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Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

The effect of random shooting of particles is considered on the basis of solution of the Schrodinger equation and in terms of the Wigner function. Two-particles description shows, in particular, that initial correlation leads to high…

General Physics · Physics 2007-09-04 E. A. Novikov

In this paper we suggest a new approach for the multichannel Coulomb scattering problem. The Schr\"{o}dinger equation for the problem is reformulated in the form of a set of inhomogeneous equations with a finite-range driving term. The…

Atomic Physics · Physics 2011-07-26 M. V. Volkov , S. L. Yakovlev , E. A. Yarevsky , N. Elander

Using Mathematica 3.0, the Schroedinger equation for bound states is solved. The method of solution is based on a numerical integration procedure together with convexity arguments and the nodal theorem for wave functions. The interaction…

High Energy Physics - Phenomenology · Physics 2015-06-25 Wolfgang Lucha , F. F. Schoberl

We study a market model in which the volatility of the stock may jump at a random time from a fixed value to another fixed value. This model was already described in the literature. We present a new approach to the problem, based on partial…

Statistical Mechanics · Physics 2008-12-02 Miquel Montero

A one-dimensional generalized nonlinear Schroedinger equation is considered, and the corresponding inverse scattering problem is analyzed when the potential is compactly supported and depends on the wave function. The unique recovery of the…

Mathematical Physics · Physics 2007-05-23 Tuncay Aktosun , Vassilis G. Papanicolaou , Vassilis Zisis

The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions or critical dynamics of classical spin systems can be written as a Schr\"odinger equation in which the wave function is the probability…

High Energy Physics - Theory · Physics 2016-09-06 Francisco C. Alcaraz , Michel Droz , Malte Henkel , Vladimir Rittenberg

Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial…

Machine Learning · Computer Science 2024-04-11 Nikola Milosevic

We discuss the solutions of the Schroedinger equation for piecewise potentials, given by the harmonic oscillator potential for $\vert x\vert >a$ and an arbitrary function for $\vert x\vert <a$, using elementary methods. The study of this…

Quantum Physics · Physics 2018-03-13 F. D. Mazzitelli , M. D. Mazzitelli , P. I. Soubelet

We investigate the problem of pricing derivatives under a fractional stochastic volatility model. We obtain an approximate expression of the derivative price where the stochastic volatility can be composed of deterministic functions of time…

Pricing of Securities · Quantitative Finance 2022-10-28 Yuecai Han , Xudong Zheng

A revision of the recursive method proposed by S.A. Shakir [Am. J.Phys. \textbf{52}, 845 (1984)] to solve bound eigenvalues of the Schr\"odinger equation is presented. Equations are further simplified and generalized for computing wave…

Quantum Physics · Physics 2007-05-23 Sérgio L. Morelhão , André V. Perrotta

We construct a fundamental solution to the Schr\"odinger equation for a class of potentials of polynomial type by a complex scaling approach as in [Doss1980]. The solution is given as the generalized expectation of a white noise…

Mathematical Physics · Physics 2015-03-18 Martin Grothaus , Felix Riemann

A simple criterion is derived in order that a number sequence ${\cal S}_n$ is a permitted spectrum of a quantized system. The sequence of the prime numbers fulfils the criterion and the corresponding one-dimensional quantum potential is…

Condensed Matter · Physics 2007-05-23 G. Mussardo

An embedding method for solving the time-dependent Schr\"odinger equation is developed using the Dirac-Frenkel variational principle. Embedding allows the time-evolution of the wavefunction to be calculated explicitly in a limited region of…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 J. E. Inglesfield

A simple position probability density formulation is presented for the motion of a particle in a spherically symmetric potential. The approach provides an alternative to Newtonian methods for presentation in an elementary course, and…

Physics Education · Physics 2007-05-23 Lorenzo J. Curtis , David G. Ellis

The method of potential envelopes is used to analyse the bound-state spectrum of the Schroedinger Hamiltonian H = -Delta -v/(r+b), where v and b are positive. We established simple formulas yielding upper and lower energy bounds for all the…

Mathematical Physics · Physics 2009-11-07 Richard L. Hall , Qutaibeh D. Katatbeh

We apply methods of quantum mechanics for mathematical modeling of price dynamics at the financial market. We propose to describe behavioral financial factors (e.g., expectations of traders) by using the pilot wave (Bohmian) model of…

Quantum Physics · Physics 2007-05-23 Olga Choustova

We present a new method for the solution of the Schrodinger equation applicable to problems of non-perturbative nature. The method works by identifying three different scales in the problem, which then are treated independently: An…

Quantum Physics · Physics 2009-11-10 Paolo Amore , Alfredo Aranda , Arturo De Pace

The scattering solutions of the one-dimensional Schrodinger equation for the Woods-Saxon potential are obtained within the position-dependent mass formalism. The wave functions, transmission and reflection coefficients are calculated in…

Quantum Physics · Physics 2015-05-20 Altug Arda , Oktay Aydogdu , Ramazan Sever

We propose a procedure for estimating the Schr\"odinger bridge between two probability distributions. Unlike existing approaches, our method does not require iteratively simulating forward and backward diffusions or training neural networks…

Machine Learning · Statistics 2024-08-22 Aram-Alexandre Pooladian , Jonathan Niles-Weed