Linearized filtering of affine processes using stochastic Riccati equations

We consider an affine process $X$ which is only observed up to an additive white noise, and we ask for the law of $X_t$, for some $t>0$, conditional on all observations up to time $t$. This is a general, possibly high dimensional filtering problem which is not even locally approximately Gaussian, whence essentially only particle filtering methods remain as solution techniques. In this work we present an efficient numerical solution by introducing an approximate filter for which conditional characteristic functions can be calculated by solving a system of generalized Riccati differential equations depending on the observation and the process characteristics of $X$. The quality of the approximation can be controlled by easily observable quantities in terms of a macro location of the signal in state space. Asymptotic techniques as well as maximization techniques can be directly applied to the solutions of the Riccati equations leading to novel very tractable filtering formulas. The efficiency of the method is illustrated with numerical experiments for Cox–Ingersoll–Ross and Wishart processes, for which Gaussian approximations usually fail.     

Stability of Viscoelastic Wave Equation with Structural $\delta$-Evolution in $\mathbb{R}^{n}$

The aim of this paper is to study the Cauchy problem for the viscoelastic wave equation for structural $\delta$-evolution models. By using the energy method in the Fourier spaces, we obtain the decay estimates of the solution to considered problem.     

Effect of Environment on the Scattering of Electrons by a Junction of Different Topological Materials

The studies of electron transport through a junction of topological materials in the literature so far ignore the coupling of a topological material to its surrounding environment. Here, the dynamics of an open system through a stochastic Hamiltonian are simulated to investigate the influence of the environment on the scattering of electrons by a junction of different topological materials, such as a Dirac–Weyl magnetic junction and a topological insulator. It is found that, although the detrimental effect of the environment is inevitable, the Landauer conductance can be enhanced via adjusting the system–environment coupling strength. This result supplies the possibilty of changing the transport feature of topological materials by modulating the surrounded environment. It is also demonstrated that a non-Hermitian Hamiltonian can be used to replace the stochastic Hamiltonian for this study, when the system and the environment coupling are weak.     

Quantum Thermalization and Vanishing Thermal Entanglement in the Open Jaynes–Cummings Model

The quantum thermalization of the Jaynes–Cummings (JC) model in both equilibrium and non-equilibrium open-system cases is studied, in which the two subsystems, a two-level system and a single-mode bosonic field, are in contact with either two individual heat baths or a common heat bath. It is found that in the individual heat-bath case, the JC model can only be thermalized when either the two heat baths have the same temperature or the coupling of the JC system to one of the two baths is turned off. In the common heat-bath case, the JC system can be thermalized irrespective of the bath temperature and the system–bath coupling strengths. The thermal entanglement in this system is also studied. A counterintuitive phenomenon of vanishing thermal entanglement in the JC system is found and proved.     

原子分子光子系统的耗散相互作用和退相干

原子分子系统与量子化的电磁场或光子模式耦合的系统是非相对论量子力学理论研究和实验研究的主要对象和模型. 现实系统必然与外界环境耦合，且即便原子隔绝较好、光学腔壁品质因子足够高，原子系统也不等价于少数几个能级构成的简单模型：它仍然有不为零的几率跃迁到不可控的能级空间、与原子相互作用的自由空间真空场的量子效应也必须考虑. 本文将结合开放量子系统理论的基本要素与原子光子的基本模型，对原子分子系统在电磁场中发生的耗散以及量子退相干过程做简单综述，并重点介绍描述量子系统退相干过程的主流理论工具——主方程.     

A discontinuous Galerkin method for Stokes equation by divergence-free patch reconstruction

A discontinuous Galerkin method by patch reconstruction is proposed for Stokes flows. A locally divergence-free reconstruction space is employed as the approximation space, and the interior penalty method is adopted which imposes the normal component penalty terms to cancel out the pressure term. Consequently, the Stokes equation can be solved as an elliptic system instead of a saddle-point problem due to such weak form. The number of degree of freedoms of our method is the same as the number of elements in the mesh for different order of accuracy. The error estimations of the proposed method are given in a classical style, which are then verified by some numerical examples.     

平板几何迁移算子的特征值问题

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