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Given a Markovian Brownian martingale $Z$, we build a process $X$ which is a martingale in its own filtration and satisfies $X_1 = Z_1$. We call $X$ a dynamic bridge, because its terminal value $Z_1$ is not known in advance. We compute…

Probability · Mathematics 2012-02-15 Luciano Campi , Umut Çetin , Albina Danilova

We consider dynamical systems with boundary control associated with finite Jacobi matrices. Using the method previously developed by the authors, we associate with these systems special Hilbert spaces of analytic functions (de Branges…

Analysis of PDEs · Mathematics 2025-05-28 A. S. Mikhaylov , V. S. Mikhaylov

Quantum trajectory techniques have been used in the theory of open systems as a starting point for numerical computations and to describe the monitoring of a quantum system in continuous time. Here we extend this technique and use it to…

Quantum Physics · Physics 2026-05-05 Alberto Barchielli

We identify a set of dynamical maps of open quantum system, and refer to them as "$ \epsilon $-Markovian" maps. It is constituted of maps which, in a higher dimensional system-environment Hilbert space, possibly violate Born approximation…

Quantum Physics · Physics 2021-09-10 Sreetama Das , Sudipto Singha Roy , Samyadeb Bhattacharya , Ujjwal Sen

Recently, the research community has been exploring fractional calculus to address problems related to cosmology; in this approach, the gravitational action integral is altered, leading to a modified Friedmann equation, then the resulting…

General Relativity and Quantum Cosmology · Physics 2023-02-07 Bayron Micolta-Riascos , Alfredo D. Millano , Genly Leon , Cristián Erices , Andronikos Paliathanasis

We study the Classical Probability analogue of the dilations of a quantum dynamical semigroup in Quantum Probability. Given a (not necessarily homogeneous) Markov chain in discrete time in a finite state space E, we introduce a second…

Probability · Mathematics 2007-05-23 M. Gregoratti

We give an explicit geometric description of the $\times2,\times3$ system, and use his to study a uniform family of Markov partitions related to those of Wilson and Abramov. The behaviour of these partitions is stable across expansive cones…

Dynamical Systems · Mathematics 2009-09-22 Thomas Ward , Yuki Yayama

We investigate Markov property of rough surfaces. Using stochastic analysis we characterize the complexity of the surface roughness by means of a Fokker-Planck or Langevin equation. The obtained Langevin equation enables us to regenerate…

Statistical Mechanics · Physics 2009-11-10 G. R. Jafari , S. M. Fazeli , F. Ghasemi , S. M. Vaez Allaei , M. Reza Rahimi Tabar , A. Iraji zad , G. Kavei

Starting from the concept of the universal exterior algebra in non-commutative differential geometry we construct differential forms on the quantum phase-space of an arbitrary system. They bear the same natural relationship to quantum…

High Energy Physics - Theory · Physics 2009-10-28 M. Reuter

I present an approach to calculate the finite-frequency quantum noise in systems strongly coupled to structured reservoirs based on the Markovian embedding. This technique consists of mapping of the non-Markovian dynamics of the original…

Mesoscale and Nanoscale Physics · Physics 2020-12-04 Krzysztof Ptaszynski

Semi-Markov processes represent a well known and widely used class of random processes in classical probability theory. Here, we develop an extension of this type of non-Markovian dynamics to the quantum regime. This extension is…

Quantum Physics · Physics 2009-04-30 Heinz-Peter Breuer , Bassano Vacchini

We study the validity of an extension of Frobenius theorem on integral manifolds for some classes of Pfaff-type systems of partial differential equations involving multidimensional "rough" signals, i.e. "differentials" of given H\"older…

Analysis of PDEs · Mathematics 2021-12-13 Eugene Stepanov , Dario Trevisan

In this work, we developed an efficient quantum algorithm for the simulation of non-Markovian quantum dynamics, based on the Feynman path integral formulation. The algorithm scales polynomially with the number of native gates and the number…

Quantum Physics · Physics 2024-11-28 Avin Seneviratne , Peter L. Walters , Fei Wang

Phylogenetic invariants are certain polynomials in the joint probability distribution of a Markov model on a phylogenetic tree. Such polynomials are of theoretical interest in the field of algebraic statistics and they are also of practical…

Populations and Evolution · Quantitative Biology 2008-01-21 Nicholas Eriksson

We find dynamical invariants for open quantum systems described by the non-Markovian quantum state diffusion (QSD) equation. In stark contrast to closed systems where the dynamical invariant can be identical to the system density operator,…

Quantum Physics · Physics 2016-04-29 Da-Wei Luo , P. V. Pyshkin , Chi-Hang Lam , Ting Yu , Hai-Qing Lin , J. Q. You , Lian-Ao Wu

A particle-in-cell algorithm is derived with a canonical Poisson structure in the formalism of finite element exterior calculus. The resulting method belongs to the class of gauge-compatible splitting algorithms, which exactly preserve…

Plasma Physics · Physics 2022-05-05 Alexander S. Glasser , Hong Qin

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

Divisible dynamical maps play an important role in characterizing Markovianity on the level of quantum evolution. Divisible maps provide important generalization of Markovian semigroups. Usually one analyzes either completely positive or…

Quantum Physics · Physics 2021-01-28 Ujan Chakraborty , Dariusz Chruściński

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

Statistical Mechanics · Physics 2023-07-06 Cecile Monthus

Dynamics of a state of interest coupled to a non-Markovian environment is studied for the first time by concatenating the non-Markovian quantum state diffusion (QSD) equation and the Feshbach projection operator partitioning technique. An…

Quantum Physics · Physics 2012-04-05 Jun Jing , Lian-Ao Wu , J. Q. You , Ting Yu
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