Related papers: Schroedinger's interpolation problem through Feynm…
The numerical integration of the Schr\"odinger equation by discretization of time is explored for the curved manifolds arising from finite representations based on evolving basis states. In particular, the unitarity of the evolution is…
We propose and study a system of Schr\"odinger's problems and functional equations in probability theory. More precisely, we consider a system of variational problems of relative entropies for probability measures on a Euclidean space with…
We propose a general algebraic analytic scheme for the spectral transform of solutions of nonlinear evolution equations. This allows us to give the general integrable evolution corresponding to an arbitrary time and space dependence of the…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
This paper is about the surprising connection between the Fourier heat equation and the Schr\"odinger wave equation. In fact, if the independent "time" variable in the heat equation is replaced by the time variable multiplied by…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
The Mesoscopic Mechanics (MeM), which has been introduced in a previous paper, is relevant to the electron gas confined to two spatial dimensions. It predicts a special way of collective response of correlated electrons to the external…
Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle…
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 derive quantitative estimates for large stochastic systems of interacting particles perturbed by both idiosyncratic and environmental noises, as well as singular kernels. We prove that the (mollified) empirical process converges to the…
Schr\"{o}dinger bridge is a diffusion process that steers a given distribution to another in a prescribed time while minimizing the effort to do so. It can be seen as the stochastic dynamical version of the optimal mass transport, and has…
Ehrenfest, Born-Oppenheimer, Langevin and Smoluchowski dynamics are shown to be accurate approximations of time-independent Schr\"odinger observables for a molecular system avoiding caustics, in the limit of large ratio of nuclei and…
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. By proving an It\^{o}-Wentzell formula for jump…
The aim of this contribution is to study the particle dynamics in a storage ring under the influence of noise. Some simplified stochastic beam dynamics problems are treated by solving the corresponding Fokker-Planck equations numerically.
By suitably extending a Feynman-Kac formula of Simon [Canadian Math. Soc. Conf. Proc, 28 (2000), 317-321], we study one-parameter semigroups generated by (the negative of) rather general Schroedinger operators, which may be unbounded from…
We prove that, under the H\"ormander criterion on an It\^{o} process, all its martingale observables are smooth. As a consequence, we also obtain a generalized Feynman-Kac formula providing smooth solutions to certain PDE boundary-value…
We consider a simple discrete-time Markov chain with values in $[0,\infty)^{Z^d}$. The Markov chain describes various interesting examples such as oriented percolation, directed polymers in random environment, time discretizations of binary…
This work focuses on the mean field stochastic partial differential equations with nonlinear kernels. We first prove the existence and uniqueness of strong and weak solutions for mean field stochastic partial differential equations in the…
In this article, we study wave dynamics in the fractional nonlinear Schr\"odinger equation with a modulated honeycomb potential. This problem arises from recent research interests in the interplay between topological materials and nonlocal…
Non-Markovian dynamics is ubiquitous in both quantum and classical systems, but the numerical computation of the time-delay dynamics is demanding. In this work, we propose an efficient quantum algorithm for solving linear distributed delay…