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In this paper we will develop linear and nonlinear filtering methods for a large class of nonlinear wave equations that arise in applications such as quantum dynamics and laser generation and propagation in a unified framework. We consider…

Analysis of PDEs · Mathematics 2025-03-25 Sivaguru S. Sritharan , Saba Mudaliar

Nonlinear filtering is a pivotal problem that has attracted significant attention from mathematicians, statisticians, engineers, and various other scientific disciplines. The solution to this problem is governed by the so-called filtering…

Probability · Mathematics 2024-11-19 Dan Crisan , Etienne Pardoux

This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is additively affected by a process $\nu$ whose components have paths of bounded variation. The presence of the process $\nu$ prevents from…

Optimization and Control · Mathematics 2022-06-02 Alessandro Calvia , Giorgio Ferrari

Classical nonlinear theories are highly successful in describing far-from-equilibrium dynamics of magnets, encompassing phenomena such as parametric resonance, ultrafast switching, and even chaos. However, at ultrashort length and time…

Mesoscale and Nanoscale Physics · Physics 2025-12-15 Lukas Körber , Pim Coenders , Johan H. Mentink

This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…

Methodology · Statistics 2020-06-11 Toni Karvonen , Silvère Bonnabel , Eric Moulines , Simo Särkkä

In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…

Probability · Mathematics 2026-04-16 Tong Lu , Huaizhong Zhao

The work concerns nonlinear filtering problems of stochastic differential equations with correlated L\'evy noises. First, we establish the Kushner-Stratonovich and Zakai equations through martingale representation theorems and the…

Probability · Mathematics 2020-05-05 Huijie Qiao

We consider a nonlinear filtering problem for a signal-observation system driven by a Volterra-type Gaussian rough path, whose sample paths may exhibit greater roughness than those of Brownian motion. The observation process includes a…

Probability · Mathematics 2025-07-08 Thomas Cass , Dan Crisan , Andrea Iannucci

In the article, Zakai and Kushner-Stratonovich equations of the nonlinear filtering problem for a non-Gaussian signal-observation system are considered. Moreover, we prove that under some general assumption, the Zakai equation has pathwise…

Probability · Mathematics 2018-01-04 Huijie Qiao

The joint state of a continuously monitored quantum system and the classical filtered measurement record has recently been shown to be described by a quantum Fokker-Planck master equation [Phys. Rev. Lett. 129, 050401 (2022)]. We present a…

Quantum Physics · Physics 2026-03-26 Anthony Kiely , Gabriel T. Landi

A filtering problem for a class of quantum systems disturbed by a classical stochastic process is investigated in this paper. The classical disturbance process, which is assumed to be described by a linear stochastic differential equation,…

Quantum Physics · Physics 2017-03-28 Qi Yu , Daoyi Dong , Ian R. Petersen , Qing Gao

Further properties of a recently proposed higher order infinite spin particle model are derived. Infinitely many classically equivalent but different Hamiltonian formulations are shown to exist. This leads to a condition of uniqueness in…

High Energy Physics - Theory · Physics 2009-11-11 Ludde Edgren , Robert Marnelius

A nonlinear dynamics semi-classical model is used to show that standard quantum spin analysis can be obtained. The model includes a classically driven nonlinear differential equation with dissipation and a semi-classical interpretation of…

Quantum Physics · Physics 2018-11-08 Joshua J. Heiner , David R. Thayer

Nonlinear spin dynamics are essential in exploring nonequilibrium quantum phenomena and have broad applications in precision measurement. Among these systems, the combination of a bias magnetic field and feedback mechanisms can induce…

Quantum Physics · Physics 2024-10-29 Tishuo Wang , Zhihuang Luo , Shizhong Zhang , Zhenhua Yu

This paper is devoted to existence and uniqueness results for classes of nonlinear diffusion equations (or systems) which may be viewed as regular perturbations of Wasserstein gradient flows. First, in the case. where the drift is a…

Analysis of PDEs · Mathematics 2015-05-07 Guillaume Carlier , Maxime Laborde

A hybrid quantum-classical filtering problem, where a qubit system is disturbed by a classical stochastic process, is investigated. The strategy is to model the classical disturbance by using an optical cavity. Relations between classical…

Systems and Control · Electrical Eng. & Systems 2020-04-16 Qi Yu , Daoyi Dong , Ian R. Petersen

We exploit mappings between quantum and classical systems in order to obtain a class of two-dimensional classical systems with critical properties equivalent to those of the class of one-dimensional quantum systems discussed in a companion…

Statistical Mechanics · Physics 2015-03-27 J. Hutchinson , J. P. Keating , F. Mezzadri

We introduce and study some backward Kolmogorov equations associated to stochastic filtering problems. Measure-valued processed arise naturally in the context of stochastic filtering and one can formulate two stochastic differential…

Probability · Mathematics 2023-07-19 Mattia Martini

Constrained Hamiltonian dynamics of a quantum system of nonlinear oscillators is used to provide the mathematical formulation of a coarse-grained description of the quantum system. It is seen that the evolution of the coarse-grained system…

Quantum Physics · Physics 2015-05-28 Milan Radonjić , Slobodan Prvanović , Nikola Burić

Quantum algorithms for Hamiltonian simulation and linear differential equations more generally have provided promising exponential speed-ups over classical computers on a set of problems with high real-world interest. However, extending…

Quantum Physics · Physics 2025-05-14 Noah Brüstle , Nathan Wiebe
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