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The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…

Condensed Matter · Physics 2009-10-22 S. J. B. Einchcomb , A. J. McKane

We identify emergent hydrodynamics governing charge transport in Brownian random circuits with various symmetries, constraints, and ranges of interactions. This is accomplished via a mapping between the averaged dynamics and the low energy…

Strongly Correlated Electrons · Physics 2024-05-31 Olumakinde Ogunnaike , Johannes Feldmeier , Jong Yeon Lee

Statistical inference for a linear stochastic hyperbolic equation with two unknown parameters is studied. Based on observation of coordinates of the solution or their linear combination, minimum contrast estimators are introduced. Strong…

Probability · Mathematics 2018-06-21 Josef Janák

We study a class of weakly coupled systems of Hamilton{Jacobi equations at the critical level. We associate to it a family of scalar discounted equation. Using control{theoretic tech- niques we construct an algorithm which allows obtaining…

Analysis of PDEs · Mathematics 2017-01-31 Antonio Siconolfi , Sahar Zabad

We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the…

Optimization and Control · Mathematics 2016-11-28 Giuseppina Guatteri , Federica Masiero

Coupled Lindblad pseudomode theory is a promising approach for simulating non-Markovian quantum dynamics on both classical and quantum platforms, with dynamics that can be realized as a quantum channel. We provide theoretical evidence that…

Quantum Physics · Physics 2026-03-27 Zhen Huang , Gunhee Park , Garnet Kin-Lic Chan , Lin Lin

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

We study the optimal control of an infinite-dimensional stochastic system governed by an SDE in a separable Hilbert space driven by cylindrical stable noise. We establish the existence and uniqueness of a mild solution to the associated HJB…

Probability · Mathematics 2025-04-08 Alessandro Bondi , Fausto Gozzi , Enrico Priola , Jerzy Zabczyk

Development of robust quantum control has been challenging and there are numerous obstacles to applying classical robust control to quantum system including bilinearity, marginal stability, state preparation errors, nonlinear figures of…

Quantum Physics · Physics 2022-07-26 C. A. Weidner , S. G. Schirmer , F. C. Langbein , E. A. Jonckheere

In this paper, we consider linear quadratic optimal control with mean-field type for discrete-time stochastic systems with state and control dependent noise. An optimal control problem is studied for a linear mean-field stochastic…

Optimization and Control · Mathematics 2022-10-06 Arzu Ahmadova , Nazim I. Mahmudov

We study the problem of pathwise stochastic optimal control, where the optimization is performed for each fixed realisation of the driving noise, by phrasing the problem in terms of the optimal control of rough differential equations. We…

Probability · Mathematics 2019-06-13 Andrew L. Allan , Samuel N. Cohen

In this paper we investigate a variational discretization for the class of mechanical systems in presence of symmetries described by the action of a Lie group which reduces the phase space to a (non-trivial) principal bundle. By introducing…

Dynamical Systems · Mathematics 2018-07-17 Anthony Bloch , Leonardo Colombo , Fernando Jiménez

We briefly discuss construction of energy-dependent effective non-hermitian hamiltonians for studying resonances in open disordered systems

Disordered Systems and Neural Networks · Physics 2011-08-19 Joshua Feinberg

In a recent work [D. K. Burgarth et al., Nat. Commun. 5, 5173 (2014)] it was shown that a series of frequent measurements can project the dynamics of a quantum system onto a subspace in which the dynamics can be more complex. In this…

We study the optimal control formulation for stochastic nonlinear Schrodinger equation (SNLSE) on a finite graph. By viewing the SNLSE as a stochastic Wasserstein Hamiltonian flow on density manifold, we show the global existence of a…

Optimization and Control · Mathematics 2022-09-13 Jianbo Cui , Shu Liu , Haomin Zhou

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

Optimization and Control · Mathematics 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

We present a quantum algorithm for simulating a family of Markovian master equations that can be realized through a probabilistic application of unitary channels and state preparation. Our approach employs a second-order product formula for…

Quantum Physics · Physics 2024-07-02 Evan Borras , Milad Marvian

The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…

Numerical Analysis · Mathematics 2025-10-20 C. P. Dettmann , Gergely Palla , Niels Søndergaard , Gábor Vattay

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…

Optimization and Control · Mathematics 2015-06-04 Fernando Jimenez , Marin Kobilarov , David Martin de Diego

We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…

Probability · Mathematics 2023-09-20 Zdzisław Brzeźniak , Soham Gokhale , Utpal Manna