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The Schr\"odinger bridge problem (SBP) seeks to find the measure $\hat{\mathbf{P}}$ on a certain path space which interpolates between state-space distributions $\rho_0$ at time $0$ and $\rho_T$ at time $T$ while minimizing the KL…

Probability · Mathematics 2025-02-17 Andrei Zlotchevski , Linan Chen

Entropy-regularized optimal transport, which has strong links to the Schr\"odinger bridge problem in statistical mechanics, enjoys a variety of applications from trajectory inference to generative modeling. A major driver of renewed…

Machine Learning · Statistics 2026-01-27 Anand Srinivasan , Jean-Jacques Slotine

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

The quantum mechanical time-evolution is studied for a particle under the influence of an explicitly time-dependent rotating potential. We discuss the existence of the propagator and we show that in the limit of rapid rotation it converges…

Mathematical Physics · Physics 2007-05-23 Volker Enss , Vadim Kostrykin , Robert Schrader

Recently, a geometric embedding of the classical space and classical phase space of an n-particle system into the space of states of the system was constructed and shown to be physically meaningful. Namely, the Newtonian dynamics of the…

Quantum Physics · Physics 2022-04-13 Alexey A. Kryukov

Using a map between the Lindbladian evolution of dephasing in free fermions and the time evolution of imaginary-interaction Fermi-Hubbard models in bipartite lattices, we present an efficient classical algorithm to solve the Schr\"{o}dinger…

Quantum Physics · Physics 2026-01-21 Raul A. Santos

We discuss the so-called Schr{\"o}dinger problem of deducing the microscopic (basically stochastic) evolution that is consistent with given positive boundary probability densities for a process covering a finite fixed time interval. The…

Quantum Physics · Physics 2007-05-23 P. Garbaczewski

We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…

Systems and Control · Computer Science 2014-08-12 Yongxin Chen , Tryphon Georgiou , Michele Pavon

In this paper we demonstrate that any Markovian master equation defining a completely positive evolution for a quantum-classical hybrid state can always be written in terms of four basic coupling mechanisms. Each of them is characterized by…

Quantum Physics · Physics 2024-09-17 Adrián A. Budini

Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…

Machine Learning · Statistics 2023-04-06 Valentin De Bortoli , James Thornton , Jeremy Heng , Arnaud Doucet

We show that in the few-excitation regime the classical and quantum time-evolution of the inhomogeneous Dicke model for N two-level systems coupled to a single boson mode agree for N>>1. In the presence of a single excitation only, the…

Disordered Systems and Neural Networks · Physics 2015-05-18 Oleksandr Tsyplyatyev , Daniel Loss

We derive a Markovian master equation that models the evolution of systems subject to driving and control fields. Our approach combines time rescaling and weak-coupling limits for the system-environment interaction with a secular…

Quantum Physics · Physics 2024-11-26 Giovanni Di Meglio , Martin B. Plenio , Susana F. Huelga

The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…

Statistical Mechanics · Physics 2009-05-05 Michele Maggiore , Antonio Riotto

The problem of reconciling a prior probability law on paths with data was introduced by E. Schr\"odinger in 1931/32. It represents an early formulation of a maximum likelihood problem. This specific formulation can also be seen as the…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Asmaa Eldesoukey , Tryphon T. Georgiou

The Lambert problem originated in orbital mechanics. It concerns with determining the initial velocity for a boundary value problem involving the dynamical constraint due to gravitational potential with additional time horizon and endpoint…

Optimization and Control · Mathematics 2024-10-04 Alexis M. H. Teter , Iman Nodozi , Abhishek Halder

Open quantum systems exhibit a rich phenomenology, in comparison to closed quantum systems that evolve unitarily according to the Schr\"odinger equation. The dynamics of an open quantum system are typically classified into Markovian and…

Denoising diffusion models are a novel class of generative models that have recently become extremely popular in machine learning. In this paper, we describe how such ideas can also be used to sample from posterior distributions and, more…

Computation · Statistics 2023-08-29 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet

The microscopic origin of dissipation of a driven quantum many body system is addressed in the framework of a parametric banded random matrix approach. We find noticeable violations of the fluctuation-dissipation theorem and we observe also…

Nuclear Theory · Physics 2015-06-26 A. Bulgac , G. Do Dang , D. Kusnezov

The time dependent density matrix of a system with potential barrier is studied using path integrals. The characterization of the initial state, which is assumed to be restricted to one side of the barrier, and the time evolution of the…

Statistical Mechanics · Physics 2009-10-31 Joachim Ankerhold , Hermann Grabert

Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…

Methodology · Statistics 2021-06-11 Paul A. Jenkins , Murray Pollock , Gareth O. Roberts , Michael Sørensen
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