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A backward particle interpretation of Feynman-Kac formulae

Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We...

A nonasymptotic theorem for unnormalized Feynman–Kac particle models

F. Cérou, P. Del Moral, A. Guyader (2011)

Annales de l'I.H.P. Probabilités et statistiques

We present a nonasymptotic theorem for interacting particle approximations of unnormalized Feynman–Kac models. We provide an original stochastic analysis-based on Feynman–Kac semigroup techniques combined with recently developed coalescent tree-based functional representations of particle block distributions. We present some regularity conditions under which the -relative error of these weighted particle measures grows linearly with respect to the time horizon yielding what seems to be the first...

Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures

Pierre Del Moral, Laurent Miclo (2006)

ESAIM: Probability and Statistics

Soit U une fonction définie sur un ensemble fini E muni d'un noyau markovien irréductible M. L'objectif du papier est de comparer théoriquement deux procédures stochastiques de minimisation globale de U : le recuit simulé et un algorithme génétique. Pour ceci on se placera dans la situation idéalisée d'une infinité de particules disponibles et nous ferons une hypothèse commode d'existence de suffisamment de symétries du cadre (E,M,U). On verra notamment que contrairement au recuit simulé, toute...

Gaussian estimates for Schrödinger perturbations

Krzysztof Bogdan, Karol Szczypkowski (2014)

Studia Mathematica

We propose a new general method of estimating Schrödinger perturbations of transition densities using an auxiliary transition density as a majorant of the perturbation series. We present applications to Gaussian bounds by proving an optimal inequality involving four Gaussian kernels, which we call the 4G Theorem. The applications come with honest control of constants in estimates of Schrödinger perturbations of Gaussian-type heat kernels and also allow for specific non-Kato perturbations.

Hardy spaces H¹ for Schrödinger operators with certain potentials

Jacek Dziubański, Jacek Zienkiewicz (2004)

Studia Mathematica

Let K t t > 0 be the semigroup of linear operators generated by a Schrödinger operator -L = Δ - V with V ≥ 0. We say that f belongs to H ¹ L if | | s u p t > 0 | K t f ( x ) | | | L ¹ ( d x ) < . We state conditions on V and K t which allow us to give an atomic characterization of the space H ¹ L .

Spectral gap lower bound for the one-dimensional fractional Schrödinger operator in the interval

Kamil Kaleta (2012)

Studia Mathematica

We prove a uniform lower bound for the difference λ₂ - λ₁ between the first two eigenvalues of the fractional Schrödinger operator ( - Δ ) α / 2 + V , α ∈ (1,2), with a symmetric single-well potential V in a bounded interval (a,b), which is related to the Feynman-Kac semigroup of the symmetric α-stable process killed upon leaving (a,b). “Uniform” means that the positive constant C α appearing in our estimate λ - λ C α ( b - a ) - α is independent of the potential V. In the general case of α ∈ (0,2), we also find a uniform lower bound for...

Spectral statistics for random Schrödinger operators in the localized regime

François Germinet, Frédéric Klopp (2014)

Journal of the European Mathematical Society

We study various statistics related to the eigenvalues and eigenfunctions of random Hamiltonians in the localized regime. Consider a random Hamiltonian at an energy E in the localized phase. Assume the density of states function is not too flat near E . Restrict it to some large cube Λ . Consider now I Λ , a small energy interval centered at E that asymptotically contains infintely many eigenvalues when the volume of the cube Λ grows to infinity. We prove that, with probability one in the large volume...

Weighted Dispersive Estimates for Solutions of the Schrödinger Equation

Cardoso, Fernando, Cuevas, Claudio, Vodev, Georgi (2008)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 35L15, 35B40, 47F05.Introduction and statement of results. In the present paper we will be interested in studying the decay properties of the Schrödinger group.The authors have been supported by the agreement Brazil-France in Mathematics – Proc. 69.0014/01-5. The first two authors have also been partially supported by the CNPq-Brazil.

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