Related papers: On Stochastic Schroedinger Equation as a Dirac Bou…
We prove that a single-jump quantum stochastic unitary evolution is equivalent to a Dirac boundary value problem on the half line in an extra dimension. This amounts to the equivalence of the quantum measurement boundary-value problem in…
We prove that the solution of the Hudson-Parthasarathy quantum stochastic differential equation in the Fock space coincides with the solution of a symmetric boundary value problem for the Schr\"odinger equation in the interaction…
We show a new remarkable connection between the symmetric form of a quantum stochastic differential equation (QSDE) and the strong resolvent limit of Schr\"odinger equations in Fock space: the strong resolvent limit is unitary equivalent to…
We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…
The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions…
The Schrodinger equation for a macroscopic number of particles is linear in the wave function, deterministic, and invariant under time reversal. In contrast, the concepts used and calculations done in statistical physics and condensed…
This paper discusses the initial-boundary value problem (with a nonhomogeneous boundary condition) for a multi-dimensional scalar first-order conservation law with a multiplicative noise. One introduces a notion of kinetic formulations in…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
We study a class of stochastic evolution equations of jump type with random coefficients and its optimal control problem. There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous…
In this article, we consider a set of trial wave-functions denoted by $| Q \right>$ and an associated set of operators $A_\alpha$ which generate transformations connecting those trial states. Using variational principles, we show that we…
A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…
The unified transform method (UTM) provides a novel approach to the analysis of initial-boundary value problems for linear as well as for a particular class of nonlinear partial differential equations called integrable. If the latter…
In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to…
We show that the first order form of the Schrodinger equation proposed in [1] can be obtained from the Dirac equation in the non-relativistic limit. We also show that the Pauli Hamiltonian is obtained from this equation by requiring local…
We identify quantum imaginary time evolution as a Riemannian gradient flow on the unitary group. We develop an upper bound for the error between the two evolutions that can be controlled through the step size of the Riemannian gradient…
In this paper we study the vanishing inertia and viscosity limit of a second order system set in an Euclidean space, driven by a possibly nonconvex time-dependent potential satisfying very general assumptions. By means of a variational…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
We develop an asymptotic theory for the jump robust measurement of covariations in the context of stochastic evolution equation in infinite dimensions. Namely, we identify scaling limits for realized covariations of solution processes with…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
We show that the Schr\"{o}dinger-Newton equation, which describes the nonlinear time evolution of self-gravitating quantum matter, can be made compatible with the no-signaling requirement by elevating it to a stochastic differential…