P. Garbaczewski — Page 2

arXiv1998

Natural boundaries for the Smoluchowski equation and affiliated diffusion processes

The Schrödinger problem of deducing the microscopic dynamics from the input-output statistics data is known to admit a solution in terms of Markov diffusions. The uniqueness of solution is found linked to the natural boundaries respected by the underlying random motion. By choosing a reference Smoluchowski diffusion process, we automatically fix the Feynman-Kac potential and the field of local accelerations it induces. We generate the family of affiliated diffusions with the same local dynamics, but different inaccessible boundaries on finite, semi-infinite and infinite domains. For each diffusion process a unique Feynman-Kac kernel is obtained by the constrained (Dirichlet boundary data) Wiener path integration.As a by-product of the discussion, we give an overview of the problem of inaccessible boundaries for the diffusion and bring together (sometimes viewed from unexpected angles) results which are little known, and dispersed in publications from scarcely communicating areas of mathematics and physics.

quant-ph↗

arXiv1998

Burgers' Flows as Markovian Diffusion Processes

We analyze the unforced and deterministically forced Burgers equation in the framework of the (diffusive) interpolating dynamics that solves the so-called Schrödinger boundary data problem for the random matter transport. This entails an exploration of the consistency conditions that allow to interpret dispersion of passive contaminants in the Burgers flow as a Markovian diffusion process. In general, the usage of a continuity equation $\partial_tρ=-\nabla (\vec{v}ρ)$, where $\vec{v}=\vec{v}(\vec{x},t)$ stands for the Burgers field and $ρ$ is the density of transported matter, is at variance with the explicit diffusion scenario. Under these circumstances, we give a complete characterisation of the diffusive transport that is governed by Burgers velocity fields. The result extends both to the approximate description of the transport driven by an incompressible fluid and to motions in an infinitely compressible medium. Also, in conjunction with the Born statistical postulate in quantum theory, it pertains to the probabilistic (diffusive) counterpart of the Schrödinger picture quantum dynamics.

cond-mat↗

arXiv1997

Schroedinger's Interpolating Dynamics and Burgers' Flows

We discuss a connection (and a proper place in this framework) of the unforced and deterministically forced Burgers equation for local velocity fields of certain flows, with probabilistic solutions of the so-called Schrödinger interpolation problem. The latter allows to reconstruct the microscopic dynamics of the system from the available probability density data, or the input-output statistics in the phenomenological situations. An issue of deducing the most likely dynamics (and matter transport) scenario from the given initial and terminal probability density data, appropriate e.g. for studying chaos in terms of densities, is here exemplified in conjunction with Born's statistical interpretation postulate in quantum theory, that yields stochastic processes which are compatible with the Schrödinger picture free quantum evolution.

quant-ph↗

arXiv1997

Diffusion process in a deterministically forced flow

We analyze circumstances under which the microscopic dynamics of particles which are driven by a forced, gradient-type flow can be consistently interpreted as a Markovian diffusion process. Special attention is paid to discriminating between forces that are presumed to act selectively upon diffusing particles, while leaving the random medium statistically at rest (Smoluchowski diffusion processes), and those perturbing the random medium itself and thus creating the nontrivial flows. We focus on the deterministic "stirring" scenarios.

cond-mat↗

arXiv1997

Diffusion Process in a Flow

We establish circumstances under which the dispersion of passive contaminants in a forced, deterministic or random, flow can be consistently interpreted as a Markovian diffusion process. In case of conservative forcing the repulsive case only, $\vec{F}=\vec{\nabla }V$ with $V(\vec{x},t)$ bounded from below, is unquestionably admitted by the compatibility conditions. A class of diffusion processes is exemplified, such that the attractive forcing is allowed as well, due to an appropriate compensation coming from the "pressure" term. The compressible Euler flows form their subclass, when regarded as stochastic processes. We establish circumstances under which the dispersion of passive contaminants in a forced, deterministic or random, flow can be consistently interpreted as a Markovian diffusion process. In case of conservative forcing the repulsive case only, $\vec{F}=\vec{\nabla }V$ with $V(\vec{x},t)$ bounded from below, is unquestionably admitted by the compatibility conditions. A class of diffusion processes is exemplified, such that the attractive forcing is allowed as well, due to an appropriate compensation coming from the "pressure" term. The compressible Euler flows form their subclass, when regarded as stochastic processes.

chao-dyn↗

arXiv1996

Burgers Velocity Fields and the Electromagnetic Forcing in Schroedinger's Interpolating Dynamics

We explore a connection of the deterministically forced Burgers equation for local velocity fields with probabilistic solutions of the Schrödinger boundary data problem. An issue of deducing the most likely interpolating dynamics from the given initial and terminal probability density data is here investigated to give account of the perturbation by external electromagnetic fields. A suitable extension of the Hopf-Cole logarithmic transformation allows to deal with nonconservative drift fields and implies the validity of appropriately generalised heat equations, which completely determine the dynamics.

chao-dyn↗

arXiv1995

Nonnegative Feynman-Kac Kernels in Schrödinger's Interpolation Problem

The existing formulations of the Schrödinger interpolating dynamics, which is constrained by the prescribed input-output statistics data, utilize strictly positive Feynman-Kac kernels. This implies that the related Markov diffusion processes admit vanishing probability densities only at the boundaries of the spatial volume confining the process. We extend the framework to encompass singular potentials and associated nonnegative Feynman-Kac-type kernels. It allows to deal with general nonnegative solutions of the Schrödinger boundary data problem. The resulting stochastic processes are capable of both developing and destroying nodes (zeros) of probability densities in the course of their evolution.

quant-ph↗

arXiv1995

The Schroedinger Problem, Levy Processes Noise in Relativistic Quantum Mechanics

The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either responsible for temporal evolution of a given measure or preserves the measure in the stationary case. Our departure point is the so-called Schrödinger problem of probabilistic evolution, which provides for a unique Markov stochastic interpolation between any given pair of boundary probability densities for a process covering a fixed, finite duration of time, provided we have decided a priori what kind of primordial dynamical semigroup transition mechanism is involved. In the nonrelativistic theory, including quantum mechanics, Feyman-Kac-like kernels are the building blocks for suitable transition probability densities of the process. In the standard "free" case (Feynman-Kac potential equal to zero) the familiar Wiener noise is recovered. In the framework of the Schrödinger problem, the "free noise" can also be extended to any infinitely divisible probability law, as covered by the Lévy-Khintchine formula. Since the relativistic Hamiltonians $|\nabla |$

chao-dyn↗

arXiv1995

The Schroedinger Problem, Levy Processes Noise in Relativistic Quantum Mechanics

The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either responsible for temporal evolution of a given measure or preserves the measure in the stationary case. Our departure point is the so-called Schrödinger problem of probabilistic evolution, which provides for a unique Markov stochastic interpolation between any given pair of boundary probability densities for a process covering a fixed, finite duration of time, provided we have decided a priori what kind of primordial dynamical semigroup transition mechanism is involved. In the nonrelativistic theory, including quantum mechanics, Feyman-Kac-like kernels are the building blocks for suitable transition probability densities of the process. In the standard "free" case (Feynman-Kac potential equal to zero) the familiar Wiener noise is recovered. In the framework of the Schrödinger problem, the "free noise" can also be extended to any infinitely divisible probability law, as covered by the Lévy-Khintchine formula. Since the relativistic Hamiltonians $|\nabla |$ and $\sqrt {-\triangle +m^2}-m$ are known to generate such laws, we focus on them for the analysis of probabilistic phenomena, which are shown to be associated with the relativistic wave (D'Alembert) and matter-wave (Klein-Gordon) equations, respectively. We show that such stochastic processes exist and are spatial jump processes. In general, in the presence of external potentials, they do not share the Markov property, except for stationary situations. A concrete example of the pseudodifferential Cauchy-Schrödinger evolution is analyzed in detail. The relativistic covariance of related wave

quant-ph↗