Related papers: On Stochastic Schroedinger Equation as a Dirac Bou…
The simplest nonlinear Schrodinger equation that contains the time derivative of the probability density is investigated. This equation has the same stationary solutions as its linear counterpart, and these solutions are the eigenstates of…
In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…
We consider a time-dependent one-dimensional nonlinear Schroedinger equation with a symmetric potential double well represented by two delta interactions. Among our results we give an explicit formula for the integral kernel of the unitary…
In this paper, we examine a stochastic linear-quadratic control problem characterized by regime switching and Poisson jumps. All the coefficients in the problem are random processes adapted to the filtration generated by Brownian motion and…
We study the elliptic equation with a line Dirac delta function as the source term subject to the Dirichlet boundary condition in a two-dimensional domain. Such a line Dirac measure causes different types of solution singularities in the…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
We study the problem of optimal control for mean-field stochastic partial differential equations (stochastic evolution equations) driven by a Brownian motion and an independent Poisson random measure, in the case of \textit{partial…
The general, multidimensional barrier crossing problem for diffusive processes under the action of conservative forces is studied with the goal of developing tractable approximations. Particular attention is given to the effect of different…
In the geometry of quantum-mechanical processes, the time-varying curvature coefficient of a quantum evolution is specified by the magnitude squared of the covariant derivative of the tangent vector to the state vector. In particular, the…
This paper concerns the inverse problem of retrieving a stationary potential for the Schr\"odinger evolution equation in a bounded domain of RN with Dirichlet data and discontinuous principal coefficient a(x) from a single time-dependent…
In this paper, we study the following nonlinear backward stochastic integral partial differential equation with jumps \begin{equation*} \left\{ \begin{split} -d V(t,x) =&\displaystyle\inf_{u\in U}\bigg\{H(t,x,u, DV(t,x),D \Phi(t,x), D^2…
We prove, by adapting the method of Colliander-Kenig (2002), local well-posedness of the initial-boundary value problem for the one-dimensional nonlinear Schroedinger equation on the half-line under low boundary regularity assumptions.
Known as no fast-forwarding theorem in quantum computing, the simulation time for the Hamiltonian evolution needs to be $O(\|H\| t)$ in the worst case, which essentially states that one can not go across the multiple scales as the…
We consider the motion of a particle in a two-dimensional spatially homogeneous mixing potential and show that its momentum converges to the Brownian motion on a circle. This complements the limit theorem of Kesten and Papanicolaou…
We consider an optimal control problem for piecewise deterministic Markov processes (PDMPs) on a bounded state space. The control problem under study is very general: a pair of controls acts continuously on the deterministic flow and on the…
We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…
The Dirac equation, usually obtained by `quantizing' a classical stochastic model is here obtained directly within classical statistical mechanics. The special underlying space-time geometry of the random walk replaces the missing analytic…
Both quantum information features and irreversible quantum evolution of the models arising in physical systems in one-particle approximation are discussed. It is shown that the calculation of the reduced density matrix and entanglement…
This paper studies a stochastic functional differential equation driven by a fractional Brownian motion with Hurst parameter H>1/2, constrained to be reflected at 0. We prove the existence of solutions using the Euler method. However,…