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At least 379 records · Page 21

Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems

We investigate the issue of which state functionals can have their uncertainty estimated efficiently in dynamical systems with uncertainty. Because of the high dimensionality and complexity of the problem, sequential Monte Carlo (SMC) methods are used. We investigate SMC methods where the proposal distribution is computed by maximum likelihood or by a linearization approach. We prove that the variance of the SMC method is bounded linearly in the number of time steps when the proposal distribution is truncated normal distribution. We also show that for a moderate large number of steps the error produced by approximation of dynamical systems linearly accumulates on the condition that the logarithm of the density function of noise is Lipschitz continuous. This finding is significant because the uncertainty in many dynamical systems, in particular, in chemical engineering systems, can be assumed to have this nature. We demonstrate our findings for a simple test case from chemical engineering. The theoretical findings provide a foundation for the parallel software SISTOS.

97 MATHEMATICS AND COMPUTING↗

Propagation of ultra-short solitons in stochastic Maxwell's equations

We study the propagation of ultra-short short solitons in a cubic nonlinear medium modeled by nonlinear Maxwell's equations with stochastic variations of media. We consider three cases: variations of (a) the dispersion, (b) the phase velocity, (c) the nonlinear coefficient. Using a modified multi-scale expansion for stochastic systems, we derive new stochastic generalizations of the short pulse equation that approximate the solutions of stochastic nonlinear Maxwell's equations. Numerical simulations show that soliton solutions of the short pulse equation propagate stably in stochastic nonlinear Maxwell's equations and that the generalized stochastic short pulse equations approximate the solutions to the stochastic Maxwell's equations over the distances under consideration. This holds for both a pathwise comparison of the stochastic equations as well as for a comparison of the resulting probability densities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Preparation for quantum simulation of the ( 1 + 1 ) -dimensional O(3) nonlinear σ model using cold atoms

The 1+1D O(3) non-linear σ-model is a model system for future quantum lattice simulations of other asymptotically-free theories, such as non-Abelian gauge theories. We find that utilizing dimensional reduction can make efficient use of two-dimensional layouts presently available on cold atom quantum simulators. A new definition of the renormalized coupling is introduced, which is applicable to systems with open boundary conditions and can be measured using analog quantum simulators. Monte Carlo and tensor network calculations are performed to determine the quantum resources required to reproduce perturbative short-distance observables. In particular, we show that a rectangular array of 48 Rydberg atoms with existing quantum hardware capabilities should be able to adiabatically prepare low-energy states of the perturbatively-matched theory. Furthermore, these states can then be used to simulate non-perturbative observables in the continuum limit that lie beyond the reach of classical computers.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗