Related papers: Quantum stochastic differential equation is unitar…
We prove that the solution of the Hudson-Parthasarathy quantum stochastic differential equation in the Fock space coincides with the solution of a symmetric boundary value problem for the Schr\"odinger equation in the interaction…
We prove that a single-jump quantum stochastic unitary evolution is equivalent to a Dirac boundary value problem on the half line in an extra dimension. This amounts to the equivalence of the quantum measurement boundary-value problem in…
We prove that a single-jump quantum stochastic unitary evolution is equivalent to a Dirac boundary value problem on the half line in one extra dimension. It is shown that this exactly solvable model can be obtained from a Schroedinger…
A generalized definition of quantum stochastic (QS) integrals and differentials is given in the free of adaptiveness and basis form in terms of Malliavin derivative on a projective Fock scale, and their uniform continuity and QS…
A generalized definition of quantum stochastic (QS) integrals and differentials is given in the free of adaptiveness and dimensionality form in terms of Malliavin derivative on a projective Fock space, and their uniform continuity with…
The present article deals with the similarity method to tackle the fractional Schrodinger equation where the derivative is defined in the Riesz sense. Moreover the procedure of reducing a fractional partial differential equation (FPDE) into…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
The paper deals with the numerical solution of the nonlinear Ito stochastic differential equations (SDEs) appearing in the unravelling of quantum master equations. We first develop an exponential scheme of weak order 1 for general globally…
We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…
In this paper, we derive a strong convergence rate of spatial finite difference approximations for both focusing and defocusing stochastic cubic Schr\"odinger equations driven by a multiplicative $Q$-Wiener process. Beyond the uniform…
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…
The purpose of this paper is to study in detail the problem of defining unitary evolution for linearly polarized S^1 x S^2 and S^3 Gowdy models (in vacuum or coupled to massless scalar fields). We show that in the Fock quantizations of…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
A quantum mechanics analogy is used to determine the forces acting on and the energies of solitons governed by the nonlinear Schr\"odinger equation in finite intervals with periodic and with homogeneous Dirichlet, Neumann and Robin boundary…
This paper studies the stochastic differential equation (SDE) associated to a two-level quantum system (qubit) subject to Hamiltonian evolution as well as unmonitored and monitored decoherence channels. The latter imply a stochastic…
The polarized ${\bf T}^3$ Gowdy model is, in a standard gauge, characterized by a point particle degree of freedom and a scalar field degree of freedom obeying a linear field equation on ${\bf R}\times{\bf S}^1$. The Fock representation of…
Let $q(x,t)$ satisfy the Dirichlet initial-boundary value problem for the nonlinear Schr\"odinger equation on the finite interval, $0 < x < L$, with $q_{0}(x) = q(x,0)$, $g_{0}(t) = q(0,t)$, $f_{0}(t) = q(L,t)$. Let $g_{1}(t)$ and…
The Schrodinger equation for a macroscopic number of particles is linear in the wave function, deterministic, and invariant under time reversal. In contrast, the concepts used and calculations done in statistical physics and condensed…
Recently, the notion of a quantum acceleration limit has been proposed for any unitary time evolution of quantum systems governed by arbitrary nonstationary Hamiltonians. This limit articulates that the rate of change over time of the…
Quantum counterparts of Schrodinger's classical bridge problem have been around for the better part of half a century. During that time, several quantum approaches to this multifaceted classical problem have been introduced. In the present…