Tamed Feynman-Kac diffusion processes: Killing-branching intertwine

Abstract

Relaxation to equilibrium of a drifted Brownian motion is quantified by a transition probability density function, whose main (multiplicative) entry is an inferred Feynman-Kac kernel of the Schrödinger semigroup operator. Although seemingly devoid of a natural probabilistic significance (except for its explicit path integral definition), the pertinent kernel relaxes to equilibrium as well. The implicit Feynman-Kac potential $\mathcal{V}(x)$, continuous, confining and bounded from below, may take negative values. If positive, $\mathcal{V}(x)$ can be interpreted as the killing rate of the decaying diffusion process. In case of relaxing F-K kernels the killing effects are tamed (often overcompensated). The taming inavoidably appears in conjunction with the existence of the negativity subdomains of $\mathcal{V}(x)$ in $R$. If locally $\mathcal{V}(x)<0$, its sign inversion $-\mathcal{V}(x)$ can be interpreted as the branching (cloning, alternatively bifurcation) rate in the course of the other wise free random motion. The arising killed diffusion processes with branching, we interpret as the possible path-wise background of tamed (relaxing) Feynman-Kac diffusions. We present acomputer-assisted path-wise arguments, towards a consistency of the killing/branching taming scenario, for a number of nonlinear model systems in one space dimension. Special attention is paid to Feynman-Kac potential shapes in the double well form, where an analytic access to eigenvalues and eigenfunctions is scarce. Throughout the paper the dynamics refers to the positive real time. Since the Newton-type equations of motion for admissible classical trajectories have a Euclidean form (due to the sign inverted force term), we give a brief resume of a couple of their explicit solutions, without recourse to the Euclidean time intuitions, and the instanton lore of related quantum model systems.

34 pp. 26 figures, invited paper submitted to (De Gruyter Brill, Berlin) "Open Transport"

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