Search results for "equation"
showing 10 items of 4219 documents
Unbiased Estimators and Multilevel Monte Carlo
2018
Multilevel Monte Carlo (MLMC) and unbiased estimators recently proposed by McLeish (Monte Carlo Methods Appl., 2011) and Rhee and Glynn (Oper. Res., 2015) are closely related. This connection is elaborated by presenting a new general class of unbiased estimators, which admits previous debiasing schemes as special cases. New lower variance estimators are proposed, which are stratified versions of earlier unbiased schemes. Under general conditions, essentially when MLMC admits the canonical square root Monte Carlo error rate, the proposed new schemes are shown to be asymptotically as efficient as MLMC, both in terms of variance and cost. The experiments demonstrate that the variance reduction…
Probabilistic Memristive Networks: Application of a Master Equation to Networks of Binary ReRAM cells
2020
Abstract The possibility of using non-deterministic circuit components has been gaining significant attention in recent years. The modeling and simulation of their circuits require novel approaches, as now the state of a circuit at an arbitrary moment in time cannot be predicted deterministically. Generally, these circuits should be described in terms of probabilities, the circuit variables should be calculated on average, and correlation functions should be used to explore interrelations among the variables. In this paper, we use, for the first time, a master equation to analyze the networks composed of probabilistic binary memristors. Analytical solutions of the master equation for the ca…
Quadratic speedup for finding marked vertices by quantum walks
2020
A quantum walk algorithm can detect the presence of a marked vertex on a graph quadratically faster than the corresponding random walk algorithm (Szegedy, FOCS 2004). However, quantum algorithms that actually find a marked element quadratically faster than a classical random walk were only known for the special case when the marked set consists of just a single vertex, or in the case of some specific graphs. We present a new quantum algorithm for finding a marked vertex in any graph, with any set of marked vertices, that is (up to a log factor) quadratically faster than the corresponding classical random walk.
A novel exact representation of stationary colored Gaussian processes (fractional differential approach)
2010
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic differential equations whose solution is a weighted sum of fractional Brownian motions. The exact form of the weighting coefficients is given and it is shown that it is related to the fractional moments of the target spectral density of the colored noise.
Nowcasting COVID‐19 incidence indicators during the Italian first outbreak
2020
A novel parametric regression model is proposed to fit incidence data typically collected during epidemics. The proposal is motivated by real-time monitoring and short-term forecasting of the main epidemiological indicators within the first outbreak of COVID-19 in Italy. Accurate short-term predictions, including the potential effect of exogenous or external variables are provided. This ensures to accurately predict important characteristics of the epidemic (e.g., peak time and height), allowing for a better allocation of health resources over time. Parameter estimation is carried out in a maximum likelihood framework. All computational details required to reproduce the approach and replica…
Dirac equation as a quantum walk over the honeycomb and triangular lattices
2018
A discrete-time Quantum Walk (QW) is essentially an operator driving the evolution of a single particle on the lattice, through local unitaries. Some QWs admit a continuum limit, leading to well-known physics partial differential equations, such as the Dirac equation. We show that these simulation results need not rely on the grid: the Dirac equation in $(2+1)$--dimensions can also be simulated, through local unitaries, on the honeycomb or the triangular lattice. The former is of interest in the study of graphene-like materials. The latter, we argue, opens the door for a generalization of the Dirac equation to arbitrary discrete surfaces.
Study design in causal models
2012
The causal assumptions, the study design and the data are the elements required for scientific inference in empirical research. The research is adequately communicated only if all of these elements and their relations are described precisely. Causal models with design describe the study design and the missing data mechanism together with the causal structure and allow the direct application of causal calculus in the estimation of the causal effects. The flow of the study is visualized by ordering the nodes of the causal diagram in two dimensions by their causal order and the time of the observation. Conclusions whether a causal or observational relationship can be estimated from the collect…
Nonlinear quantum Langevin equations for bosonic modes in solid-state systems
2017
Based on the experimental evidence that impurities contribute to the dissipation properties of solid-state open quantum systems, we provide here a description in terms of nonlinear quantum Langevin equations of the role played by two-level systems in the dynamics of a bosonic degree of freedom. Our starting point is represented by the description of the system/environment coupling in terms of coupling to two separate reservoirs, modelling the interaction with external bosonic modes and two level systems, respectively. Furthermore, we show how this model represents a specific example of a class of open quantum systems that can be described by nonlinear quantum Langevin equations. Our analysi…
Acoustic Su-Schrieffer-Heeger lattice: Direct mapping of acoustic waveguides to the Su-Schrieffer-Heeger model
2021
Topological physics strongly relies on prototypical lattice model with particular symmetries. We report here on a theoretical and experimental work on acoustic waveguides that is directly mapped to the one-dimensional Su-Schrieffer-Heeger chiral model. Starting from the continuous two dimensional wave equation we use a combination of monomadal approximation and the condition of equal length tube segments to arrive at the wanted discrete equations. It is shown that open or closed boundary conditions topological leads automatically to the existence of edge modes. We illustrate by graphical construction how the edge modes appear naturally owing to a quarter-wavelength condition and the conserv…
Time-dependent transport in Aharonov–Bohm interferometers
2010
A numerical approach is employed to explain transport characteristics in realistic, quantum Hall based Aharonov-Bohm interferometers. First, the spatial distribution of incompressible strips, and thus the current channels, are obtained applying a self-consistent Thomas-Fermi method to a realistic heterostructure under quantized Hall conditions. Second, the time-dependent Schr\"odinger equation is solved for electrons injected in the current channels. Distinctive Aharonov-Bohm oscillations are found as a function of the magnetic flux. The oscillation amplitude strongly depends on the mutual distance between the transport channels and on their width. At an optimal distance the amplitude and t…