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Ying Hu

Publications and source records attributed to Ying Hu.

At least 145 records · Page 8Linked to original sources

A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions

This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the solution of a parabolic semilinear PDE behaves like a linear term $λT$ shifted with a function $v$, where $(v,λ)$ is the solution of the ergodic PDE associated to the parabolic PDE. We adapt this method in finite dimension by a penalization method in order to be able to apply an important basic coupling estimate result and with the help of a regularization procedure in order to avoid the lack of regularity of the coefficients in finite dimension. The advantage of our method is that it gives an explicit rate of convergence.

math.PR↗

Effects of Gapless Bosonic Fluctuations on Majorana Fermions in Atomic Wire Coupled to a Molecular Reservoir

We discuss the effects of quantum and thermal fluctuations on the Majorana edge states in a topological atomic wire coupled to a superfluid molecular gas with gapless excitations. We find that the coupling between the Majorana edge states remains exponentially decaying with the length of the wire, even at finite temperatures smaller than the energy gap for bulk excitations in the wire. This exponential dependence is controlled solely by the localization length of the Majorana states. The fluctuations, on the other hand, provide the dominant contribution to the preexponential factor, which increases with temperature and the length of the wire. More important is that thermal fluctuations give rise to a decay of an initial correlation between Majorana edge states to its stationary value after some thermalization time. This stationary value is sensitive to the temperature and to the length of the wire, and, although vanishing in the thermodynamic limit, can still be feasible in a mesoscopic system at sufficiently low temperatures. The thermalization time, on the other hand, is found to be much larger than the typical time scales in the wire, and is sufficient for quantum operations with Majorana fermions before the temperature-induced decoherence sets in.

cond-mat.quant-gas↗

Majoranas in Noisy Kitaev Wires

Robustness of edge states and non-Abelian excitations of topological states of matter promises quantum memory and quantum processing, which is naturally immune against microscopic imperfections such as static disorder. However, topological properties will not in general protect quantum system from time-dependent disorder or noise. Here we take the example of a network of Kitaev wires with Majorana edge modes storing qubits to investigate the effects of classical noise in the crossover from the quasi-static to the fast fluctuation regime. We present detailed results for the Majorana edge correlations, and fidelity of braiding operations for both global and local noise sources preserving parity symmetry, such as random chemical potentials and phase fluctuations. While in general noise will induce heating and dephasing, we identify examples of long-lived quantum correlations in presence of fast noise due to motional narrowing, where external noise drives the system rapidly between the topological and non-topological phases.

quant-ph↗

Time-Inconsistent Stochastic Linear--Quadratic Control: Characterization and Uniqueness of Equilibrium

In this paper, we continue our study on a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in [6]. We derive a necessary and sufficient condition for equilibrium controls via a flow of forward--backward stochastic differential equations. When the state is one dimensional and the coefficients in the problem are all deterministic, we prove that the explicit equilibrium control constructed in \cite{HJZ} is indeed unique. Our proof is based on the derived equivalent condition for equilibria as well as a stochastic version of the Lebesgue differentiation theorem. Finally, we show that the equilibrium strategy is unique for a mean--variance portfolio selection model in a complete financial market where the risk-free rate is a deterministic function of time but all the other market parameters are possibly stochastic processes.

q-fin.PM↗

Probing the Flat Band of Optically-Trapped Spin-Orbital Coupled Bose Gases Using Bragg Spectroscopy

Motivated by the recent efforts in creating the flat band in ultracold atomic systems, we investigate how to probe the flat band in an optically-trapped spin-orbital coupled Bose-Einstein condensate using Bragg spectroscopy. We have found that the excitation spectrum and the dynamic structure factor of the condensate alter dramatically, when the band structure exhibits various level of flatness. In particular, when the band exhibits perfect flatness around the band minima corresponding to a near infinite effective mass, a quadratic dispersion emerges in the low-energy excitation spectrum; in sharp contrast, for the opposite case when an ordinary band is present, the familiar linear dispersion arises. Such linear-to-quadratic crossover in the energy spectrum presents a striking manifestation of the transition of an ordinary band into a flat band, thereby allows the direct probe of the flat band by using Bragg spectroscopy.

cond-mat.quant-gas↗

BMO Martingales and Positive Solutions of Heat Equations

In this paper, we develop a new approach to establish gradient estimates for positive solutions to the heat equation of elliptic or subelliptic operators on Euclidean spaces or on Riemannian manifolds. More precisely, we give some estimates of the gradient of logarithm of a positive solution via the uniform bound of the logarithm of the solution. Moreover, we give a generalized version of Li-Yau's estimate. Our proof is based on the link between PDE and quadratic BSDE. Our method might be useful to study some (nonlinear) PDEs.

math.PR↗

Fluctuations of pion flow harmonics and HBT correlation functions in ultrarelativistic heavy ion collisions

We investigate the fluctuations of pion elliptic flow, triangular flow, and Hanbury-Brown-Twiss (HBT) correlation functions for the hydrodynamic sources with fluctuating initial conditions in the heavy ion collisions of the Au-Au at $\sqrt{s_{NN}}=200$ GeV and the Pb-Pb at $\sqrt{s_{NN}} =2.76$ TeV. A method based on event-subcollection analysis is used to detect these fluctuations in ultrarelativistic heavy ion collisions. We introduce a granularity length to describe the granular inhomogeneity of the initial sources, and investigate its relationships with the fluctuations of the flow harmonics and HBT correlation functions. Our investigations indicate that the fluctuations of the triangular flow of event subcollections are sensitive to the granularity length of the initial source. This dependence may provide a way to study the granular inhomogeneity of the initial source through the analyses of the fluctuations of triangular flow in ultrarelativistic heavy ion collisions.

nucl-th↗

On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case

In [3], the authors proved that uniqueness holds among solutions whose exponentials are $L^p$ with $p$ bigger than a constant $γ$ ($p\textgreater{}γ$). In this paper, we consider the critical case: $p=γ$. We prove that the uniqueness holds among solutions whose exponentials are $L^γ$ under the additional assumption that the generator is strongly convex.

math.PR↗

A probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension

We study the large time behaviour of mild solutions of HJB equations in infinite dimension by a purely probabilistic approach. For that purpose, we show that the solution of a BSDE in finite horizon $T$ taken at initial time behaves like a linear term in $T$ shifted with the solution of the associated EBSDE taken at initial time. Moreover we give an explicit speed of convergence, which seems to appear very rarely in literature.

math.PR↗

Quench Dynamics of Three-Dimensional Disordered Bose Gases: Condensation, Superfluidity and Fingerprint of Dynamical Bose Glass

In an equilibrium three-dimensional (3D) disordered condensate, it's well established that disorder can generate an amount of normal fluid equaling to $\frac{4}{3}$ of the condensate depletion. The concept that the superfluid is more volatile to the existence of disorder than the condensate is crucial to the understanding of Bose glass phase. In this Letter, we show that, by bringing a weakly disordered 3D condensate to nonequilibrium regime via a quantum quench in the interaction, disorder can destroy superfluid significantly more, leading to a steady state in which the normal fluid density far exceeds $\frac{4}{3}$ of the condensate depletion. This suggests a possibility of engineering Bose Glass in the dynamic regime. As both the condensate density and superfluid density are measurable quantities, our results allow an experimental demonstration of the dramatized interplay between the disorder and interaction in the nonequilibrium scenario.

cond-mat.quant-gas↗

Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators

The paper is concerned with adapted solution of a multi-dimensional BSDE with a "diagonally" quadratic generator, the quadratic part of whose $i$th component only depends on the $i$th row of the second unknown variable. Local and global solutions are given. In our proofs, it is natural and crucial to apply both John-Nirenberg and reverse Hölder inequalities for BMO martingales.

math.PR↗

Left-orderability and cyclic branched coverings

We provide an alternative proof of a sufficient condition for the fundamental group of the $n^{th}$ cyclic branched cover of $S^3$ along a prime knot $K$ to be left-orderable, which is originally due to Boyer-Gordon-Watson. As an application of this sufficient condition, we show that for any $(p,q)$ two-bridge knot, with $p\equiv 3 \text{ mod } 4$, there are only finitely many cyclic branched covers whose fundamental groups are not left-orderable. This answers a question posed by D{\c a}bkowski, Przytycki and Togha.

math.GT↗

Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations

This paper is concerned with the switching game of a one-dimensional backward stochastic differential equation (BSDE). The associated Bellman-Isaacs equation is a system of matrix-valued BSDEs living in a special unbounded convex domain with reflection on the boundary along an oblique direction. In this paper, we show the existence of an adapted solution to this system of BSDEs with oblique reflection by the penalization method, the monotone convergence, and the a priori estimates.

math.PR↗

Stochastic maximum principle for optimal control of SPDEs

We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form that allows direct applications to a large class of controlled stochastic parabolic equations. We allow for a diffusion coefficient dependent on the control parameter, and the space of control actions is general, so that in particular we need to introduce two adjoint processes. The second adjoint process takes values in a suitable space of operators on $L^4$.

math.OC↗

Ergodic BSDEs driven by Markov Chains

We consider ergodic backward stochastic differential equations, in a setting where noise is generated by a countable state uniformly ergodic Markov chain. We show that for Lipschitz drivers such that a comparison theorem holds, these equations admit unique solutions. To obtain this result, we show by coupling and splitting techniques that uniform ergodicity estimates of Markov chains are robust to perturbations of the rate matrix, and that these perturbations correspond in a natural way to EBSDEs. We then consider applications of this theory to Markov decision problems with a risk-averse average reward criterion.

math.PR↗