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The Schr\"odinger Bridge (SB) problem offers a powerful framework for combining optimal transport and diffusion models. A promising recent approach to solve the SB problem is the Iterative Markovian Fitting (IMF) procedure, which alternates…

Machine Learning · Computer Science 2024-11-06 Nikita Gushchin , Daniil Selikhanovych , Sergei Kholkin , Evgeny Burnaev , Alexander Korotin

We study a semimartingale optimal transport problem interpolating between the Schr\"odinger bridge and the stretched Brownian motion associated with the Bass solution of the Skorokhod embedding problem. The cost combines an entropy term on…

Probability · Mathematics 2026-03-31 Pierre Henry-Labordere , Grégoire Loeper , Othmane Mazhar , Huyên Pham , Nizar Touzi

We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ($L^1$ Wasserstein) distances. For diffusion processes, relatively precise quantitative bounds on contraction rates have recently…

Probability · Mathematics 2018-08-22 Andreas Eberle , Mateusz B. Majka

It is shown that non-Markovian master equations for an open system which are local in time can be unravelled through a piecewise deterministic quantum jump process in its Hilbert space. We derive a stochastic Schr\"odinger equation that…

Quantum Physics · Physics 2009-11-13 Heinz-Peter Breuer , Jyrki Piilo

The dynamics of a closed quantum system is often studied with the direct evolution of the Schrodinger equation. In this paper, we propose that the gauge choice (i.e. degrees of freedom irrelevant to physical observables) of the Schrodinger…

Numerical Analysis · Mathematics 2020-02-20 Dong An , Lin Lin

Metasurface inverse design is challenged by the intricate relationship between structural parameters and electromagnetic responses, as well as the high dimensionality of the optimization space. Local models, while commonly employed, quickly…

The central limit theorem has been found to apply to random vectors in complex Hilbert space. This amounts to sufficient reason to study the complex valued Gaussian, looking for relevance to quantum mechanics. Here we show that the…

Quantum Physics · Physics 2020-03-13 P. M. Grinwald

This paper's aim is threefold. First, using Feynman's path approach to the derivation of theclassical Schr{\"o}dinger's equation in [6] and by introducing a slight path (or wave) dependency ofthe action, we derive a new class of equations…

Analysis of PDEs · Mathematics 2024-11-05 Ioana Ciotir , Dan Goreac , Juan Li , Xinru Zhang

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

Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…

Machine Learning · Computer Science 2024-05-24 Lorenz Richter , Julius Berner

Entropic optimal transport problems play an increasingly important role in machine learning and generative modelling. In contrast with optimal transport maps which often have limited applicability in high dimensions, Schrodinger bridges can…

Probability · Mathematics 2026-01-21 Pierre Del Moral , Ajay Jasra

Dissipative quantum tunnelling through an inverted parabolic barrier is considered in the presence of an electric field. A Schr\"odinger-Langevin or Kostin quantum classical transition wave equation is used and applied resulting in a scaled…

Quantum Physics · Physics 2018-10-03 S. V. Mousavi , S. Miret-Artés

Elaborating on M. Pavon, J.Math. Phys. 40 (1999), 5565-5577, we develop a simplified version of a variational principle within Nelson stochastic mechanics that produces the von Neumann wave packet reduction after a position measurement.…

Quantum Physics · Physics 2007-05-23 Michele Pavon

In this paper, we study the Ornstein-Uhlenbeck bridge process (i.e. the Ornstein-Uhlenbeck process conditioned to start and end at fixed points) constraints to have a fixed area under its path. We present both anticipative (in this case, we…

Statistical Mechanics · Physics 2017-10-11 Alain Mazzolo

Using the simplest but fundamental example, the problem of the infinite potential well, this paper makes an ideological attempt (supported by rigorous mathematical proofs) to approach the issue of…

Quantum Physics · Physics 2022-01-03 E. E. Perepelkin , B. I. Sadovnikov , N. G. Inozemtseva , I. I. Aleksandrov

We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…

Statistical Mechanics · Physics 2020-10-27 Vitaly Vanchurin

We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…

Optimization and Control · Mathematics 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz

This work presents a quantum mechanical framework for analyzing quantization-based optimization algorithms. The sampling process of the quantization-based search is modeled as a gradient-flow dissipative system, leading to a…

Quantum Physics · Physics 2026-03-13 Jinwuk Seok , Changsik Cho

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…