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In order to evaluate the Feynman path integral in noncommutative quantum mechanics, we consider properties of a Lagrangian related to a quadratic Hamiltonian with noncommutative spatial coordinates. A quantum-mechanical system with…
Thermal decay rate over an edge-shaped barrier at high dissipation is studied numerically through the computer modeling. Two sorts of the stochastic Langevin type equations are applied: (i) the Langevin equations for the coordinate and…
Feynman propagator is calculated for the time dependent harmonic oscillator by converting the problem into a free particle motion
We introduce a L\'evy-Lorentz gas in which a light particle is scattered by static point scatterers arranged on a line. We investigate the case where the intervals between scatterers $\{\xi_i \}$ are independent random variables identically…
We resolve a long standing question regarding the suitable effective diffusion coefficient of the spherically-symmetric transport equation, which is valid at long times. To that end, we generalize a transport solution in three dimensions…
Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…
The one-sided bouncer and the symmetric bouncer involve a one-dimensional particle in a piecewise linear potential. For such problems, the time-dependent quantum mechanical propagator cannot be found in closed form. The semiclassical…
This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise, where Langevin representation is absent. In view of the L\'{e}vy noise sensitivity to environmental inhomogeneities, the pertinent random…
Space-fractional quantum mechanics (SFQM) is a generalization of the standard quantum mechanics when the Brownian trajectories in Feynman path integrals are replaced by L{\'e}vy flights. We introduce L{\'e}vy quasicrystal by discretizing…
A wide class of non-stationary superdiffusive transport on a uniform background with a power-law decay, at large distances, of the step-length probability distribution function (PDF) is shown to possess an automodel solution. The solution…
We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…
We jointly investigate the existence of quasi-stationary distributions for one dimensional L\'evy processes and the existence of traveling waves for the Fisher-Kolmogorov-Petrovskii-Piskunov (F-KPP) equation associated with the same motion.…
Feynman's path integrals in ordinary, p-adic and adelic quantum mechanics are considered. The corresponding probability amplitudes $ K(x^{"},t^{"};x',t')$ for two-dimensional systems with quadratic Lagrangians are evaluated analytically and…
We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution is obtained by a perturbative expansion. The series so…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
We consider Feynman's path integral approach to quantum mechanics with a noncommutativity in position and momentum sectors of the phase space. We show that a quantum-mechanical system with this kind of noncommutativity is equivalent to the…
Two models of anomalous diffusion of cosmic ray in the leaky-box approximation are compared: one of them is based on the decoupled time-space L\'evy flights and the other on fractional walks with a finite free motion velocity. Distributions…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…