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The discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods…

Computational Physics · Physics 2008-02-03 Hans E. Plesser , Dietmar Wendt

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

Master equations are typically adopted to describe the dynamics of open quantum systems. Such equations are either in integro-differential or in time-local form, with the latter class more frequently adopted due to the simpler numerical…

Quantum Physics · Physics 2019-04-03 Giulio Amato , Heinz-Peter Breuer , Bassano Vacchini

In this paper, we introduce a new iterative method which we call one step back approach: the main idea is to anticipate the consequence of the iterative computation per coordinate and to optimize on the choice of the sequence of the…

Numerical Analysis · Computer Science 2013-02-19 Dohy Hong

For a Markov and stationary stochastic process described by the well-known classical master equation, we introduce complex transition rates instead of real transition rates to study the pre-thermal oscillatory behaviour in complex…

Statistical Mechanics · Physics 2025-10-22 Anwesha Chattopadhyay

It is known that input-output approaches based on scaled small-gain theorems with constant $D$-scalings and integral linear constraints are non-conservative for the analysis of some classes of linear positive systems interconnected with…

Optimization and Control · Mathematics 2017-03-02 Corentin Briat

The quantum master equation obtained by generalizing the geometric formulation of nonequilibrium thermodynamics to dissipative quantum systems is seriously nonlinear. We argue that nonlinearity occurs naturally in the step from reversible…

Quantum Physics · Physics 2010-03-01 Hans Christian Öttinger

We propose a general method for simplifying master equations by eliminating from the description rapidly evolving states. The physical recipe we impose is the suppression of these states and a renormalization of the rates of all the…

Soft Condensed Matter · Physics 2008-04-20 Simone Pigolotti , Angelo Vulpiani

In this paper, we investigate the mean-square stabilization for discrete-time stochastic systems that endure both multiple input delays and multiplicative control-dependent noises. For such multi-delay stochastic systems, we for the first…

Optimization and Control · Mathematics 2023-03-16 Cheng Tan , Zhengqiang Zhang , Haoting Sui , Wing Shing Wong

We introduce a class of discrete models for surface relaxation. By exactly solving the master equation which governs the microscopic dynamics of the surface, we determine the steady state of the surface and calculate its roughness. We will…

Statistical Mechanics · Physics 2011-08-08 V. Karimipour , B. H. Seradjeh

In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…

Probability · Mathematics 2016-05-26 Suprio Bhar

We obtain a new solution of the star-triangle relation with positive Boltzmann weights which contains as special cases all continuous and discrete spin solutions of this relation, that were previously known. This new master solution defines…

Mathematical Physics · Physics 2010-08-25 Vladimir V. Bazhanov , Sergey M. Sergeev

We put forth a new class of quantum master equations that correctly reproduce the asymptotic state of an open quantum system beyond the infinitesimally weak system-bath coupling limit. Our method is based on incorporating the knowledge of…

Quantum Physics · Physics 2022-11-10 Tobias Becker , Alexander Schnell , Juzar Thingna

The steady states of dynamical processes can exhibit stable nontrivial phases, which can also serve as fault-tolerant classical or quantum memories. For Markovian quantum (classical) dynamics, these steady states are extremal eigenvectors…

Quantum Physics · Physics 2024-02-13 Tibor Rakovszky , Sarang Gopalakrishnan , Curt von Keyserlingk

We study a discrete version of a biaxial nematic liquid crystal model with external fields via an approach based on the solution of differential identities for the partition function. In the thermodynamic limit, we derive the free energy of…

Exactly Solvable and Integrable Systems · Physics 2024-02-12 Giovanni De Matteis , Francesco Giglio , Antonio Moro

This work provides an alternative derivation of third order response functions in four wave mixing spectroscopy of multichromophoric macromolecular systems considering only single exciton states. For the case of harmonic oscillator bath…

Quantum Physics · Physics 2026-01-05 Seogjoo J. Jang

Master equations describing open quantum dynamics are typically first order differential equations. When such dynamics brings the trajectories in state space of more than one initial state to the same point at finite instants in time, the…

Quantum Physics · Physics 2021-12-03 Abhaya S. Hegde , K. P. Athulya , Vijay Pathak , Jyrki Piilo , Anil Shaji

In this paper we present a method to derive classical solutions of the Navier-Stokes equations for non-stationary initial value problems in domain $\mathbb{R}^n$ ($n=2,3$ or higher). Exact solutions in $\mathbb{R}^2$ and $\mathbb{R}^3$ in…

Mathematical Physics · Physics 2013-07-30 R. K. Michael Thambynayagam

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

A systematic first-order correction to the standard Markov master equation for open quantum systems interacting with a bosonic bath is presented. It extends the Markov Lindblad master equation to the more general case of non-Markovian…

Quantum Physics · Physics 2009-10-31 Ting Yu , Lajos Diosi , Nicolas Gisin , Walter T. Strunz