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The challenge to fruitfully merge state-of-the-art techniques from mathematical finance and numerical analysis has inspired researchers to develop fast deterministic option pricing methods. As a result, highly efficient algorithms to…

Computational Finance · Quantitative Finance 2015-11-06 Kathrin Glau

We provide a general construction of quantum generalized master equations with memory kernel leading to well defined, that is completely positive and trace preserving, time evolutions. The approach builds on an operator generalization of…

Quantum Physics · Physics 2016-12-15 Bassano Vacchini

Markovianity lies at the heart of communication problems. This in turn makes the information-theoretic characterization of Markov processes worthwhile. Data processing inequalities are ubiquitous in this sense, assigning necessary…

Quantum Physics · Physics 2023-01-23 Matheus Capela , Lucas C. Céleri , Rafael Chaves , Kavan Modi

The Feynman-Kac formula provides a way to understand solutions to elliptic partial differential equations in terms of expectations of continuous time Markov processes. This connection allows for the creation of numerical schemes for…

Numerical Analysis · Mathematics 2021-08-11 Cameron Martin , Hongyuan Zhang , Julia Costacurta , Mihai Nica , Adam R Stinchcombe

Markov processes play an important role in physics and the theory of open systems in particular. In this paper we study the asymptotic evolution of trace-nonincreasing homogenous quantum Markov processes (both types, discrete quantum Markov…

Quantum Physics · Physics 2019-02-19 Jaroslav Novotný , Jirí Maryška , Igor Jex

In this work, we extend the idea of Quantum Markov chains [S. Gudder. Quantum Markov chains. J. Math. Phys., 49(7), 2008] in order to propose Quantum Hidden Markov Models (QHMMs). For that, we use the notions of Transition Operation…

Quantum Physics · Physics 2017-03-03 Michał Cholewa , Piotr Gawron , Przemysław Głomb , Dariusz Kurzyk

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

In this work, we consider a probability representation of quantum dynamics for finite-dimensional quantum systems with the use of pseudostochastic maps acting on true probability distributions. These probability distributions are obtained…

We consider a class of open quantum many-body systems that evolves in a Markovian fashion, the dynamical generator being in GKS-Lindblad form. Here, the Hamiltonian contribution is characterized by an all-to-all coupling, and the…

Statistical Mechanics · Physics 2024-02-02 Eliana Fiorelli

We develop a non-Markovian full counting statistics formalism taking into account both the sequential tunneling and cotunneling based on the exact particle number resolved time-convolutionless master equation and the…

Mesoscale and Nanoscale Physics · Physics 2017-11-17 Hai-Bin Xue , Jiu-Qing Liang , Wu-Ming Liu

The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…

Quantum Physics · Physics 2020-06-09 Maurice Godart

We derive a thermodynamic uncertainty relation for general open quantum dynamics, described by a joint unitary evolution on a composite system comprising a system and an environment. By measuring the environmental state after the…

Statistical Mechanics · Physics 2021-01-06 Yoshihiko Hasegawa

We provide two applications of an elementary (yet seemingly unknown) probabilistic representation of matrix ordered exponentials, which generalizes the Feynman-Kac formula in finite dimensions and the change of measure formula between two…

Probability · Mathematics 2024-05-24 Pierre Yves Gaudreau Lamarre

A generalization of the stochastic wave function method is presented which allows the unravelling of arbitrary linear quantum master equations which are not necessarily in Lindblad form and, moreover, the explicit treatment of memory…

Quantum Physics · Physics 2007-05-23 H. P. Breuer , B. Kappler , F. Petruccione

A hidden Markov process is a well known concept in information theory and is used for a vast range of applications such as speech recognition and error correction. We bridge between two disciplines, experimental physics and advanced…

Mesoscale and Nanoscale Physics · Physics 2015-06-24 Ido Kanter , Aviad Frydman , Asaf Ater

The article provides a framework to solve linear differential equations based on partial commutativity which is introduced by means of the Fedorov theorem. The framework is applied to specific types of three-level and four-level quantum…

Quantum Physics · Physics 2020-12-24 Artur Czerwinski

Semiclassical methods are essential in analyzing quantum mechanical systems. Although they generally produce approximate results, relatively rare potentials exist for which these methods are exact. Such intriguing potentials serve as…

Quantum Physics · Physics 2024-08-30 Asim Gangopadhyaya , Jonathan Bougie , Constantin Rasinariu

We derive the explicit form of the rate function for semi-Markov processes. Here, the "random time change trick" plays an essential role. Also, by exploiting the contraction principle of the large deviation theory to the explicit form, we…

Statistical Mechanics · Physics 2018-03-14 Yuki Sughiyama , Testuya J. Kobayashi

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

Probability · Mathematics 2024-07-01 D. O. Kalikaeva

We present the non-Markovian generalization of the widely used stochastic Schrodinger equation. Our result allows to describe open quantum systems in terms of stochastic state vectors rather than density operators, without approximation.…

Quantum Physics · Physics 2009-10-30 Lajos Diosi , Walter T. Strunz
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