Related papers: The Schr\"odinger Bridge Problem for Jump Diffusio…
The accurate prediction of geometric state evolution in complex systems is critical for advancing scientific domains such as quantum chemistry and material modeling. Traditional experimental and computational methods face challenges in…
Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…
In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…
This paper is concerned with a 1D Schr\"odinger scattering problem involving both oscillatory and evanescent regimes, separated by jump discontinuities in the potential function, to avoid "turning points". We derive a non-overlapping domain…
Fluids confined to quasi-one-dimensional channels exhibit a dynamic crossover from single file diffusion to normal diffusion as the channel becomes wide enough for particles to hop past each other. In the crossover regime, where hopping…
In this paper consistency problems for multi-factor jump-diffusion models, where the jump parts follow multivariate point processes are examined. First the gap between jump-diffusion models and generalized Heath-Jarrow-Morton (HJM) models…
This paper solves a Bayes sequential impulse control problem for a diffusion, whose drift has an unobservable parameter with a change point. The partially-observed problem is reformulated into one with full observations, via a change of…
We present Schr\"odinger Bridge Mamba (SBM), a novel model for efficient speech enhancement by integrating the Schr\"odinger Bridge (SB) training paradigm and the Mamba architecture. Experiments of joint denoising and dereverberation tasks…
The Mean-Field Schrodinger Bridge (MFSB) problem is an optimization problem aiming to find the minimum effort control policy to drive a McKean-Vlassov stochastic differential equation from one probability measure to another. In the context…
The present work is devoted to approximation of the statistical moments of the unknown solution of a class of elliptic transmission problems in $\mathbb R^3$ with randomly perturbed interfaces. Within this model, the diffusion coefficient…
We study non--adiabatic transitions in scattering theory for the time dependent molecular Schroedinger equation in the Born--Oppenheimer limit. We assume the electron Hamiltonian has finitely many levels and consider the propagation of…
Accurate forecasting of individualized, high-resolution cortical thickness (CTh) trajectories is essential for detecting subtle cortical changes, providing invaluable insights into neurodegenerative processes and facilitating earlier and…
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…
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…
The quantum jump approach, where pairs of state vectors follow Stochastic Schroedinger Equation (SSE) in order to treat the exact quantum dynamics of two interacting systems, is first described. In this work the non-uniqueness of such…
Denoising diffusion models are a novel class of generative models that have recently become extremely popular in machine learning. In this paper, we describe how such ideas can also be used to sample from posterior distributions and, more…
Recent developments in quantum physics make heavy use of so-called "quantum trajectories." Mathematically, this theory gives rise to "stochastic Schr\"odinger equations", that is, perturbation of Schr\"odinger-type equations under the form…
We investigate the modulational instability of uniform wave packets governed by a discrete third-order nonlinear Schr\"odinger equation in finite square lattices, modeling light propagation in two-dimensional nonlinear waveguide arrays. We…