相关论文: Schroedinger's Interpolating Dynamics and Burgers'…
A particular type of random dynamical processes is considered, in which the stochasticity is introduced through randomly fluctuating parameters. A method of local multipliers is developed for treating the local stability of such dynamical…
This study considers the problem of the extreme behavior exhibited by solutions to Burgers equation subject to stochastic forcing. More specifically, we are interested in the maximum growth achieved by the "enstrophy" (the Sobolev $H^1$…
In this work we consider the problem of constructing initial conditions for a flow model such that the resulting flow evolution leads to a self-similar energy cascade consistent with Kolmogorov's statistical theory of turbulence. As a first…
The time evolution of spatial fluctuations in inhomogeneous d-dimensional biological systems is analyzed. A single species continuous growth model, in which the population disperses via diffusion and convection is considered.…
We study the one-dimensional Burgers equation in the inviscid limit for Brownian initial velocity (i.e. the initial velocity is a two-sided Brownian motion that starts from the origin x=0). We obtain the one-point distribution of the…
The central limit theorem has been found to apply to random vectors in complex Hilbert space. This amounts to sufficient reason to study the complex valued Gaussian, looking for relevance to quantum mechanics. Here we show that the…
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…
We describe a probabilistic construction of $H^s$-regular solutions for the spatially periodic forced Burgers equation by using a characterization of this solution through a forward-backward stochastic system.
We study the Schr\"odinger bridge problem when the endpoint distributions are available only through samples. Classical computational approaches estimate Schr\"odinger potentials via Sinkhorn iterations on empirical measures and then…
A paradigm put forth by E. Schr\"odinger in 1931/32, known as Schr\"odinger bridges, represents a formalism to pose and solve control and estimation problems seeking a perturbation from an initial control schedule (in the case of control),…
We consider the problem of steering a linear stochastic system between two end-point degenerate Gaussian distributions in finite time. This accounts for those situations in which some but not all of the state entries are uncertain at the…
The last decades witnessed a renewal of interest in the Burgers equation. Much activities focused on extensions of the original one-dimensional pressureless model introduced in the thirties by the Dutch scientist J.M. Burgers, and more…
The control-affine Schr\"odinger bridge concerns with a stochastic optimal control problem. Its solution is a controlled evolution of joint state probability density subject to a control-affine It\^o diffusion with a given deadline…
We study the Schr\"{o}dinger bridge problem (SBP) with nonlinear prior dynamics. In control-theoretic language, this is a problem of minimum effort steering of a given joint state probability density function (PDF) to another over a finite…
Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…
We construct a formally time-reversible, one-dimensional forced Burgers equation by imposing a global constraint of energy conservation, wherein the constant viscosity is modified to a fluctuating state-dependent dissipation coefficient.…
A linearized Vlasov-Poisson system of equations is transformed into a Schr\"{o}dinger equation, which is used to demonstrate that the fluctuation theorem holds for the relative stochastic entropy, defined in terms of the probability density…
Fluid equations are nonlinear, dissipative, and non-Hamiltonian, which makes their relation to Schr\"odinger evolution and quantum algorithms nontrivial. We derive an exact Eulerian Cole-Hopf-type reformulation of isothermal compressible…
We derive an effective equation for the dynamics of many identical bosons in dimension one in the presence of a tiny impurity. The interaction between every pair of bosons is mediated by the impurity through a positive three-body potential.…
In 1966, Edward Nelson presented an interesting derivation of the Schrodinger equation using Brownian motion. Recently, this derivation is linked to the theory of optimal transport, which shows that the Schrodinger equation is a Hamiltonian…