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相关论文: On the average principle for one-frequency systems

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We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

统计理论 · 数学 2024-03-12 Sara Mazzonetto , Paolo Pigato

The time-frequency uncertainty principle states that the product of the temporal and frequency extents of a signal cannot be smaller than $1/(4\pi)$. We study human ability to simultaneously judge the frequency and the timing of a sound.…

神经元与认知 · 定量生物学 2015-03-11 Jacob N. Oppenheim , Marcelo O. Magnasco

The operator fidelity is a measure of the information-theoretic distinguishability between perturbed and unperturbed evolutions. The response of this measure to the perturbation may be formulated in terms of the operator fidelity…

量子物理 · 物理学 2011-01-20 N. Tobias Jacobson , Paolo Giorda , Paolo Zanardi

A phase-space semiclassical approximation valid to $O(\hbar)$ at short times is used to compare semiclassical accuracy for long-time and stationary observables in chaotic, stable, and mixed systems. Given the same level of semiclassical…

混沌动力学 · 物理学 2009-08-14 L. Kaplan

Model-free adaptive optimization methods are capable of optimizing unknown, time-varying processes even when other optimization methods are not. However, their practical application is often limited by perturbations that are used to gather…

系统与控制 · 电气工程与系统科学 2025-08-28 Leontine Aarnoudse , Mark Haring , Nathan van de Wouw , Alexey Pavlov

We propose a general method for the construction and analysis of unweighted $\epsilon$ - recurrence networks from chaotic time series. The selection of the critical threshold $\epsilon_c$ in our scheme is done empirically and we show that…

混沌动力学 · 物理学 2016-01-21 Rinku Jacob , K. P. Harikrishnan , R. Misra , G. Ambika

In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and…

概率论 · 数学 2016-06-29 Luc Rey-Bellet , Konstantinos Spiliopoulos

A general theory of efficient estimation for ergodic diffusion processes sampled at high frequency with an infinite time horizon is presented. High frequency sampling is common in many applications, with finance as a prominent example. The…

统计理论 · 数学 2024-01-10 Michael Sørensen

Oscillators are ubiquitous in nature, and usually associated with the existence of an asymptotic phase that governs the long-term dynamics of the oscillator. % We show that asymptotic phase can be estimated using a carefully chosen series…

动力系统 · 数学 2022-03-10 Simon Wilshin , Matthew D. Kvalheim , Clayton Scott , Shai Revzen

We analyze equilibration times of subsystems of a larger system under a random total Hamiltonian, in which the basis of the Hamiltonian is drawn from the Haar measure. We obtain that the time of equilibration is of the order of the inverse…

We construct several variational integrators--integrators based on a discrete variational principle--for systems with Lagrangians of the form L = L_A + epsilon L_B, with epsilon << 1, where L_A describes an integrable system. These…

天体物理学 · 物理学 2009-01-25 Will M. Farr

This paper introduces a new algorithm to improve the accuracy of numerical phase-averaging in oscillatory, multiscale, differential equations. Phase-averaging is a timestepping method which averages a mapped variable to remove highly…

数值分析 · 数学 2024-11-07 Timothy C. Andrews , Beth A. Wingate

The perturbation method is an approximation scheme with a solvable leading order. The standard way is to choose a non-interacting sector for the leading order. The adaptive perturbation method improves the solvable part by using all…

高能物理 - 理论 · 物理学 2022-10-17 Chen-Te Ma

We consider the long-time behavior of systems close to a system with a smooth first integral. Under certain assumptions, the limiting behavior, to some extent, turns out to be universal: it is determined by the first integral, the…

概率论 · 数学 2022-10-19 Mark Freidlin

In this article, we investigate averaging principle for stochastic hyperbolic-parabolic equations with two time-scales, in which both the slow and fast components are perturbed by multiplicative noises. Particularly, we prove that the rate…

概率论 · 数学 2017-12-22 Hongbo Fu , Li Wan , Jicheng Liu , Xianming Liu

The instability of an atomic clock is characterized by the Allan variance, a measure widely used to describe the noise of frequency standards. We provide an explicit method to find the ultimate bound on the Allan variance of an atomic clock…

量子物理 · 物理学 2016-08-30 Krzysztof Chabuda , Ian Leroux , Rafal Demkowicz-Dobrzanski

We provide a polynomial-time classical algorithm for noisy quantum circuits. The algorithm computes the expectation value of any observable for any circuit, with a small average error over input states drawn from an ensemble (e.g. the…

量子物理 · 物理学 2024-10-15 Thomas Schuster , Chao Yin , Xun Gao , Norman Y. Yao

We present a classical algorithm based on Pauli propagation for estimating expectation values of arbitrary observables on random unstructured quantum circuits across all circuit architectures and depths, including those with all-to-all…

We propose and analyze a heterogenous multiscale method for the efficient integration of constant-delay differential equations subject to fast periodic forcing. The stroboscopic averaging method (SAM) suggested here may provide…

数值分析 · 数学 2018-03-16 J. M. Sanz-Serna , Beibei Zhu

Admissible perturbations (i.e., perturbations that do not change the Mironenko reflecting function of the system) are obtained for an autonomous three-dimensional quadratic generalized Langford system with five parameters. The obtained…

经典分析与常微分方程 · 数学 2022-03-22 Eduard Musafirov , Alexander Grin , Andrei Pranevich