Related papers: Schroedinger's interpolation problem through Feynm…
In the framework of stochastic functional differential equations (SFDE's) and the corresponding calculus developed in the recent years by F. Yan and S. Mohammed, we provide a series of representation formulae for a variety of highly…
Quantum dynamics of a particle confined in a box with time-dependent wall is revisited by considering some unexplored aspects of the problem. In particular, the case of dynamical confinement in a time-dependent box in the presence of purely…
We study a stochastic Schr{\"o}dinger equation with a quadratic nonlinearity and a space-time fractional perturbation, in space dimension less than 3. When the Hurst index is large enough, we prove local well-posedness of the problem using…
Fisher's fundamental theorem of natural selection states that the rate of change in a population's mean fitness equals its additive genetic variance in fitness. This implies that mean fitness should not decline in a constant environment,…
We study bifurcations in a spatially extended nonlinear system representing population dynamics with the help of analytic calculations based on the time-independent Schr\"{o}dinger equation for a quantum particle subjected to a uniform…
We analyze the Schr\"{o}dinger dynamics and the Schr\"{o}dinger function (or the so-called wavefunction) in the following four aspects. (1) The Schr\"{o}dinger equation is reconstructed from scratch in the real field only, without referring…
In this work, we study the mean field Schr\"odinger problem from a purely probabilistic point of view by exploiting its connection to stochastic control theory for McKean-Vlasov diffusions. Our main result shows that the mean field…
We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…
The stochastic thermodynamics provides a framework for the description of systems that are out of thermodynamic equilibrium. It is based on the assumption that the elementary constituents are acted by random forces that generate a…
We consider the generalized time-dependent Schr\"odinger equation on the half-axis and a broad family of finite-difference schemes with the discrete transparent boundary conditions (TBCs) to solve it. We first rewrite the discrete TBCs in a…
We consider generalized time-fractional evolution equations of the form $$u(t)=u_0+\int_0^tk(t,s)Lu(s)ds$$ with a fairly general memory kernel $k$ and an operator $L$ being the generator of a strongly continuous semigroup. In particular,…
We discuss a probabilistic approximation framework for the three-dimensional attractive point interaction on a finite time horizon. By iterating the Doob transforms of the explicit heat kernel associated with the singular Schr\"odinger…
We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure diffusive component plus a pure jump Poisson compensated…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…
The dynamics of an initially localized Anderson mode is studied in the framework of the nonlinear Schroedinger equation in the presence of disorder. It is shown that the dynamics can be described in the framework of the Liouville operator.…
This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is additively affected by a process $\nu$ whose components have paths of bounded variation. The presence of the process $\nu$ prevents from…
The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport…
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…
We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to…