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A recent experiment yielding results in agreement with quantum theory and violating Bell inequalities was interpreted [Nature 526 (29 Octobert 2015) p. 682 and p. 649] as ruling out any local realistic theory of nature. But quantum theory…

量子物理 · 物理学 2015-12-07 Robert B. Griffiths

Motivated by the probabilistic methods for nonlinear differential equations introduced by McKean (1975) for the Kolmogorov-Petrovski-Piskunov (KPP) equation, and by Le Jan and Sznitman (1997) for the incompressible Navier-Stokes equations,…

概率论 · 数学 2022-10-04 Radu Dascaliuc , Tuan N. Pham , Enrique Thomann , Edward C. Waymire

Motivated by entropic optimal transport, time reversal of Markov jump processes in $\mathbb{R}^n$ is investigated. Relying on an abstract integration by parts formula for the carr\'e du champ of a Markov process recently obtained by…

概率论 · 数学 2022-09-05 Giovanni Conforti , Christian Léonard

A quantum random walk model is established on a one-dimensional periodic lattice that fluctuates between two possible states. This model is defined by Lindblad rate equations that incorporate the transition rates between the two lattice…

量子物理 · 物理学 2024-05-28 Luis Octavio Castaños-Cervantes , Jesús Casado-Pascual

We introduce a heterogeneous formulation of a contagious McKean-Vlasov system, whose inherent heterogeneity comes from asymmetric interactions with a natural and highly tractable structure. It is shown that this formulation characterises…

概率论 · 数学 2022-09-28 Zachary Feinstein , Andreas Sojmark

The Lieb-Robinson bound asserts the existence of a maximal propagation speed for the quantum dynamics of lattice spin systems. Such general bounds are not available for most bosonic lattice gases due to their unbounded local interactions.…

量子物理 · 物理学 2022-04-27 Jérémy Faupin , Marius Lemm , Israel Michael Sigal

Assuming Markovian time evolution of a quantum sensing system, we study the general characterization of the optimal sensitivity scalings with time, under most general quantum control protocols. We allow the estimated parameter to influence…

量子物理 · 物理学 2025-02-12 Arpan Das , Wojciech Gorecki , Rafal Demkowicz-Dobrzanski

We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…

概率论 · 数学 2024-09-04 Qinjing Qiu , Reiichiro Kawai

In this short paper, we connect the procedure of constructing a totally inaccessible stopping time for a given process using the well-known Cox construction, dependent on an independent exponential random variable; with naturally occurring…

概率论 · 数学 2023-10-12 Philip Protter , Andrés Riveros Valdevenito

The purpose of this paper is to study optimal control of conditional McKean-Vlasov (mean-field) stochastic differential equations with jumps (conditional McKean-Vlasov jump diffusions, for short). To this end, we first prove a stochastic…

概率论 · 数学 2023-01-10 Nacira Agram , Bernt Oksendal

In this paper, we develop a general law of large numbers and central limit theorem for cumulative reward processes associated with finite state Markov jump processes with non-stationary transition rates. Such models commonly arise in…

概率论 · 数学 2025-10-15 Monte Fischer , Peter W. Glynn

We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the…

Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…

偏微分方程分析 · 数学 2016-03-01 Benjamin J. Fehrman

Collective diffusion coefficient in a two-dimensional lattice gas on a nonhomogeneous substrate is investigated using variational approach. Particles reside at adsorption sites with different well depths potentials and jump randomly between…

统计力学 · 物理学 2009-11-13 F Krzyzewski , Magdalena A. Zaluska-Kotur

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

概率论 · 数学 2017-08-31 Xinwei Bai , Jasper Goseling

Modern methods of simulating molecular systems are based on the mathematical theory of Markov operators with a focus on autonomous equilibrated systems. However, non-autonomous physical systems or non-autonomous simulation processes are…

概率论 · 数学 2020-11-09 Alexander Sikorski , Marcus Weber , Christof Schütte

This paper is devoted to the study of propagation of chaos and mean-field limits for systems of indistinguable particles, undergoing collision processes. The prime examples we will consider are the many-particle jump processes of Kac and…

偏微分方程分析 · 数学 2012-07-24 Stéphane Mischler , Clément Mouhot

This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We establish the dynamic programming principle (DPP) via…

最优化与控制 · 数学 2026-05-21 Dunxiang Liang , Qingxin Meng

The staggered quantum walk is a type of discrete-time quantum walk model without a coin which can be generated on a graph using particular partitions of the graph nodes. We design Hamiltonians for potential realization of the staggered…

量子物理 · 物理学 2018-07-25 Jalil Khatibi Moqadam , Ali T. Rezakhani

We consider the context of molecular motors modelled by a diffusion process driven by the gradient of a weakly periodic potential that depends on an internal degree of freedom. The switch of the internal state, that can freely be…

概率论 · 数学 2024-02-02 Serena Della Corte , Richard C. Kraaij