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Transport and scattering phenomena in open quantum-systems with a continuous energy spectrum are conveniently solved using the time-dependent Schrodinger equation. In the time-dependent picture, the evolution of an initially localized…

Quantum Physics · Physics 2011-05-13 Tobias Kramer

We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…

Statistical Mechanics · Physics 2020-10-27 Vitaly Vanchurin

We study numerically quantum diffusion of a particle on small-world networks by integrating the time-dependent Schr\"odinger equation with a localized initial state. The participation ratio, which corresponds to the number of visited sites…

Disordered Systems and Neural Networks · Physics 2007-05-23 Beom Jun Kim , H. Hong , M. Y. Choi

The conventional, time-dependent Schroedinger equation describes only unidirectional time evolution of the state of a physical system, i.e., forward or, less commonly, backward. This paper proposes a generalized quantum dynamics for the…

Quantum Physics · Physics 2008-11-26 G. E. Hahne

Schr\"{o}dinger bridge--a stochastic dynamical generalization of optimal mass transport--exhibits a learning-control duality. Viewed as a stochastic control problem, the Schr\"{o}dinger bridge finds an optimal control policy that steers a…

Optimization and Control · Mathematics 2024-08-14 Alexis M. H. Teter , Wenqing Wang , Abhishek Halder

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

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton

The motion of a ball through an appropriate lattice of round obstacles models the behavior of a Brownian particle and can be used to describe measurement on a macro system. On another hand, such motion is chaotic and a known conjecture…

Quantum Physics · Physics 2024-02-14 Alexey A. Kryukov

We consider the Schr{\"o}dinger bridge problem in discrete time, where the pathwise cost is replaced by a sum of quadratic functions, taking the form of a linear quadratic regulator (LQR) cost. This cost comprises potential terms that act…

Optimization and Control · Mathematics 2025-11-25 Marc Lambert

This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…

Machine Learning · Statistics 2024-12-24 Yuling Jiao , Lican Kang , Huazhen Lin , Jin Liu , Heng Zuo

The quest for improved sampling methods to solve statistical mechanics problems of physical and chemical interest proceeds with renewed efforts since the invention of the Metropolis algorithm, in 1953. In particular, the understanding of…

Quantum Physics · Physics 2021-08-27 Guglielmo Mazzola

The semiclassically scaled time-dependent multi-particle Schr\"odinger equation describes, inter alia, quantum dynamics of nuclei in a molecule. It poses the combined computational challenges of high oscillations and high dimensions. This…

Numerical Analysis · Mathematics 2020-12-02 Caroline Lasser , Christian Lubich

We take a new look at the relation between the optimal transport problem and the Schr\"{o}dinger bridge problem from the stochastic control perspective. We show that the connections are richer and deeper than described in existing…

Systems and Control · Computer Science 2014-12-16 Yongxin Chen , Tryphon Georgiou , Michele Pavon

The derivation of the Schr\"odinger-like equations from the system of equations of the quantum hydrodynamic analogy (QHA) is analyzed in presence of fluctuations. If in absence of fluctuation each QHA solution can be tracked back to the…

Quantum Physics · Physics 2013-02-18 Piero Chiarelli

Schrodinger Bridges (SBs) are diffusion processes that steer, in finite time, a given initial distribution to another final one while minimizing a suitable cost functional. Although various methods for computing SBs have recently been…

Machine Learning · Computer Science 2025-10-15 George Rapakoulias , Ali Reza Pedram , Fengjiao Liu , Lingjiong Zhu , Panagiotis Tsiotras

Transporting between arbitrary distributions is a fundamental goal in generative modeling. Recently proposed diffusion bridge models provide a potential solution, but they rely on a joint distribution that is difficult to obtain in…

Machine Learning · Computer Science 2025-03-03 Jun Hyeong Kim , Seonghwan Kim , Seokhyun Moon , Hyeongwoo Kim , Jeheon Woo , Woo Youn Kim

We study stochastic density control between Gaussian-mixture endpoint distributions under Brownian prior dynamics. Since the direct Schr\"odinger bridge between Gaussian mixtures is generally not available in closed form, we introduce a…

Optimization and Control · Mathematics 2026-05-26 Siddhartha Ganguly , George Rapakoulias , Panagiotis Tsiotras

Given two boundary distributions, the Schr\"odinger Bridge (SB) problem seeks the ``most likely`` random evolution between them with respect to a reference process. It has revealed rich connections to recent machine learning methods for…

Machine Learning · Computer Science 2025-06-03 Maosheng Yang

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 explore the transient dynamics associated with the emergence of the classical signal in the full quantum system. We start our study from the instability which promotes the squeezing of the quantum system. This is often interpreted as the…

Quantum Physics · Physics 2018-10-29 Masahiro Morikawa
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