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It is shown that in the case of the one-particle one-dimensional scattering problem for a given time-independent potential, for each state of the whole quantum ensemble of identically prepared particles, there is an unique pair of…

Quantum Physics · Physics 2007-05-23 N. L. Chuprikov

This is a survey about the Skorokhod embedding problem. It presents all known solutions together with their properties and some applications. Some of the solutions are just described, while others are studied in detail and their proofs are…

Probability · Mathematics 2007-05-23 Jan Obloj

The inefficiency of the Wardrop equilibrium of nonatomic routing games can be eliminated by placing tolls on the edges of a network so that the socially optimal flow is induced as an equilibrium flow. A solution where the minimum number of…

Computer Science and Game Theory · Computer Science 2015-09-29 Soumya Basu , Thanasis Lianeas , Evdokia Nikolova

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

Probability · Mathematics 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou

In this article, a novel barrier function is introduced to convert the box-constrained convex optimization problem to an unconstrained problem. For each double-sided bounded variable, a single monomial function is added as a barrier…

Optimization and Control · Mathematics 2024-01-31 Hatem Fayed

We present a transparent and analytically tractable approach to the problem of time-dependent electron transport through tunneling barriers. Using the Single-Electron Approach, we study a model system composed of a time-dependent tunneling…

Mesoscale and Nanoscale Physics · Physics 2025-07-29 Shmuel Gurvitz , Dmitri Sokolovski

Let $X$ be a one-dimensional diffusion and let $g\colon[0,T]\times\mathbb{R}\to\mathbb{R}$ be a payoff function depending on time and the value of $X$. The paper analyzes the inverse optimal stopping problem of finding a time-dependent…

Optimization and Control · Mathematics 2017-08-08 Thomas Kruse , Philipp Strack

Given a discrete source distribution $\mu$ and discrete target distribution $\nu$ on a common finite state space $\mathcal{X}$, we are tasked with transporting $\mu$ to $\nu$ using a given discrete-time Markov chain $X$ with the quickest…

Probability · Mathematics 2018-07-23 Michael C. H. Choi

We study the phenomenon of one-dimensional non-resonant tunnelling through two successive potential barriers, separated by an intermediate free region R, by analyzing the relevant solutions to the Schroedinger equation. We find that the…

Quantum Physics · Physics 2015-06-26 Vladislav S. Olkhovsky , Erasmo Recami , Giovanni Salesi

In this paper we consider the classic matroid intersection problem: given two matroids $\M_{1}=(V,\I_{1})$ and $\M_{2}=(V,\I_{2})$ defined over a common ground set $V$, compute a set $S\in\I_{1}\cap\I_{2}$ of largest possible cardinality,…

Data Structures and Algorithms · Computer Science 2019-11-26 Deeparnab Chakrabarty , Yin Tat Lee , Aaron Sidford , Sahil Singla , Sam Chiu-wai Wong

This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…

Probability · Mathematics 2019-11-19 Simone Di Marino , Augusto Gerolin

This short paper announces the main results of \cite{SBB2026}, where the Schr\"odinger--Bass Bridge (SBB) problem is introduced and studied in full generality. Here we provide a direct PDE derivation of the SBB system in dimension one,…

We consider the problem of minimizing the entropy of a law with respect to the law of a reference branching Brownian motion under density constraints at an initial and final time. We call this problem the branching Schr\"odinger problem by…

Probability · Mathematics 2021-12-14 Aymeric Baradat , Hugo Lavenant

We show that the left-monotone martingale coupling is optimal for any given performance function satisfying the martingale version of the Spence-Mirrlees condition, without assuming additional structural conditions on the marginals. We also…

Probability · Mathematics 2017-01-25 Mathias Beiglboeck , Pierre Henry-Labordere , Nizar Touzi

We consider a reflected process in the positive orthant driven by an exogenous jump process. For a given input process, we show that there exists a unique minimal strong solution to the given particle system up until a certain maximal…

Probability · Mathematics 2026-01-01 Graeme Baker , Ankita Chatterjee

In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using the pathwise uniqueness of the solution to a corresponding…

Probability · Mathematics 2021-04-07 Lina Ji , Jie Xiong , Xu Yang

We bring together the semiclassical approximation, matrix integrals and the theory of symmetric polynomials in order to solve a long standing problem in the field of quantum chaos: to compute transport moments when tunnel barriers are…

Mesoscale and Nanoscale Physics · Physics 2022-07-04 Lucas H. Oliveira , Pedro H. S. Bento , Marcel Novaes

In a recent review paper [{\em Phys. Reports} {\bf 214} (1992) 339] we proposed, within conventional quantum mechanics, new definitions for the sub-barrier tunnelling and reflection times. \ Aims of the present paper are: \ (i) presenting…

Quantum Physics · Physics 2009-10-28 V. S. Olkhovsky , E. Recami , F. Raciti , A. Zaichenko

Time-dependent analytical solutions to Schr\"{o}dinger's equation with quantum shutter initial conditions are used to investigate the issue of the tunneling time of forerunners in rectangular potential barriers. By using a time-frequency…

Quantum Physics · Physics 2007-05-23 Gaston Garcia-Calderon , Jorge Villavicencio

Filtration, flow in narrow channels and traffic flow are examples of processes subject to blocking when the channel conveying the particles becomes too crowded. If the blockage is temporary, which means that after a finite time the channel…

Statistical Mechanics · Physics 2018-08-01 G. Page , J. Resing , P. Viot , J. Talbot