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Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…

Mathematical Physics · Physics 2011-06-21 Vojkan Jakšić , Claude-Alain Pillet , Luc Rey-Bellet

't Hooft's derivation of quantum from classical physics is analyzed by means of the classical path integral of Gozzi et al.. It is shown how the key element of this procedure - the loss of information constraint - can be implemented by…

Quantum Physics · Physics 2007-05-23 M. Blasone , P. Jizba , H. Kleinert

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state…

Machine Learning · Computer Science 2023-05-19 Javier E Santos , Zachary R. Fox , Nicholas Lubbers , Yen Ting Lin

We show that the quantum stochastic unitary dynamics Langevin model for continuous in time measurements provides an exact formulation of the Heisenberg uncertainty error-disturbance principle. Moreover, as it was shown in the 80's, this…

Mathematical Physics · Physics 2015-06-26 V. P. Belavkin

We introduce a numerical method to sample the distributions of charge, heat, and entropy production in open quantum systems coupled strongly to macroscopic reservoirs, with both temporal and energy resolution and beyond the linear-response…

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…

Condensed Matter · Physics 2009-10-31 S. Siegert , R. Friedrich , J. Peinke

A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…

Mathematical Physics · Physics 2009-11-11 V. P. Belavkin , P. Staszewski

The continuous time stochastic process is a mainstream mathematical instrument modeling the random world with a wide range of applications involving finance, statistics, physics, and time series analysis, while the simulation and analysis…

Quantum Physics · Physics 2023-10-04 Xi-Ning Zhuang , Zhao-Yun Chen , Cheng Xue , Yu-Chun Wu , Guo-Ping Guo

The Accardi-Boukas quantum Black-Scholes framework, provides a means by which one can apply the Hudson-Parthasarathy quantum stochastic calculus to problems in finance. Solutions to these equations can be modelled using nonlocal diffusion…

Mathematical Finance · Quantitative Finance 2019-02-20 Will Hicks

We present a nonlinear stochastic Schroedinger equation for pure states describing non-Markovian diffusion of quantum trajectories. It provides an unravelling of the evolution of a quantum system coupled to a finite or infinite number of…

Quantum Physics · Physics 2009-10-31 L. Diosi , N. Gisin , W. T. Strunz

The Liouville equation differs from the von Neumann equation 'only' by a characteristic superoperator. We demonstrate this for Hamiltonian dynamics, in general, and for the Jaynes-Cummings model, in particular. -- Employing superspace…

Quantum Physics · Physics 2011-04-11 Hans-Thomas Elze , Giovanni Gambarotta , Fabio Vallone

Many quantization schemes rely on analogs of classical mechanics where the connections with classical mechanics are indirect. In this work I propose a new and direct connection between classical mechanics and quantum mechanics where the…

Quantum Physics · Physics 2007-05-23 John Hegseth

Constructing a discrete model like a cellular automaton is a powerful method for understanding various dynamical systems. However, the relationship between the discrete model and its continuous analogue is, in general, nontrivial. As a…

Quantum Physics · Physics 2014-03-24 Yutaka Shikano , Tatsuaki Wada , Junsei Horikawa

Stochastic processes are shown to emerge from the time evolution of complex quantum systems. Using parametric, banded random matrix ensembles to describe a quantum chaotic environment, we show that the dynamical evolution of a particle…

Nuclear Theory · Physics 2007-05-23 Dimitri Kusnezov , Aurel Bulgac , Giu Do Dang

The theory of discrete stochastic systems has been initiated by the work of Shannon and von Neumann. While Shannon has considered memory-less communication channels and their generalization by introducing states, von Neumann has studied the…

Formal Languages and Automata Theory · Computer Science 2021-03-29 Merve Nur Cakir , Mehwish Saleemi , Karl-Heinz Zimmermann

Stochastic differential equations are an important modeling class in many disciplines. Consequently, there exist many methods relying on various discretization and numerical integration schemes. In this paper, we propose a novel,…

Machine Learning · Computer Science 2019-05-29 Gabriele Abbati , Philippe Wenk , Michael A Osborne , Andreas Krause , Bernhard Schölkopf , Stefan Bauer

Discrete quantum mechanics is here defined to be a quantum theory of wave functions defined on integers P_i and Q_i, while canonical quantum mechanics is assumed to be based on wave functions on the real numbers, R^n. We study reversible…

Quantum Physics · Physics 2012-04-24 Gerard 't Hooft

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

We study nonequilibrium quantum dynamics of spin chains by employing principal component analysis (PCA) on data sets of wave function snapshots and examine how information propagates within these data sets. The quantities we employ are…

Disordered Systems and Neural Networks · Physics 2025-08-28 Devendra Singh Bhakuni , Roberto Verdel , Cristiano Muzzi , Riccardo Andreoni , Monika Aidelsburger , Marcello Dalmonte

This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key challenges in computational efficiency and accuracy for modeling…

Machine Learning · Computer Science 2024-10-07 Yanfang Liu , Yuan Chen , Dongbin Xiu , Guannan Zhang
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