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The Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open…

统计力学 · 物理学 2016-09-14 Stam Nicolis , Julien Tranchida , Pascal Thibaudeau

We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…

最优化与控制 · 数学 2024-12-05 Daniel Owusu Adu , Yongxin Chen

We establish sharp-in-time kernel and dispersive estimates for the Schr\"odinger equation on non-compact Riemannian symmetric spaces of any rank. Due to the particular geometry at infinity and the Kunze-Stein phenomenon, these properties…

偏微分方程分析 · 数学 2023-02-14 Jean-Philippe Anker , Stefano Meda , Vittoria Pierfelice , Maria Vallarino , Hong-Wei Zhang

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…

概率论 · 数学 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

统计力学 · 物理学 2026-05-19 Alessandro Taloni , Gianni Pagnini , Aleksei Chechkin

The kinetic equation is crucial for understanding the statistical properties of stochastic processes, yet current equations, such as the classical Fokker-Planck, are limited to local analysis. This paper derives a new kinetic equation for…

流体动力学 · 物理学 2024-04-18 De-yu Zhong , Guang-qian Wang

The growth-fragmentation equation describes a system of growing and dividing particles, and arises in models of cell division, protein polymerisation and even telecommunications protocols. Several important questions about the equation…

概率论 · 数学 2021-01-22 Jean Bertoin , Alexander Watson

By departing from the previous attempt (Phys. Rev. {\bf E 51}, 4114, (1995)) we give a detailed construction of conditional and perturbed Markov processes, under the assumption that the Cauchy law of probability replaces the Gaussian law…

数学物理 · 物理学 2015-06-26 P. Garbaczewski , R. Olkiewicz

One of the unitary forms of the quantum mechanical time evolution operator is given by Cayley's approximation. A numerical implementation of the same involves the replacement of second derivatives in Hamiltonian with the three-point…

量子物理 · 物理学 2023-09-07 Ankit Kumar

Solving linear and nonlinear differential equations with large degrees of freedom is an important task for scientific and industrial applications. In order to solve such differential equations on a quantum computer, it is necessary to embed…

量子物理 · 物理学 2023-12-27 Yuki Ito , Yu Tanaka , Keisuke Fujii

A simple and explicit technique for the numerical solution of the two-particle, time-dependent Schr\"{o}dinger equation is assembled and tested. The technique can handle interparticle potentials that are arbitrary functions of the…

计算物理 · 物理学 2009-10-31 Jon J. V. Maestri , Rubin H. Landau , Manuel J. Paez

The purpose of this work is to test the application of the finite element method to quantum mechanical problems, in particular for solving the Schroedinger equation. We begin with an overview of quantum mechanics, and standard numerical…

高能物理 - 格点 · 物理学 2009-09-29 Avtar S. Sehra

Kingman derived the Ewens sampling formula for random partitions describing the genetic variation in a neutral mutation model defined by a Poisson process of mutations along lines of descent governed by a simple coalescent process, and…

概率论 · 数学 2007-05-23 Rui Dong , Alexander Gnedin , Jim Pitman

Finite-size fluctuations in coevolutionary dynamics arise in models of biological as well as of social and economic systems. This brief tutorial review surveys a systematic approach starting from a stochastic process discrete both in time…

种群与进化 · 定量生物学 2019-07-15 Jens Christian Claussen

Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…

统计力学 · 物理学 2022-07-25 Massimiliano Giona , Andrea Cairoli , Rainer Klages

We study iterations of integral kernels satisfying a transience-type condition and we prove exponential estimates analogous to Gronwall\rq{}s inequality. As a consequence we obtain estimates of Schr\"odinger perturbations of integral…

泛函分析 · 数学 2012-08-17 Krzysztof Bogdan , Wolfhard Hansen , Tomasz Jakubowski

The linear Schr\"odinger equation with piecewise constant potential in one spatial dimension is a well-studied textbook problem. It is one of only a few solvable models in quantum mechanics and shares many qualitative features with…

偏微分方程分析 · 数学 2018-07-02 Natalie E Sheils , Bernard Deconinck

In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…

数学物理 · 物理学 2011-08-17 J. Gough , O. O. Obrezkov , O. G. Smolyanov

It is often said that control and estimation problems are in duality. Recently, in (Aubin-Frankowski,2021), we found new reproducing kernels in Linear-Quadratic optimal control by focusing on the Hilbert space of controlled trajectories,…

最优化与控制 · 数学 2022-10-14 Pierre-Cyril Aubin-Frankowski , Alain Bensoussan

The dynamics of models described by a one-dimensional discrete nonlinear Schr\"odinger equation is studied. The nonlinearity in these models appears due to the coupling of the electronic motion to optical oscillators which are treated in…

凝聚态物理 · 物理学 2009-10-28 P. K. Datta , K. Kundu