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In this paper, we consider matrices whose entries are combinatorial sequences which can be expressed in terms of a convolution of elementary and complete homogeneous symmetric functions. We establish the total positivity of these matrices…

Combinatorics · Mathematics 2018-09-12 Ken Joffaniel M. Gonzales

This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure It\^o and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite…

Probability · Mathematics 2007-05-23 Francesco Russo , Pierre Vallois

Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…

Mathematical Physics · Physics 2025-07-29 David Sabin-Miller , Daniel M. Abrams

Normalizing flows are deep generative models that enable efficient likelihood estimation and sampling through invertible transformations. A key challenge is to design linear layers that enhance expressiveness while maintaining efficient…

Machine Learning · Computer Science 2025-11-18 Xuchen Feng , Siyu Liao

Stochastic unravelings allow to efficiently simulate open system dynamics, yet their application has traditionally been restricted to master equations that preserve both Hermiticity and trace. In this work, we introduce a general framework…

In this paper we mainly study the derivations for even part of the finite-dimensional odd Hamiltonian superalgebra $HO$ over a field of prime characteristic. We first give the generator set of $HO_{\bar{0}}.$ Then we determine the…

Rings and Algebras · Mathematics 2009-11-18 Xiuying Hua , Yucai Su

A semiclassical approximation for an evolving density operator, driven by a "closed" hamiltonian operator and "open" markovian Lindblad operators, is obtained. The theory is based on the chord function, i.e. the Fourier transform of the…

Quantum Physics · Physics 2020-08-18 A. M. Ozorio de Almeida , P. de M. Rios , O. Brodier

We introduce the notion of the Color Glass Condensate (CGC) density matrix $\hat\rho$. This generalizes the concept of probability density for the distribution of the color charges in the hadronic wave function and is consistent with…

High Energy Physics - Phenomenology · Physics 2019-05-22 Nestor Armesto , Fabio Dominguez , Alex Kovner , Michael Lublinsky , Vladimir Skokov

We present a partition-free approach to the evolution of density matrices for open quantum systems coupled to a harmonic environment. The influence functional formalism combined with a two-time Hubbard-Stratonovich transformation allows us…

Quantum Physics · Physics 2017-03-29 G. M. G. McCaul , C. D. Lorenz , L. Kantorovich

The present paper is devoted to the well-posedness of a type of multi-dimensional backward stochastic differential equations (BSDEs) with a diagonally quadratic generator. We give a new priori estimate, and prove that the BSDE admits a…

Probability · Mathematics 2024-04-17 Guang Yang

Using the known possibility to associate the completely positive maps with density matrices and recent results on expressing the density matrices with sets of classical probability distributions of dichotomic random variables we construct…

Quantum Physics · Physics 2019-04-09 Ashot Avanesov , Vladimir I. Man'ko

We establish It\^o's formula along flows of probability measures associated with general semimartingales; this generalizes existing results for flows of measures on It\^o processes. Our approach is to first establish It\^o's formula for…

Probability · Mathematics 2022-09-20 Xin Guo , Huyên Pham , Xiaoli Wei

The loss of ultracold trapped atoms due to deeply inelastic reactions has previously been taken into account in effective field theories for low-energy atoms by adding local anti-Hermitian terms to the effective Hamiltonian. Here we show…

Quantum Gases · Physics 2017-02-01 Eric Braaten , H. -W. Hammer , G. Peter Lepage

We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.

Portfolio Management · Quantitative Finance 2012-11-27 Moawia Alghalith

In this paper, we establish a local representation theorem for generators of reflected backward stochastic differential equations (RBSDE), whose generators are continuous with linear growth. It generalizes some known representation theorems…

Probability · Mathematics 2017-02-01 Shiqiu Zheng , Shoumei Li

We consider an open quantum Fermi-system which consists of a single degenerate level with pairing interactions embedded into a superconducting bath. The time evolution of the reduced density matrix for the system is given by Linblad master…

Superconductivity · Physics 2015-05-28 Daniel S. Kosov , Tomaz Prosen , Bojan Zunkovic

In this article we establish a new formula for the difference of a test function of the solution of a stochastic differential equation and of the test function of an It\^o process. The introduced formula essentially generalizes both the…

Probability · Mathematics 2024-06-28 Anselm Hudde , Martin Hutzenthaler , Arnulf Jentzen , Sara Mazzonetto

A linear algebraic method named the shifted conjugate-orthogonal-conjugate-gradient method is introduced for large-scale electronic structure calculation. The method gives an iterative solver algorithm of the Green's function and the…

Materials Science · Physics 2007-05-23 R. Takayama , T. Hoshi , T. Sogabe , S. -L. Zhang , T. Fujiwara

The short-time and global behaviour are studied for an autonomous linear evolution equation, which is defined by a generator inducing a uniformly bounded holomorphic semigroup in a Hilbert space. A general necessary and sufficient condition…

Analysis of PDEs · Mathematics 2018-12-18 Jon Johnsen

We study the quantum open system evolution described by a Gorini-Kossakowski-Sudarshan-Lindblad generator with creation and annihilation operators arising in Fock representations of the $sl_2$ Lie algebra. We show that any initial density…

Mathematical Physics · Physics 2020-03-18 Ameur Dhahri , Franco Fagnola , Hyunjae Yoo
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