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In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…
A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…
This work provides a rigorous and self-contained introduction to numerical methods for Hamiltonian simulation in quantum computing, with a focus on high-order product formulas for efficiently approximating the time evolution of quantum…
The Doi-Peliti method is effective for investigating classical stochastic processes, and it has wide applications, including field theoretic approaches. Furthermore, it is applicable not only to master equations but also to stochastic…
We present an algorithm for constructing analytically approximate integrals of motion in simple time periodic Hamiltonians of the form $H=H_0+ \varepsilon H_i$, where $\varepsilon$ is a perturbation parameter. We apply our algorithm in a…
An operatorial model of a system made by $N$ agents interacting each other with mechanisms that can be thought of as cooperative or competitive is presented. We associate to each agent an annihilation, creation and number fermionic…
The unmodified Heisenberg-Pauli canonical formalism of quantum field theory applied to a self-interacting scalar boson field is shown to make sense mathematically in a framework of generalized functions adapted to nonlinear operations. The…
We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…
We present an effective operator formalism for open quantum systems. Employing perturbation theory and adiabatic elimination of excited states for a weakly driven system, we derive an effective master equation which reduces the evolution to…
Prior work of Hartmanis and Simon (Hartmanis and Simon, 1974) and Floyd and Knuth (Floyd and Knuth, 1990) investigated what happens if a device uses primitive steps more natural than single updates of a Turing tape. One finding was that in…
In this paper, we develop an accurate pseudospectral method to approximate numerically the Riesz-Feller operator $D_\gamma^\alpha$ on $\mathbb R$, where $\alpha\in(0,2)$, and $|\gamma|\le\min\{\alpha, 2 - \alpha\}$. This operator can be…
Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…
The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
The relativistic semi-classical approximation for a free massive particle is studied using the Wigner-Weyl formalism. A non-covariant Wigner function is proposed using the Newton-Wigner position operator. The perturbative solution for the…
In an amended version of non-Hermitian interaction picture we propose to work with the states $\psi(t)$ in a dyadic representation. The control of evolution via two conjugate Schr\"{o}diner equations then renders the usual necessity of the…
In this work, we explore the use of operator splitting algorithms for solving regularized structural topology optimization problems. The context is the classical structural design problems (e.g., compliance minimization and compliant…
A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties…
In this paper, a method for recursively computing approximate modal paths is developed. A recursive formulation of the modal path can be obtained either by backward or forward dynamic programming. By combining both methods, a ``two-filter''…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…