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Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…

Probability · Mathematics 2022-04-20 Sima Mehri , Erfan Salavati , Bijan Z. Zangeneh

We consider a boundary value problem for the Dirac equation in a smooth, asymptotically flat Lorentzian manifold admitting a Killing field which is timelike near and tangential to the boundary. A self-adjoint extension of the Dirac…

Mathematical Physics · Physics 2016-07-27 Felix Finster , Christian Röken

Stochastic dynamics of a quantum system driven by $N$ statistically independent random sudden quenches in a fixed time interval is studied. We reveal that with growing $N$ the system approaches a deterministic limit indicating…

Quantum Physics · Physics 2018-08-15 Marcin Łobejko , Jerzy Dajka , Jerzy Łuczka

We study the Cauchy problem for an abstract quasilinear stochastic parabolic evolution equation on a Banach space driven by a cylindrical Brownian motion. We prove existence and uniqueness of a local strong solution up to a maximal stopping…

Functional Analysis · Mathematics 2017-01-18 Luca Hornung

This work is devoted to the study of scaling limits in small mutations and large time of the solutions u^$\epsilon$ of two deterministic models of phenotypic adaptation, where the parameter $\epsilon$ > 0 scales the size of mutations. The…

Probability · Mathematics 2017-11-30 Nicolas Champagnat , Benoît Henry

These notes are based on a series of lectures given first at the University of Warwick in spring 2008 and then at the Courant Institute, Imperial College London, and EPFL. It is an attempt to give a reasonably self-contained presentation of…

Probability · Mathematics 2023-07-04 Martin Hairer

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…

Analysis of PDEs · Mathematics 2015-05-30 A. S. Fokas , J. Lenells

In this paper we study by probabilistic techniques the convergence of the value function for a two-scale, infinite-dimensional, stochastic controlled system as the ratio between the two evolution speeds diverges. The value function is…

Optimization and Control · Mathematics 2018-09-12 Giuseppina Guatteri , Gianmario Tessitore

We establish quantitative bounds on the rate of approach to equilibrium for a system with infinitely many degrees of freedom evolving according to a one-dimensional focusing nonlinear Schr\"odinger equation with diffusive forcing.…

Mathematical Physics · Physics 2017-12-29 Eric A. Carlen , Jürg Fröhlich , Joel Lebowitz , Wei-Min Wang

The time evolution of a closed quantum system is connected to its Hamiltonian through Schroedinger's equation. The ability to estimate the Hamiltonian is critical to our understanding of quantum systems, and allows optimization of control.…

An explicit solution of the stationary one dimensional half-space boundary value problem for the linear Boltzmann equation is presented in the presence of an arbitrarily high constant external field. The collision kernel is assumed to be…

Statistical Mechanics · Physics 2025-09-08 C. Dalitz , E. H. de Groot

We consider the classic spring-mass model of running which is built upon an inverted elastic pendulum. In a natural way, there arises an interesting boundary value problem for the governing system of two nonlinear ordinary differential…

Classical Analysis and ODEs · Mathematics 2019-03-07 Łukasz Płociniczak , Zofia Wróblewska

We propose a new approach for the solution of initial value problems for integrable evolution equations in the periodic setting based on the unified transform. Using the nonlinear Schr\"odinger equation as a model example, we show that the…

Exactly Solvable and Integrable Systems · Physics 2021-03-09 A. S. Fokas , J. Lenells

We study solutions to the Cauchy problem for the linear and nonlinear Schroedinger equation with a quadratic Hamiltonian depending on time. For the linear case the evolution operator can be expressed as an integral operator with the…

Mathematical Physics · Physics 2010-04-12 Erwin Suazo

We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…

Numerical Analysis · Mathematics 2018-12-05 Mamikon Gulian , Guofei Pang

We introduce a method to perform imaginary time evolution in a controllable quantum system using measurements and conditional unitary operations. By performing a sequence of weak measurements based on the desired Hamiltonian constructed by…

We consider the stochastic Cahn-Hilliard equation with additive noise term $\varepsilon^\gamma g\, \dot{W}$ ($\gamma >0$) that scales with the interfacial width parameter $\varepsilon$. We verify strong error estimates for a gradient flow…

Numerical Analysis · Mathematics 2021-07-14 Dimitra Antonopoulou , Lubomir Banas , Robert Nürnberg , Andreas Prohl

It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…

Optimization and Control · Mathematics 2022-02-22 Qi Lü , Tianxiao Wang

The time evolution problem for non-self adjoint second order differential operators is studied by means of the path integral formulation. Explicit computation of the path integral via the use of certain underlying stochastic differential…

Mathematical Physics · Physics 2021-07-20 Anastasia Doikou , Simon J. A. Malham , Anke Wiese

We discuss mapping the Bloch-Redfield master-equation to Lindblad form and then unravelling the resulting evolution into a stochastic Schr\"odinger equation according to the quantum-jump method. We give two approximations under which this…

Mesoscale and Nanoscale Physics · Physics 2013-12-09 Nicolas Vogt , Jan Jeske , Jared H. Cole
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