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For the one-dimensional Brownian motion $B=(B_t)_{t\ge 0}$, started at $x>0$, and the first hitting time $\tau=\inf\{t\ge 0:B_t=0\}$, we find the probability density of $B_{u\tau}$ for a $u\in(0,1)$, i.e. of the Brownian motion on its way…

Probability · Mathematics 2008-12-18 P. Chigansky , F. C. Klebaner

We compute the joint distribution of the site and the time at which a $d$-dimensional standard Brownian motion $B_t$ hits the surface of the ball $ U(a) =\{|{\bf x}|<a\}$ for the first time. The asymptotic form of its density is obtained…

Probability · Mathematics 2016-10-06 Kohei Uchiyama

The solution of the time-dependent Schr\"odinger equation is discussed for a particle confined in half-space $x>0$ with a linear potential $V(x)=Kx$ in the following situations: (a) sudden removal of the wall and switching on the linear…

Quantum Physics · Physics 2011-12-30 S. V. Mousavi

In the half-space $\mathbb{R}^d \times \mathbb{R}_+$, we consider the Hermite-Schr\"odinger equation $i\partial u/\partial t = - \Delta u + |x|^2 u$, with given boundary values on $\mathbb{R}^d$. We prove a formula that links the solution…

Analysis of PDEs · Mathematics 2009-06-22 Peter Sjögren , J. L. Torrea

In this paper, we studied the space-time estimates for the solution to the Schr\"odinger equation. By polynomial partitioning, induction arguments, bilinear to linear arguments and broad norm estimates, we set up several maximal estimates…

Classical Analysis and ODEs · Mathematics 2024-02-22 Junfeng Li , Changxing Miao , Ankang Yu

Others have solved the Schr\"odinger equation for a one-dimensional model having a square potential barrier in free-space by requiring an incident and a reflected wave in the semi-infinite pre-barrier region, two opposing waves in the…

Quantum Physics · Physics 2023-05-03 Mark J. Hagmann

We solve the one-dimensional Schr\"odinger equation for the bound states of two potential models with a rich structure as shown by their "spectral phase diagram". These potentials do not belong to the well-known class of exactly solvable…

Quantum Physics · Physics 2022-09-09 A. D. Alhaidari , I. A. Assi

A method of solving the time-dependent Schr\"odinger equation is presented, in which a finite region of space is treated explicitly, with the boundary conditions for matching the wave-functions on to the rest of the system replaced by an…

Materials Science · Physics 2009-11-13 J. E. Inglesfield

We prove local well-posedness for the initial-boundary-value problem associated to some quadratic nonlinear Schr\"odinger equations on the half-line. The results are obtained in the low regularity setting by introducing an analytic family…

Analysis of PDEs · Mathematics 2016-12-20 Márcio Cavalcante

The linear Schr\"odinger equation with piecewise constant potential in one spatial dimension is a well-studied textbook problem. It is one of only a few solvable models in quantum mechanics and shares many qualitative features with…

Analysis of PDEs · Mathematics 2018-07-02 Natalie E Sheils , Bernard Deconinck

We consider the Schr\''odinger equation \begin{equation}\label{eq_abstract} i\partial_t u(t)=-\Delta u(t)~~~~~\text{ on }\Omega(t) \tag{$\ast$} \end{equation}where $\Omega(t)\subset\mathbb{R}$ is a moving domain depending on the time $t\in…

Analysis of PDEs · Mathematics 2021-06-16 Alessandro Duca , Romain Joly

In this work we relate the density of the first-passage time of a Wiener process to a moving boundary with the three dimensional Bessel bridge process and a solution of the heat equation with a moving boundary. We provide bounds.

Probability · Mathematics 2015-06-03 Gerardo Hernandez-del-Valle

In this paper we prove that the initial-boundary value problem for the forced non-linear Schroedinger equation with a potential on the half-line is locally and (under stronger conditions) globally well posed, i.e. that there is a unique…

Analysis of PDEs · Mathematics 2015-06-26 Ricardo Weder

We study the dispersive properties of the linear Schr\"odinger equation with a time-dependent potential $V(t,x)$. We show that an appropriate integrability condition in space and time on $V$, i.e. the boundedness of a suitable…

Analysis of PDEs · Mathematics 2007-05-23 Piero D'Ancona , Vittoria Pierfelice , Nicola Visciglia

Recently it was pointed out that the solutions found in literature for the space fractional Schr\"odinger equation in a piecewise manner are wrong, except the case with the delta potential. We reanalyze this problem and show that an exact…

Mathematical Physics · Physics 2012-04-27 Selcuk S. Bayin

We analyze initial-boundary value problems for an integrable generalization of the nonlinear Schr\"odinger equation formulated on the half-line. In particular, we investigate the so-called linearizable boundary conditions, which in this…

Exactly Solvable and Integrable Systems · Physics 2009-09-30 J. Lenells , A. S. Fokas

We establish a deep connection between the Prandtl equations linearised around a quadratic shear flow, confluent hypergeometric functions of the first kind, and the Schr\"odinger operator. Our first result concerns an ODE and a spectral…

Analysis of PDEs · Mathematics 2025-03-17 Francesco De Anna , Joshua Kortum

We consider solutions of the defocusing nonlinear Schr\"odinger equation in the quarter plane whose Dirichlet boundary data approach a single exponential $\alpha e^{i\omega t}$ as $t \to \infty$. In order to determine the long time…

Analysis of PDEs · Mathematics 2015-09-22 Jonatan Lenells

We consider the initial boundary value problem for the focusing nonlinear Schr\"odinger equation in the quarter plane $x>0,t>0$ in the case of decaying initial data (for $t=0$, as $x\to +\infty$) and the Robin boundary condition at $x=0$.…

Exactly Solvable and Integrable Systems · Physics 2017-02-08 Alexander Its , Dmitry Shepelsky

Probablistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for a…

Quantum Physics · Physics 2007-05-23 P. Garbaczewski