Related papers: Stochastic differential equations for trace-class …
We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model…
This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key challenges in computational efficiency and accuracy for modeling…
This paper presents a state estimation approach for an uncertain linear equation with a non-invertible operator in Hilbert space. The approach addresses linear equations with uncertain deterministic input and noise in the measurements,…
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…
We show that any decoherence functional $D$ can be represented by a spanning vector-valued measure on a complex Hilbert space. Moreover, this representation is unique up to an isomorphism when the system is finite. We consider the natural…
The time evolution problem for non-self adjoint second order differential operators is studied by means of the path integral formulation. Explicit computation of the path integral via the use of certain underlying stochastic differential…
A new idea for the quantization of dynamic systems, as well as space time itself, using a stochastic metric is proposed. The quantum mechanics of a mass point is constructed on a space time manifold using a stochastic metric. A stochastic…
We will develop some elements in stochastic analysis in the Wasserstein space $\mathbb{P}_2(M)$ over a compact Riemannian manifold $M$, such as intrinsic It$\^o$ formulae, stochastic regular curves and parallel translations along them. We…
The ensemble-averaged dynamics of open quantum systems are typically irreversible. We show that this irreversibility need not hold at the level of individually monitored quantum trajectories. Our main results are analytical stochastic…
We study the dynamics of classical and quantum systems undergoing a continuous measurement of position by schematizing the measurement apparatus with an infinite set of harmonic oscillators at finite temperature linearly coupled to the…
Let $\mathfrak{M}$ be a semifinite von Neumann algebra on a Hilbert space equipped with a faithful normal semifinite trace $\tau$. A closed densely defined operator $x$ affiliated with $\mathfrak{M}$ is called $\tau$-measurable if there…
We show that when non-commutative quantum mechanics is formulated on the Hilbert space of Hilbert-Schmidt operators (referred to as quantum Hilbert space) acting on a classical configuration space, spectral triplets as introduced by Connes…
The decoherent histories approach to quantum theory is applied to a class of reparametrization invariant models, which includes systems described by the Klein-Gordon equation, and by a minisuperspace Wheeler-DeWitt equation. A key step in…
As a typical quantum many body problem, we consider the time evolution of density matrix elements in the Bose-Hubbard model. For an arbitrary initial state, these quantities can be obtained from an SDE or stochastic differential equation…
Distinguishing between classes of time series sampled from dynamic systems is a common challenge in systems and control engineering, for example in the context of health monitoring, fault detection, and quality control. The challenge is…
This work outlines a consistent method of identifying subsystems in finite-dimensional Hilbert spaces, independent of the underlying inner-product structure. Such Hilbert spaces arise in $\mathcal{P}\mathcal{T}$-symmetric quantum mechanics,…
We present a general theory to quantify the uncertainty from imposing structural assumptions on the second-order structure of nonstationary Hilbert space-valued processes, which can be measured via functionals of time-dependent spectral…
This paper studies the stochastic differential equation (SDE) associated to a two-level quantum system (qubit) subject to Hamiltonian evolution as well as unmonitored and monitored decoherence channels. The latter imply a stochastic…
Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…
This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the past and the future. For a sufficiently small time delay or a…