Search results for "Computer programming"
showing 10 items of 741 documents
Combining the intensity and sequencing of the poverty experience:a class of longitudinal poverty indices
2011
Summary Traditional measures of the persistence of poverty do not devote enough attention to the sequence of spells of poverty. We propose a new class of indices which measures the severity of chronic poverty, taking into account the way in which spells of poverty and non-poverty follow one another along individual life courses. All the years spent in poverty concur with the measurement of the persistency of poverty, albeit with a decreasing contribution provided that the distance between two consecutive spells of poverty becomes longer. Moreover, the distance from the poverty line and the poverty persistence probabilities are explicitly taken into account. A macrolevel index, which allows …
On 1-Laplacian Elliptic Equations Modeling Magnetic Resonance Image Rician Denoising
2015
Modeling magnitude Magnetic Resonance Images (MRI) rician denoising in a Bayesian or generalized Tikhonov framework using Total Variation (TV) leads naturally to the consideration of nonlinear elliptic equations. These involve the so called $1$-Laplacian operator and special care is needed to properly formulate the problem. The rician statistics of the data are introduced through a singular equation with a reaction term defined in terms of modified first order Bessel functions. An existence theory is provided here together with other qualitative properties of the solutions. Remarkably, each positive global minimum of the associated functional is one of such solutions. Moreover, we directly …
Macroscopic Dynamic Effects of Migrations in Patchy Predator-prey Systems
1997
Abstract Different mechanisms at the behaviourial or physiological levels determine many properties of predator-prey systems at the population level. In this paper, we present a method of obtaining complex predator-prey dynamic models from models at a detailed, behaviourial level of description. We consider a multi-patch predator-prey model, the dynamics of which contains two time-scales: a fast one, associated with migrations between patches, and a slow one, on which interactions, reproduction and mortality occur. We use methods of perturbation theory in order to aggregate the multi-patch system into a reduced system of two differential equations for the total prey and predator populations…
Calibration of optimal execution of financial transactions in the presence of transient market impact
2012
Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market impact model (Bouchaud et al., 2004), which has the property of describing both the volume and the temporal dependence of price change due to trading. We show how this model can be used to describe price impact also in aggregated trade time or in real time. We then solve analytically and calibrate wit…
A dynamical approach to compatible and incompatible questions
2019
We propose a natural strategy to deal with compatible and incompatible binary questions, and with their time evolution. The strategy is based on the simplest, non-commutative, Hilbert space $\mathcal{H}=\mathbb{C}^2$, and on the (commuting or not) operators on it. As in ordinary Quantum Mechanics, the dynamics is driven by a suitable operator, the Hamiltonian of the system. We discuss a rather general situation, and analyse the resulting dynamics if the Hamiltonian is a simple Hermitian matrix.
Quantum jump statistics with a shifted jump operator in a chiral waveguide
2019
Resonance fluorescence, consisting of light emission from an atom driven by a classical oscillating field, is well-known to yield a sub-Poissonian photon counting statistics. This occurs when only emitted light is detected, which corresponds to a master equation (ME) unraveling in terms of the canonical jump operator describing spontaneous decay. Formally, an alternative ME unraveling is possible in terms of a shifted jump operator. We show that this shift can result in sub-Poissonian, Poissonian or super-Poissonian quantum jump statistics. This is shown in terms of the Mandel Q parameter in the limit of long counting times, which is computed through large deviation theory. We present a wav…
Time-dependent perturbation treatment of independent Raman schemes
2007
The problem of a trapped ion subjected to the action of two or more independent Raman schemes is analysed through a suitable time-dependent perturbative approach based on the factorization of the evolution operator in terms of other unitary operators. We show that the dynamics of the system may be traced back to an effective Hamiltonian up to a suitable dressing. Moreover, we give the method to write the master equation corresponding to the case wherein spontaneous decays occur.
Partial inner product spaces, metric operators and generalized hermiticity
2013
Motivated by the recent developments of pseudo-hermitian quantum mechanics, we analyze the structure of unbounded metric operators in a Hilbert space. It turns out that such operators generate a canonical lattice of Hilbert spaces, that is, the simplest case of a partial inner product space (PIP space). Next, we introduce several generalizations of the notion of similarity between operators and explore to what extend they preserve spectral properties. Then we apply some of the previous results to operators on a particular PIP space, namely, a scale of Hilbert spaces generated by a metric operator. Finally, we reformulate the notion of pseudo-hermitian operators in the preceding formalism.
Quadratic ${\mathcal P}{\mathcal T}$-symmetric operators with real spectrum and similarity to self-adjoint operators
2012
It is established that a -symmetric elliptic quadratic differential operator with real spectrum is similar to a self-adjoint operator precisely when the associated fundamental matrix has no Jordan blocks.This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Quantum physics with non-Hermitian operators’.
Malliavin Calculus and Skorohod Integration for Quantum Stochastic Processes
2000
A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties as the derivation and divergence operator on the Wiener space over $\eufrak{h}$. The derivation operator is then used to give sufficient conditions for the existence of smooth Wigner densities for pairs of operators satisfying the canonical commutation relations. For $\eufrak{h}=L^2(\mathbb{R}_+)$, the divergence operator is shown to coincide with the Hudson-Parthasarathy quantum stochastic integral for adapted integrable processes and with the non-causal…