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The main purpose of this paper is to discuss detailed the stochastic LQ control problem with random coefficients where the linear system is a multidimensional stochastic differential equation driven by a multidimensional Brownian motion and…

Optimization and Control · Mathematics 2011-02-18 Meng Qingxin

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

Analysis of PDEs · Mathematics 2019-02-12 Pierre Portal , Mark Veraar

Analog models of quantum information processing, such as adiabatic quantum computation and analog quantum simulation, require the ability to subject a system to precisely specified Hamiltonians. Unfortunately, the hardware used to implement…

Quantum Physics · Physics 2014-02-25 Kevin C. Young , Robin Blume-Kohout , Daniel A. Lidar

We study the problem of parameter estimation for discretely observed stochastic differential equations driven by small fractional noise. Under some conditions, we obtain strong consistency and rate of convergence of the least square…

Statistics Theory · Mathematics 2022-01-24 S. Nakajima , S. Nakamura , Y. Shimizu

A generalization of the stochastic wave function method to quantum master equations which are not in Lindblad form is developed. The proposed stochastic unravelling is based on a description of the reduced system in a doubled Hilbert space…

Quantum Physics · Physics 2009-10-31 H. P. Breuer , B. Kappler , F. Petruccione

Preparing thermal and ground states is an essential quantum algorithmic task for quantum simulation. In this work, we construct the first efficiently implementable and exactly detailed-balanced Lindbladian for Gibbs states of arbitrary…

Quantum Physics · Physics 2025-10-15 Chi-Fang Chen , Michael J. Kastoryano , András Gilyén

This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…

Optimization and Control · Mathematics 2021-12-13 Boris S. Mordukhovich , Pedro Pérez-Aros

Simulating high-weight Hamiltonians can convert local noise on the original Hamiltonian into undesirable nonlocal noise on the simulated Hamiltonian. Here we show how starting from two-local Hamiltonian in the presence of non-Markovian…

Quantum Physics · Physics 2017-11-29 Milad Marvian , Todd Brun , Daniel A. Lidar

We present a new technique for efficiently simulating (in polynomial time) a class of one-dimensional (1D) dissipative spin chains that, when mapped to fermions, have quadratic Hamiltonians, with the only nonlinearity coming from…

Quantum Physics · Physics 2025-09-24 Andrew Pocklington , Aashish A. Clerk

We extend the method of Controlled Lagrangians to nonholonomic Euler--Poincar\'e equations with advected parameters, specifically to those mechanical systems on Lie groups whose symmetry is broken not only by a potential force but also by…

Optimization and Control · Mathematics 2024-08-07 Jorge S. Garcia , Tomoki Ohsawa

This paper revisits the partial information optimal control problem considered by Wang, Wu and Xiong [Wang et al 2013], where the system is derived by a controlled forward-backward stochastic differential equation with correlated noises…

Probability · Mathematics 2017-08-11 Qingxin Meng , Qiuhong Shi , Maoning Tang

Sped-up protocols (shortcuts to adiabaticity) that drive a system quickly to the same populations than a slow adiabatic process may involve Hamiltonian terms difficult to realize in practice. We use the dynamical symmetry of the Hamiltonian…

Quantum Physics · Physics 2015-06-19 S. Martínez-Garaot , E. Torrontegui , Xi Chen , J. G. Muga

We herein report a new class of impulsive fractional stochastic differential systems driven by mixed fractional Brownian motions with infinite delay and Hurst parameter $\hat{\cal H} \in ( 1/2, 1)$. Using fixed point techniques, a…

Optimization and Control · Mathematics 2023-01-24 Naima Hakkar , Rajesh Dhayal , Amar Debbouche , Delfim F. M. Torres

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…

Optimization and Control · Mathematics 2025-05-13 Qiming Wang , Wanfang Shen , Wenbin Liu

We propose a model order reduction approach for balanced truncation of linear switched systems. Such systems switch among a finite number of linear subsystems or modes. We compute pairs of controllability and observability Gramians…

Numerical Analysis · Mathematics 2017-12-07 Ion Victor Gosea , Mihaly Petreczky , Athanasios C. Antoulas , Christophe Fiter

In this paper, we present a scalable deep learning approach to solve opinion dynamics stochastic optimal control problems with mean field term coupling in the dynamics and cost function. Our approach relies on the probabilistic…

Multiagent Systems · Computer Science 2022-04-19 Tianrong Chen , Ziyi Wang , Evangelos A. Theodorou

We consider a single particle tunnelling in a tight-binding model with nearest-neighbour couplings, in the presence of a periodic high-frequency force. An effective Hamiltonian for the particle is derived using an averaging method…

Other Condensed Matter · Physics 2014-02-07 A. P. Itin , A. I. Neishtadt

We present a theoretical investigation of a three-level $\Lambda$-type atom driven by a strong coherent laser and a weak stochastic field exhibiting amplitude and phase fluctuations. The stochastic field is modeled as a complex…

Quantum Physics · Physics 2025-12-29 Sajad Ahmadi , Mohsen Akbari , Shahpoor Saeidian , Ali Motazedifard

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…

Optimization and Control · Mathematics 2012-11-19 Eveline Rosseel , Garth N. Wells