相关论文: Simulation of quasi-stationary distributions on co…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…
We analyse the quantum evolution of a particle moving in a potential in interaction with an environment of harmonic oscillators in a thermal state, using the quantum state diffusion (QSD) picture of Gisin and Percival, in which one…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
In this paper, we give a sufficient condition for the existence of a quasi-ergodic distribution for absorbing Markov processes. Using an orthogonal-polynomial approach, we prove that the previous main result is valid for the birth-death…
We introduce the notion of a quasistatic dynamical system, which generalizes that of an ordinary dynamical system. Quasistatic dynamical systems are inspired by the namesake processes in thermodynamics, which are idealized processes where…
We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…
We are interested in quasi-stationarity and quasi-ergodicity when the absorbing boundary is moving. First we show that, in the moving boundary case, the quasi-stationary distribution and the quasi-limiting distribution are not well-defined…
Non-Markovian quantum state diffusion (NMQSD) is an exact method for calculating the reduced density matrix of an arbitrary subsystem interacting linearly with the radiation field. Applications of the theory have however been few due to the…
We investigate the non-Markovian quantum dynamics of a hybrid open system consisting of one qubit and one qutrit by employing a stochastic Schr\"{o}dinger equation to generate diffusive quantum trajectories. We have established an exact…
Let {M_n}_{n\ge 0}$ be a nonnegative Markov process with stationary transition probabilities. The quasistationary distributions referred to in this note are of the form Q_A(x) = lim_{n\to\infty} P(M_n \le x | M_0 \le A, M_1 \le A, ..., M_n…
Quasi-stationary distributions, as discussed by Darroch & Seneta (1965), have been used in biology to describe the steady state behaviour of population models which, while eventually certain to become extinct, nevertheless maintain an…
Quantum subspace diagonalization (QSD) algorithms have emerged as a competitive family of algorithms that avoid many of the optimization pitfalls associated with parameterized quantum circuit algorithms. While the vast majority of the QSD…
Consider the Langevin process, described by a vector (positions and momenta) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. Recent works showed the existence of…
We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the…
We construct quadratic stochastic processes (QSP) (also known as Markov processes of cubic matrices) in continuous and discrete times. These are dynamical systems given by (a fixed type, called $\sigma$) stochastic cubic matrices satisfying…
We propose a novel algorithm for the approximation of surface-quasi geostrophic (SQG) flows modeled by a nonlinear partial differential equation coupling transport and fractional diffusion phenomena. The time discretization consists of an…
In the thesis we present an analytic approach towards exact description for steady state density operators of nonequilibrium quantum dynamics in the framework of open systems. We employ the so-called quantum Markovian semi-group evolution,…
Quasi-stationary distributions, as discussed by Darroch & Seneta (1965), have been used in biology to describe the steady state behaviour of population models which, while eventually certain to become extinct, nevertheless maintain an…
We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic…