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A new method of extracting the low-lying energy spectrum from Monte Carlo estimates of Euclidean-space correlation functions which incorporates Bayesian inference is described and tested. The procedure fully exploits the information present…

高能物理 - 格点 · 物理学 2009-11-07 Colin Morningstar

We introduce and study the combinatorial optimization problem with interaction costs (COPIC). COPIC is the problem of finding two combinatorial structures, one from each of two given families, such that the sum of their independent linear…

最优化与控制 · 数学 2017-07-11 Stefan Lendl , Ante Ćustić , Abraham P. Punnen

An exact expression of the bridge-mediated donor-acceptor effective coupling, is derived. For systems represented by a tight-binding Hamiltonian with nearest-neighbor interactions, we show that the effective coupling, is equal to the…

软凝聚态物质 · 物理学 2007-05-23 D. J. Bicout , F. Varchon , E. Kats

The paper introduces a special case of the Euclidean distance matrix completion problem (edmcp) of interest in statistical data analysis where only the minimal spanning tree distances are given and the matrix completion must preserve the…

最优化与控制 · 数学 2016-10-24 Adam Rahman , Wayne Oldford

We investigate the fundamental limitations imposed by thermodynamics for creating correlations. Considering a collection of initially uncorrelated thermal quantum systems, we ask how much classical and quantum correlations can be obtained…

This paper is devoted to the pricing of Barrier options by optimal quadratic quantization method. From a known useful representation of the premium of barrier options one deduces an algorithm similar to one used to estimate nonlinear filter…

证券定价 · 定量金融 2025-12-09 Abass Sagna

We prove a property of Brownian bridges whose certain time-equidistant sequences of points are pairwise coupled by an interaction. Roughly saying, if the total time span $t$ of the bridge tends to infinity while the distance of its end…

数学物理 · 物理学 2018-08-03 Andras Suto

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…

最优化与控制 · 数学 2017-01-19 Jason Xu , Eric C. Chi , Meng Yang , Kenneth Lange

A thermal analogue of the classical brachistochrone problem, which minimizes the connection time between two equilibrium states of harmonically confined Brownian particles, has recently been solved theoretically. Here we report its…

We study the consequences of the equivalence between the least gradient problem and a boundary-to-boundary optimal transport problem in two dimensions. We extend the relationship between the two problems to their respective dual problems,…

偏微分方程分析 · 数学 2021-02-12 Wojciech Górny

The matching problem for a given Jordan curve in the complex plane asks to find two nonconstant functions, one analytic in the bounded complementary component of the curve and the other analytic in the unbounded complementary component of…

复变函数 · 数学 2025-07-08 Kirill Lazebnik , Pierre-Olivier Parisé , Malik Younsi

We construct families of blowing-up solutions to elliptic systems on smooth bounded domains in the Euclidean space, which are variants of the critical Lane-Emden system and analogous to the Brezis-Nirenberg problem. We find a function which…

偏微分方程分析 · 数学 2020-04-30 Seunghyeok Kim , Angela Pistoia

We derive bridges from general multidimensional linear non time-homogeneous processes using only the transition densities of the original process giving their integral representations (in terms of a standard Wiener process) and so-called…

概率论 · 数学 2014-03-25 Matyas Barczy , Peter Kern

We give in this paper a convergence result concerning parallel synchronous algorithm for nonlinear fixed point problems with respect to the euclidian norm in $\Rn$. We then apply this result to some problems related to convex analysis like…

数值分析 · 数学 2007-05-23 Ahmed Addou , Abdenasser Benahmed

It is shown that the recently proposed quantum analogue of classical energy equipartition theorem for two paradigmatic, exactly solved models (i.e., a free Brownian particle and a dissipative harmonic oscillator) also holds true for all…

量子物理 · 物理学 2021-02-05 Jerzy Łuczka

We study a free boundary problem for a parabolic partial differential equation in which the solution is coupled to the moving boundary through an integral constraint. The problem arises as the hydrodynamic limit of an interacting particle…

偏微分方程分析 · 数学 2020-05-20 Julien Berestycki , Éric Brunet , James Nolen , Sarah Penington

We study variational problems for curves approximated by B-spline curves. We show that, one can obtain discrete Euler-Lagrange equations, for the data describing the approximated curves. Our main application is to the curve completion…

数值分析 · 计算机科学 2012-02-20 Jun Zhao , Elizabeth Mansfield

The unitary correlation sets defined by the first author in conjunction with tensor products of $\mathcal{U}_{nc}(n)$ are further studied. We show that Connes' embedding problem is equivalent to deciding whether or not two smaller versions…

算子代数 · 数学 2018-01-11 Samuel J. Harris , Vern I. Paulsen

We investigate the random bipartite optimal matching problem on a flat torus in two-dimensions, considering general strictly convex power costs of the distance. We extend the successful ansatz first introduced by Caracciolo et al. for the…

偏微分方程分析 · 数学 2024-05-16 Luigi Ambrosio , Federico Vitillaro , Dario Trevisan

We consider the six-vertex model on an $N \times N$ square lattice with the domain wall boundary conditions. Boundary one-point correlation functions of the model are expressed as determinants of $N\times N$ matrices, generalizing the known…

数学物理 · 物理学 2009-11-07 N. M. Bogoliubov , A. G. Pronko , M. B. Zvonarev