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Related papers: Deep Stochastic Mechanics

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Stochastic extensions of the Schrodinger equation have attracted attention recently as plausible models for state reduction in quantum mechanics. Here we formulate a general approach to stochastic Schrodinger dynamics in the case of a…

Quantum Physics · Physics 2015-06-26 D. C. Brody , L. P. Hughston

Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…

Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…

Accelerator Physics · Physics 2007-05-23 Ji Qiang , Salman Habib

The Schr\"odinger Bridge (SB) problem offers a powerful framework for combining optimal transport and diffusion models. A promising recent approach to solve the SB problem is the Iterative Markovian Fitting (IMF) procedure, which alternates…

Machine Learning · Computer Science 2024-11-06 Nikita Gushchin , Daniil Selikhanovych , Sergei Kholkin , Evgeny Burnaev , Alexander Korotin

In this paper we present a perturbative procedure that allows one to numerically solve diffusive non-Markovian Stochastic Schr\"odinger equations, for a wide range of memory functions. To illustrate this procedure numerical results are…

Quantum Physics · Physics 2009-11-07 Jay Gambetta , H. M. Wiseman

This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI methods commonly employed in image and video applications. Unlike…

Machine Learning · Computer Science 2026-03-17 Xuefeng Gao , Jiale Zha , Xun Yu Zhou

Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…

Machine Learning · Computer Science 2024-05-24 Lorenz Richter , Julius Berner

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

We study generative modeling for time series using entropic optimal transport and the Schr\"odinger bridge (SB) framework, with a focus on applications in finance and energy modeling. Extending the diffusion-based approach of Hamdouche,…

Mathematical Finance · Quantitative Finance 2026-02-24 Stefano De Marco , Huyên Pham , Davide Zanni

Conditional generative models represent a significant advancement in the field of machine learning, allowing for the controlled synthesis of data by incorporating additional information into the generation process. In this work we introduce…

Machine Learning · Statistics 2024-09-27 Hanwen Huang

We study low-rank tensor methods for the numerical solution of Schr\"odinger's equation with time-independent and explicitly time-dependent Hamiltonians, motivated by large-scale simulations of many-body quantum systems and quantum…

Quantum Physics · Physics 2026-05-05 N. Anders Petersson , Chase Hodges-Heilmann , Stefanie Günther

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…

Optimization and Control · Mathematics 2024-06-24 Asmaa Eldesoukey , Olga Movilla Miangolarra , Tryphon T. Georgiou

We develop a systematic and efficient approach for numerically solving the non-Markovian quantum state diffusion equations for open quantum systems coupled to an environment up to arbitrary orders of noises or coupling strengths. As an…

Quantum Physics · Physics 2014-08-29 Zeng-Zhao Li , Cho-Tung Yip , Hai-Yao Deng , Mi Chen , Ting Yu , J. Q. You , Chi-Hang Lam

Compared to the existing function-based models in deep generative modeling, the recently proposed diffusion models have achieved outstanding performance with a stochastic-process-based approach. But a long sampling time is required for this…

Machine Learning · Computer Science 2022-08-16 Ki-Ung Song

Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…

Statistical Mechanics · Physics 2012-08-02 Robert Biele , Roberto D'Agosta

We develop a spacetime neural network method with second order optimization for solving quantum dynamics from the high dimensional Schr\"{o}dinger equation. In contrast to the standard iterative first order optimization and the…

Disordered Systems and Neural Networks · Physics 2021-08-05 Jiangran Wang , Zhuo Chen , Di Luo , Zhizhen Zhao , Vera Mikyoung Hur , Bryan K. Clark

We present a stochastic method for solving the time-dependent Schr\"odinger equation, generalizing a ground-state full configuration interaction Quantum Monte Carlo method. By performing the time-integration in the complex plane close to…

Strongly Correlated Electrons · Physics 2018-08-08 Kai Guther , Werner Dobrautz , Olle Gunnarsson , Ali Alavi

We develop an approach for Bayesian learning of spatiotemporal dynamical mechanistic models. Such learning consists of statistical emulation of the mechanistic system that can efficiently interpolate the output of the system from arbitrary…

Methodology · Statistics 2025-07-11 Sudipto Banerjee , Xiang Chen , Ian Frankenburg , Daniel Zhou

We propose a latent score-based generative AI framework for learning stochastic, non-local closure models and constitutive laws in nonlinear dynamical systems of computational mechanics. This work addresses a key challenge of modeling…

Machine Learning · Computer Science 2025-06-27 Xinghao Dong , Huchen Yang , Jin-Long Wu