Publications associées à Invariant manifolds with boundary for jump-diffusions

Publications associées (30)

Quantum circuits for solving local fermion-to-qubit map- pings

Local Hamiltonians of fermionic systems on a lattice can be mapped onto local qubit Hamiltonians. Maintaining the lo-cality of the operators comes at the ex-pense of increasing the Hilbert space with auxiliary degrees of freedom. In order to retrieve the l ...

VEREIN FORDERUNG OPEN ACCESS PUBLIZIERENS QUANTENWISSENSCHAF2023

Stochastic particle transport by deep-water irregular breaking waves

Debbie Eeltink

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...

Cambridge University Press2023

Positive Definite Completions and Continuous Graphical Models

Kartik Waghmare

This thesis concerns the theory of positive-definite completions and its mutually beneficial connections to the statistics of function-valued or continuously-indexed random processes, better known as functional data analysis. In particular, it dwells upon ...

EPFL2023

Self-correcting quantum many-body control using reinforcement learning with tensor networks

Friederike Metz

Quantum many-body control is a central milestone en route to harnessing quantum technologies. However, the exponential growth of the Hilbert space dimension with the number of qubits makes it challenging to classically simulate quantum many-body systems an ...

NATURE PORTFOLIO2023

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

Victor Panaretos, Leonardo Vincenzo Santoro, Neda Mohammadi Jouzdani

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 ...

Elsevier2024

TimeEvolver: A program for time evolution with improved error bound

Sebastian Zell

We present TimeEvolver, a program for computing time evolution in a generic quantum system. It relies on well-known Krylov subspace techniques to tackle the problem of multiplying the exponential of a large sparse matrix iH, where His the Hamiltonian, with ...

ELSEVIER2022

Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces

François Gaston Ged

We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves in continuous tim ...

2022

The Completion Of Covariance Kernels

Victor Panaretos, Kartik Waghmare

We consider the problem of positive-semidefinite continuation: extending a partially specified covariance kernel from a subdomain Omega of a rectangular domain I x I to a covariance kernel on the entire domain I x I. For a broad class of domains Omega call ...

INST MATHEMATICAL STATISTICS-IMS2022

Many-body localization in a fragmented Hilbert space

Loïc Jean Pierre Herviou

We study many-body localization (MBL) in a pair-hopping model exhibiting strong fragmentation of the Hilbert space. We show that several Krylov subspaces have both ergodic statistics in the thermodynamic limit and a dimension that scales much slower than t ...

2021

A kernel‐based change detection method to map shifts in phytoplankton communities measured by flow cytometry

Automated, ship-board flow cytometers provide high-resolution maps of phytoplankton composition over large swaths of the world's oceans. They therefore pave the way for understanding how environmental conditions shape community structure. Identification of ...

2021

Electromagnetic waves under nonstationary conditions, the connection with parity-time symmetry and studies on resonant systems

Theodoros Koutserimpas

In this thesis, the electromagnetic wave propagation is studied in nonstationary-medium scenarios. The electromagnetic fields under material time-modulation are shown to conserve their momentum but not their energy. The mathematical foundations and analysi ...

EPFL2021

Gaussian and sparse processes are limits of generalized Poisson processes

Michaël Unser, Julien René Fageot, Virginie Sophie Uhlmann

The theory of sparse stochastic processes offers a broad class of statistical models to study signals, far beyond the more classical class of Gaussian processes. In this framework, signals are represented as realizations of random processes that are soluti ...

2020

Convergences of Regularized Algorithms and Stochastic Gradient Methods with Random Projections

Volkan Cevher, Junhong Lin

We study the least-squares regression problem over a Hilbert space, covering nonparametric regression over a reproducing kernel Hilbert space as a special case. We rst investigate regularized algorithms adapted to a projection operator on a closed subspace ...

2020

The n-term Approximation of Periodic Generalized Levy Processes

Michaël Unser, Julien René Fageot, John Paul Ward

In this paper, we study the compressibility of random processes and fields, called generalized Levy processes, that are solutions of stochastic differential equations driven by d-dimensional periodic Levy white noises. Our results are based on the estimati ...

2020

Generating Sparse Stochastic Processes Using Matched Splines

Michaël Unser, Shayan Aziznejad, Leello Tadesse Dadi

We provide an algorithm to generate trajectories of sparse stochastic processes that are solutions of linear ordinary differential equations driven by Levy white noises. A recent paper showed that these processes are limits in law of generalized compound-P ...

2020

Frequency domain theory for functional time series: Variance decomposition and an invariance principle

Neda Mohammadi Jouzdani

This paper is concerned with frequency domain theory for functional time series, which are temporally dependent sequences of functions in a Hilbert space. We consider a variance decomposition, which is more suitable for such a data structure than the varia ...

INT STATISTICAL INST2020

Normal approximation of the solution to the stochastic heat equation with Levy noise

Carsten Hao Ye Chong

Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...

SPRINGER2020

Content Based Status Updates

Emre Telatar, Rajai Nasser, Elie Najm

Consider a stream of status updates generated by a source, where each update is of one of two types: high priority or ordinary (low priority). These updates are to be transmitted through a network to a monitor. However, the transmission policy of each pack ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications

Max-Olivier Hongler, Roger Filliger

We study some linear and nonlinear shot noise models where the jumps are drawn from a compound Poisson process with jump sizes following an Erlang-m distribution. We show that the associated Master equation can be written as a spatial mth order partial dif ...

Springer2019

Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Levy White Noises

Michaël Unser, Julien René Fageot

Consider a random process s that is a solution of the stochastic differential equation Ls = w with L a homogeneous operator and w a multidimensional Levy white noise. In this paper, we study the asymptotic effect of zooming in or zooming out of the process ...

2019