output
20082022
most citedStochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

146 citations

27 papers

cs.CL2022★ 6 cited

BERT in Plutarch's Shadows

Ivan P. Yamshchikov, Alexey Tikhonov, Yorgos Pantis +2

The extensive surviving corpus of the ancient scholar Plutarch of Chaeronea (ca. 45-120 CE) also contains several texts which, according to current scholarly opinion, did not origi…

cs.CL2022★ 2 cited

What is Wrong with Language Models that Can Not Tell a Story?

Ivan P. Yamshchikov, Alexey Tikhonov

This paper argues that a deeper understanding of narrative and the successful generation of longer subjectively interesting texts is a vital bottleneck that hinders the progress in…

q-fin.PR2022★ 1 cited

VIX pricing in the rBergomi model under a regime switching change of measure

Henrique Guerreiro, João Guerra

The rBergomi model under the physical measure consists of modeling the log-variance as a truncated Brownian semi-stationary process. Then, a deterministic change of measure is appl…

cs.CL2021★ 18 cited

Fine-Tuning Transformers: Vocabulary Transfer

Vladislav Mosin, Igor Samenko, Alexey Tikhonov +2

Transformers are responsible for the vast majority of recent advances in natural language processing. The majority of practical natural language processing applications of these mo…

math.DS2021★ 10 cited

Persistent Strange attractors in 3D Polymatrix Replicators

Telmo Peixe, Alexandre A. Rodrigues

We introduce a one-parameter family of polymatrix replicators defined in a three-dimensional cube and study its bifurcations. For a given interval of parameters, this family exhibi…

math.DS2019★ 1 cited

Periodic attractor in the discrete time best-response dynamics of the Rock-Paper-Scissors game

José Pedro Gaivão, Telmo Peixe

The Rock-Paper-Scissors (RPS) game is a classic non-cooperative game widely studied in terms of its theoretical analysis as well as in its applications, ranging from sociology and…

math.CA2018★ 38 cited

On the product formula and convolution associated with the index Whittaker transform

Rúben Sousa, Manuel Guerra, Semyon Yakubovich

We deduce a product formula for the Whittaker function whose kernel does not depend on the second parameter. Making use of this formula, we define the positivity-preserving con…

math.AP2017

Scattering theory for the Schrödinger-Debye System

Simão Correia, Filipe Oliveira

We study the Schrödinger-Debye system over iu_t+\frac 12Δu=uv,\quad μv_t+v=λ|u|^2 and establish the global existence and scattering of small solutions for initial da…

q-fin.PR2017★ 8 cited

Multinomial method for option pricing under Variance Gamma

Nicola Cantarutti, João Guerra

This paper presents a multinomial method for option pricing when the underlying asset follows an exponential Variance Gamma process. The continuous time Variance Gamma process is a…

math.PR2016★ 10 cited

Barrier Option Pricing under the 2-Hypergeometric Stochastic Volatility Model

Rúben Sousa, Ana Bela Cruzeiro, Manuel Guerra

We investigate the pricing of financial options under the 2-hypergeometric stochastic volatility model. This is an analytically tractable model that reproduces the volatility smile…

quant-ph2015★ 15 cited

Minimising the heat dissipation of quantum information erasure

M. Hamed Mohammady, Masoud Mohseni, Yasser Omar

Quantum state engineering and quantum computation rely on information erasure procedures that, up to some fidelity, prepare a quantum object in a pure state. Such processes occur w…

quant-ph2015★ 19 cited

Transport of quantum excitations coupled to spatially extended nonlinear many-body systems

Stefano Iubini, Octavi Boada, Yasser Omar +1

The role of noise in the transport properties of quantum excitations is a topic of great importance in many fields, from organic semiconductors for technological applications to li…

quant-ph2015★ 59 cited

Degradation of entanglement between two accelerated parties: Bell states under the Unruh effect

Benedikt Richter, Yasser Omar

We study the entanglement of families of Unruh modes in the Bell states and …

quant-ph2015★ 21 cited

Measurement-Assisted Quantum Communication in Spin Channels with Dephasing

Abolfazl Bayat, Yasser Omar

We propose a protocol for countering the effects of dephasing in quantum state transfer over a noisy spin channel weakly coupled to the sender and receiver qubits. Our protocol, ba…

quant-ph2014★ 87 cited

Systematic Dimensionality Reduction for Quantum Walks: Optimal Spatial Search and Transport on Non-Regular Graphs

Leonardo Novo, Shantanav Chakraborty, Masoud Mohseni +2

Continuous time quantum walks provide an important framework for designing new algorithms and modelling quantum transport and state transfer problems. Often, the graph representing…

math.DS2014★ 5 cited

Asymptotic Poincaré Maps along the edges of Polytopes

Hassan Najafi Alishah, Pedro Duarte, Telmo Peixe

For a class of flows on polytopes, including many examples from Evolutionary Game Theory, we describe a piecewise linear model which encapsulates the asymptotic dynamics along the…

math.DS2013★ 7 cited

Ergodicity of polygonal slap maps

Gianluigi Del Magno, João Lopes Dias, Pedro Duarte +1

Polygonal slap maps are piecewise affine expanding maps of the interval obtained by projecting the sides of a polygon along their normals onto the perimeter of the polygon. These m…

quant-ph2013★ 22 cited

Disorder-assisted quantum transport in suboptimal decoherence regimes

Leonardo Novo, Masoud Mohseni, Yasser Omar

We investigate quantum transport in binary tree structures and in hypercubes for the disordered Frenkel-exciton Hamiltonian under pure dephasing noise. We compute the energy transp…

math.DS2013★ 3 cited

Dissipative outer billiards: a case study

Gianluigi Del Magno, José Pedro Gaivão, Eugene Gutkin

We study dissipative polygonal outer billiards, i.e. outer billiards about convex polygons with a contractive reflection law. We prove that dissipative outer billiards about any tr…

quant-ph2013★ 31 cited

Graphene Enabled Low-Control Quantum Gates between Static and Mobile Spins

G. Cordourier-Maruri, Y. Omar, R. de Coss +1

We show that the feature of Klein tunneling makes graphene a unique interface for implementing low control quantum gates between static and mobile qubits. A ballistic electron spin…

quant-ph2012★ 34 cited

Geometrical effects on energy transfer in disordered open quantum systems

M. Mohseni, A. Shabani, S. Lloyd +2

We explore various design principles for efficient excitation energy transport in complex quantum systems. We investigate energy transfer efficiency in randomly disordered geometri…

math.DS2011★ 16 cited

Chaos in the square billiard with a modified reflection law

Gianluigi Del Magno, João Lopes Dias, Pedro Duarte +2

The purpose of this paper is to study the dynamics of a square billiard with a non-standard reflection law such that the angle of reflection of the particle is a linear contraction…

quant-ph2010★ 32 cited

Implementing quantum gates through scattering between a static and a flying qubit

G. Cordourier-Maruri, F. Ciccarello, Y. Omar +3

We investigate whether a two-qubit quantum gate can be implemented in a scattering process involving a flying and a static qubit. To this end, we focus on a paradigmatic setup made…

math.DS2010★ 3 cited

A new proof of the Herman-Avila-Bochi formula for Lyapunov exponents of SL(2,R)-cocycles

Alexandre T. Baraviera, Joao Lopes Dias, Pedro Duarte

We study the geometry of the action of SL(2,R) on the projective line in order to present a new and simpler proof of the Herman-Avila-Bochi formula. This formula gives the average…