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A Gaussian resolution method for the computation of equilibrium density matrices rho(T) for a general multidimensional quantum problem is presented. The variational principle applied to the ``imaginary time'' Schroedinger equation provides…

量子物理 · 物理学 2009-11-10 P. Frantsuzov , A. Neumaier , V. A. Mandelshtam

Score-based diffusion models are a class of generative models whose dynamics is described by stochastic differential equations that map noise into data. While recent works have started to lay down a theoretical foundation for these models,…

We consider a class of one-dimensional chains of weakly coupled many level systems. We present a theory which predicts energy diffusion within these chains for almost all initial states, if some concrete conditions on their Hamiltonians are…

统计力学 · 物理学 2007-05-23 Mathias Michel , Guenter Mahler , Jochen Gemmer

We consider a general one-dimensional overdamped diffusion model described by the It\^{o} stochastic differential equation (SDE) ${dX_t=\mu(X_t,t)dt+\sigma(X_t,t)dW_t}$, where $W_t$ is the standard Wiener process. We obtain a specific…

统计力学 · 物理学 2025-07-09 Costantino Di Bello , Édgar Roldán , Ralf Metzler

In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\"odinger's equation with linear potential, and (d) heat equation problems…

概率论 · 数学 2016-07-13 Gerardo Hernandez-del-Valle

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

统计力学 · 物理学 2016-06-15 Takuma Akimoto , Eiji Yamamoto

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

动力系统 · 数学 2015-06-04 P. F. Tupper , Xin Yang

We investigate the large time behavior of the solutions to the nonlinear focusing Schr\"odinger equation with a time-dependent damping in the energy sub-critical regime. Under non classical assumptions on the unsteady damping term, we prove…

偏微分方程分析 · 数学 2025-02-11 Makram Hamouda , Mohamed Majdoub

Let $\mathcal{K}\subset R^d$, $d\ge2$, be a smooth, bounded domain satisfying $0\in\mathcal{K}$, and let $f(t),\ t\ge0$, be a smooth, continuous, nondecreasing function satisfying $f(0)>1$. Define $D_t=f(t)\mathcal{K}\subset R^d$. Consider…

概率论 · 数学 2016-01-13 Ross G. Pinsky

We study the time-sliced thawed Gaussian propagation method, which was recently proposed for solving the time-dependent Schr\"odinger equation. We introduce a triplet of quadrature-based analysis, synthesis and re-initialization operators…

数值分析 · 数学 2022-09-14 Paul Bergold , Caroline Lasser

We analyze the influence of boundary conditions on numerical simulations of the diffusive properties of a two dimensional granular gas. We show in particular that periodic boundary conditions introduce unphysical correlations in time which…

统计力学 · 物理学 2009-10-31 C. Henrique , G. Batrouni , D. Bideau

A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…

统计力学 · 物理学 2015-06-19 David S. Dean , Gleb Oshanin

We consider semidiscrete finite differences schemes for the periodic Scr\"odinger equation in dimension one. We analyze whether the space-time integrability properties observed by Bourgain in the continuous case are satisfied at the…

偏微分方程分析 · 数学 2019-10-15 Liviu I. Ignat

This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…

数值分析 · 数学 2020-06-05 Bangti Jin , Buyang Li , Zhi Zhou

Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…

偏微分方程分析 · 数学 2024-07-24 Isanka Garli Hevage , Akif Ibraguimov , Zeev Sobol

We present a theoretical model of matter-wave diffraction through a material nanostructure. This model is based on the numerical solution of the time-dependent Schr{\"o}dinger equation, which goes beyond the standard semi-classical…

Although time-dependent random media with short range correlations lead to (possibly biased) normal tracer diffusion, anomalous fluctuations occur away from the most probable direction. This was pointed out recently in 1D lattice random…

无序系统与神经网络 · 物理学 2017-07-19 Pierre Le Doussal , Thimothée Thiery

The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…

概率论 · 数学 2025-03-07 Oskar Eklund , Annika Lang , Moritz Schauer

We calculate the short time and the long time diffusion coefficient of a spherical tracer particle in a polymer solution in the low density limit by solving the Smoluchowski equation for a two-particle system and applying a generalized…

软凝聚态物质 · 物理学 2015-05-13 Matthias Krüger , Markus Rauscher

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

概率论 · 数学 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko