arXiv subjects

Jeremy Thane Clark

Publications and source records attributed to Jeremy Thane Clark.

3 recordsLinked to original sources

arXiv2014

Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time

I consider a stochastic optimization problem for a time-changed Bessel process whose diffusion rate is constrained to be between two positive values $r_{1}<r_{2}$. The problem is to find an optimal adapted strategy for the choice of diffusion rate in order to maximize the chance of hitting an infinitesimal region around the origin at a set time in the future. More precisely, the parameter associated with "the chance of hitting the origin" is the exponent for a singularity induced at the origin of the final time probability density. I show that the optimal exponent solves a transcendental equation depending on the ratio $\frac{r_{2}}{r_{1}}$ and the dimension of the Bessel process.

math.PR↗

arXiv2013

A ballistic motion disrupted by quantum reflections

I study a Lindblad dynamics modeling a quantum test particle in a Dirac comb that collides with particles from a background gas. The main result is a homogenization theorem in an adiabatic limiting regime involving large initial momentum for the test particle. Over the time interval considered, the particle would exhibit essentially ballistic motion if either the singular periodic potential or the kicks from the gas were removed. However, the particle behaves diffusively when both sources of forcing are present. The conversion of the motion from ballistic to diffusive is generated by occasional quantum reflections that result when the test particle's momentum is driven through a collision near to an element of the half-spaced reciprocal lattice of the Dirac comb.

math-ph↗

arXiv2012

Suppressed dispersion for a randomly kicked quantum particle in a Dirac comb

I study a model for a massive one-dimensional particle in a singular periodic potential that is receiving kicks from a gas. The model is described by a Lindblad equation in which the Hamiltonian is a Schrödinger operator with a periodic $δ$-potential and the noise has a frictionless form arising in a Brownian limit. I prove that an emergent Markov process in a semi-classical limit governs the momentum distribution in the extended-zone scheme. The main result is a central limit theorem for a time integral of the momentum process, which is closely related to the particle's position. When normalized by $t^{5/4}$, the integral process converges to a time-changed Brownian motion whose rate depends on the momentum process. The scaling $t^{5/4}$ contrasts with $t^{3/2}$, which would be expected for the case of a smooth periodic potential or for a comparable classical process. The difference is a wave effect driven by Bragg reflections that occur when the particle's momentum is kicked near the half-spaced reciprocal lattice.

math-ph↗