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In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

Numerical Analysis · Mathematics 2026-01-27 Arshyn Altybay

We study dynamical correlations of two coupled large spins depending on the time and on the spin quantum numbers. In the high-temperature approximation, we obtain analytical expressions for the mutual informations, quantum and classical…

Quantum Physics · Physics 2015-06-12 V. E. Zobov

In this paper, we present a method for the accurate estimation of the derivative (aka.~sensitivity) of expectations of functions involving an indicator function by combining a stochastic algorithmic differentiation and a regression. The…

Computational Finance · Quantitative Finance 2019-11-13 Christian P. Fries

Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

Mathematical Physics · Physics 2010-04-30 Brian P. Sprouse , Christopher L. MacDonald , Gabriel A. Silva

A technique to build perturbative series for the spectator field's correlation functions in de Sitter space through the Fokker-Planck equation is proposed. We derive from the first-order differential equation the iterative integral relation…

High Energy Physics - Theory · Physics 2025-08-19 Alexander Kamenshchik , Polina Petriakova

In order to solve an initial value problem by the variational iteration method, a sequence of functions is produced which converges to the solution under some suitable conditions. In the nonlinear case, after a few iterations the terms of…

Numerical Analysis · Mathematics 2016-06-23 Davod Khojasteh Salkuyeh , Ali Tavakoli

The constitutive quantities in Mori's theory, the residual forces, are expanded in terms of time dependent correlation functions and products of operators at $t=0$, where it is assumed that the time derivatives of the observables are given…

Statistical Mechanics · Physics 2015-06-25 G. Sauermann , H. Turschner , W. Just

We find a relation between the semiclassical approximation of the temperature (Matsubara) 2-point correlator and the corresponding classical Green function in real time at finite temperature. The anharmonic oscillator at finite temperature…

High Energy Physics - Phenomenology · Physics 2009-12-30 A. Bochkarev

In this paper we show how an infinite system of coupled Toda-type nonlinear differential equations derived by one of us can be used efficiently to calculate the time-dependent pair-correlations in the Ising chain in a transverse field. The…

Statistical Mechanics · Physics 2015-05-13 Jacques H. H. Perk , Helen Au-Yang

This article introduces autocorrelograms for time series of point processes. Such time series usually arise when a longer temporal or spatio-temporal point process is sliced into smaller time units; for example, when an annual process is…

Methodology · Statistics 2025-08-25 Daniel Gervini

Using the variational formula for operator product coefficients a method for perturbative calculation of the short-distance expansion of the Spin-Spin correlation function in the two dimensional Ising model is presented. Results of explicit…

High Energy Physics - Theory · Physics 2009-10-22 B. Mikhak , A. M. Zarkesh

Within the framework of probability distributions on projective Hilbert space a scheme for the calculation of multitime correlation functions is developed. The starting point is the Markovian stochastic wave function description of an open…

Quantum Physics · Physics 2009-10-31 Heinz-Peter Breuer , Bernd Kappler , Francesco Petruccione

Nuclear structure quantum Monte Carlo methods such as Green's function or auxiliary field diffusion Monte Carlo have used phenomenological local real-space potentials containing as few derivatives as possible, such as the Argonne-Urbana…

Nuclear Theory · Physics 2012-07-27 J. E. Lynn , K. E. Schmidt

We present a minimal pole method for analytically continuing matrix-valued imaginary frequency correlation functions to the real axis, enabling precise access to off-diagonal elements and thus improving the interpretation of self-energies…

Strongly Correlated Electrons · Physics 2024-12-16 Lei Zhang , Yang Yu , Emanuel Gull

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…

Probability · Mathematics 2016-12-19 Zhen-Qing Chen , Mark M. Meerschaert , Erkan Nane

In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…

Analysis of PDEs · Mathematics 2020-08-10 H. I. Abdel-Gawad , N. H. Sweilam , S. M. AL-Mekhlafi , D. Baleanu

A ``forward walking'' Quantum Monte Carlo (QMC) algorithm has been developed to calculate correlation functions for the Hamiltonian lattice formulation of U(1) Yang-Mills theory in (2+1) dimensions. It is shown that Wilson loops can be…

High Energy Physics - Lattice · Physics 2009-10-31 Chris J. Hamer , Robert J. Bursill , Maria Samaras

Real-time coupled cluster (CC) methods have several advantages over their frequency-domain counterparts, namely, response and equation of motion CC theories. Broadband spectra, strong fields, and pulse manipulation allow for the simulation…

Chemical Physics · Physics 2023-08-04 Benjamin G. Peyton , Zhe Wang , T. Daniel Crawford

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

Statistical Mechanics · Physics 2007-05-23 Francesco Mainardi , Paolo Paradisi , Rudolf Gorenflo

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser