相关论文: The Samuelson's model as a singular discrete time …
The modal analysis is revisited through the symplectic formalism, what leads to two intertwined eigenproblems. Studying the properties of the solutions, we prove that they form a canonical basis. The method is general and works even if the…
The possibility that time can be regarded as a discrete parameter is re-examined. We study the dynamics of the free particle and find in some cases superluminal propagation.
This paper studies the continuous-time reinforcement learning for stochastic singular control with the application to an infinite-horizon irreversible reinsurance problems. The singular control is equivalently characterized as a pair of…
The time-marching strategy, which propagates the solution from one time step to the next, is a natural strategy for solving time-dependent differential equations on classical computers, as well as for solving the Hamiltonian simulation…
We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson processes where the the time-change is inverse Gaussian, or…
We develop a new analytical method for solving real time evolution problems of quantum many-body systems. Our approach is a direct generalization of the well-known canonical perturbation theory for classical systems. Similar to canonical…
Using an operatorial formalism, we study the Kramers equation and its applications to numerical simulations. We obtain classes of algorithms which may be made precise at every desired order in the time step $\epsilon$ and with a set of free…
We study a control system resembling a singularly perturbed system whose variables are decomposed into groups that change their values with rates of different orders of magnitude. We establish that the slow trajectories of this system are…
In this paper we propose a semi-Markov modulated model of interest rates. We assume that the switching process is a semi-Markov process with finite state space E and the modulated process is a diffusive process. We derive recursive…
We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…
We present a quantum algorithm that analyzes time series data simulated by a quantum differential equation solver. The proposed algorithm is a quantum version of the dynamic mode decomposition algorithm used in diverse fields such as fluid…
We describe a simple method for simulating time-independent Hamiltonian $H$ that could be decomposed as $H = \sum_{i=1}^m H_i$ where each $H_i$ can be efficiently simulated. Approaches relying on product formula generally work by splitting…
Symbolic data structures for model checking timed systems have been subject to a significant research, with Difference Bound Matrices (DBMs) still being the preferred data structure in several mature verification tools. In comparison,…
A robust and efficient time integrator for dynamical tensor approximation in the tensor train or matrix product state format is presented. The method is based on splitting the projector onto the tangent space of the tensor manifold. The…
We discuss structure-preserving time discretization for nonlinear port-Hamiltonian systems with state-dependent mass matrix. Such systems occur, for instance, in the context of structure-preserving nonlinear model order reduction for…
The interplay of Anderson localisation and decoherence results in intricate dynamics but is notoriously difficult to simulate on classical computers. We develop the framework for a quantum simulation of such an open quantum system making…
The simplest model of a smart spatial redistribution of individuals is proposed. A single-species population is considered, to be composed of two discrete subpopulations inhabiting two stations; migration is a transfer between them. The…
We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is…
This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…
A framework for exponential time discretization of the multilayer rotating shallow water equations is developed in combination with a mimetic discretization in space. The method is based on a combination of existing exponential time…