2,628 research outputs found

    WavePacket: A Matlab package for numerical quantum dynamics. II: Open quantum systems, optimal control, and model reduction

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    WavePacket is an open-source program package for numeric simulations in quantum dynamics. It can solve time-independent or time-dependent linear Schr\"odinger and Liouville-von Neumann-equations in one or more dimensions. Also coupled equations can be treated, which allows, e.g., to simulate molecular quantum dynamics beyond the Born-Oppenheimer approximation. Optionally accounting for the interaction with external electric fields within the semi-classical dipole approximation, WavePacket can be used to simulate experiments involving tailored light pulses in photo-induced physics or chemistry. Being highly versatile and offering visualization of quantum dynamics 'on the fly', WavePacket is well suited for teaching or research projects in atomic, molecular and optical physics as well as in physical or theoretical chemistry. Building on the previous Part I which dealt with closed quantum systems and discrete variable representations, the present Part II focuses on the dynamics of open quantum systems, with Lindblad operators modeling dissipation and dephasing. This part also describes the WavePacket function for optimal control of quantum dynamics, building on rapid monotonically convergent iteration methods. Furthermore, two different approaches to dimension reduction implemented in WavePacket are documented here. In the first one, a balancing transformation based on the concepts of controllability and observability Gramians is used to identify states that are neither well controllable nor well observable. Those states are either truncated or averaged out. In the other approach, the H2-error for a given reduced dimensionality is minimized by H2 optimal model reduction techniques, utilizing a bilinear iterative rational Krylov algorithm

    The Euro and International Capital Markets

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    currency; economic integration; EMU; Euro; European Central Bank; political economy

    Jarzynski's equality, fluctuation theorems, and variance reduction: Mathematical analysis and numerical algorithms

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    In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these nonequilibrium theorems using mathematical arguments, therefore enabling further investigations in the mathematical community. On the numerical side, variance reduction approaches such as importance sampling method are studied in order to compute free energy differences based on Jarzynski's equality.Comment: journal versio

    Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems

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    We study linear-quadratic stochastic optimal control problems with bilinear state dependence for which the underlying stochastic differential equation (SDE) consists of slow and fast degrees of freedom. We show that, in the same way in which the underlying dynamics can be well approximated by a reduced order effective dynamics in the time scale limit (using classical homogenziation results), the associated optimal expected cost converges in the time scale limit to an effective optimal cost. This entails that we can well approximate the stochastic optimal control for the whole system by the reduced order stochastic optimal control, which is clearly easier to solve because of lower dimensionality. The approach uses an equivalent formulation of the Hamilton-Jacobi-Bellman (HJB) equation, in terms of forward-backward SDEs (FBSDEs). We exploit the efficient solvability of FBSDEs via a least squares Monte Carlo algorithm and show its applicability by a suitable numerical example

    Partitioning a macroscopic system into independent subsystems

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    We discuss the problem of partitioning a macroscopic system into a collection of independent subsystems. The partitioning of a system into replica-like subsystems is nowadays a subject of major interest in several field of theoretical and applied physics, and the thermodynamic approach currently favoured by practitioners is based on a phenomenological definition of an interface energy associated with the partition, due to a lack of easily computable expressions for a microscopic (i.e.~particle-based) interface energy. In this article, we outline a general approach to derive sharp and computable bounds for the interface free energy in terms of microscopic statistical quantities. We discuss potential applications in nanothermodynamics and outline possible future directions.Comment: This is an author-created, un-copyedited version of an article accepted for publication in JSTA

    Model reduction of controlled Fokker--Planck and Liouville-von Neumann equations

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    Model reduction methods for bilinear control systems are compared by means of practical examples of Liouville-von Neumann and Fokker--Planck type. Methods based on balancing generalized system Gramians and on minimizing an H2-type cost functional are considered. The focus is on the numerical implementation and a thorough comparison of the methods. Structure and stability preservation are investigated, and the competitiveness of the approaches is shown for practically relevant, large-scale examples
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