Related papers: Long-time behaviour of entropic interpolations
We derive new limit theorems for Brownian motion, which can be seen as non-exponential analogues of the large deviation theorems of Sanov and Schilder in their Laplace principle forms. As a first application, we obtain novel scaling limits…
Consider a large system of $N$ Brownian motions in $\R ^d$ fixed on a time interval $[0,\beta]$ with symmetrized initial and terminal conditions, under the influence of a trap potential. Such systems describe systems of bosons at positive…
We study the asymptotic behavior in time of solutions to the one dimensional nonlinear Schr\"odinger equation with a subcritical dissipative nonlinearity $\lambda |u|^\alpha u$, where $0<\alpha<2$, and $\lambda $ is a complex constant…
We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…
For a quantum state undergoing unitary Schr\"odinger time evolution, the von Neumann entropy is constant. Yet the second law of thermodynamics, and our experience, show that entropy increases with time. Ingarden introduced the quantum…
We propose and study a system of Schr\"odinger's problems and functional equations in probability theory. More precisely, we consider a system of variational problems of relative entropies for probability measures on a Euclidean space with…
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…
We present a stylized model of controlled equilibration of a small system in a fluctuating environment. We derive the equations governing the optimal control steering \emph{in finite time} the system between two equilibrium states. The…
A variety of physically relevant bilinear Schr\"odinger equations are known to be approximately controllable in large times. There are however examples which are approximately controllable in large times, but not in small times. This…
We analyse the long time tails of a charged quantum Brownian particle in a harmonic potential in the presence of a magnetic field using the Quantum Langevin Equation as a starting point. We analyse the long time tails in the position…
In dense systems of hard-interacting colloidal particles having anisotropic shapes, crystallization pathways represent an interesting frontier. The translational and rotational dynamics of such particles become coupled at higher densities,…
We show convergence of the gradients of the Schr\"odinger potentials to the Brenier map in the small-time limit under general assumptions on the marginals, which allow for unbounded densities and supports. Furthermore, we provide novel…
We study a class of variational problems for regularized conservation laws with Lax's entropy-entropy flux pairs. We first introduce a modified optimal transport space based on conservation laws with diffusion. Using this space, we…
This paper investigates the relations between three different properties, which are of importance in optimal control problems: dissipativity of the underlying dynamics with respect to a specific supply rate, optimal operation at steady…
In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…
For stochastic non-equilibrium dynamics like a Langevin equation for a colloidal particle or a master equation for discrete states, entropy production along a single trajectory is studied. It involves both genuine particle entropy and…
A simple and explicit technique for the numerical solution of the two-particle, time-dependent Schr\"{o}dinger equation is assembled and tested. The technique can handle interparticle potentials that are arbitrary functions of the…
Quantum mechanics is derived as an application of the method of maximum entropy. No appeal is made to any underlying classical action principle whether deterministic or stochastic. Instead, the basic assumption is that in addition to the…
The length-scale dependence of the dynamic entropy is studied in a molecular dynamics simulation of a binary Lennard-Jones liquid above the mode-coupling critical temperature $T_c$. A number of methods exist for estimating the entropy of…
We study the time-asymptotic behavior of solutions of the Schr\"odinger equation with nonlinear dissipation \begin{equation*} \partial _t u = i \Delta u + \lambda |u|^\alpha u \end{equation*} in ${\mathbb R}^N $, $N\geq1$, where $\lambda\in…