We analyze the relaxation dynamics of Feynman-Kac path integral kernel functions, in terms of branching diffusion processes with killing. This amounts to the killing versus branching approach to path integration, which seems to be a novelty in the pathwise description of conditioned Brownian motions and diffusion processes with absorbing boundaries. There, Feynman-Kac kernels appear as building blocks of inferred (Fokker-Planck) transition probability density functions.
View Article and Find Full Text PDFThe fractional Laplacian (-Δ)^{α/2}, α∈(0,2), has many equivalent (albeit formally different) realizations as a nonlocal generator of a family of α-stable stochastic processes in R^{n}. On the other hand, if the process is to be restricted to a bounded domain, there are many inequivalent proposals for what a boundary-data-respecting fractional Laplacian should actually be. This ambiguity not only holds true for each specific choice of the process behavior at the boundary (e.
View Article and Find Full Text PDFWe address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (Lévy-stable cases are briefly mentioned) model-independent features are established of the dynamical law that underlies the short-time behavior of these random paths, whose overall lifetime is predefined to be long. As a by-product, the limiting regime of a permanent trapping in a domain is obtained.
View Article and Find Full Text PDFWe study Lévy flights with arbitrary index 0<μ≤2 inside a potential well of infinite depth. Such a problem appears in many physical systems ranging from stochastic interfaces to fracture dynamics and multifractality in disordered quantum systems. The major technical tool is a transformation of the eigenvalue problem for initial fractional Schrödinger equation into that for Fredholm integral equation with hypersingular kernel.
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