相关论文: On integrability of quadratic harnesses

Fourier matrices naturally appear in many applications and their stability is closely tied to performance guarantees of algorithms. The starting point of this article is a result that characterizes properties of an exponential system on a…

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…

We consider an optimal switching problem with random lag and possibility of component failure. The random lag is modeled by letting the operation mode follow a regime switching Markov-model with transition intensities that depend on the…

We examine optimal matchings or transport between two stationary random measures. It covers allocation from the Lebesgue measure to a point process and matching a point process to a regular (shifted) lattice. The main focus of the article…

Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty.…

We explore various combinatorial problems mostly borrowed from physics, that share the property of being continuously or discretely integrable, a feature that guarantees the existence of conservation laws that often make the problems…

We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Integrability in quantum theory has been defined in more than one ways. Recently, Braak suggested a new definition that a quantum system is integrable if the number of parameters required to specify the eigenstates and the number degrees of…

Among the various critical systems that worth to be formally analyzed, a wide set consists of controllers for dynamical systems. Those programs typically execute an infinite loop in which simple com putations update internal states and…

The modeling of electric machines and power transformers typically involves systems of nonlinear magnetostatics or -quasistatics, and their efficient and accurate simulation is required for the reliable design, control, and optimization of…

We study the (weak) equilibrium problem arising from the problem of optimally stopping a one-dimensional diffusion subject to an expectation constraint on the time until stopping. The weak equilibrium problem is realized with a set of…

We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarded an infinite-dimensional nuisance parameter. Using a…

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…

We study optimal perfect distinguishability between a unitary and a general quantum operation. In 2-dimensional case we provide a simple sufficient and necessary condition for sequential perfect distinguishability and an analytical formula…

We study the entanglement between the 2D vibrational motion and two ground state hyperfine levels of a trapped ion, Under particular conditions this entanglement depends on the parity of the total initial vibrational quanta. We study the…

We discuss the notion of integrability in quantum mechanics. Starting from a review of some definitions commonly used in the literature, we propose a different set of criteria, leading to a classification of models in terms of different…

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

We develop a new algorithm based on the time-dependent variational principle applied to matrix product states to efficiently simulate the real- and imaginary time dynamics for infinite one-dimensional quantum lattice systems. This…

In this paper, we solve a maximization problem where the objective function is quadratic and the constraints set is the reachable values set of a stable discrete-time affine system. This problem is equivalent to solve an infinite number of…