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The Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open…
We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…
We establish sharp-in-time kernel and dispersive estimates for the Schr\"odinger equation on non-compact Riemannian symmetric spaces of any rank. Due to the particular geometry at infinity and the Kunze-Stein phenomenon, these properties…
We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
The kinetic equation is crucial for understanding the statistical properties of stochastic processes, yet current equations, such as the classical Fokker-Planck, are limited to local analysis. This paper derives a new kinetic equation for…
The growth-fragmentation equation describes a system of growing and dividing particles, and arises in models of cell division, protein polymerisation and even telecommunications protocols. Several important questions about the equation…
By departing from the previous attempt (Phys. Rev. {\bf E 51}, 4114, (1995)) we give a detailed construction of conditional and perturbed Markov processes, under the assumption that the Cauchy law of probability replaces the Gaussian law…
One of the unitary forms of the quantum mechanical time evolution operator is given by Cayley's approximation. A numerical implementation of the same involves the replacement of second derivatives in Hamiltonian with the three-point…
Solving linear and nonlinear differential equations with large degrees of freedom is an important task for scientific and industrial applications. In order to solve such differential equations on a quantum computer, it is necessary to embed…
A simple and explicit technique for the numerical solution of the two-particle, time-dependent Schr\"{o}dinger equation is assembled and tested. The technique can handle interparticle potentials that are arbitrary functions of the…
The purpose of this work is to test the application of the finite element method to quantum mechanical problems, in particular for solving the Schroedinger equation. We begin with an overview of quantum mechanics, and standard numerical…
Kingman derived the Ewens sampling formula for random partitions describing the genetic variation in a neutral mutation model defined by a Poisson process of mutations along lines of descent governed by a simple coalescent process, and…
Finite-size fluctuations in coevolutionary dynamics arise in models of biological as well as of social and economic systems. This brief tutorial review surveys a systematic approach starting from a stochastic process discrete both in time…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
We study iterations of integral kernels satisfying a transience-type condition and we prove exponential estimates analogous to Gronwall\rq{}s inequality. As a consequence we obtain estimates of Schr\"odinger perturbations of integral…
The linear Schr\"odinger equation with piecewise constant potential in one spatial dimension is a well-studied textbook problem. It is one of only a few solvable models in quantum mechanics and shares many qualitative features with…
In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…
It is often said that control and estimation problems are in duality. Recently, in (Aubin-Frankowski,2021), we found new reproducing kernels in Linear-Quadratic optimal control by focusing on the Hilbert space of controlled trajectories,…
The dynamics of models described by a one-dimensional discrete nonlinear Schr\"odinger equation is studied. The nonlinearity in these models appears due to the coupling of the electronic motion to optical oscillators which are treated in…