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The concept of time-correlated noise is important to applied stochastic modelling. Nevertheless, there is no generally agreed-upon definition of the term red noise in continuous-time stochastic modelling settings. We present here a rigorous…

Probability · Mathematics 2025-08-14 Andreas Morr , Dörte Kreher , Niklas Boers

In this paper we present a variational technique that handles coarse-graining and passing to a limit in a unified manner. The technique is based on a duality structure, which is present in many gradient flows and other variational…

Analysis of PDEs · Mathematics 2017-03-06 Manh Hong Duong , Agnes Lamacz , Mark A. Peletier , Upanshu Sharma

In this paper, we study the Ornstein-Uhlenbeck bridge process (i.e. the Ornstein-Uhlenbeck process conditioned to start and end at fixed points) constraints to have a fixed area under its path. We present both anticipative (in this case, we…

Statistical Mechanics · Physics 2017-10-11 Alain Mazzolo

We propose an algorithm for optimizations in which the gradients contain stochastic noise. This arises, for example, in structural optimizations when computations of forces and stresses rely on methods involving Monte Carlo sampling, such…

Materials Science · Physics 2022-11-30 Siyuan Chen , Shiwei Zhang

Bistable autonomous systems can be found inmany areas of science. When the intrinsic noise intensity is large, these systems exhibits stochastic transitions from onemetastable steady state to another. In electronic bistable memories, these…

Statistical Mechanics · Physics 2024-05-14 Léopold Van Brandt , Jean-Charles Delvenne

Several integrate-to-threshold models with differing temporal integration mechanisms have been proposed to describe the accumulation of sensory evidence to a prescribed level prior to motor response in perceptual decision-making tasks. An…

Neurons and Cognition · Quantitative Biology 2009-01-16 Xiang Zhou , KongFatt Wong-Lin , Philip Holmes

Simulations of stochastic processes play an important role in the quantitative sciences, enabling the characterisation of complex systems. Recent work has established a quantum advantage in stochastic simulation, leading to quantum devices…

Quantum Physics · Physics 2019-05-20 Farzad Ghafari , Nora Tischler , Carlo Di Franco , Jayne Thompson , Mile Gu , Geoff J. Pryde

We study quantum tunneling through a potential barrier whose height fluctuates in time and is modeled by Gaussian white noise. We map the stochastic dynamics onto an equivalent time-independent Lindblad equation for the density matrix,…

Mesoscale and Nanoscale Physics · Physics 2026-05-05 Kamal Azaidaoui , Ahmed Jellal , Hocine Bahlouli , A. Al Luhaibi , Michael Vogl

We consider the simulation of interacting high-dimensional systems using pairwise interacting qubits. The main tool in this context is the generation of effective many-body interactions, and we examine a number of different protocols for…

Quantum Physics · Physics 2010-03-04 Wolfgang Dür , Michael J. Bremner , Hans J. Briegel

Phase separation and coarsening is a phenomenon commonly seen in binary physical and chemical systems that occur in nature. Often times, thermal fluctuations, modeled as stochastic noise, are present in the system and the phase segregation…

Soft Condensed Matter · Physics 2017-04-19 Prerna Gera , David Salac

A classical state-preparation device cannot generate states in relative superposition. We introduce classical models in which devices that are individually unable to generate states with relative superposition can be stochastically…

Quantum Physics · Physics 2026-02-03 Gabriele Cobucci , Alexander Bernal , Martin J. Renner , Armin Tavakoli

We investigate the effects of noise-induced coherence on average current and current fluctuations in a simple model of quantum absorption refrigerator with degenerate energy levels. We describe and explain the differences and similarities…

Statistical Mechanics · Physics 2020-07-28 Viktor Holubec , Tomáš Novotný

Large-scale variational quantum algorithms are widely recognized as a potential pathway to achieve practical quantum advantages. However, the presence of quantum noise might suppress and undermine these advantages, which blurs the…

Quantum Physics · Physics 2024-09-20 Yuguo Shao , Fuchuan Wei , Song Cheng , Zhengwei Liu

Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…

Statistical Mechanics · Physics 2023-12-12 Ryan T. Grimm , Joel D. Eaves

Understanding how classical physics emerges from quantum mechanics remains a central problem in the foundations of physics. Here we derive a classical limit from finite-resolution measurements, modeled by continuous coarse-grained POVMs.…

A generic non-integrable (unitary) out-of-equilibrium quantum process, when interrogated across many times, is shown to yield the same statistics as an (non-unitary) equilibrated process. In particular, using the tools of quantum stochastic…

Quantum Physics · Physics 2023-07-18 Neil Dowling , Pedro Figueroa-Romero , Felix A. Pollock , Philipp Strasberg , Kavan Modi

Noisy quantum simulation is challenging since one has to take into account the stochastic nature of the process. The dominating method for it is the density matrix approach. In this paper, we evaluate conditions for which this method is…

Quantum Physics · Physics 2022-10-31 William Berquist , Danylo Lykov , Minzhao Liu , Yuri Alexeev

Barren plateaus appear to be a major obstacle to using variational quantum algorithms to simulate large-scale quantum systems or replace traditional machine learning algorithms. They can be caused by multiple factors such as expressivity,…

Quantum Physics · Physics 2023-08-10 Cenk Tüysüz , Giuseppe Clemente , Arianna Crippa , Tobias Hartung , Stefan Kühn , Karl Jansen

The continuous variable quantum computing platform constitutes a promising candidate for realizing quantum advantage, as exemplified in Gaussian Boson Sampling. While noise in the experiments makes the computation attainable for classical…

Quantum Physics · Physics 2025-08-11 Jonas Vinther , Michael James Kastoryano

The effects of quantization and coding on the estimation quality of a Gauss-Markov, namely Ornstein-Uhlenbeck, process are considered. Samples are acquired from the process, quantized, and then encoded for transmission using either infinite…

Information Theory · Computer Science 2020-04-28 Ahmed Arafa , Karim Banawan , Karim G. Seddik , H. Vincent Poor
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