Sökning: "integrals of motion"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden integrals of motion.

  1. 1. Local Integrals of Motion from Neural Networks

    Master-uppsats, KTH/Fysik

    Författare :Hannes Karlsson; [2023]
    Nyckelord :many-body localization; integrals of motion; neural networks; machine learning; flerkroppslokalisering; rörelseintegraler; neurala nätverk; maskininlärning;

    Sammanfattning : Neural network quantum states (NNQS) is a novel machine learning method, based on restricted Boltzmann machines, previously used to represent the wave function in many-body quantum mechanics. In this thesis, we use NNQS to instead find integrals of motion, i.e., operators, commuting with the Hamiltonian, describing a system. LÄS MER

  3. 2. Information Flow and Local Observables in Many Body Localized Systems

    Master-uppsats, KTH/Fysik

    Författare :Daniel Niemi; [2022]
    Nyckelord :Theoretical physics; many body localization; localization; aubry-andré; aubry-andrei; condensed matter; quantum matter; Teroretisk fysik; mångpartikellokalisering; lokalisering; aubry-andré; aubry-andrei; kondenserad materia; kvantmateria;

    Sammanfattning : Disordered quantum many-body systems exhibiting the many-body localization (MBL) phenomenon evade the fate of thermalization due to the existence of an extensively large set of quasi-local integrals of motion (l-bits). Due to the size of the Hilbert space of many-body systems, it is hard to compute the time evolution of many-body systems generally, which hinders our understanding of the MBL phenomenon. LÄS MER

  4. 3. Advanced methods for pricing financial derivatives in a market modelwith two stochastic volatilities

    Magister-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Victor Folajin; [2021]
    Nyckelord :Financial derivative; market model; cubature method; stochastic Taylor expansion; Stratonovich integral;

    Sammanfattning : This thesis is on an advanced method for pricing financial derivatives in a market model,which comprises two stochastic volatilities. Financial derivatives are instruments whosethat is related to any financial asset. Underlying assets in derivatives are mostly financialinstruments; such as security, currency or a commodity. LÄS MER

  5. 4. Beräkningsmetoder för Molekylsimuleringar

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Viktor Sandström; [2019]
    Nyckelord :;

    Sammanfattning : Denna avhandling handlar om beräkningsmetoder för att utföra molekylsimuleringar på ett system av enkla partiklar. Genom att använda Lennard-Jones parpotential kan den attraktiva-repulsiva kraften som verkar på atomer och molekyler modelleras. LÄS MER

  7. 5. Uncertainty quantification using high-dimensional numerical integration

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Rickard Strandberg; Johan Låås; [2016]
    Nyckelord :;

    Sammanfattning : We consider quantities that are uncertain because they depend on one or many uncertain parameters. If the uncertain parameters are stochastic the expected value of the quantity can be obtained by integrating the quantity over all the possible values these parameters can take and dividing the result by the volume of the parameter-space. LÄS MER