Related papers: The random Schr\"odinger equation: slowly decorrel…
The control-affine Schr\"odinger bridge concerns with a stochastic optimal control problem. Its solution is a controlled evolution of joint state probability density subject to a control-affine It\^o diffusion with a given deadline…
Asymptotic behavior of distribution functions of local quantities in disordered conductors is studied in the weak disorder limit by means of an optimal fluctuation method. It is argued that this method is more appropriate for the study of…
We derive the stochastic Schrodinger equation for the limit of continuous weak measurement where the observables monitored are canonical position and momentum. To this end we extend an argument due to Smolianov and Truman from the von…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
We compare the bottom of the spectrum of discrete and continuous Schr\"odinger operators with periodic potentials with barriers at the boundaries of their fundamental domains. Our results show that these energy levels coincide in the…
We consider weakly damped nonlinear Schr\"odinger equations perturbed by a noise of small amplitude. The small noise is either complex and of additive type or real and of multiplicative type. It is white in time and colored in space. Zero…
This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…
This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval $[0,L]$, perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with…
A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…
The asymptotic behavior of solutions to Schr\"odinger equations with singular homogeneous potentials is investigated. Through an Almgren type monotonicity formula and separation of variables, we describe the exact asymptotics near the…
In this article, basing upon probabilistic methods, we discuss periodic homogenization of a class of weakly coupled systems of linear elliptic and parabolic partial differential equations. Under the assumption that the systems have rapidly…
The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…
We study the simultaneous semi-classical and adiabatic asymptotics for a class of (weakly) nonlinear Schroedinger equations with a fast periodic potential and a slowly varying confinement potential. A rigorous two-scale WKB-analysis,…
In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…
We study the time evolution of a quantum particle in a Gaussian random environment. We show that in the weak coupling limit the Wigner distribution of the wave function converges to a solution of a linear Boltzmann equation globally in…
This paper considers a family of second-order periodic parabolic equations with highly oscillating potentials, which have been considered many times for the time-varying potentials in stochastic homogenization. Following a standard…
We investigate the statistics of eigenstates in a weak self-affine disordered potential in one dimension, whose Gaussian fluctuations grow with distance with a positive Hurst exponent $H$. Typical eigenstates are superlocalized on samples…
A nonlinear Schrodinger equation arising from light propagation down an inhomogeneous medium is considered. The inhomogeneity is reflected through a non-uniform coefficient of the non-linear term in the equation. In particular, a…
This paper deals with the homogenization problem of one-dimensional pseudo-elliptic equations with a rapidly varying random potential. The main purpose is to characterize the homogenization error (random fluctuations), i.e., the difference…
A closed-form solution to the energy-based stochastic Schrodinger equation with a time-dependent coupling is obtained. The solution is algebraic in character, and is expressed directly in terms of independent random data. The data consist…