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This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

最优化与控制 · 数学 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

In the last few decades, numerical simulation for nonlinear oscillators has received a great deal of attention, and many researchers have been concerned with the design and analysis of numerical methods for solving oscillatory problems. In…

数值分析 · 数学 2020-12-25 Yu-Wen Li , Xinyuan Wu

We construct new solvable rational and trigonometric spin models with near-neighbors interactions by an extension of the Dunkl operator formalism. In the trigonometric case we obtain a finite number of energy levels in the center of mass…

高能物理 - 理论 · 物理学 2009-11-10 A. Enciso , F. Finkel , A. Gonzalez-Lopez , M. A. Rodriguez

We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…

最优化与控制 · 数学 2021-05-19 Mathias Oster , Leon Sallandt , Reinhold Schneider

We present and analyze an unconditionally energy stable and convergent finite difference scheme for the Functionalized Cahn-Hilliard equation. One key difficulty associated with the energy stability is based on the fact that one nonlinear…

数值分析 · 数学 2016-10-11 Wenqiang Feng , Zhen Guan , John Lowengrub , Cheng Wang , Steven M. Wise

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

计算金融 · 定量金融 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

This work concerns the numerical approximation with a finite volume method of inviscid, nonequilibrium, high-temperature flows in multiple space dimensions. It is devoted to the analysis of the numerical scheme for the approximation of the…

数值分析 · 数学 2021-03-08 Claude Marmignon , Fabio Naddei , Florent Renac

We introduce an extended Kepler-Coulomb quantum model in spherical coordinates. The Schr\"{o}dinger equation of this Hamiltonian is solved in these coordinates and it is shown that the wave functions of the system can be expressed in terms…

数学物理 · 物理学 2018-04-03 Md Fazlul Hoque , Ian Marquette , Sarah Post , Yao-Zhong Zhang

We propose a natural application of Quantum Linear Systems Problem (QLSP) solvers such as the HHL algorithm to efficiently prepare highly excited interior eigenstates of physical Hamiltonians in a variational and targeted manner. This is…

量子物理 · 物理学 2023-10-13 Shao-Hen Chiew , Leong-Chuan Kwek

We present a 'calculator' for constructing a homogeneous approximation of nonlinear control systems, which is based on the algebraic approach developed by the authors in their previous papers. This approach mainly uses linear algebraic and…

最优化与控制 · 数学 2021-12-01 Grigory Sklyar , Pavel Barkhayev , Svetlana Ignatovich , Viktor Rusakov

In this paper the feasibility of funnel control techniques for the Fokker-Planck equation corresponding to a multi-dimensional Ornstein-Uhlenbeck process on an unbounded spatial domain is explored. First, using weighted Lebesgue and Sobolev…

最优化与控制 · 数学 2021-04-15 Thomas Berger

We present error estimates for four unconditionally energy stable numerical schemes developed for solving Allen-Cahn equations with nonlocal constraints. The schemes are linear and second order in time and space, designed based on the…

数值分析 · 数学 2018-10-23 Shouwen Sun , Xiaobo Jing , Qi Wang

This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…

数值分析 · 数学 2007-12-17 Massimo Fornasier , Carola-Bibiane Schönlieb

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

最优化与控制 · 数学 2023-07-04 Antoine Oustry , Matteo Tacchi

Computing many-body ground state energies and resolving electronic structure calculations are fundamental problems for fields such as quantum chemistry or condensed matter. Several quantum computing algorithms that address these problems…

量子物理 · 物理学 2023-01-12 Karen J. Morenz Korol , Kenny Choo , Antonio Mezzacapo

The present contribution concerns the computation of energy eigenvalues of a perturbed anharmonic coulombic potential with irregular singularities using a combination of the Sinc collocation method and the double exponential transformation.…

数值分析 · 数学 2019-01-04 M. Essaouini , B. Abouzaid , P. Gaudreau , H. Safouhi

We propose the notion of $E_{2}$-quasi-exact solvability and apply this idea to find explicit solutions to the eigenvalue problem for a non-Hermitian Hamiltonian system depending on two parameters. The model considered reduces to the…

量子物理 · 物理学 2015-05-18 Andreas Fring

We identify a set of "energy" functionals on the space of metrics in a given Kaehler class on a Calabi-Yau manifold, which are bounded below and minimized uniquely on the Ricci-flat metric in that class. Using these functionals, we recast…

高能物理 - 理论 · 物理学 2014-05-19 Matthew Headrick , Ali Nassar

A method for finding the exact analytical solutions for the bulk and edge energy levels and corresponding eigenstates for all commensurate Aubry-Andr\'e/Harper single-particle models under open boundary conditions is presented here, both…

强关联电子 · 物理学 2020-01-29 A. M Marques , R. G. Dias

We develop a computationally and numerically efficient method to calculate binding energies and corresponding wave functions of quantum mechanical three-body problems in low dimensions. Our approach exploits the tensor structure of the…

计算物理 · 物理学 2022-03-04 Jonas Thies , Moritz Travis Hof , Matthias Zimmermann , Maxim Efremov