Abstract:
The stochastic representation of solutions of the Cauchy problem for the Schrödinger equation is used in order to construct unitary matrix approximations of the resolving operator. We show that the probability distribution of deviations of random walks allows one to estimate the increase rate of derivatives and the support of solutions.
Citation:
A. M. Chebotarev, A. V. Polyakov, “Deviation Estimates for Random Walks and Stochastic Methods for Solving the Schrödinger Equation”, Mat. Zametki, 76:4 (2004), 610–624; Math. Notes, 76:4 (2004), 564–577
\Bibitem{ChePol04}
\by A.~M.~Chebotarev, A.~V.~Polyakov
\paper Deviation Estimates for Random Walks and Stochastic Methods for Solving the Schr\"odinger Equation
\jour Mat. Zametki
\yr 2004
\vol 76
\issue 4
\pages 610--624
\mathnet{http://mi.mathnet.ru/mzm124}
\crossref{https://doi.org/10.4213/mzm124}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2113037}
\zmath{https://zbmath.org/?q=an:1072.60038}
\elib{https://elibrary.ru/item.asp?id=13703754}
\transl
\jour Math. Notes
\yr 2004
\vol 76
\issue 4
\pages 564--577
\crossref{https://doi.org/10.1023/B:MATN.0000043486.02521.da}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000224874900030}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-5044232674}
Linking options:
https://www.mathnet.ru/eng/mzm124
https://doi.org/10.4213/mzm124
https://www.mathnet.ru/eng/mzm/v76/i4/p610
This publication is cited in the following 2 articles:
Faddeev M.M., Ibragimov I.A., Smorodina N.V., “a Stochastic Interpretation of the Cauchy Problem Solution For the Equation Partial Derivative(T)U = (SIGMA(2)/2)Delta U Plus V(X)U With Complex SIGMA”, Markov Process. Relat. Fields, 22:2 (2016), 203–226
Ibragimov I.A., Smorodina N.V., Faddeev M.M., “Limit Theorems For Symmetric Random Walks and Probabilistic Approximation of the Cauchy Problem Solution For Schrodinger Type Evolution Equations”, Stoch. Process. Their Appl., 125:12 (2015), 4455–4472