Related papers: A scheme related to the Brauer loop model
A higher-order numerical method is presented for scalar valued, coupled forward-backward stochastic differential equations. Unlike most classical references, the forward component is not only discretized by an Euler-Maruyama approximation…
We introduce a symmetric, gradient exclusion process within the class of non-cooperative kinetically constrained lattice gases, modelling a non-linear diffusivity in which the exchange of occupation values between two neighbouring sites…
We study the crossing matrix of a braid and introduce a polynomial invariant for braid systems that is invariant under Hurwitz equivalence. As an application to the study of surface braids and surface links, we also define an invariant that…
We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion…
We provide a new non-parametric Fourier procedure to estimate the trajectory of the instantaneous covariance process (from discrete observations of a multidimensional price process) in the presence of jumps extending the seminal work…
Matrix-vector multiplication is one of the most fundamental computing primitives. Given a matrix $A\in\mathbb{F}^{N\times N}$ and a vector $b$, it is known that in the worst case $\Theta(N^2)$ operations over $\mathbb{F}$ are needed to…
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…
By algebraic group theory, there is a map from the semisimple conjugacy classes of a finite group of Lie type to the conjugacy classes of the Weyl group. Picking a semisimple class uniformly at random yields a probability measure on…
We present a unified algebraic framework utilizing the formal Bell transform to bridge the Dirichlet convolution of arithmetic functions with the combinatorial structure of infinite Euler-type products. By analyzing the logarithmic…
The non-Hermitian matrix-valued Brownian motion is the stochastic process of a random matrix whose entries are given by independent complex Brownian motions. The bi-orthogonality relation is imposed between the right and the left…
We consider in this paper the problem of computing a nonnegative low-rank approximation of the rightmost eigenpair of a linear matrix-valued real operator. We propose an algorithm based on the time integration of a suitable differential…
This paper proposes and compares two new sampling schemes for sparse deconvolution using a Bernoulli-Gaussian model. To tackle such a deconvolution problem in a blind and unsupervised context, the Markov Chain Monte Carlo (MCMC) framework…
Being motivated by the surge of fermionic quantum Monte Carlo simulations at finite temperature, we present a detailed analysis of the permutation-cycle properties of path integral Monte Carlo (PIMC) simulations of degenerate electrons.…
In a recent paper (cond-mat/0009279), Fabricius and McCoy studied the spectrum of the spin 1/2 XXZ-model at Delta = (q+q^{-1})/2 and q^{2N}=1 for integer N >1. They found a certain pattern of degeneracies and linked it to the sl(2)-loop…
Matrix denoising is central to signal processing and machine learning. Its statistical analysis when the matrix to infer has a factorised structure with a rank growing proportionally to its dimension remains a challenge, except when it is…
We introduce the notion of combinatorial encoding of continuous dynamical systems and suggest the first examples, which are the most interesting and important, namely, the combinatorial encoding of a Bernoulli process with continuous state…
We present recent developments on the topic of the integrand reduction of scattering amplitudes. Integrand-level methods allow to express an amplitude as a linear combination of Master Integrals, by performing operations on the…
We demonstrate that the well-known $(k\uparrow, -k\downarrow)$ Bardeen-Cooper-Schrieffer interaction, when considered in real space, is equivalent to an infinite-range Penson-Kolb pairing mechanism coexisting with an attractive Hubbard…
In the last decade matrix polynomials have been investigated with the primary focus on adequate linearizations and good scaling techniques for computing their eigenvalues and eigenvectors. In this article we propose a new method for…
We present a numerical simulation of the Gross-Neveu model on the lattice using a new representation in terms of fermion loops. In the loop representation all signs due to Pauli statistics are eliminated completely and the partition…