相关论文: Riccati equations as a scale-relativistic gateway …
A novel integrability condition for the Riccati equation, the simplest form of nonlinear ordinary differential equations, is obtained by using elementary quadrature method. Under this condition, the analytic general solution is presented,…
The development of a mechanics of non-differentiable paths suggested by Scale Relativity results in a foundation of Quantum Mechanics including Schr\"odinger's equation and all the other axioms under the assumption the path…
A class of one-dimensional Fokker-Plank equations having a common stationary solution, which is a power function of the state of the process, was found. We prove that these equations also have generalized self-similar solutions which…
A novel recipe for exactly solving in finite terms a class of special differential Riccati equations is reported. Our procedure is entirely based on a successful resolution strategy quite recently applied to quantum dynamical time-dependent…
Quantum chaotic states over a noncommutative monoid, a unitalization of a noncommutative Ito algebra parametrizing a quantum stochastic Levy process, are described in terms of their infinitely divisible generating functionals over the…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…
We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schrodinger equation and enjoys many properties similar to those of the ordinary differential Riccati…
The Riccati equation method is used for study the behavior of solutions of the systems of two linear first order ordinary differential equations. All types of oscillation and regularity of these system are revealed. A generalization of…
We apply the open systems concept and the influence functional formalism introduced in Paper I to establish a stochastic theory of relativistic moving spinless particles in a quantum scalar field. The stochastic regime resting between the…
The quasilinearization method (QLM) of solving nonlinear differential equations is applied to the quantum mechanics by casting the Schr\"{o}dinger equation in the nonlinear Riccati form. The method, whose mathematical basis in physics was…
The theory of scale relativity provides a new insight into the origin of fundamental laws in physics. Its application to microphysics allows us to recover quantum mechanics as mechanics on a non-differentiable (fractal) spacetime. The…
The paper is devoted to the motion of a body in a fluid under the influence of gravity and drag. Depending on the regime considered, the drag force can exhibit a linear, quadratic or even more general dependence on the velocity of the body…
In the classical one-dimensional solution of fluid dynamics equations all unknown functions depend only on time t and Cartesian coordinate x. Although fluid spreads in all directions (velocity vector has three components) the whole picture…
I report a study of the nonstationary one-dimensional Fokker-Planck solutions by means of the strictly isospectral method of supesymmetric quantum mechanics. The main conclusion is that this technique can lead to a space-dependent…
Based on the Gaussian wave packet solution for the harmonic oscillator and the corresponding creation and annihilation operators, a generalization is presented that also applies for wave packets with time-dependent width as they occur for…
We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…
We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…
A supersymmetric method for the construction of so-called conditionally exactly solvable quantum systems is reviewed and extended to classical stochastic dynamical systems characterized by a Fokker-Planck equation with drift. A class of…
This paper proposes a novel iterative algorithm to compute the stabilizing solution of regime-switching stochastic game-theoretic Riccati differential equations with periodic coefficients. The method decomposes the original complex…