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  • 1
    Electronic Resource
    Electronic Resource
    College Park, Md. : American Institute of Physics (AIP)
    Journal of Mathematical Physics 34 (1993), S. 1846-1875 
    ISSN: 1089-7658
    Source: AIP Digital Archive
    Topics: Mathematics , Physics
    Notes: This paper examines the dynamics and kinematics of reciprocal diffusions. Reciprocal processes were introduced by Bernstein in 1932, and were later studied in detail by Jamison. The reciprocal diffusions are constructed here by specifying their finite joint densities in terms of the Green's function of a general heat operator, and an end-point density. A path integral interpretation of the heat operator Green's function is provided, which is used to derive a stochastic form of Newton's law, as well as a conditional distribution for the velocity of a diffusing particle given its position. These results are then employed to derive two conservation laws expressing the conservation of mass and momentum. The conservation laws do not form a closed system of equations, in general, except for two subclasses of reciprocal diffusions, the Markov and quantum diffusions.
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  • 2
    Electronic Resource
    Electronic Resource
    College Park, Md. : American Institute of Physics (AIP)
    Journal of Mathematical Physics 37 (1996), S. 769-802 
    ISSN: 1089-7658
    Source: AIP Digital Archive
    Topics: Mathematics , Physics
    Notes: The dynamics and kinematics of reciprocal diffusions were examined in a previous paper [J. Math. Phys. 34, 1846 (1993)], where it was shown that reciprocal diffusions admit a chain of conservation laws, which close after the first two laws for two disjoint subclasses of reciprocal diffusions, the Markov and quantum diffusions. For the case of quantum diffusions, the conservation laws are equivalent to Schrödinger's equation. The Markov diffusions were employed by Schrödinger [Sitzungsber. Preuss. Akad. Wiss. Phys. Math Kl. 144 (1931); Ann. Inst. H. Poincaré 2, 269 (1932)], Nelson [Dynamical Theories of Brownian Motion (Princeton University, Princeton, NJ, 1967); Quantum Fluctuations (Princeton University, Princeton, NJ, 1985)], and other researchers to develop stochastic formulations of quantum mechanics, called stochastic mechanics. We propose here an alternative version of stochastic mechanics based on quantum diffusions. A procedure is presented for constructing the quantum diffusion associated to a given wave function. It is shown that quantum diffusions satisfy the uncertainty principle, and have a locality property, whereby given two dynamically uncoupled but statistically correlated particles, the marginal statistics of each particle depend only on the local fields to which the particle is subjected. However, like Wigner's joint probability distribution for the position and momentum of a particle, the finite joint probability densities of quantum diffusions may take negative values. © 1996 American Institute of Physics.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    College Park, Md. : American Institute of Physics (AIP)
    Journal of Mathematical Physics 27 (1986), S. 1701-1710 
    ISSN: 1089-7658
    Source: AIP Digital Archive
    Topics: Mathematics , Physics
    Notes: A layer-stripping procedure for solving three-dimensional Schrödinger equation inverse scattering problems is developed. This method operates by recursively reconstructing the potential from the jump in the scattered field at the wave front, and then using the reconstructed potential to propagate the wave front and the scattered field further into the inhomogeneous region. It is thus a generalization of algorithms that have been developed for one-dimensional inverse scattering problems. Although the procedure has not yet been numerically tested, the corresponding one-dimensional algorithms have performed well on synthetic data. The procedure is applied to a two-dimensional inverse seismic problem. Connections between simplifications of this method and Born approximation inverse scattering methods are also noted.
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Circuits, systems and signal processing 8 (1989), S. 313-340 
    ISSN: 1531-5878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract In this paper we study the system-theoretic properties of two related classes of shift-invariant two-point boundary-value descriptor systems (TPBVDSs), namelydisplacement systems for which Green's function is shift-invariant, andstationary systems for which the input-output map is stationary. For such systems it is possible to obtain detailed characterizations of the properties of weak reachability and observability introduced in [16] and of minimality as well. An important difference, that has also been noted before in a different context [9], is that there is a certain level of nonuniqueness in minimal realizations. Another property that is studied in this paper is that of extendibility, i.e., the concept of considering a TPBVDS as being defined on a sequence of intervals of increasing length. Necessary and sufficient conditions for extendibility are given.
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Circuits, systems and signal processing 8 (1989), S. 25-48 
    ISSN: 1531-5878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract In this paper we consider models for noncausal processes consisting of discrete-time descriptor dynamics and boundary conditions on the values of the process at the two ends of the interval on which the process is defined. We discuss the general solution and well-posedness of systems of this type and then apply the method of complementary processes to obtain a specification of the optimal smoother in terms of a boundary-value descriptor Hamiltonian system. We then study the implementation of the optimal smoother. Motivated by the Hamiltonian diagonalization results for nondescriptor systems, we show how the descriptor Hamiltonian dynamics can be transformed to two lower-order systems by the use of transformation matrices involving the solution of two generalized Riccati equations. We present several examples illustrating our results and the nature of the smoothing solution and also present equations for covariance analysis of boundary-value descriptor processes including the smoothing error.
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  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Acta applicandae mathematicae 3 (1985), S. 255-284 
    ISSN: 1572-9036
    Keywords: 35P25 ; 47B35 ; 65M25 ; 86.34 ; 93E10 ; Inverse scattering ; two-component wave equations ; scattering matrix ; fast Cholesky recursions ; Schur algorithm ; inverse seismic problem ; linear estimation ; ladder filters
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The Schur algorithm and its time-domain counterpart, the fast Cholseky recursions, are some efficient signal processing algorithms which are well adapted to the study of inverse scattering problems. These algorithms use a layer stripping approach to reconstruct a lossless scattering medium described by symmetric two-component wave equations which model the interaction of right and left propagating waves. In this paper, the Schur and fast Chokesky recursions are presented and are used to study several inverse problems such as the reconstruction of nonuniform lossless transmission lines, the inverse problem for a layered acoustic medium, and the linear least-squares estimation of stationary stochastic processes. The inverse scattering problem for asymmetric two-component wave equations corresponding to lossy media is also examined and solved by using two coupled sets of Schur recursions. This procedure is then applied to the inverse problem for lossy transmission lines.
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  • 7
    Publication Date: 1986-06-01
    Print ISSN: 0022-2488
    Electronic ISSN: 1089-7658
    Topics: Mathematics , Physics
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  • 8
    Publication Date: 1996-11-01
    Print ISSN: 0024-3795
    Electronic ISSN: 1873-1856
    Topics: Mathematics
    Published by Elsevier
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  • 9
    Publication Date: 1998-04-01
    Print ISSN: 0024-3795
    Electronic ISSN: 1873-1856
    Topics: Mathematics
    Published by Elsevier
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  • 10
    Publication Date: 1998-06-01
    Print ISSN: 0024-3795
    Electronic ISSN: 1873-1856
    Topics: Mathematics
    Published by Elsevier
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