Related papers: Comment on ``Solution of Classical Stochastic One-…
It is known that the effect of species' density on species' growth is non-additive in real ecological systems. This challenges the conventional Lotka-Volterra model, where the interactions are always pairwise and their effects are additive.…
Stochastic master equations are often used to describe conditional spin squeezing of atomic ensemble, but are limited so far to the systems with few atoms due to the exponentially increased Hilbert space. In this article, we present an…
The efficient simulation of quantum dynamics and ground states is a central challenge in physics and a key frontier for quantum advantage. While short-time evolution in one-dimensional systems can often be simulated classically, extending…
We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…
Before we proposed an algebraic technics for the Hamiltonian approach to the evolution systems of partial differential equations, including systems with constraints. Here we further develop this approach and present the defining system of…
Matrix elements between nonorthogonal Slater determinants represent an essential component of many emerging electronic structure methods. However, evaluating nonorthogonal matrix elements is conceptually and computationally harder then…
A generalization of the stochastic wave function method is presented which allows the unravelling of arbitrary linear quantum master equations which are not necessarily in Lindblad form and, moreover, the explicit treatment of memory…
Motivated by the work of Busse et al. [6] on turbulent convection in a rotating layer, we exploit the long-run behavior for stochastic Lotka-Volterra (LV) systems both in pull-back trajectory and in stationary measure. It is proved…
The multiple knapsack problem (MKP) generalizes the classical knapsack problem by assigning items to multiple knapsacks subject to capacity constraints. It is used to model many real-world resource allocation and scheduling problems. In…
The most general exclusion single species reaction-diffusion models with nearest-neighbor interactions one a one dimensional lattice are investigated, for which the evolution of full intervals are closed. Using a generating function method,…
We propose an extension of the Schr\"odinger equation for a quantum system interacting with environment. This equation describes dynamics of auxiliary wave-functions $\mathbf{m}$, from which the system density matrix can be reconstructed as…
Discrete-state stochastic models are a popular approach to describe the inherent stochasticity of gene expression in single cells. The analysis of such models is hindered by the fact that the underlying discrete state space is extremely…
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…
A Bayesian procedure is developed for multivariate stochastic volatility, using state space models. An autoregressive model for the log-returns is employed. We generalize the inverted Wishart distribution to allow for different correlation…
This paper presents a study using the Bayesian approach in stochastic volatility models for modeling financial time series, using Hamiltonian Monte Carlo methods (HMC). We propose the use of other distributions for the errors in the…
We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…
This article generalises the concept of realised covariation to Hilbert-space-valued stochastic processes. More precisely, based on high-frequency functional data, we construct an estimator of the trace-class operator-valued integrated…
This paper studies a stochastic functional differential equation driven by a fractional Brownian motion with Hurst parameter H>1/2, constrained to be reflected at 0. We prove the existence of solutions using the Euler method. However,…
Uniqueness of positive solutions to viscous Hamilton-Jacobi-Bellman (HJB) equations of the form $-\Delta u(x) + \frac{1}{\gamma} |D{u}(x)|^\gamma = f(x) - \lambda$, with $f$ a coercive function and $\lambda$ a constant, in the subquadratic…
We consider a class of economic growth models that includes the classical Ramsey--Cass--Koopmans capital accumulation model and verify that, under several assumptions, the value function of the model is the unique viscosity solution to the…