Related papers: Approximate calculation of functional integrals ar…
Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels…
We analyze the Lipkin Model using effective operator techniques. We present both analytical and numerical results for effective Hamiltonians. The accuracy of the cluster approximation is investigated.
We apply a functional-integral formalism for Markovian birth and death processes to determine asymptotic corrections to mean-field theory in the Malthus-Verhulst process (MVP). Expanding about the stationary mean-field solution, we identify…
We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized regularization schemes. Our analysis provide convergence…
A global solution of the Schr\"odinger equation, obtained recently within the wave operator formalism for explicitly time-dependent Hamiltonians [J. Phys. A: Math. Theor. 48, 225205 (2015)], is generalized to take into account the case of…
We apply the method of flow equations to describe quantum systems subject to a time-periodic drive with a time-dependent envelope. The driven Hamiltonian is expressed in terms of its constituent Fourier harmonics with amplitudes that may…
The extremely useful method of Malliavin calculus has not yet gained adequate popularity because of the complicated analytic apparatus of this method. The author attempts here to propose a simplified algebraic formalism similar to Malliavin…
We investigate the asymptotic behavior of a stochastic version of the forward-backward splitting algorithm for finding a zero of the sum of a maximally monotone set-valued operator and a cocoercive operator in Hilbert spaces. Our general…
In a series of recent scientific contributions the role of bosonic and fermionic ladder operators in a macroscopic realm has been investigated. Creation, annihilation and number operators have been used in very different contexts, all…
In this work we investigate the optimal proportional reinsurance-investment strategy of an insurance company which wishes to maximize the expected exponential utility of its terminal wealth in a finite time horizon. Our goal is to extend…
We study the survival probability associated with a semi-classical matrix Shr\"odinger operator that models the predissociation of a general molecule in the Born-Oppenheimer approximation. We show that it is given by its usual…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
A fast simulation algorithm for the calculation of multitime correlation functions of open quantum systems is presented. It is demonstrated that any stochastic process which ``unravels'' the quantum Master equation can be used for the…
In this article, we consider a set of trial wave-functions denoted by $| Q \right>$ and an associated set of operators $A_\alpha$ which generate transformations connecting those trial states. Using variational principles, we show that we…
We review and extend the formalism introduced by Peliti, that maps a Markov process to a path-integral representation. After developing the mapping, we apply it to some illustrative examples: the simple decay process, the birth-and-death…
This survey describes the method of approximation of operator semigroups, based on the Chernoff theorem. We outline recent results in this domain as well as clarify relations between constructed approximations, stochastic processes,…
We propose an approach to factorize the time-evolution operator of a quantum system through a (finite) sequence of elementary operations that are time-ordered. Our proposal borrows from previous approaches based on Lie algebra techniques…
A global solution of the Schr\"odinger equation for explicitly time-dependent Hamiltonians is derived by integrating the non-linear differential equation associated with the time-dependent wave operator. A fast iterative solution method is…
We show that the method of factorizing the evolution operator to fourth order with purely positive coefficients, in conjunction with Suzuki's method of implementing time-ordering of operators, produces a new class of powerful algorithms for…
Many dimensionality and model reduction techniques rely on estimating dominant eigenfunctions of associated dynamical operators from data. Important examples include the Koopman operator and its generator, but also the Schr\"odinger…