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A Gaussian resolution method for the computation of equilibrium density matrices rho(T) for a general multidimensional quantum problem is presented. The variational principle applied to the ``imaginary time'' Schroedinger equation provides…
Score-based diffusion models are a class of generative models whose dynamics is described by stochastic differential equations that map noise into data. While recent works have started to lay down a theoretical foundation for these models,…
We consider a class of one-dimensional chains of weakly coupled many level systems. We present a theory which predicts energy diffusion within these chains for almost all initial states, if some concrete conditions on their Hamiltonians are…
We consider a general one-dimensional overdamped diffusion model described by the It\^{o} stochastic differential equation (SDE) ${dX_t=\mu(X_t,t)dt+\sigma(X_t,t)dW_t}$, where $W_t$ is the standard Wiener process. We obtain a specific…
In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\"odinger's equation with linear potential, and (d) heat equation problems…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
We investigate the large time behavior of the solutions to the nonlinear focusing Schr\"odinger equation with a time-dependent damping in the energy sub-critical regime. Under non classical assumptions on the unsteady damping term, we prove…
Let $\mathcal{K}\subset R^d$, $d\ge2$, be a smooth, bounded domain satisfying $0\in\mathcal{K}$, and let $f(t),\ t\ge0$, be a smooth, continuous, nondecreasing function satisfying $f(0)>1$. Define $D_t=f(t)\mathcal{K}\subset R^d$. Consider…
We study the time-sliced thawed Gaussian propagation method, which was recently proposed for solving the time-dependent Schr\"odinger equation. We introduce a triplet of quadrature-based analysis, synthesis and re-initialization operators…
We analyze the influence of boundary conditions on numerical simulations of the diffusive properties of a two dimensional granular gas. We show in particular that periodic boundary conditions introduce unphysical correlations in time which…
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…
We consider semidiscrete finite differences schemes for the periodic Scr\"odinger equation in dimension one. We analyze whether the space-time integrability properties observed by Bourgain in the continuous case are satisfied at the…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We present a theoretical model of matter-wave diffraction through a material nanostructure. This model is based on the numerical solution of the time-dependent Schr{\"o}dinger equation, which goes beyond the standard semi-classical…
Although time-dependent random media with short range correlations lead to (possibly biased) normal tracer diffusion, anomalous fluctuations occur away from the most probable direction. This was pointed out recently in 1D lattice random…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
We calculate the short time and the long time diffusion coefficient of a spherical tracer particle in a polymer solution in the low density limit by solving the Smoluchowski equation for a two-particle system and applying a generalized…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…