相关论文: A different perspective on the Landau-Zener dynami…
The convergence analysis of a third-order scheme for the highly nonlinear Landau-Lifshitz-Gilbert equation with a non-convex constraint is considered. In this paper, we first present a fully discrete semi-implicit method for solving the…
In this paper, we present a finite difference heterogeneous multiscale method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient. The approach combines a higher order discretization and artificial damping in…
An exact solution of the collisionless time-dependent Vlasov equation is found for the first time. By means of this solution the behavior of the Langmuir waves in the nonlinear stage is considered. The analysis is restricted by the…
The Landau-Zener formula describes the diabatic transition probability of a two-level system under linear driving. Its rigorous derivation typically relies on sophisticated mathematical tools, such as special functions, Laplace transforms,…
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffusion process depends on some unknown parameter and the…
Viewing a two time scale stochastic approximation scheme as a noisy discretization of a singularly perturbed differential equation, we obtain a concentration bound for its iterates that captures its behavior with quantifiable high…
The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…
We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…
The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…
We perform a theoretical investigation into the classical and quantum dynamics of an optical field in a cavity containing a moving membrane ("membrane-in-the-middle" set-up). Our approach is based on the Maxwell wave equation, and…
In this expository note we review some recent results on Landau damping in the nonlinear Vlasov equations, focusing specifically on the recent construction of nonlinear echo solutions by the author [arXiv:1605.06841] and the associated…
In order to solve the Boltzmann equation numerically, in the present work, we propose a new model equation to approximate the Boltzmann equation without angular cutoff. Here the approximate equation incorporates Boltzmann collision operator…
The exact analytical solution of the degenerate Landau-Zener model, wherein two bands of degenerate energies cross in time, is presented. The solution is derived by using the Morris-Shore transformation, which reduces the fully coupled…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by `controlled' Markov noise. In particular, both the faster and slower recursions have non-additive controlled Markov noise…
This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…
We extend the Longstaff-Schwartz algorithm for approximately solving optimal stopping problems on high-dimensional state spaces. We reformulate the optimal stopping problem for Markov processes in discrete time as a generalized statistical…
Two aspects of the classic two-level Landau--Zener (LZ) problem are considered. First, we address the LZ problem when one or both levels decay, i.e., $\veps_j(t) \to \veps_j(t)-i \Gamma_j/2$. We find that if the system evolves from an…
Bayesian network models with latent variables are widely used in statistics and machine learning. In this paper we provide a complete algebraic characterization of Bayesian network models with latent variables when the observed variables…
We introduce a new approach to deriving approximate analytical solutions of a harmonic oscillator damped by purely nonlinear, or combinations of linear and nonlinear damping forces. Our approach is based on choosing a suitable trial…
The stochastic Landau--Lifshitz--Gilbert (LLG) equation describes the behaviour of the magnetization under the influence of the effective field consisting of random fluctuations. We first reformulate the equation into an equation the…