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We start with the simplest quantum system (a two-level system, i.e., a qubit) and discuss a one-to-one mapping of the quantum state in a two-dimensional Hilbert space to a vector in an eight dimensional probability space (probability…

Quantum Physics · Physics 2023-01-18 D. D. Yavuz , A. Yadav

We study the quantum transport through entropic barriers induced by hardwall constrictions of hyperboloidal shape in two and three spatial dimensions. Using the separability of the Schrodinger equation and the classical equations of motion…

Chaotic Dynamics · Physics 2015-05-13 R. Hales , H. Waalkens

Modern methods of generative modelling and unpaired data translation based on Schr\"odinger bridges and stochastic optimal control theory aim to transform an initial density to a target one in an optimal way. In the present paper, we assume…

Machine Learning · Computer Science 2026-03-24 Nikita Puchkin , Denis Suchkov , Alexey Naumov , Denis Belomestny

A Markovian bridge is a probability measure taken from a disintegration of the law of an initial part of the path of a Markov process given its terminal value. As such, Markovian bridges admit a natural parameterization in terms of the…

Probability · Mathematics 2011-03-15 Loïc Chaumont , Gerónimo Uribe Bravo

We solve the time-dependent Schr\"odinger equation by learning the score function, the gradient of the log-probability density, on Bohmian trajectories. In Bohm's formulation of quantum mechanics, particles follow deterministic paths under…

Quantum Physics · Physics 2026-04-29 Lei Wang

The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod…

Probability · Mathematics 2016-08-04 Gaoyue Guo , Xiaolu Tan , Nizar Touzi

This work studies in detail the possibility of defining a one-to-one mapping from charge densities as obtained by the time-dependent Schr\"odinger equation to external potentials. Such a mapping is provided by the Runge-Gross theorem and…

Mathematical Physics · Physics 2016-10-19 Markus Penz

Strassen's theorem circa 1965 gives necessary and sufficient conditions on the existence of a probability measure on two product spaces with given support and two marginals. In the case where each product space is finite Strassen's theorem…

Functional Analysis · Mathematics 2020-07-29 Shmuel Friedland , Jingtong Ge , Lihong Zhi

We establish the uniform in time stability, w.r.t. the marginals, of the Iterative Proportional Fitting Procedure, also known as Sinkhorn algorithm, used to solve entropy-regularised Optimal Transport problems. Our result is quantitative…

Machine Learning · Statistics 2021-10-25 George Deligiannidis , Valentin De Bortoli , Arnaud Doucet

The bridge problem is to find an SDE (or sometimes an ODE) that bridges two given distributions. The application areas of the bridge problem are enormous, among which the recent generative modeling (e.g., conditional or unconditional image…

Machine Learning · Computer Science 2025-09-15 Minyoung Kim

Motivated by applications in trajectory inference and particle tracking, we introduce Smooth Schr\"odinger Bridges. Our proposal generalizes prior work by allowing the reference process in the Schr\"odinger Bridge problem to be a smooth…

Machine Learning · Statistics 2025-03-04 Wanli Hong , Yuliang Shi , Jonathan Niles-Weed

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…

Analysis of PDEs · Mathematics 2015-06-11 Ansgar Jüngel

We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…

Optimization and Control · Mathematics 2023-09-13 Daniel Owusu Adu , Yongxin Chen

We study generalizations of the Schr\"odinger problem in statistical mechanics in two directions: when the density is constrained at more than two times, and when the joint law of the initial and final positions for the particles is…

Probability · Mathematics 2020-01-30 Aymeric Baradat , Christian Léonard

We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…

Statistics Theory · Mathematics 2026-03-04 Sourav Majumdar

We study Diffusion Schr\"odinger Bridge (DSB) models in the context of dynamical astrophysical systems, specifically tackling observational inverse prediction tasks within Giant Molecular Clouds (GMCs) for star formation. We introduce the…

Instrumentation and Methods for Astrophysics · Physics 2025-11-13 Ye Zhu , Duo Xu , Zhiwei Deng , Jonathan C. Tan , Olga Russakovsky

A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…

Quantum Physics · Physics 2022-03-18 A. Vourdas

Recent advances in flow-based generative modelling have provided scalable methods for computing the Schr\"odinger Bridge (SB) between distributions, a dynamic form of entropy-regularised Optimal Transport (OT) for the quadratic cost. The…

Machine Learning · Statistics 2025-11-04 Samuel Howard , Peter Potaptchik , George Deligiannidis

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Probability · Mathematics 2016-03-08 Giovanni Conforti