Ignatovich , Viktor Rusakov

In this paper the feasibility of funnel control techniques for the Fokker-Planck equation corresponding to a multi-dimensional Ornstein-Uhlenbeck process on an unbounded spatial domain is explored. First, using weighted Lebesgue and Sobolev…

Optimization and Control · Mathematics 2021-04-15 Thomas Berger

We present error estimates for four unconditionally energy stable numerical schemes developed for solving Allen-Cahn equations with nonlocal constraints. The schemes are linear and second order in time and space, designed based on the…

Numerical Analysis · Mathematics 2018-10-23 Shouwen Sun , Xiaobo Jing , Qi Wang

This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…

Numerical Analysis · Mathematics 2007-12-17 Massimo Fornasier , Carola-Bibiane Schönlieb

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

Optimization and Control · Mathematics 2023-07-04 Antoine Oustry , Matteo Tacchi

Computing many-body ground state energies and resolving electronic structure calculations are fundamental problems for fields such as quantum chemistry or condensed matter. Several quantum computing algorithms that address these problems…

Quantum Physics · Physics 2023-01-12 Karen J. Morenz Korol , Kenny Choo , Antonio Mezzacapo

The present contribution concerns the computation of energy eigenvalues of a perturbed anharmonic coulombic potential with irregular singularities using a combination of the Sinc collocation method and the double exponential transformation.…

Numerical Analysis · Mathematics 2019-01-04 M. Essaouini , B. Abouzaid , P. Gaudreau , H. Safouhi

We propose the notion of $E_{2}$-quasi-exact solvability and apply this idea to find explicit solutions to the eigenvalue problem for a non-Hermitian Hamiltonian system depending on two parameters. The model considered reduces to the…

Quantum Physics · Physics 2015-05-18 Andreas Fring

We identify a set of "energy" functionals on the space of metrics in a given Kaehler class on a Calabi-Yau manifold, which are bounded below and minimized uniquely on the Ricci-flat metric in that class. Using these functionals, we recast…

High Energy Physics - Theory · Physics 2014-05-19 Matthew Headrick , Ali Nassar

A method for finding the exact analytical solutions for the bulk and edge energy levels and corresponding eigenstates for all commensurate Aubry-Andr\'e/Harper single-particle models under open boundary conditions is presented here, both…

Strongly Correlated Electrons · Physics 2020-01-29 A. M Marques , R. G. Dias

We develop a computationally and numerically efficient method to calculate binding energies and corresponding wave functions of quantum mechanical three-body problems in low dimensions. Our approach exploits the tensor structure of the…

Computational Physics · Physics 2022-03-04 Jonas Thies , Moritz Travis Hof , Matthias Zimmermann , Maxim Efremov