Related papers: A Contracted Path Integral Solution of the Discret…
We study the application of the coherent-state path integral as a numerical tool for wave-packet propagation. The numerical evaluation of path integrals is reduced to a matrix-vector multiplication scheme. Together with a split-operator…
We relate the combinatorics of periodic generalized Dyck and Motzkin paths to the cluster coefficients of particles obeying generalized exclusion statistics, and obtain explicit expressions for the counting of paths with a fixed number of…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
To solve the Cahn-Hilliard equation numerically, a new time integration algorithm is proposed, which is based on a combination of the Eyre splitting and the local iteration modified (LIM) scheme. The latter is employed to tackle the…
We present a novel spatial discretization for the Cahn-Hilliard equation including transport. The method is given by a mixed discretization for the two elliptic operators, with the phase field and chemical potential discretized in…
We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…
Master equations describe the quantum dynamics of open systems interacting with an environment. They play an increasingly important role in understanding the emergence of semiclassical behavior and the generation of entropy, both being…
A system of inhomogeneous second-order difference equations with linear parts given by noncommutative matrix coefficients are considered. Closed form of its solution is derived by means of newly defined delayed matrix sine/cosine using the…
Many well-known combinatorial optimization problems can be stated over the set of acyclic orientations of an undirected graph. For example, acyclic orientations with certain diameter constraints are closely related to the optimal solutions…
In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…
This paper introduces the path derivatives, in the spirit of Dupire's functional It\^o calculus, for the controlled paths in the rough path theory with possibly non-geometric rough paths. The theory allows us to deal with rough integration…
Transport phenomena play a vital role in various fields of science and engineering. In this work, exact solutions are derived for advection equations with integer- and fractional-order time derivatives and a constant time-delay in the…
We introduce the discrete time version of the spin Calogero-Moser system. The equations of motion follow from the dynamics of poles of rational solutions to the matrix KP hierarchy with discrete time. The dynamics of poles is derived using…
Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the…
We study the problem of decomposing (clustering) a tree with respect to costs attributed to pairs of nodes, so as to minimize the sum of costs for those pairs of nodes that are in the same component (cluster). For the general case and for…
This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a…
Motivated by the need to develop a general framework for performing statistical inference for discretely observed random rough differential equations, our aim is to construct a geometric $p$-rough path ${\bf X}$ whose response $Y$, when…
In this paper, we consider a distributed model predictive control (MPC) algorithm for coordinated path-following. Relying on the time-critical cooperative path-following framework, which decouples space and time and reduces the coordination…
We derive a new representation for spin-spin correlation functions of the finite XXZ spin-1/2 Heisenberg chain in terms of a single multiple integral, that we call the master equation. Evaluation of this master equation gives rise on the…
Entwined space-time paths are bound pairs of trajectories which are traversed in opposite directions with respect to macroscopic time. In this paper we show that ensembles of entwined paths on a discrete space-time lattice are simply…