Search results for "SIMULATION"
showing 10 items of 5095 documents
Erratum to “Simulation of BSDEs with jumps by Wiener Chaos expansion” [Stochastic Process. Appl. 126 (2016) 2123–2162]
2017
Abstract We correct Proposition 2.9 from “Simulation of BSDEs with jumps by Wiener Chaos expansion” published in Stochastic Processes and their Applications, 126 (2016) 2123–2162. The proposition which provides an expression for the expectation of products of multiple integrals (w.r.t. Brownian motion and compensated Poisson process) requires a stronger integrability assumption on the kernels than previously stated. This does not affect the remaining results of the article.
Ancestral processes in population genetics-the coalescent.
2000
A special stochastic process, called the coalescent, is of fundamental interest in population genetics. For a large class of population models this process is the appropriate tool to analyse the ancestral structure of a sample of n individuals or genes, if the total number of individuals in the population is sufficiently large. A corresponding convergence theorem was first proved by Kingman in 1982 for the Wright-Fisher model and the Moran model. Generalizations to a large class of exchangeable population models and to models with overlying mutation processes followed shortly later. One speaks of the "robustness of the coalescent, as this process appears in many models as the total populati…
Global stability of protein folding from an empirical free energy function
2013
The principles governing protein folding stand as one of the biggest challenges of Biophysics. Modeling the global stability of proteins and predicting their tertiary structure are hard tasks, due in part to the variety and large number of forces involved and the difficulties to describe them with sufficient accuracy. We have developed a fast, physics-based empirical potential, intended to be used in global structure prediction methods. This model considers four main contributions: Two entropic factors, the hydrophobic effect and configurational entropy, and two terms resulting from a decomposition of close-packing interactions, namely the balance of the dispersive interactions of folded an…
Generalized Riesz systems and orthonormal sequences in Krein spaces
2018
We analyze special classes of bi-orthogonal sets of vectors in Hilbert and in Krein spaces, and their relations with generalized Riesz systems. In this way, the notion of the first/second type sequences is introduced and studied. We also discuss their relevance in some concrete quantum mechanical system driven by manifestly non self-adjoint Hamiltonians.
Gabor-like systems in ${cal L}^2({bf R}^d)$ and extensions to wavelets
2008
In this paper we show how to construct a certain class of orthonormal bases in starting from one or more Gabor orthonormal bases in . Each such basis can be obtained acting on a single function with a set of unitary operators which operate as translation and modulation operators in suitable variables. The same procedure is also extended to frames and wavelets. Many examples are discussed.
Non-self-adjoint Hamiltonians with complex eigenvalues
2016
Motivated by what one observes dealing with PT-symmetric quantum mechanics, we discuss what happens if a physical system is driven by a diagonalizable Hamiltonian with not all real eigenvalues. In particular, we consider the functional structure related to systems living in finite-dimensional Hilbert spaces, and we show that certain intertwining relations can be deduced also in this case if we introduce suitable antilinear operators. We also analyze a simple model, computing the transition probabilities in the broken and in the unbroken regime.
Explicit near-symplectic mappings of Hamiltonian systems with Lie-generating functions
2008
The construction of explicit near-symplectic mappings for generic Hamiltonian systems with the utilization of Lie transforms is presented. The method is mathematically rigorous and systematically extended to high order with respect to a perturbation parameter. The explicit mappings are compared to their implicit counterparts, which use mixed-variable generating functions, in terms of conservation of invariant quantities, calculation speed and accurate construction of Poincare surfaces of sections. The comparative study considers a wide range of parameters and initial conditions for which different time scales are involved due to large differences between internal and external frequencies of…
Gibbs states defined by biorthogonal sequences
2016
Motivated by the growing interest on PT-quantum mechanics, in this paper we discuss some facts on generalized Gibbs states and on their related KMS-like conditions. To achieve this, we first consider some useful connections between similar (Hamiltonian) operators and we propose some extended version of the Heisenberg algebraic dynamics, deducing some of their properties, useful for our purposes.
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.
Discord of response
2014
The presence of quantum correlations in a quantum state is related to the state response to local unitary perturbations. Such response is quantified by the distance between the unperturbed and perturbed states, minimized with respect to suitably identified sets of local unitary operations. In order to be a bona fide measure of quantum correlations, the distance function must be chosen among those that are contractive under completely positive and trace preserving maps. The most relevant instances of such physically well behaved metrics include the trace, the Bures, and the Hellinger distance. To each of these metrics one can associate the corresponding discord of response, namely the trace,…