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We present an inverse method to construct large classes of chaotic invariant sets together with their exact statistics. The associated dynamical systems are characterized by a probability distribution and a two-form. While our emphasis is…

Chaotic Dynamics · Physics 2009-11-13 Zachary Guralnik

In Score based Generative Modeling (SGMs), the state-of-the-art in generative modeling, stochastic reverse processes are known to perform better than their deterministic counterparts. This paper delves into the heart of this phenomenon,…

Machine Learning · Computer Science 2023-12-15 Karthik Elamvazhuthi , Samet Oymak , Fabio Pasqualetti

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

A stochastic representation of the dynamics of open quantum systems, suitable for non-perturbative system-reservoir interaction, non-Markovian effects and arbitrarily driven systems is presented. It includes the case of driving on…

Statistical Mechanics · Physics 2016-10-05 Jürgen T. Stockburger

Diffusion probabilistic models (DPMs) are a key component in modern generative models. DPM-solvers have achieved reduced latency and enhanced quality significantly, but have posed challenges to find the exact inverse (i.e., finding the…

Computer Vision and Pattern Recognition · Computer Science 2023-12-01 Seongmin Hong , Kyeonghyun Lee , Suh Yoon Jeon , Hyewon Bae , Se Young Chun

In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…

Numerical Analysis · Mathematics 2022-08-17 Jean-François Chassagneux , Mohan Yang

We derive stochastic master equations for a quantum system interacting with a Bose field prepared in a superposition of continuous-mode coherent states. To determine a conditional evolution of the quantum system we use a collision model…

Quantum Physics · Physics 2020-02-11 Anita Dabrowska

We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…

Dynamical Systems · Mathematics 2025-08-13 Giorgio Picci

The exact dynamics of a system coupled to an environment can be described by an integro-differential stochastic equation of its reduced density. The influence of the environment is incorporated through a mean-field which is both stochastic…

Quantum Physics · Physics 2009-11-13 Denis Lacroix

Irreversibility, despite being a necessary condition for thermalization, still lacks a sound understanding in the context of isolated quantum many-body systems. In this work we approach this question by studying the behavior of generic…

Statistical Mechanics · Physics 2018-11-14 Markus Schmitt , Stefan Kehrein

Refocusing of a quantum system in NMR and quantum information processing can be achieved by application of short pulses according to the methods of spin echo and dynamical decoupling. However, these methods are strongly limited by the…

Quantum Physics · Physics 2016-02-29 Imdad S. B. Sardharwalla , Toby S. Cubitt , Aram W. Harrow , Noah Linden

A stochastic approach to the quantum dynamics randomly modulated in time by a discrete state non-Markovian noise, which possesses an arbitrary non-exponential distribution of the residence times, is developed. The formally exact expression…

Statistical Mechanics · Physics 2007-05-23 Igor Goychuk

We investigate the monitored quantum dynamics of Gaussian mixed states and derive the universal Fokker-Planck equations that govern the stochastic time evolution of entire density-matrix spectra, obtaining their exact solutions. From these…

Statistical Mechanics · Physics 2025-04-24 Zhenyu Xiao , Tomi Ohtsuki , Kohei Kawabata

An important issue in developing quantum technology is that quantum states are so sensitive to noise. We propose a protocol that introduces reverse dynamics, in order to precisely control quantum systems against noise described by the…

Quantum Physics · Physics 2022-02-28 Hyukjoon Kwon , Rick Mukherjee , M. S. Kim

We propose self-diffusion, a novel framework for solving inverse problems without relying on pretrained generative models. Traditional diffusion-based approaches require training a model on a clean dataset to learn to reverse the forward…

Machine Learning · Computer Science 2025-12-09 Guanxiong Luo , Shoujin Huang , Yanlong Yang

First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…

Quantum Physics · Physics 2025-11-06 Guido Ladenburger , Finn Schmolke , Eric Lutz

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…

Statistical Mechanics · Physics 2019-01-31 S. De Nicola , B. Doyon , M. J. Bhaseen

Metastability in open system dynamics describes the phenomena of initial relaxation to longlived metastable states before decaying to the asymptotic stable states. It has been predicted in continuous-time stochastic dynamics of both…

Quantum Physics · Physics 2024-04-10 Yuan-De Jin , Chu-Dan Qiu , Wen-Long Ma