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We study the potential functions that determine the optimal density for $\varepsilon$-entropically regularized optimal transport, the so-called Schr\"odinger potentials, and their convergence to the counterparts in classical optimal…
We review the recent developments in the theory of the one-dimensional tight-binding Schr\"odinger equation for a class of deterministic ergodic potentials. In the typical examples the potentials are generated by substitutional sequences,…
Estimating entropy production from real observation data can be difficult due to finite resolution in both space and time and finite measurement statistics. We characterize the statistical error introduced by finite sample size and compare…
We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval $[0,T]$ via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class…
In this work we study the phenomenon of increasing stability in the inverse boundary value problem for the Schr\"odinger equation. This problem was previously considered by Isakov in which he discussed the phenomenon in different ranges of…
We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…
For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…
In this paper we study the semiclassical limit of the Schr\"odinger equation. Under mild regularity assumptions on the potential $U$ which include Born-Oppenheimer potential energy surfaces in molecular dynamics, we establish asymptotic…
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…
The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficients. As applications, the entropy cost inequality and…
The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…
We characterize the Schr\"odinger bridge problems by a family of Mckean-Vlasov stochastic control problems with no terminal time distribution constraint. In doing so, we use the theory of Hilbert space embeddings of probability measures and…
We investigate entropy production in the small-mass (or overdamped) limit of Langevin-Kramers dynamics. The results generalize previous works to provide a rigorous derivation that covers systems with magnetic field as well as anisotropic…
We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…
Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…
In this paper, we establish a boundary observability estimate for stochastic Schr\"{o}dinger equations by means of the global Carleman estimate. Our Carleman estimate is based on a new fundamental identity for a stochastic…
We revisit finite-dimensional linear-quadratic optimal control from the viewpoint of differential flatness. If the pair (A, B) is controllable, then the linear control system is flat, and every trajectory can be parametrized by a flat…
Probablistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for a…
The purpose of this note is to investigate the high frequency behaviour of solutions to linear Schr\"odinger equations. More precisely, Bourgain and Anantharaman-Macia proved that any weak-* limit of the square density of solutions to the…
We study stability of optimizers and convergence of Sinkhorn's algorithm for the entropic optimal transport problem. In the special case of the quadratic cost, our stability bounds imply that if one of the two entropic potentials is…