Related papers: Hopf-Cole transformation via generalized Schr\"odi…
The purpose of this note is to clarify the importance of the relation $\boldsymbol{gg}^{\top}\propto \boldsymbol{\sigma\sigma}^{\top}$ in solving control-affine Schr\"{o}dinger bridge problems via the Hopf-Cole transform, where…
We develop an intrinsic geometric approach to calculus of variations on Wasserstein space. We show that the flows associated to the Schroedinger bridge with general prior, to Optimal Mass Transport and to the Madelung fluid can all be…
Accurate modeling of gas flow through porous media is critical for many technological applications, including reservoir performance prediction, carbon capture and sequestration, and fuel cells and batteries. However, such modeling remains…
In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…
In this paper we propose some linearizability tests of partial difference equations on a quad-graph given by one point, two points and generalized Hopf-Cole transformations. We apply the so obtained tests to a set of nontrivial examples.
The first-passage problem of the Ornstein-Uhlenbeck process to a boundary is a long-standing problem with no known closed-form solution except in specific cases. Taking this as a starting-point, and extending to a general mean-reverting…
Since the early nineties, it has been observed that the Schroedinger bridge problem can be formulated as a stochastic control problem with atypical boundary constraints. This in turn has a fluid dynamic counterpart where the flow of…
We give examples of small data blow-up for a three-component system of quadratic nonlinear Schr\"odinger equations in one space dimension. Our construction of the blowing-up solution is based on the Hopf-Cole transformation, which allows us…
In this short letter we show that the one dimensional non linear Schr\"odinger equation(NLS)can be solved by a Hopf-Cole transformation which converts it to the Burgers equation in turbulence.
The article presents new entropic continuity bounds for conditional expectations and conditional covariance matrices. These bounds are expressed in terms of the relative entropy between different coupling distributions. Our approach…
The mean-field Schr\"odinger bridge (MFSB) problem concerns designing a minimum-effort controller that guides a diffusion process with nonlocal interaction to reach a given distribution from another by a fixed deadline. Unlike the standard…
Hamiltonian and Schrodinger evolution equations on finite-dimensional projective space are analyzed in detail. Hartree-Fock (HF) manifold is introduced as a submanifold of many electron projective space of states. Evolution equations, exact…
This work studies the Schr\"odinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initial and terminal densities supported over the Lie group while…
Fluid equations are nonlinear, dissipative, and non-Hamiltonian, which makes their relation to Schr\"odinger evolution and quantum algorithms nontrivial. We derive an exact Eulerian Cole-Hopf-type reformulation of isothermal compressible…
Using Nottale's theory of scale relativity relying on a fractal space-time, we derive a generalized Schr\"odinger equation taking into account the interaction of the system with the external environment. This equation describes the…
It is shown that analytically soluble bound states of the Schr\"odinger equation for a large class of systems relevant to atomic and molecular physics can be obtained by means of the Laplace transform of the confluent hypergeometric…
The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…
Most organic liquids exhibit a pressure-dependent viscosity, making it crucial to consider this behavior in applications where pressures significantly exceed ambient conditions (e.g., geological carbon sequestration). Mathematical models…
A geometric interpretation is given for certain elliptic-hyperbolic systems in the plane. Among several examples, one which reduces in the elliptic region to the equations for harmonic 1-forms on the projective disc is studied in detail. A…
We are interested in the law of the first passage time of an Ornstein-Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter…