相关论文: Three lemmas on the dynamic cavity method

In this paper, we develop a systematic method for constructing a generalized discrete-time control Lyapunov function for the flexible-step Model Predictive Control (MPC) scheme, recently introduced in [2], when restricted to the class of…

We introduce a dynamic model of the default waterfall of derivatives CCPs and propose a risk sensitive method for sizing the initial margin (IM), and the default fund (DF) and its allocation among clearing members. Using a Markovian…

In this paper, we present new results on finite- and fixed-time convergence for dynamical systems using LaSalle-like invariance principles. In particular, we provide first and second-order non-smooth Lyapunov-like results for finite- and…

Dynamical decoupling is a coherent control technique where the intrinsic and extrinsic couplings of a quantum system are effectively averaged out by application of specially designed driving fields (refocusing pulse sequences). This entails…

Linear multistep methods (LMMs) are popular time discretization techniques for the numerical solution of differential equations. Traditionally they are applied to solve for the state given the dynamics (the forward problem), but here we…

We assess non-Markovianity of a quantum open-system dynamics through the violation of temporal bell-like inequalities in a controllable Nuclear Magnetic Resonance system. We investigate experimentally the connections between the violation…

We consider classical spin systems evolving in continuous time with interactions given by a locally tree-like graph. Several approximate analysis methods have earlier been reported based on the idea of Belief Propagation / cavity method. We…

Non-Markovian effects are important in modeling the behavior of open quantum systems arising in solid-state physics, quantum optics as well as in study of biological and chemical systems. The non-Markovian environment is often approximated…

Importance sampling is a variance reduction technique for efficient estimation of rare-event probabilities by Monte Carlo. In standard importance sampling schemes, the system is simulated using an a priori fixed change of measure suggested…

We study the asymptotic behavior of continuous-time, time-inhomogeneous Markovian quantum dynamics in a stationary random environment. Under mild faithfulness and eventually positivity-improving assumptions, the normalized evolution…

Estimating time-varying correlation matrices is challenging because existing methods may adapt slowly to structural changes, impose insufficient regularization, or produce diffuse posterior uncertainty. In moderate dimensions, an additional…

In many applications of statistical estimation via sampling, one may wish to sample from a high-dimensional target distribution that is adaptively evolving to the samples already seen. We study an example of such dynamics, given by a…

In applied sciences, we often deal with deterministic simulation models that are too slow for simulation-intensive tasks such as calibration or real-time control. In this paper, an emulator for a generic dynamic model, given by a system of…

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

We propose and analyze an implicit mass-matrix penalization (IMMP) technique which enables efficient and exact sampling of the (Boltzmann/Gibbs) canonical distribution associated to Hamiltonian systems with fast degrees of freedom (fDOFs).…

This note is concerned with stability analysis of integral delay systems with multiple delays. To study this problem, the well-known Jensen inequality is generalized to the case of multiple terms by introducing an individual slack weighting…

Algebraically stabilized finite element discretizations of scalar steady-state convection-diffusion-reaction equations often provide accurate approximate solutions satisfying the discrete maximum principle (DMP). However, it was observed…

We discuss applications of a recently developed method for model reduction based on linear response theory of weakly coupled dynamical systems. We apply the weak coupling method to simple stochastic differential equations with slow and fast…

Using the formalism of differential equations, we introduce a new method to continuously deform the $s$-embeddings associated with a family of Ising models as their coupling constants vary. This provides a geometric interpretation of the…

Fidelity serves as a benchmark for the relieability in quantum information processes, and has recently atracted much interest as a measure of the susceptibility of dynamics to perturbations. A rich variety of regimes for fidelity decay have…