Related papers: Levy processes and Schroedinger equation
A number of random processes in various fields of science is described by phenomenological equations containing a stochastic force, the best known example being the Langevin equation (LE) for the Brownian motion (BM) of particles. Long ago…
A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator…
A fundamental result of Biane (1998) states that a process with freely independent increments has the Markov property, but that there are two kinds of free Levy processes: the first kind has stationary increments, while the second kind has…
In this note we investigate the nonelliptic differential expression A=-div sgn grad on a rectangular domain in the plane. The seemingly simple problem to associate a selfadjoint operator with the differential expression A in an L^2 setting…
We consider bipartite quantum systems that are described completely by a state vector $|\Psi(t)>$ and the fully deterministic Schr\"odinger equation. Under weak constraints and without any artificially introduced decoherence or…
Fractional Levy motion (fLm) is the natural generalization of fractional Brownian motion in the context of self-similar stochastic processes and stable probability distributions. In this paper we give an explicit derivation of the…
This article deals with the uniqueness and stability issues in the inverse problem of determining the unbounded potential of the Schr\"odinger operator in a bounded domain of dimension 3 or greater, endowed with Robin boundary condition,…
We broaden the domain of the Fourier transform to contain all distributions without using the Paley-Wiener theorem and devise a new weak formulation built upon this extension. This formulation is applicable to evolution equations involving…
We present some properties of the first and second order Beltrami differential operators in metric spaces. We also solve the Schroedinger's equation for a wide class of potentials and describe spaces that the Hamiltonian of a system…
We study the overdetermined problem for a large family of non-local operators given by generators of subordinate Brownian motions. In particular, this family includes the fractional Laplacian, relativistic stable operators etc. We consider…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
This study aims to examine the effect of L\'evy noise on the solutions of the nonlinear Schr\"odinger equation. An improved diversity of stochastic solutions is instinctively located discretely on certain conditions by applying the…
Generalizations of the three main equations of quantum physics, namely, the Schr\"odinger, Klein-Gordon, and Dirac equations, are proposed. Nonlinear terms, characterized by exponents depending on an index $q$, are considered in such a way…
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy point-like Brownian particle interacts with the lighter heat bath particles via…
We analyze dynamical properties of the logarithmic Schr{\"o}dinger equation under a quadratic potential. The sign of the nonlinearity is such that it is known that in the absence of external potential, every solution is dispersive, with a…
In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical L\'evy process, and show that these conditions are also necessary if the…
Consider a path of the reflected Brownian motion in the half-plane $\{y \ge 0\}$, and erase its part contained in the interior $\{y > 0\}$. What is left is, in an appropriate sense, a path of a jump-type stochastic process on the line $\{y…
We set up a general framework tailor-made to solve complement value problems governed by symmetric nonlinear integrodifferential $p$-L\'evy operators. A prototypical example of integrodifferential $p$-L\'evy operators is the well-known…
The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general…
We consider the Cauchy problem of the two-dimensional Schr\"odinger-Poisson system in the energy class. Though the Newtonian potential diverges at the spatial infinity in the logarithmic order, global well-posedness is proven in both…