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The Ito and Stratonovich approaches are carried over to quantum stochastic systems. Here the white noise representation is shown to be the most appropriate as here the two approaches appear as Wick and Weyl orderings, respectively. This…

Mathematical Physics · Physics 2013-03-05 John Gough

This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…

Probability · Mathematics 2010-08-04 Peter Friz , Harald Oberhauser

We discuss how continuous probing of a quantum system allows estimation of unknown classical parameters embodied in the Hamiltonian of the system. We generalize the stochastic master equation associated with continuous observation processes…

Quantum Physics · Physics 2013-12-09 Antonio Negretti , Klaus Mølmer

In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…

Analysis of PDEs · Mathematics 2025-02-05 Mark van den Bosch , Christian H. S. Hamster , Hermen Jan Hupkes

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante

This work addresses the problem of vehicle path planning in the presence of obstacles and uncertainties, which is a fundamental problem in robotics. While many path planning algorithms have been proposed for decades, many of them have dealt…

Optimization and Control · Mathematics 2018-09-11 Kazuhide Okamoto , Panagiotis Tsiotras

Time-continuous non-anticipating quantum processes of nondemolition measurements are introduced as the dynamical realizations of the causal quasi-measurements, which are described in this paper by the adapted operator-valued probability…

Quantum Physics · Physics 2007-05-23 V. P. Belavkin

We study the problem of passive imaging through convolutive channels. A scene is illuminated with an unknown, unstructured source, and the measured response is the convolution of this source with multiple channel responses, each of which is…

Information Theory · Computer Science 2017-08-25 Kiryung Lee , Felix Krahmer , Justin Romberg

In a previous article [H. Bergeron, J. Math. Phys. 42, 3983 (2001)], we presented a method to obtain a continuous transition from classical to quantum mechanics starting from the usual phase space formulation of classical mechanics. This…

Quantum Physics · Physics 2007-05-23 H. Bergeron

We develop a modified semi-classical approach to the approximate solution of Schrodinger's equation for certain nonlinear quantum oscillations problems. At lowest order, the Hamilton-Jacobi equation of the conventional semi-classical…

Mathematical Physics · Physics 2015-06-03 Vincent Moncrief , Antonella Marini , Rachel Maitra

We interpret steady linear statistical inverse problems as artificial dynamic systems with white noise and introduce a stochastic differential equation (SDE) system where the inverse of the ending time $T$ naturally plays the role of the…

Numerical Analysis · Mathematics 2020-04-10 Shuai Lu , Pingping Niu , Frank Werner

Quantum machine learning uses principles from quantum mechanics to process data, offering potential advances in speed and performance. However, previous work has shown that these models are susceptible to attacks that manipulate input data…

This paper introduces a mathematical approach that allows one to numerically solve the nonclassical transport equation in a deterministic fashion using classical numerical procedures. The nonclassical transport equation describes particle…

Nuclear Theory · Physics 2020-05-14 R. Vasques , L. R. C. Moraes , R. C. Barros , R. N. Slaybaugh

A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic…

Quantum Physics · Physics 2017-07-25 Muhammad F. Emzir , Matthew J. Woolley , Ian R. Petersen

Quantum computers have long been expected to efficiently solve complex classical differential equations. Most digital, fault-tolerant approaches use Carleman linearization to map nonlinear systems to linear ones and then apply quantum…

We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…

High Energy Physics - Theory · Physics 2008-11-26 G. Menezes , N. F. Svaiter

The concept of stochastic resonance in nonlinear dynamics is applied to interpret the capacity of noisy quantum channels. The two-Pauli channel is used to illustrate the idea. The fidelity of the channel is also considered. Noise…

Quantum Physics · Physics 2008-12-18 Julian Juhi-Lian Ting

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

Numerical Analysis · Mathematics 2025-02-11 Zhengyang Lei , Sihong Shao , Yunfeng Xiong

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams
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