Approximation of Feynman path integrals with non-smooth potentials

We study the convergence in $L^2$ of the time slicing approximation of Feynman path integrals under low regularity assumptions on the potential. Inspired by the custom in Physics and Chemistry, the approximate propagators considered here arise from a series expansion of the action. The results are ultimately based on function spaces, tools and strategies which are typical of Harmonic and Time-frequency analysis.Comment: 18 page

Linear-Quadratic NN-person and Mean-Field Games with Ergodic Cost

We consider stochastic differential games with $N$ players, linear-Gaussian dynamics in arbitrary state-space dimension, and long-time-average cost with quadratic running cost. Admissible controls are feedbacks for which the system is ergodic. We first study the existence of affine Nash equilibria by means of an associated system of $N$ Hamilton-Jacobi-Bellman and $N$ Kolmogorov-Fokker-Planck partial differential equations. We give necessary and sufficient conditions for the existence and uniqueness of quadratic-Gaussian solutions in terms of the solvability of suitable algebraic Riccati and Sylvester equations. Under a symmetry condition on the running costs and for nearly identical players we study the large population limit, $N$ tending to infinity, and find a unique quadratic-Gaussian solution of the pair of Mean Field Game HJB-KFP equations. Examples of explicit solutions are given, in particular for consensus problems.Comment: 31 page

On the pointwise convergence of the integral kernels in the Feynman-Trotter formula

We study path integrals in the Trotter-type form for the Schr\"odinger equation, where the Hamiltonian is the Weyl quantization of a real-valued quadratic form perturbed by a potential $V$ in a class encompassing that - considered by Albeverio and It\^o in celebrated papers - of Fourier transforms of complex measures. Essentially, $V$ is bounded and has the regularity of a function whose Fourier transform is in $L^1$. Whereas the strong convergence in $L^2$ in the Trotter formula, as well as several related issues at the operator norm level are well understood, the original Feynman's idea concerned the subtler and widely open problem of the pointwise convergence of the corresponding probability amplitudes, that are the integral kernels of the approximation operators. We prove that, for the above class of potentials, such a convergence at the level of the integral kernels in fact occurs, uniformly on compact subsets and for every fixed time, except for certain exceptional time values for which the kernels are in general just distributions. Actually, theorems are stated for potentials in several function spaces arising in Harmonic Analysis, with corresponding convergence results. Proofs rely on Banach algebras techniques for pseudo-differential operators acting on such function spaces.Comment: 26 page

A destination-preserving model for simulating Wardrop equilibria in traffic flow on networks

In this paper we propose a LWR-like model for traffic flow on networks which allows one to track several groups of drivers, each of them being characterized only by their destination in the network. The path actually followed to reach the destination is not assigned a priori, and can be chosen by the drivers during the journey, taking decisions at junctions. The model is then used to describe three possible behaviors of drivers, associated to three different ways to solve the route choice problem: 1. Drivers ignore the presence of the other vehicles; 2. Drivers react to the current distribution of traffic, but they do not forecast what will happen at later times; 3. Drivers take into account the current and future distribution of vehicles. Notice that, in the latter case, we enter the field of differential games, and, if a solution exists, it likely represents a global equilibrium among drivers. Numerical simulations highlight the differences between the three behaviors and suggest the existence of multiple Wardrop equilibria

Nearly Optimal Patchy Feedbacks for Minimization Problems with Free Terminal Time

The paper is concerned with a general optimization problem for a nonlinear control system, in the presence of a running cost and a terminal cost, with free terminal time. We prove the existence of a patchy feedback whose trajectories are all nearly optimal solutions, with pre-assigned accuracy.Comment: 13 pages, 3 figures. in v2: Fixed few misprint

Energetic stability and magnetic properties of Mn dimers in silicon

We present an accurate first-principles study of magnetism and energetics of single Mn impurities and Mn dimers in Si. Our results, in general agreement with available experiments, show that (i) Mn atoms tend to aggregate, the formation energy of dimers being lower than the sum of the separate constituents, (ii) ferromagnetic coupling is favored between the Mn atoms constituting the dimers in p-type Si, switching to an antiferromagnetic coupling in n-type Si, (iii) Mn atoms show donors (acceptor) properties in p-type (n-type) Si, therefore they tend to compensate doping, while dimers being neutral or acceptors allow for Si to be doped p-type. (C) 2004 American Institute of Physics

Gap opening in ultrathin Si layers: Role of confined and interface states

We present first principle calculations of ultrathin silicon (111) layers embedded in CaF2, a lattice matched insulator. Our all electron calculation allows a check of the quantum confinement hypothesis for the Si band gap opening as a function of thickness. We find that the gap opening is mostly due to the valence band while the lowest conduction band states shift very modestly due to their pronounced interface character. The latter states are very sensitive to the sample design. We suggest that a quasidirect band gap can be achieved by stacking Si layers of different thickness