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We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called "Stochastic Schr\"odinger Equations",…

Mathematical Physics · Physics 2020-03-24 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

Rare nonadiabatic reactions are a key component of many important molecular processes but are challenging to capture with direct dynamical simulations. In this paper, we combine our recently developed mapping approach to surface hopping…

Chemical Physics · Physics 2026-03-19 Danial Ghamari , Jeremy O. Richardson

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 explore dissipative quantum tunnelling, a phenomenon central to various physical and chemical processes, using a double-well potential model. This paper aims to bridge gaps in understanding the crossover from thermal activation to…

Quantum Physics · Physics 2024-05-16 Robson Christie , Jessica Eastman

We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…

Molecular Networks · Quantitative Biology 2015-06-03 Nils B. Becker , Rosalind J. Allen , Pieter Rein ten Wolde

A number of non-Markovian stochastic Schr\"odinger equations, ranging from the numerically exact hierarchical form towards a series of perturbative expressions sequentially presented in an ascending degrees of approximations are revisited…

Chemical Physics · Physics 2018-08-08 Yuchen Wang , Yaling Ke , Yi Zhao

This paper is concerned with transition paths within the framework of the overdamped Langevin dynamics model of chemical reactions. We aim to give an efficient description of typical transition paths in the small temperature regime. We…

Probability · Mathematics 2017-06-27 Yulong Lu , Andrew M. Stuart , Hendrik Weber

Stochastic vegetation-water dynamical systems play a pivotal role in ecological stability, biodiversity, water resource management, and adaptation to climate change. This research proposes a machine learning-based method for analyzing rare…

Dynamical Systems · Mathematics 2024-02-29 Yang Li , Shenglan Yuan , Shengyuan Xu

Statistical mechanics of the discrete nonlinear Schr\"odinger equation is studied by means of analytical and numerical techniques. The lower bound of the Hamiltonian permits the construction of standard Gibbsian equilibrium measures for…

Statistical Mechanics · Physics 2009-10-31 K. Ø. Rasmussen , T. Cretegny , P. G. Kevrekidis , N. Grønbech-Jensen

Stochastic evolution underpins several approaches to the dynamics of open quantum systems, such as random modulation of Hamiltonian parameters, the stochastic Schrodinger equation (SSE), and the stochastic Liouville equation (SLE). These…

Quantum Physics · Physics 2026-01-22 Pietro De Checchi , Federico Gallina , Barbara Fresch , Giulio G. Giusteri

We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…

Probability · Mathematics 2020-02-19 Katharina Eichinger , Christian Kuehn , Alexandra Neamtu

We establish that the exact quantum dynamics of a Brownian particle in the Caldeira-Leggett model can be mapped, at any temperature, onto a classical, non-Markovian stochastic process in phase space. Starting from a correlated thermal…

Quantum Physics · Physics 2025-12-11 Dmitriy Kondaurov , Evgeny Polyakov

The stochastic Schr\"odinger equation, of classical or quantum type, allows to describe open quantum systems under measurement in continuous time. In this paper we review the link between these two descriptions and we study the properties…

Quantum Physics · Physics 2013-09-03 Alberto Barchielli , Matteo Gregoratti

Noise-assisted transport phenomena highlight the nontrivial interplay between environmental effects and quantum coherence in achieving maximal efficiency. Due to the complexity of biochemical systems and their environments, effective open…

The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certain transportation cost. This problem, which represents a generalisation of optimal transport…

Machine Learning · Computer Science 2026-03-03 Kirill Tamogashev , Nikolay Malkin

Motivated by applications in trajectory inference and particle tracking, we introduce Smooth Schr\"odinger Bridges. Our proposal generalizes prior work by allowing the reference process in the Schr\"odinger Bridge problem to be a smooth…

Machine Learning · Statistics 2025-03-04 Wanli Hong , Yuliang Shi , Jonathan Niles-Weed

This article sets up a formalism to describe stochastic thermodynamics for driven out-of-equilibrium open quantum systems. A stochastic Schr\"odinger equation allows to construct quantum trajectories describing the dynamics of the system…

Statistical Mechanics · Physics 2016-10-17 Cyril Elouard , Alexia Auffèves , Maxime Clusel

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

Statistical Mechanics · Physics 2025-08-07 Mathis Guéneau