Related papers: Poisson and Diffusion Approximation of Stochastic …
We address the generic problem of optimal quantum state preparation for open quantum systems. It is well known that open quantum systems can be simulated by quantum trajectories described by a stochastic Schr\"odinger equation. In this…
The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…
The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…
We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of an optimal impulse control. We also prove existence of…
In this thesis we study continuously observed open quantum systems from the point of view of quantum filtering theory. The conditioned state of the open system obeys a non-commutative or quantum analogue of the Kushner-Stratonovich equation…
Control of multi-level quantum systems is sensitive to implementation errors in the control field and uncertainties associated with system Hamiltonian parameters. A small variation in the control field spectrum or the system Hamiltonian can…
The aim of this paper is two-fold: in probing the statistical mechanical properties of interacting quantum fields, and in providing a field theoretical justification for a stochastic source term in the Boltzmann equation. We start with the…
We study a version of the stochastic control problem of minimizing the sum of running and controlling costs, where control opportunities are restricted to independent Poisson arrival times. Under a general setting driven by a general L\'evy…
The transport of excitation probabilities amongst weakly coupled subunits is investigated for a class of finite quantum systems. It is demonstrated that the dynamical behavior of the transported quantity depends on the considered length…
A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…
It was shown recently that stochastic quantization can be made into a well defined quantization scheme on (pseudo-)Riemannian manifolds using second order differential geometry, which is an extension of the commonly used first order…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
This paper mainly investigates reflected stochastic recursive control problems governed by jump-diffusion dynamics. The system's state evolution is described by a stochastic differential equation driven by both Brownian motion and Poisson…
The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…
We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…
The derivation of a quantum Markovian model for an opto-mechanical system consisting of a quantum mechanical mirror interacting with quantum optical input fields via radiation pressure is difficult problem which ultimately involves the…
We derive the classical Hamilton-Jacobi equation from first principles as the natural description for smooth stochastic processes when one neglects stochastic velocity fluctuations. The Schr\"{o}dinger equation is shown to be the natural…
Stochastic perturbation of two-level atoms strongly driven by a coherent light field is analyzed by the quantum trajectory method. A new method is developed for calculating the resonance fluorescence spectra from numerical simulations. It…
In this paper, we study dynamical quantum networks which evolve according to Schr\"odinger equations but subject to sequential local or global quantum measurements. A network of qubits forms a composite quantum system whose state undergoes…