Related papers: Schroedinger's interpolation problem through Feynm…
A procedure allowing to construct rigorously discrete as well as continuum deterministic evolution equations from stochastic evolution equations is developed using a Dirac's bra and ket notation. This procedure is an extension of an…
We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…
A number of authors have proposed stochastic versions of the Schr\"odinger equation, either as effective evolution equations for open quantum systems or as alternative theories with an intrinsic collapse mechanism. We discuss here two…
This article establishes sufficient conditions for a linear-in-time bound on the non-asymptotic variance of particle approximations of time-homogeneous Feynman-Kac formulae. These formulae appear in a wide variety of applications including…
In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman-Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities corresponding to different…
We analyze the Schr\"odingerization method for quantum simulation of a general class of non-unitary dynamics with inhomogeneous source terms. The Schr\"odingerization technique, introduced in [31], transforms any linear ordinary and partial…
We define a new variant of exclusion processes in discrete time that has jump probabilities that depend on the last jump performed. In a particular limit for the jump probabilities and in suitable scaling limits for space and time, we…
Any time-dependent solution of Schr\"{o}dinger equation may be always correlated to a solution of Hamilton equations or to a statistical combination of their solutions; only the set of corresponding solutions is somewhat smaller (due to…
This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general types of model, corresponding to whether the reference process…
We find explicit solutions of the Heisenberg equations of motion for a quadratic Hamiltonian, describing a generic model of variable media, in the case of multi-parameter squeezed input photon configuration. The corresponding probability…
The set of integrable symmetries of the nonstationary Schr\"{o}dinger equation is shown to admit a natural decomposition into subsets of mutually commuting symmetries. Hierarchies of time evolutions associated with each of these subsets…
A temporally discrete Schroedinger time evolution equation is proposed for isotropic quantum cosmology coupled to a massless scalar source. The approach employs dynamically determined intrinsic time and produces the correct semiclassical…
In recent decades a lot of research has been done on the numerical solution of the time-dependent Schr\"odinger equation. On the one hand, some of the proposed numerical methods do not need any kind of matrix inversion, but source terms…
We present a stochastic method for solving the time-dependent Schr\"odinger equation, generalizing a ground-state full configuration interaction Quantum Monte Carlo method. By performing the time-integration in the complex plane close to…
Schr\"{o}dinger bridge--a stochastic dynamical generalization of optimal mass transport--exhibits a learning-control duality. Viewed as a stochastic control problem, the Schr\"{o}dinger bridge finds an optimal control policy that steers a…
In this paper, we study the Schr\"odinger Bridge Problem (SBP), which is central to entropic optimal transport. For general reference processes and begin--endpoint distributions, we propose a forward-reverse iterative Monte Carlo procedure…
On the one hand, we investigate the existence and pathwise uniqueness of a nonnegative martingale solution to the stochastic evolution system of nonlinear advection-diffusion equations proposed by Klausmeier with Gaussian multiplicative…
The existence of a weak solution to a McKean-Vlasov type stochastic differential system corresponding to the Enskog equation of the kinetic theory of gases is established under natural conditions. The distribution of any solution to the…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…