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We consider the two-dimensional advection-diffusion equation on a bounded domain subject to either Dirichlet or von Neumann boundary conditions and study both time-independent and time-periodic cases involving Liouville integrable…

Fluid Dynamics · Physics 2013-09-30 Eugene Dedits , Andrew C. Poje , Tobias Schaefer , Jesenko Vukadinovic

We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…

Statistical Mechanics · Physics 2008-08-22 Cristian Micheletti , Giovanni Bussi , Alessandro Laio

We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…

Probability · Mathematics 2020-09-28 Daniel Lacker , Kavita Ramanan , Ruoyu Wu

Using a discrete wavelet based space-scale decomposition (SSD), the spectrum of the skewness and kurtosis is developed to describe the non-Gaussian signatures in cosmologically interesting samples. Because the basis of the discrete wavelet…

Astrophysics · Physics 2007-05-23 Jesus Pando , Li-Zhi Fang

Simulation of open quantum systems is an area of active research in quantum algorithms. In this work, we revisit the connection between Markovian open-system dynamics and averages of Hamiltonian real-time evolutions, which we refer to as…

Quantum Physics · Physics 2026-01-28 Minbo Gao , Zhengfeng Ji , Chenghua Liu

We derive a family of Gaussian non-Markovian stochastic Schr\"odinger equations for the dynamics of open quantum systems. The different unravelings correspond to different choices of squeezed coherent states, reflecting different…

Quantum Physics · Physics 2018-04-18 Nina Megier , Walter T. Strunz , Carlos Viviescas , Kimmo Luoma

We consider a novel lossy compression approach based on unconditional diffusion generative models, which we call DiffC. Unlike modern compression schemes which rely on transform coding and quantization to restrict the transmitted…

Machine Learning · Statistics 2023-01-03 Lucas Theis , Tim Salimans , Matthew D. Hoffman , Fabian Mentzer

Diffusion models over discrete spaces have recently shown striking empirical success, yet their theoretical foundations remain incomplete. In this paper, we study the sampling efficiency of score-based discrete diffusion models under a…

Machine Learning · Computer Science 2026-02-17 Daniil Dmitriev , Zhihan Huang , Yuting Wei

A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Bernd Lehle

Einstein-Smoluchowski diffusion, damped harmonic oscillations, and spatial decoherence are special cases of an elegant class of Markovian quantum Brownian motion models that is invariant under linear symplectic transformations. Here we…

Quantum Physics · Physics 2016-02-04 C. Jess Riedel

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

Statistical Mechanics · Physics 2012-05-16 Christian Weber , Igor M. Sokolov , Lutz Schimansky-Geier

A unified theoretical approach to describe the properties of multimode squeezed light generated in a lossy medium is presented. This approach is valid for Markovian environments and includes both a model of discrete losses based on the…

Quantum Physics · Physics 2025-02-05 Denis A. Kopylov , Torsten Meier , Polina R. Sharapova

In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…

Probability · Mathematics 2018-01-19 Dorival Leão , Alberto Ohashi , Francys Souza

We present perturbative error bounds for the non-Markovian dynamics of observables in open quantum systems interacting with Gaussian environments, governed by a general Liouville dynamics. This extends the work of [Mascherpa et al., Phys.…

Quantum Physics · Physics 2025-12-16 Zhen Huang , Yuanran Zhu , Gunhee Park , Lin Lin

We study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an…

Optimization and Control · Mathematics 2016-09-19 Fulvia Confortola , Marco Fuhrman , Giuseppina Guatteri , Gianmario Tessitore

We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…

Probability · Mathematics 2018-05-28 Igor Honoré , Stephane Menozzi , Gilles Pagès

We investigate dissipation-driven topological phase transitions in one-dimensional quantum open systems governed by the Lindblad equation with linear dissipation operators, which ensure the density matrix retains its Gaussian form…

Quantum Physics · Physics 2026-01-27 Tian-Shu Deng , Fan Yang

We present two projects concerning the main part of my PhD work. In the first one we study quantum channels, which are the most general operations mapping quantum states into quantum states, from the point of view of their divisibility…

Quantum Physics · Physics 2020-09-02 David Davalos

The dynamics of open quantum systems described by the Lindblad master equation follows according to non-Hermitian operators. As a result, such systems can host non-Hermitian degeneracies called Liouvillian exceptional points (EPs). In this…

Quantum Physics · Physics 2025-10-10 Sayooj P , Awadhesh Narayan

We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…

Probability · Mathematics 2026-03-27 Xianming Liu , Chongyang Ren , Mingyan Wu
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