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相关论文: Physical Reduced Stochastic Equations for Continuo…

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This paper considers estimating the parameters in a regime-switching stochastic differential equation(SDE) driven by Normal Inverse Gaussian(NIG) noise. The model under consideration incorporates a continuous-time finite state Markov chain…

统计计算 · 统计学 2024-12-10 Yuzhong Cheng , Hiroki Masuda

McKean-Vlasov SDEs describe systems where the dynamics depend on the law of the process. The corresponding Fokker-Planck equation is a nonlinear, nonlocal PDE for the corresponding measure flow. In the presence of common noise and…

概率论 · 数学 2025-07-24 Fabio Bugini , Peter K. Friz , Wilhelm Stannat

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

概率论 · 数学 2019-08-27 Christian Kuehn , Alexandra Neamtu

We show that an open fermionic system coupled to continuous environment with unitary system-environment evolution can be exactly mapped onto an auxiliary system consisting of the physical fermion system and a set of discrete fermionic modes…

介观与纳米尺度物理 · 物理学 2019-12-19 Feng Chen , Enrico Arrigoni , Michael Galperin

We study (backward) stochastic differential equations with noise coming from a finite state Markov chain. We show that, for the solutions of these equations to be `Markovian', in the sense that they are deterministic functions of the state…

概率论 · 数学 2011-11-28 Samuel N. Cohen , Lukasz Szpruch

The basic features of the dynamics of open quantum systems, such as the dissipation of energy, the decay of coherences, the relaxation to an equilibrium or non-equilibrium stationary state, and the transport of excitations in complex…

量子物理 · 物理学 2012-08-09 Heinz-Peter Breuer

We consider a controlled quantum system whose finite dimensional state is governed by a discrete-time nonlinear Markov process. In open-loop, the measurements are assumed to be quantum non-demolition (QND). The eigenstates of the measured…

最优化与控制 · 数学 2015-03-19 Hadis Amini , Abhinav Somaraju , Igor Dotsenko , Clement Sayrin , Mazyar Mirrahimi , Pierre Rouchon

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…

概率论 · 数学 2018-01-08 Serdar Yüksel

A quantum stochastic model for an open dynamical system (quantum receiver) and output multi-channel of observation with an additive nonvacuum quantum noise is given. A quantum stochastic Master equation for the corresponding instrument is…

量子物理 · 物理学 2015-06-26 V. P. Belavkin

In non-Markovian systems, the current state of the system depends on the full or partial history of its past evolution. Owing to these time correlations, non-Markovian noise violates common assumptions in gate characterization protocols…

量子物理 · 物理学 2025-02-21 Srilekha Gandhari , Michael J. Gullans

Non-Markovian quantum evolution of the electronic subsystem in a laser-driven molecule is characterized through the appearance of negative decoherence rates in the canonical form of the electronic master equation. For a driven molecular…

量子物理 · 物理学 2018-11-22 Mihaela Vatasescu

We review the most recent developments in the theory of open quantum systems focusing on situations in which the reservoir memory effects, due to long-lasting and non-negligible correlations between system and environment, play a crucial…

量子物理 · 物理学 2014-03-11 Pinja Haikka , Sabrina Maniscalco

Partial differential equations (PDEs) are crucial for modeling various physical phenomena such as heat transfer, fluid flow, and electromagnetic waves. In computer-aided engineering (CAE), the ability to handle fine resolutions and large…

量子物理 · 物理学 2025-01-31 Yuki Sato , Hiroyuki Tezuka , Ruho Kondo , Naoki Yamamoto

We analyze dynamical systems subjected to an additive noise and their deterministic limit. In this work, we will introduce a notion by which a stochastic system has something like a Markov partition for deterministic systems. For a chosen…

混沌动力学 · 物理学 2007-05-23 Erik Bollt , Pawel Gora , Andrzej Ostruszka , Karol Zyczkowski

Non-classical resources enable measurements to achieve a precision that exceeds the limits predicted by the central limit theorem. However, environmental noise arising from system-environment interactions severely limits the performance of…

量子物理 · 物理学 2025-01-06 Bakmou Lahcen , Ke Zeng , Yu Jiang , Kok Chuan Tan

Research on stochastic differential equations (SDE) involving both additive and multiplicative noise has been extensive. In situations where the primary process is driven by a multiplicative stochastic process, additive white noise…

统计理论 · 数学 2024-04-23 Marco Bianucci , Mauro Bologna , Riccardo Mannella

Quantum non-Markovianity modifies the environmental decoherence of a system. This situation is enriched in complex systems owing to interactions among subsystems. We consider the problem of distinguishing the multiple sources of…

量子物理 · 物理学 2021-03-03 Subhashish Banerjee , Javid Naikoo , R. Srikanth

For classical Markovian stochastic systems, past and future events become statistically independent when conditioned to a given state at the present time. Memory non-Markovian effects break this condition, inducing a non-vanishing…

量子物理 · 物理学 2018-12-14 Adrián A. Budini

We analyze some solvable models of a quantum mechanical system in interaction with a reservoir when the initial state is not factorized. We apply Nakajima-Zwanzig's projection method by choosing a reference state of the reservoir endowed…

量子物理 · 物理学 2008-03-01 K. Yuasa , S. Tasaki , P. Facchi , G. Kimura , H. Nakazato , I. Ohba , S. Pascazio

We investigate the entanglement dynamics of continuous-variable quantum channels in terms of an entangled squeezed state of two cavity fields in a general non-Markovian environment. Using the Feynman-Vernon influence functional theory in…

量子物理 · 物理学 2009-11-13 Jun-Hong An , Wei-Min Zhang