Normalized Gaussian path integrals

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Publications associées (32)

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We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of optimal control problems (OCPs) constrained by random partial differential equ ...

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Molecular quantum dynamics simulations are essential for understanding many fundamental phenomena in physics and chemistry. They often require solving the time-dependent Schrödinger equation for molecular nuclei, which is challenging even for medium-sized ...

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We propose an adaptive quantum algorithm to prepare accurate variational time evolved wave functions. The method is based on the projected variational quantum dynamics (pVQD) algorithm, that performs a global optimization with linear scaling in the number ...

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THE COMPACT SUPPORT PROPERTY FOR SOLUTIONS TO THE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COLORED NOISE

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We study the compact support property for solutions of the following stochastic partial differential equations: partial derivative tu=aijuxixj(t,x)+biuxi(t,x)+cu+h(t,x,u(t,x))F-center dot(t,x),(t,x)is an element of(0,infinity)xRd,where F-center dot is a sp ...

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Low-Rank Tensor Methods for High-Dimensional Problems

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Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

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We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

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ACADEMIC PRESS INC ELSEVIER SCIENCE2023

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