Related papers: Stochastic Wave-function Simulation of Two-time Co…
We study how to probe bispectra of stochastic gravitational waves with pulsar timing arrays. The bispectrum is a key to probe the origin of stochastic gravitational waves. In particular, the shape of the bispectrum carries valuable…
We propose a method for optimizing mutual coupling functions to achieve fast and global synchronization between a pair of weakly coupled limit-cycle oscillators. Our method is based on phase reduction that provides a concise low-dimensional…
We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…
Statistical inference for a linear stochastic hyperbolic equation with two unknown parameters is studied. Based on observation of coordinates of the solution or their linear combination, minimum contrast estimators are introduced. Strong…
We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require…
We propose a computationally efficient method to solve the dynamics of operators of bosonic quantum systems coupled to their environments. The method maps the operator under interest to a set of complex-valued functions, and its adjoint…
Problems in the field of open quantum systems often involve an environment that strongly influences the dynamics of excited states. Here we present a numerical method to model optical spectra of non-Markovian open quantum systems. The…
We deal with the problem of optimal estimation of the linear functionals constructed from unobserved values of a continuous time stochastic process with periodically correlated increments based on past observations of this process. To solve…
Stochastic hydrodynamics provides a dynamical framework for the evolution of fluctuations in heavy-ion collisions, but poses significant challenges in numerical simulations. We present an algorithm for the simulation of non-relativistic…
In this study, we estimate parameters in stochastic oscillatory systems by developing a novel cost function. This function incorporates power spectral density, analytic signal, and position crossings, each weighted to capture distinct…
An efficient algorithm to simulate dynamics of open quantum system is presented. The method describes the dynamics by unraveling stochastic wave functions converging to a density operator description. The stochastic techniques are based on…
In this paper, we propose two nonparametric methods used in the forecasting of functional time-dependent data, namely functional singular spectrum analysis recurrent forecasting and vector forecasting. Both algorithms utilize the results of…
This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with…
Two-time-scale stochastic approximation is a popular iterative method for finding the solution of a system of two equations. Such methods have found broad applications in many areas, especially in machine learning and reinforcement…
We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…
Optical computing often employs tailor-made hardware to implement specific algorithms, trading generality for improved performance in key aspects like speed and power efficiency. An important computing approach that is still missing its…
We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance…
Linear mechanical oscillators have been applied to measure very small forces, mostly with the help of noise suppression. In contrast, adding noise to non-linear oscillators can improve the measurement conditions. Here, this effect of…
A new approach to the problem of gravitational waves detection based on simultaneous timing of several pulsars and subsequent expansion of the post-fit timing data into components of different spectral kind (with different spectral indices)…
The Schr\"odinger-Lohe model consists of wave functions interacting with each other, according to a system of Schr\"odinger equations with a specific coupling such that all wave functions evolve on the $L^2$ unit ball. This model has been…