Numerical Schemes for Multivalued Backward Stochastic Differential Systems

We define some approximation schemes for different kinds of generalized backward stochastic differential systems, considered in the Markovian framework. We propose a mixed approximation scheme for a decoupled system of forward reflected SDE and backward stochastic variational inequality. We use an Euler scheme type, combined with Yosida approximation techniques.Comment: 13 page

Signal and System Approximation from General Measurements

In this paper we analyze the behavior of system approximation processes for stable linear time-invariant (LTI) systems and signals in the Paley-Wiener space PW_\pi^1. We consider approximation processes, where the input signal is not directly used to generate the system output, but instead a sequence of numbers is used that is generated from the input signal by measurement functionals. We consider classical sampling which corresponds to a pointwise evaluation of the signal, as well as several more general measurement functionals. We show that a stable system approximation is not possible for pointwise sampling, because there exist signals and systems such that the approximation process diverges. This remains true even with oversampling. However, if more general measurement functionals are considered, a stable approximation is possible if oversampling is used. Further, we show that without oversampling we have divergence for a large class of practically relevant measurement procedures.Comment: This paper will be published as part of the book "New Perspectives on Approximation and Sampling Theory - Festschrift in honor of Paul Butzer's 85th birthday" in the Applied and Numerical Harmonic Analysis Series, Birkhauser (Springer-Verlag). Parts of this work have been presented at the IEEE International Conference on Acoustics, Speech, and Signal Processing 2014 (ICASSP 2014

Exact Conservation Laws of the Gradient Expanded Kadanoff-Baym Equations

It is shown that the Kadanoff-Baym equations at consistent first-order gradient approximation reveal exact rather than approximate conservation laws related to global symmetries of the system. The conserved currents and energy-momentum tensor coincide with corresponding Noether quantities in the local approximation. These exact conservations are valid, provided a Phi-derivable approximation is used to describe the system, and possible memory effects in the collision term are also consistently evaluated up to first-order gradients.Comment: 26 pages, feynman.package for diagrams, submitted to Annals of Physic

Towards a Landau-Zener formula for an interacting Bose-Einstein condensate

We consider the Landau-Zener problem for a Bose-Einstein condensate in a linearly varying two-level system, for the full many-particle system as well and in the mean-field approximation. The many-particle problem can be solved approximately within an independent crossings approximation, which yields an explicit Landau-Zener formula.Comment: RevTeX, 8 pages, 9 figure