Related papers: Schroedinger's Interpolating Dynamics and Burgers'…
We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t)…
We study a semimartingale optimal transport problem interpolating between the Schr\"odinger bridge and the stretched Brownian motion associated with the Bass solution of the Skorokhod embedding problem. The cost combines an entropy term on…
We propose a fluidic continuum model of vacuum and a sink flow model of microscopic particles. The movements of a microscopic particle driven by a stochastic force was studied based on stochastic mechanics. We show that there exists a…
We review the formulation of the stochastic Burgers equation as a martingale problem. One way of understanding the difficulty in making sense of the equation is to note that it is a stochastic PDE with distributional drift, so we first…
In static classical statistical systems the problem of information transport from a boundary to the bulk finds a simple description in terms of wave functions or density matrices. While the transfer matrix formalism is a type of Heisenberg…
In this article we study generalizations of the inhomogeneous Burgers equation. First at the operator level, in the sense that we replace classical differential derivations by operators with certain properties, and then we increase the…
Score-based generative models have recently attracted significant attention for their ability to generate high-fidelity data by learning maps from simple Gaussian priors to complex data distributions. A natural generalization of this idea…
How to steer a given joint state probability density function to another over finite horizon subject to a controlled stochastic dynamics with hard state (sample path) constraints? In applications, state constraints may encode safety…
We review the derivation of quantum theory as an application of entropic methods of inference. The new contribution in this paper is a streamlined derivation of the Schr\"odinger equation based on a different choice of microstates and…
Quantum mechanics predicts correlation between spacelike separated events which is widely argued to violate the principle of Local Causality. By contrast, here we shall show that the Schr\"odinger equation with Born's statistical…
This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr\"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br\"odinger…
We show that the Schroedinger equation is a lift of Newton's law of motion on the space of probability measures, where derivatives are taken w.r.t. the Wasserstein Riemannian metric. Here the potential is the sum of the total classical…
A lagrangian approach to Burgers turbulence is carried out along the lines of the field theoretical Martin-Siggia-Rose formalism of stochastic hydrodynamics. We derive, from an analysis based on the hypothesis of unbroken galilean…
The dynamical formulation of the optimal transport can be extended through various choices of the underlying geometry (kinetic energy), and the regularization of density paths (potential energy). These combinations yield different…
The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…
Quantum mechanics has been argued to be a coarse-graining of some underlying deterministic theory. Here we support this view by establishing a map between certain solutions of the Schroedinger equation, and the corresponding solutions of…
The one dimensional Burgers equation in the inviscid limit with white noise initial condition is revisited. The one- and two-point distributions of the Burgers field as well as the related distributions of shocks are obtained in closed…
We present theoretical and numerical results for the one-dimensional stochastically forced Burgers equation decimated on a fractal Fourier set of dimension $D$. We investigate the robustness of the energy transfer mechanism and of the…
This paper compares theory and experiment for the kinetics of time-dependent sedimentation. We discuss non-interacting suspensions and colloids which may exhibit behavior similar to the one-dimensional motion of compressible gas. The…
We prove that the Burgers flow with a steady external forcing has a unique steady state which is a sink. Although this flow cannot be linearized through Cole-Hopf transforms, we prove that it has a convergent Koopman Modes decomposition.…