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This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…

Probability · Mathematics 2013-05-28 Adrien Brandejsky , Benoîte de Saporta , François Dufour

This paper studies the performative prediction problem where a learner aims to minimize the expected loss with a decision-dependent data distribution. Such setting is motivated when outcomes can be affected by the prediction model, e.g., in…

Optimization and Control · Mathematics 2024-05-24 Haitong Liu , Qiang Li , Hoi-To Wai

The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…

For a quantum particle interacting with a short-range potential, we estimate from below the shift of its binding threshold, which is due to the particle interaction with a quantized radiation field.

Mathematical Physics · Physics 2009-11-11 Jean-Marie Barbaroux , Helmut Linde , Semjon Vugalter

In this paper we aim to generalize results obtained in the framework of fractional calculus by the way of reformulating them in terms of operator theory. In its own turn, the achieved generalization allows us to spread the obtained…

Functional Analysis · Mathematics 2020-02-04 Maksim V. Kukushkin

Quantum trajectory techniques have been used in the theory of open systems as a starting point for numerical computations and to describe the monitoring of a quantum system in continuous time. Here we extend this technique and use it to…

Quantum Physics · Physics 2026-05-05 Alberto Barchielli

We consider finite-dimensional many-body quantum systems described by time-independent Hamiltonians and Markovian master equations, and present a systematic method for constructing smaller-dimensional, reduced models that exactly reproduce…

Quantum Physics · Physics 2025-07-30 Tommaso Grigoletto , Yukuan Tao , Francesco Ticozzi , Lorenza Viola

In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Dirk Lange

Non-Markovian effects are important in modeling the behavior of open quantum systems arising in solid-state physics, quantum optics as well as in study of biological and chemical systems. The non-Markovian environment is often approximated…

Quantum Physics · Physics 2022-01-05 Rahul Trivedi , Daniel Malz , J. Ignacio Cirac

This work makes progress on the issue of global vs. local master equations. Global master equations like the Redfield master equation (following from standard Born and Markov approximation) require a full diagonalization of the system…

Quantum Physics · Physics 2025-07-30 Alexander Schnell

Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynamical system. Examples of such operators are the…

Dynamical Systems · Mathematics 2016-10-21 Stefan Klus , Péter Koltai , Christof Schütte

This paper introduces an operator-based neural network, the mirror-padded Fourier neural operator (MFNO), designed to learn the dynamics of stochastic systems. MFNO extends the standard Fourier neural operator (FNO) by incorporating mirror…

Machine Learning · Computer Science 2025-07-25 Wonjae Lee , Taeyoung Kim , Hyungbin Park

Thermodynamics is usually formulated on the presumption that the observer has complete information about the system he/she deals with: no parasitic current, exact evaluation of the forces that drive the system. For example, the acclaimed…

Statistical Mechanics · Physics 2017-12-15 Matteo Polettini , Massimiliano Esposito

Koopman operators provide tractable means of learning linear approximations of non-linear dynamics. Many approaches have been proposed to find these operators, typically based upon approximations using an a-priori fixed class of models.…

Systems and Control · Electrical Eng. & Systems 2021-02-09 Mario Sznaier

We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…

Computation · Statistics 2025-04-08 Andrea Bertazzi , Giorgos Vasdekis

A numerical method of calculating the non-Markovian evolution of a driven atom radiating into a structured continuum is developed. The formal solution for the atomic reduced density matrix is written as a Markovian algorithm by introducing…

Quantum Physics · Physics 2009-11-06 M. W. Jack , J. J. Hope

Completely positive, trace preserving (CPT) maps and Lindblad master equations are both widely used to describe the dynamics of open quantum systems. The connection between these two descriptions is a classic topic in mathematical physics.…

Mathematical Physics · Physics 2012-02-22 Toby S. Cubitt , Jens Eisert , Michael M. Wolf

A novel expansion of the evolution operator associated with a -- in general, time-dependent -- perturbed quantum Hamiltonian is presented. It is shown that it has a wide range of possible realizations that can be fitted according to…

Quantum Physics · Physics 2009-11-11 Paolo Aniello

We derive Markovian master equations of single and interacting harmonic systems in different scenarios, including strong internal coupling. By comparing the dynamics resulting from the corresponding Markovian master equations with exact…

Quantum Physics · Physics 2010-11-18 Ángel Rivas , A. Douglas K. Plato , Susana F. Huelga , Martin B. Plenio

Mean-field stochastic differential equations, also called McKean--Vlasov equations, are the limiting equations of interacting particle systems with fully symmetric interaction potential. Such systems play an important role in a variety of…

Dynamical Systems · Mathematics 2025-09-15 Eirini Ioannou , Stefan Klus , Gonçalo dos Reis