Related papers: On Stochastic Schroedinger Equation as a Dirac Bou…
We consider a quantization of relativistic wave equations which allows to treat quantum fields together with interacting particles at a finite time. We discuss also a dissipative interaction with the environment. We introduce a stochastic…
Analytical solutions to the time-dependent Schrodinger equation describing a driven two-level system are invaluable to many areas of physics, but they are also extremely rare. Here, we present a simple algorithm that generates an unlimited…
When numerically simulating the unitary time evolution of an infinite-dimensional quantum system, one is usually led to treat the Hamiltonian $H$ as an "infinite-dimensional matrix" by expressing it in some orthonormal basis of the Hilbert…
Quantum dynamical time-evolution of bosonic fields is shown to be equivalent to a stochastic trajectory in space-time, corresponding to samples of a statistical mechanical steady-state in a higher dimensional quasi-time. This is proved…
We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schr\"{o}dinger equation with nonlinear multiplicative jump noise in the Marcus…
In this work we explore the possibility of quantum bound states in a Schwarzschild gravitational field leveraging the analogy of the elementary derivation of bound states in the Coulomb potential as taught in an undergraduate course in…
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…
In this paper, we study the Dirichlet boundary value problem of steady-state relativistic Boltzmann equation in half-line with hard potential model, given the data for the outgoing particles at the boundary and a relativistic global…
We discuss the so-called Schr{\"o}dinger problem of deducing the microscopic (basically stochastic) evolution that is consistent with given positive boundary probability densities for a process covering a finite fixed time interval. The…
We consider a finite dimensional approximation of the stochastic nonlinear Schr\"odinger equation driven by multiplicative noise, which is derived by applying a symplectic method to the original equation in spatial direction. Both the…
We study a linear quadratic problem for a system governed by the heat equation on a halfline with Dirichlet boundary control and Dirichlet boundary noise. We show that this problem can be reformulated as a stochastic evolution equation in a…
We consider a stochastic boundary value elliptic problem on a bounded domain $D\subset \mathbb{R}^k$, driven by a fractional Brownian field with Hurst parameter $H=(H_1,...,H_k)\in[{1/2},1[^k$. First we define the stochastic convolution…
In this work we study the unitary time-evolutions of quantum systems defined on infinite-dimensional separable time-dependent Hilbert spaces. Two possible cases are considered: a quantum system defined on a stochastic interval and another…
We consider the manifold-valued, stochastic extension of the Schr\"odinger equation introduced by Hughston (Proc.Roy.Soc.Lond. A452 (1996) 953) in a manifestly covariant, differential-geometric framework, and examine the resulting quantum…
We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…
In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…
Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…
We consider a general class of stochastic optimal control problems, where the state process lives in a real separable Hilbert space and is driven by a cylindrical Brownian motion and a Poisson random measure; no special structure is imposed…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…