An optimal stopping problem in a diffusion-type model with delay

We present an explicit solution to an optimal stopping problem in a model described by a stochastic delay differential equation with an exponential delay measure. The method of proof is based on reducing the initial problem to a free-boundary problem and solving the latter by means of the smooth-fit condition. The problem can be interpreted as pricing special perpetual average American put options in a diffusion-type model with delay.Optimal stopping, stochastic delay differential equation, diffusion process, sufficient statistic, free-boundary problem, smooth fit, Girsanov’s theorem, Ito’s formula

Time-Continuous Bell Measurements

We combine the concept of Bell measurements, in which two systems are projected into a maximally entangled state, with the concept of continuous measurements, which concerns the evolution of a continuously monitored quantum system. For such time-continuous Bell measurements we derive the corresponding stochastic Schr\"odinger equations, as well as the unconditional feedback master equations. Our results apply to a wide range of physical systems, and are easily adapted to describe an arbitrary number of systems and measurements. Time-continuous Bell measurements therefore provide a versatile tool for the control of complex quantum systems and networks. As examples we show show that (i) two two-level systems can be deterministically entangled via homodyne detection, tolerating photon loss up to 50%, and (ii) a quantum state of light can be continuously teleported to a mechanical oscillator, which works under the same conditions as are required for optomechanical ground state cooling.Comment: 4+4 pages, 4 figure

Full field inversion in photoacoustic tomography with variable sound speed

Recently, a novel measurement setup has been introduced to photoacoustic tomography, that collects data in the form of projections of the full 3D acoustic pressure distribution at a certain time instant. Existing imaging algorithms for this kind of data assume a constant speed of sound. This assumption is not always met in practice and thus leads to erroneous reconstructions. In this paper, we present a two-step reconstruction method for full field detection photoacoustic tomography that takes variable speed of sound into account. In the first step, by applying the inverse Radon transform, the pressure distribution at the measurement time is reconstructed point-wise from the projection data. In the second step, one solves a final time wave inversion problem where the initial pressure distribution is recovered from the known pressure distribution at the measurement time. For the latter problem, we derive an iterative solution approach, compute the required adjoint operator, and show its uniqueness and stability

Electron self-energy near a nematic quantum critical point

We consider an isotropic Fermi liquid in two dimensions near the n=2 Pomeranchuk instability in the charge channel. The order parameter is a quadrupolar stress tensor with two polarizations, longitudinal and transverse to the quadrupolar momentum tensor. Longitudinal and transverse bosonic modes are characterized by dynamical exponents z_parallel=3 and z_perp=2, respectively. Previous studies have found that such a system exhibits multiscale quantum criticality with two different energy scales omega ~ xi^{-z_{parallel,perp}}, where xi is the correlation length. We study the impact of the multiple energy scales on the electron Green function. The interaction with the critical z_parallel =3 mode is known to give rise to a local self-energy that develops a non-Fermi liquid form, Sigma(omega) ~ omega^{2/3} for frequencies larger than the energy scale omega ~ xi^{-3}. We find that the exchange of transverse z_perp=2 fluctuations leads to a logarithmically singular renormalizations of the quasiparticle residue Z and the vertex Gamma. We derive and solve renormalization group equations for the flow of Z and Gamma and show that the system develops an anomalous dimension at the nematic quantum-critical point (QCP). As a result, the spectral function at a fixed omega and varying k has a non-Lorentzian form. Away from the QCP, we find that the flow of Z is cut at the energy scale omega_{FL} ~ xi^{-1}, associated with the z=1 dynamics of electrons. The z_perp=2 energy scale, omega ~ xi^{-2}, affects the flow of Z only if one includes into the theory self-interaction of transverse fluctuations.Comment: 14 pages, 10 figures; (v2) minor changes, published versio

Quasi-relativistic behavior of cold atoms in light fields

We study the influence of three laser beams on the center of mass motion of cold atoms with internal energy levels in a tripod configuration. We show that similar to electrons in graphene the atomic motion can be equivalent to the dynamics of ultra-relativistic two-component Dirac fermions. We propose and analyze an experimental setup for observing such a quasi-relativistic motion of ultracold atoms. We demonstrate that the atoms can experience negative refraction and focussing by Veselago-type lenses. We also show how the chiral nature of the atomic motion manifests itself as an oscillation of the atomic internal state population which depends strongly on the direction of the center of mass motion. For certain directions an atom remains in its initial state, whereas for other directions the populations undergo oscillations between a pair of internal states.Comment: 4 pages, updated version, Phys. Rev. A 77, (R)011802 (2008