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We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…

Systems and Control · Computer Science 2014-08-12 Yongxin Chen , Tryphon Georgiou , Michele Pavon

An alternative method is proposed for deriving the time dependent Schroedinger equation from the pictures of wave and matrix mechanics. The derivation is of a mixed classical quantum character, since time is treated as a classical variable,…

General Physics · Physics 2015-06-11 Luca Nanni

In this paper, the classical Schr\"odinger equation, which allows the study of classical dynamics in terms of wave functions, is analyzed theoretically and numerically. First, departing from classical (Newtonian) mechanics, and assuming an…

Quantum Physics · Physics 2016-11-23 Albert Benseny , David Tena , Xavier Oriols

In this work, we revisit the discrete-time Schr\"{o}dinger Bridge (SB) and Density Steering (DS) problems for Gaussian mixture model (GMM) boundary distributions. Building on the existing literature, we construct a set of feasible Markovian…

Systems and Control · Electrical Eng. & Systems 2026-04-02 George Rapakoulias , Fengjiao Liu , Panagiotis Tsiotras

Diffusion Schr\"odinger bridges (DSB) have recently emerged as a powerful framework for recovering stochastic dynamics via their marginal observations at different time points. Despite numerous successful applications, existing algorithms…

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

Score-based generative models have recently attracted significant attention for their ability to generate high-fidelity data by learning maps from simple Gaussian priors to complex data distributions. A natural generalization of this idea…

Computation · Statistics 2025-11-19 Hanwen Huang

The stochastic dissipative Schrodinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the…

Statistical Mechanics · Physics 2014-06-03 Phil Attard

This paper introduces a novel deep-learning-based approach for numerical simulation of a time-evolving Schr\"odinger equation inspired by stochastic mechanics and generative diffusion models. Unlike existing approaches, which exhibit…

Machine Learning · Computer Science 2024-09-19 Elena Orlova , Aleksei Ustimenko , Ruoxi Jiang , Peter Y. Lu , Rebecca Willett

Stochastic flows of an advective-diffusive nature are ubiquitous in physical sciences. Of particular interest is the problem to reconcile observed marginal distributions with a given prior posed by E. Schrodinger in 1932/32 and known as the…

Mathematical Physics · Physics 2021-08-09 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

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

Many natural dynamic processes -- such as in vivo cellular differentiation or disease progression -- can only be observed through the lens of static sample snapshots. While challenging, reconstructing their temporal evolution to decipher…

Machine Learning · Computer Science 2025-12-08 Thomas Gravier , Thomas Boyer , Auguste Genovesio

The bridge problem is to find an SDE (or sometimes an ODE) that bridges two given distributions. The application areas of the bridge problem are enormous, among which the recent generative modeling (e.g., conditional or unconditional image…

Machine Learning · Computer Science 2025-09-15 Minyoung Kim

We consider the problem of steering a linear stochastic system between two end-point degenerate Gaussian distributions in finite time. This accounts for those situations in which some but not all of the state entries are uncertain at the…

Optimization and Control · Mathematics 2020-06-18 Valentina Ciccone , Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

This work studies the Schr\"odinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initial and terminal densities supported over the Lie group while…

Optimization and Control · Mathematics 2026-03-23 Hamza Mahmood , Abhishek Halder , Adeel Akhtar

The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions or critical dynamics of classical spin systems can be written as a Schr\"odinger equation in which the wave function is the probability…

High Energy Physics - Theory · Physics 2016-09-06 Francisco C. Alcaraz , Michel Droz , Malte Henkel , Vladimir Rittenberg

One of the greatest scientific achievements of physics in the 20th century is the discovery of quantum mechanics. The Schrodinger equation is the most fundamental equation in quantum mechanics describing the time-based evolution of the…

Optimization and Control · Mathematics 2009-02-11 Xiaofei Huang

Time-dependent Schroedinger equation represents the basis of any quantum-theoretical approach. The question concerning its proper content in comparison to the classical physics has not been, however, fully answered until now. It will be…

Quantum Physics · Physics 2007-05-23 Milos V. Lokajicek

The problem of reconciling a prior probability law on paths with data was introduced by E. Schr\"odinger in 1931/32. It represents an early formulation of a maximum likelihood problem. This specific formulation can also be seen as the…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Asmaa Eldesoukey , Tryphon T. Georgiou

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