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We point to the connection between a recently introduced class of non-Markovian master equations and the general structure of quantum collisional models. The basic construction relies on three basic ingredients: a collection of time…

Quantum Physics · Physics 2014-06-09 Bassano Vacchini

A general explicit form for generating functions for approximating fractional derivatives is derived. To achieve this, an equivalent characterisation for consistency and order of approximations established on a general generating function…

Numerical Analysis · Mathematics 2021-05-31 W. A. Gunarathna , H. M. Nasir , W. B. Daundasekera

We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse Gamma density, in order to sample from which we improve the…

Computation · Statistics 2022-11-24 Xiaozhu Zhang , Jerome P. Reiter

This paper presents a global, coordinate-free formulation of the Fokker-Planck equation on Riemannian manifolds. In the Stratonovich formulation, the infinitesimal generator is expressed intrinsically through Lie derivatives, and its…

Probability · Mathematics 2026-03-20 Taeyoung Lee , Gregory S. Chirikjian

We use pathwise It\^o calculus to prove two strictly pathwise versions of the master formula in Fernholz' stochastic portfolio theory. Our first version is set within the framework of F\"ollmer's pathwise It\^o calculus and works for…

Portfolio Management · Quantitative Finance 2018-05-25 Alexander Schied , Leo Speiser , Iryna Voloshchenko

In this article we develop a concise description of the global geometry which is underlying the universal construction of all possible generalised Stochastic L{\oe}wner Evolutions. The main ingredient is the Universal Grassmannian of…

Mathematical Physics · Physics 2009-06-30 Roland M. Friedrich

We compare different quantum Master equations for the time evolution of the reduced density matrix. The widely applied secular approximation (rotating wave approximation) applied in combination with the Born-Markov approximation generates a…

Quantum Physics · Physics 2008-08-14 Gernot Schaller , Tobias Brandes

In general, adding a stochastic perturbation to a differential equation possessing an invariant manifold destroys the invariance as far as the It\^o formalism is used. In this article, we propose an invariantization method for perturbations…

Mathematical Physics · Physics 2018-09-26 Jacky Cresson , Yasmina Kheloufi , Khadra Nachi

A classical Davies generator provides a Lindbladian for which the Gibbs state is stationary. Its construction involves precise knowledge of the Bohr spectrum or equivalently state evolution for all times. Recently Chen, Kastoryano and…

Mathematical Physics · Physics 2026-04-28 Jeffrey Galkowski , Maciej Zworski

We develop a technique for finding the dynamical evolution in time of an averaged density matrix. The result is an equation of evolution that includes an Effective Hamiltonian, as well as decoherence terms in Lindblad form. Applying the…

Quantum Physics · Physics 2013-03-28 Omar Gamel , Daniel F. V. James

We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…

Statistical Mechanics · Physics 2017-10-10 Simone Pigolotti , Izaak Neri , Édgar Roldán , Frank Jülicher

In this paper, we establish a general representation theorem for generator of backward stochastic differential equation (BSDE), whose generator has a quadratic growth in $z$. As some applications, we obtain a general converse comparison…

Probability · Mathematics 2015-07-21 Shiqiu Zheng , Shoumei Li

A characterisation of the stochastic bounded generators of quantum irreversible Master equations is given. This suggests the general form of quantum stochastic evolution with respect to the Poisson (jumps), Wiener (diffusion) or general…

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

The theoretical description of the interplay between coherent evolution and chemical exchange, originally developed for magnetic resonance and later applied to other spectroscopic regimes, was derived under incorrect statistical…

Quantum Physics · Physics 2023-07-19 Jacob R. Lindale , Shannon L. Eriksson , Warren S. Warren

We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…

Probability · Mathematics 2025-02-04 Alexandra Blessing , Tim Seitz , Stefanie Sonner , Bao Quoc Tang

A completely positive master equation describing quantum dissipation for a Brownian particle is derived starting from microphysical collisions, exploiting a recently introduced approach to subdynamics of a macrosystem. The obtained equation…

Quantum Physics · Physics 2009-11-06 B. Vacchini

We give an infinitesimal meaning to the symbol $dX_t$ for a continuous semimartingale $X$ at an instant in time $t$. We define a vector space structure on the space of differentials at time $t$ and deduce key properties consistent with the…

Probability · Mathematics 2022-06-30 John Armstrong , Andrei Ionescu

It is by now well understood that quantum dissipative processes can be harnessed and turned into a resource for quantum-information processing tasks. In this paper we demonstrate yet another way in which this is true by providing a…

Quantum Physics · Physics 2016-02-17 Paolo Zanardi , Jeffrey Marshall , Lorenzo Campos Venuti

Stochastic generators are essential to produce synthetic realizations that preserve target statistical properties. We propose GenFormer, a stochastic generator for spatio-temporal multivariate stochastic processes. It is constructed using a…

Machine Learning · Computer Science 2024-02-06 Haoran Zhao , Wayne Isaac Tan Uy

The exact solution of the Lindblad equation with a quadratic Hamiltonian and linear coupling operators was derived within the chord representation, that is, for the Fourier transform of the Wigner function, also known as the characteristic…

Quantum Physics · Physics 2023-10-04 Aldo R. Fernandes Neto , Alfredo M. Ozorio de Almeida , Olivier Brodier