Related papers: Approximate calculation of functional integrals ar…
We describe a simple quantum algorithm to simulate time-dependent Hamiltonian, extending the methodology of quantum signal processing. The framework achieves optimal scaling up to some factor with respect to other parameters, and nearly…
The concept of near resonances for harmonic approximations of semiclassical Schr\"odinger operators is introduced and explored. Combined with a natural extension of the Birkhoff-Gustavson normal form, we obtain formulas for approaching the…
A new algorithm for the approximation and simulation of twofold iterated stochastic integrals together with the corresponding L\'{e}vy areas driven by a multidimensional Brownian motion is proposed. The algorithm is based on a truncated…
This work is concerned with the analysis of a stochastic approximation algorithm for the simulation of quasi-stationary distributions on finite state spaces. This is a generalization of a method introduced by Aldous, Flannery and Palacios.…
We use the fermionic construction of two-matrix model partition functions to evaluate integrals over rational symmetric functions. This approach is complementary to the one used in the paper ``Integrals of Rational Symmetric Functions,…
We present a unified operator-theoretic framework for stochastic calculus based on the factorization (Id - E)F = {\delta}_X {\Pi}_X D_X F, valid for F_T^X-measurable F in L^2({\Omega}) when the driving process X has the representation…
We significantly enhance the simulation accuracy of initial Trotter circuits for Hamiltonian simulation of quantum systems by integrating first-order Riemannian optimization with tensor network methods. Unlike previous approaches, our…
A cluster update (the ``operator-loop'') is developed within the framework of a numerically exact quantum Monte Carlo method based on the power series expansion of exp(-BH) (stochastic series expansion). The method is generally applicable…
Perspective functions arise explicitly or implicitly in various forms in applied mathematics and in statistical data analysis. To date, no systematic strategy is available to solve the associated, typically nonsmooth, optimization problems.…
For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…
When applying Hamiltonian operator splitting methods for the time integration of multi-species Vlasov-Maxwell-Landau systems, the reliable and efficient numerical approximation of the Landau equation represents a fundamental component of…
We study the problem of approximating the Ising model partition function with complex parameters on bounded degree graphs. We establish a deterministic polynomial-time approximation scheme for the partition function when the interactions…
In analogy to Brownian computers we explicitly show how to construct stochastic models, which mimic the behaviour of a general purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation,…
The objective of this work is the introduction and investigation of favourable time integration methods for the Gross--Pitaevskii equation with rotation term. Employing a reformulation in rotating Lagrangian coordinates, the equation takes…
We study a fractional birth-death process with state dependent birth and death rates. It is defined using a system of fractional differential equations that generalizes the classical birth-death process introduced by Feller (1939). We…
We consider Riemann sum approximations of stochastic integrals with respect to the fractional Browian motion of index $H\geq \frac12$. We show the convergence of these schemes at first and second order. The processes obtained in the limit…
We introduce some general tools to design exact splitting methods to compute numerically semigroups generated by inhomogeneous quadratic differential operators. More precisely, we factorize these semigroups as products of semigroups that…
We present a systematic numerical iteration approach to study the evolution properties of the spin-boson systems, which works well in whole coupling regime. This approach involves the evaluation of a set of coefficients for the formal…
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…
A new derivation method of duality relations in stochastic processes is proposed. The current focus is on the duality between stochastic differential equations and birth-death processes. Although previous derivation methods have been based…