WorldWideScience

Sample records for quantum stochastic processes

  1. Stochastic processes and quantum theory

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1975-01-01

    The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)

  2. Quantum stochastics

    CERN Document Server

    Chang, Mou-Hsiung

    2015-01-01

    The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...

  3. Reversibility in Quantum Models of Stochastic Processes

    Science.gov (United States)

    Gier, David; Crutchfield, James; Mahoney, John; James, Ryan

    Natural phenomena such as time series of neural firing, orientation of layers in crystal stacking and successive measurements in spin-systems are inherently probabilistic. The provably minimal classical models of such stochastic processes are ɛ-machines, which consist of internal states, transition probabilities between states and output values. The topological properties of the ɛ-machine for a given process characterize the structure, memory and patterns of that process. However ɛ-machines are often not ideal because their statistical complexity (Cμ) is demonstrably greater than the excess entropy (E) of the processes they represent. Quantum models (q-machines) of the same processes can do better in that their statistical complexity (Cq) obeys the relation Cμ >= Cq >= E. q-machines can be constructed to consider longer lengths of strings, resulting in greater compression. With code-words of sufficiently long length, the statistical complexity becomes time-symmetric - a feature apparently novel to this quantum representation. This result has ramifications for compression of classical information in quantum computing and quantum communication technology.

  4. Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes

    Science.gov (United States)

    Williams Colin P.

    1999-01-01

    Stochastic processes are used as a modeling tool in several sub-fields of physics, biology, and finance. Analytic understanding of the long term behavior of such processes is only tractable for very simple types of stochastic processes such as Markovian processes. However, in real world applications more complex stochastic processes often arise. In physics, the complicating factor might be nonlinearities; in biology it might be memory effects; and in finance is might be the non-random intentional behavior of participants in a market. In the absence of analytic insight, one is forced to understand these more complex stochastic processes via numerical simulation techniques. In this paper we present a quantum algorithm for performing such simulations. In particular, we show how a quantum algorithm can predict arbitrary descriptive statistics (moments) of N-step stochastic processes in just O(square root of N) time. That is, the quantum complexity is the square root of the classical complexity for performing such simulations. This is a significant speedup in comparison to the current state of the art.

  5. QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION

    Directory of Open Access Journals (Sweden)

    A.E.Kobryn

    2003-01-01

    Full Text Available Dynamics of quantum systems which are stochastically perturbed by linear coupling to the reservoir can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin equation. In order to work it out one needs to define the quantum Brownian motion. As far as only its boson version has been known until recently, in the present paper we present the definition which makes it possible to consider the fermion Brownian motion as well.

  6. Counting statistics of non-markovian quantum stochastic processes

    DEFF Research Database (Denmark)

    Flindt, Christian; Novotny, T.; Braggio, A.

    2008-01-01

    We derive a general expression for the cumulant generating function (CGF) of non-Markovian quantum stochastic transport processes. The long-time limit of the CGF is determined by a single dominating pole of the resolvent of the memory kernel from which we extract the zero-frequency cumulants...

  7. Reconstruction theorem for a quantum stochastic process

    International Nuclear Information System (INIS)

    Belavkin, V.P.

    1985-01-01

    This paper gives a physically interpretable--in real time--definition of a QSP as families of representations of the observable algebra 'B' in a common (large) system by indicating a universal method of constructing such a system from casual correlation operators described by the axioms formulated in the paper. The authors encompass in a unified manner both nonrelativistic and relativistic covariant QSPs describing open quantum systems and fields in a causally ordered region accessible to observation. The principle of nondestruction by successive measurements of a QSP of a given quantum subsystem is also taken into account

  8. A measure theoretical approach to quantum stochastic processes

    Energy Technology Data Exchange (ETDEWEB)

    Waldenfels, Wilhelm von

    2014-04-01

    Authored by a leading researcher in the field. Self-contained presentation of the subject matter. Examines a number of worked examples in detail. This monograph takes as starting point that abstract quantum stochastic processes can be understood as a quantum field theory in one space and in one time coordinate. As a result it is appropriate to represent operators as power series of creation and annihilation operators in normal-ordered form, which can be achieved using classical measure theory. Considering in detail four basic examples (e.g. a two-level atom coupled to a heat bath of oscillators), in each case the Hamiltonian of the associated one-parameter strongly continuous group is determined and the spectral decomposition is explicitly calculated in the form of generalized eigen-vectors. Advanced topics include the theory of the Hudson-Parthasarathy equation and the amplified oscillator problem. To that end, a chapter on white noise calculus has also been included.

  9. A measure theoretical approach to quantum stochastic processes

    CERN Document Server

    Von Waldenfels, Wilhelm

    2014-01-01

    This monograph takes as starting point that abstract quantum stochastic processes can be understood as a quantum field theory in one space and in one time coordinate. As a result it is appropriate to represent operators as power series of creation and annihilation operators in normal-ordered form, which can be achieved using classical measure theory. Considering in detail four basic examples (e.g. a two-level atom coupled to a heat bath of oscillators), in each case the Hamiltonian of the associated one-parameter strongly continuous group is determined and the spectral decomposition is explicitly calculated in the form of generalized eigen-vectors. Advanced topics include the theory of the Hudson-Parthasarathy equation and the amplified oscillator problem. To that end, a chapter on white noise calculus has also been included.

  10. Time Series, Stochastic Processes and Completeness of Quantum Theory

    International Nuclear Information System (INIS)

    Kupczynski, Marian

    2011-01-01

    Most of physical experiments are usually described as repeated measurements of some random variables. Experimental data registered by on-line computers form time series of outcomes. The frequencies of different outcomes are compared with the probabilities provided by the algorithms of quantum theory (QT). In spite of statistical predictions of QT a claim was made that it provided the most complete description of the data and of the underlying physical phenomena. This claim could be easily rejected if some fine structures, averaged out in the standard descriptive statistical analysis, were found in time series of experimental data. To search for these structures one has to use more subtle statistical tools which were developed to study time series produced by various stochastic processes. In this talk we review some of these tools. As an example we show how the standard descriptive statistical analysis of the data is unable to reveal a fine structure in a simulated sample of AR (2) stochastic process. We emphasize once again that the violation of Bell inequalities gives no information on the completeness or the non locality of QT. The appropriate way to test the completeness of quantum theory is to search for fine structures in time series of the experimental data by means of the purity tests or by studying the autocorrelation and partial autocorrelation functions.

  11. Description of quantum-mechanical motion by using the formalism of non-Markov stochastic process

    International Nuclear Information System (INIS)

    Skorobogatov, G.A.; Svertilov, S.I.

    1999-01-01

    The principle possibilities of mathematical modeling of quantum mechanical motion by the theory of a real stochastic processes is considered. The set of equations corresponding to the simplest case of a two-level system undergoing transitions under the influence of electromagnetic field are obtained. It is shown that quantum-mechanical processes are purely discrete processes of non-Markovian type. They are continuous processes in the space of probability amplitudes and posses the properties of quantum Markovity. The formulation of quantum mechanics in terms of the theory of stochastic processes is necessary for its generalization on small space-time intervals [ru

  12. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

    Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine

  13. Stochastic theories of quantum mechanics

    International Nuclear Information System (INIS)

    De la Pena, L.; Cetto, A.M.

    1991-01-01

    The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)

  14. Quantum learning of classical stochastic processes: The completely positive realization problem

    Science.gov (United States)

    Monràs, Alex; Winter, Andreas

    2016-01-01

    Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651-664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine

  15. Quantum learning of classical stochastic processes: The completely positive realization problem

    Energy Technology Data Exchange (ETDEWEB)

    Monràs, Alex [Física Teòrica: Informació i Fenòmens Quàntics, Universitat Autònoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Centre for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543 (Singapore); Winter, Andreas [Física Teòrica: Informació i Fenòmens Quàntics, Universitat Autònoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Centre for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543 (Singapore); ICREA—Institució Catalana de Recerca i Estudis Avançats, Pg. Lluis Companys, 23, 08010 Barcelona (Spain)

    2016-01-15

    Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651–664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine

  16. Quantum learning of classical stochastic processes: The completely positive realization problem

    International Nuclear Information System (INIS)

    Monràs, Alex; Winter, Andreas

    2016-01-01

    Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651–664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine

  17. Quantum stochastic calculus associated with quadratic quantum noises

    International Nuclear Information System (INIS)

    Ji, Un Cig; Sinha, Kalyan B.

    2016-01-01

    We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus

  18. Quantum stochastic calculus associated with quadratic quantum noises

    Energy Technology Data Exchange (ETDEWEB)

    Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr [Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju, Chungbuk 28644 (Korea, Republic of); Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in [Jawaharlal Nehru Centre for Advanced Scientific Research, Jakkur, Bangalore-64, India and Department of Mathematics, Indian Institute of Science, Bangalore-12 (India)

    2016-02-15

    We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus.

  19. Superior memory efficiency of quantum devices for the simulation of continuous-time stochastic processes

    Science.gov (United States)

    Elliott, Thomas J.; Gu, Mile

    2018-03-01

    Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of information about past behaviour, even for relatively simple models, enforcing limits on precision due to the finite memory of the machine. However, quantum machines can require less information about the past than even their optimal classical counterparts to simulate the future of discrete-time processes, and we demonstrate that this advantage extends to the continuous-time regime. Moreover, we show that this reduction in the memory requirement can be unboundedly large, allowing for arbitrary precision even with a finite quantum memory. We provide a systematic method for finding superior quantum constructions, and a protocol for analogue simulation of continuous-time renewal processes with a quantum machine.

  20. Stochastic mechanics and quantum theory

    International Nuclear Information System (INIS)

    Goldstein, S.

    1987-01-01

    Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit

  1. Stochastic processes

    CERN Document Server

    Borodin, Andrei N

    2017-01-01

    This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.

  2. Stochastic quantum gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1987-01-01

    We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)

  3. Quantum noise and stochastic reduction

    International Nuclear Information System (INIS)

    Brody, Dorje C; Hughston, Lane P

    2006-01-01

    In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic component, while respecting the conservation law. According to the dynamics thus obtained, referred to as the energy-based stochastic Schroedinger equation, an arbitrary initial state collapses spontaneously to one of the energy eigenstates, thus describing the phenomenon of quantum state reduction. In this paper, two such models are investigated: one that achieves state reduction in infinite time and the other in finite time. The properties of the associated energy expectation process and the energy variance process are worked out in detail. By use of a novel application of a nonlinear filtering method, closed-form solutions-algebraic in character and involving no integration-are obtained of both these models. In each case, the solution is expressed in terms of a random variable representing the terminal energy of the system and an independent noise process. With these solutions at hand it is possible to simulate explicitly the dynamics of the quantum states of complicated physical systems

  4. Deterministic flows of order-parameters in stochastic processes of quantum Monte Carlo method

    International Nuclear Information System (INIS)

    Inoue, Jun-ichi

    2010-01-01

    In terms of the stochastic process of quantum-mechanical version of Markov chain Monte Carlo method (the MCMC), we analytically derive macroscopically deterministic flow equations of order parameters such as spontaneous magnetization in infinite-range (d(= ∞)-dimensional) quantum spin systems. By means of the Trotter decomposition, we consider the transition probability of Glauber-type dynamics of microscopic states for the corresponding (d + 1)-dimensional classical system. Under the static approximation, differential equations with respect to macroscopic order parameters are explicitly obtained from the master equation that describes the microscopic-law. In the steady state, we show that the equations are identical to the saddle point equations for the equilibrium state of the same system. The equation for the dynamical Ising model is recovered in the classical limit. We also check the validity of the static approximation by making use of computer simulations for finite size systems and discuss several possible extensions of our approach to disordered spin systems for statistical-mechanical informatics. Especially, we shall use our procedure to evaluate the decoding process of Bayesian image restoration. With the assistance of the concept of dynamical replica theory (the DRT), we derive the zero-temperature flow equation of image restoration measure showing some 'non-monotonic' behaviour in its time evolution.

  5. Quantum simulation of a quantum stochastic walk

    Science.gov (United States)

    Govia, Luke C. G.; Taketani, Bruno G.; Schuhmacher, Peter K.; Wilhelm, Frank K.

    2017-03-01

    The study of quantum walks has been shown to have a wide range of applications in areas such as artificial intelligence, the study of biological processes, and quantum transport. The quantum stochastic walk (QSW), which allows for incoherent movement of the walker, and therefore, directionality, is a generalization on the fully coherent quantum walk. While a QSW can always be described in Lindblad formalism, this does not mean that it can be microscopically derived in the standard weak-coupling limit under the Born-Markov approximation. This restricts the class of QSWs that can be experimentally realized in a simple manner. To circumvent this restriction, we introduce a technique to simulate open system evolution on a fully coherent quantum computer, using a quantum trajectories style approach. We apply this technique to a broad class of QSWs, and show that they can be simulated with minimal experimental resources. Our work opens the path towards the experimental realization of QSWs on large graphs with existing quantum technologies.

  6. Stochastic methods in quantum mechanics

    CERN Document Server

    Gudder, Stanley P

    2005-01-01

    Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun

  7. Stochastic quantum mechanics and quantum spacetime

    International Nuclear Information System (INIS)

    Prugovecki, E.

    1984-01-01

    This monograph's principal intent is to provide a systematic and self-contained introduction to an alternative unification of relativity with quantum theory based on stochastic phase spaces and stochastic geometries, and presented at a level accessible to graduate students in theoretical and mathematical physics as well as to professional physicists and mathematicians. The proposed framework for unification embraces classical as well as quantum theories by implementing an epistemic idea first put forth by M. Born, namely that all physical theories should be formulated in terms of stochastic rather than deterministic values for measurable quantities. The framework gives rise to a whole range of yet unresearched problems, whose solutions are bound to shed some light on the relationship between relativity and quantum theories of the most fundamental physical and mathematical levels. (Auth.)

  8. Nonlocal quantum field theory and stochastic quantum mechanics

    International Nuclear Information System (INIS)

    Namsrai, K.

    1986-01-01

    This volume presents a systematic development of the implications to both quantum mechanics and quantum field theory of the hypothesis of a stochastic structure of space-time. Some applications to elementary particle physics are also considered. Part 1 is concerned with nonlocal quantum field theory and, among other topics, deals with quantized fields, electromagnetic and weak processes, the Schroedinger equation, and functional methods and their applications. Part 2 presents an introduction to stochastic mechanics and many specific problems of interest are discussed. (Auth.)

  9. On the physical realizability of quantum stochastic walks

    Science.gov (United States)

    Taketani, Bruno; Govia, Luke; Schuhmacher, Peter; Wilhelm, Frank

    Quantum walks are a promising framework that can be used to both understand and implement quantum information processing tasks. The recently developed quantum stochastic walk combines the concepts of a quantum walk and a classical random walk through open system evolution of a quantum system, and have been shown to have applications in as far reaching fields as artificial intelligence. However, nature puts significant constraints on the kind of open system evolutions that can be realized in a physical experiment. In this work, we discuss the restrictions on the allowed open system evolution, and the physical assumptions underpinning them. We then introduce a way to circumvent some of these restrictions, and simulate a more general quantum stochastic walk on a quantum computer, using a technique we call quantum trajectories on a quantum computer. We finally describe a circuit QED approach to implement discrete time quantum stochastic walks.

  10. Stochastic incompleteness of quantum mechanics

    International Nuclear Information System (INIS)

    Suppes, P.; Zanotti, M.

    1976-01-01

    This article brings out in as conceptually clear terms as possible what seems to be a major incompleteness in the probability theory of particles offered by classical quantum mechanics. The exact nature of this incompleteness is illustrated by consideration of some simple quantum-mechanical examples. In addition, these examples are contrasted with the fundamental assumptions of Brownian motion in classical physics on the one hand, and with a controversey of a deecade ago in mathematical physchology. The central claim is that clasical quantum mechanics is radically incomplete in its probabilistic account of the motion of particles. In the last part of the article the time-dependent joint distribution of position and momentum of the linear harmonic oscillator is derived, and it is shown how the apparently physically paradoxical statistical independence of position and momentum has a natural explanation. The explanation is given within the framework of the non-quantum-mechanical stochastic theory constructed for such oscillators. (Auth.)

  11. On Lipschitzian quantum stochastic differential inclusions

    International Nuclear Information System (INIS)

    Ekhaguere, G.O.S.

    1990-12-01

    Quantum stochastic differential inclusions are introduced and studied within the framework of the Hudson-Parthasarathy formulation of quantum stochastic calculus. Results concerning the existence of solutions of a Lipschitzian quantum stochastic differential inclusion and the relationship between the solutions of such an inclusion and those of its convexification are presented. These generalize the Filippov existence theorem and the Filippov-Wazewski Relaxation Theorem for classical differential inclusions to the present noncommutative setting. (author). 9 refs

  12. Stochastic processes inference theory

    CERN Document Server

    Rao, Malempati M

    2014-01-01

    This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.

  13. Minimum uncertainty and squeezing in diffusion processes and stochastic quantization

    Science.gov (United States)

    Demartino, S.; Desiena, S.; Illuminati, Fabrizo; Vitiello, Giuseppe

    1994-01-01

    We show that uncertainty relations, as well as minimum uncertainty coherent and squeezed states, are structural properties for diffusion processes. Through Nelson stochastic quantization we derive the stochastic image of the quantum mechanical coherent and squeezed states.

  14. Composite stochastic processes

    NARCIS (Netherlands)

    Kampen, N.G. van

    Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This

  15. Research in Stochastic Processes.

    Science.gov (United States)

    1982-10-31

    Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication

  16. A stochastic model for quantum measurement

    International Nuclear Information System (INIS)

    Budiyono, Agung

    2013-01-01

    We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic process with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary action. We apply the statistical model to stochastically modify a classical mechanical model for the measurement of physical quantities reproducing the prediction of quantum mechanics. The system+apparatus always has a definite configuration at all times, as in classical mechanics, fluctuating randomly following a continuous trajectory. On the other hand, the wavefunction and quantum mechanical Hermitian operator corresponding to the physical quantity arise formally as artificial mathematical constructs. During a single measurement, the wavefunction of the whole system+apparatus evolves according to a Schrödinger equation and the configuration of the apparatus acts as the pointer of the measurement so that there is no wavefunction collapse. We will also show that while the outcome of each single measurement event does not reveal the actual value of the physical quantity prior to measurement, its average in an ensemble of identical measurements is equal to the average of the actual value of the physical quantity prior to measurement over the distribution of the configuration of the system. (paper)

  17. Essentials of stochastic processes

    CERN Document Server

    Durrett, Richard

    2016-01-01

    Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...

  18. Double stochastic matrices in quantum mechanics

    International Nuclear Information System (INIS)

    Louck, J.D.

    1997-01-01

    The general set of doubly stochastic matrices of order n corresponding to ordinary nonrelativistic quantum mechanical transition probability matrices is given. Lande's discussion of the nonquantal origin of such matrices is noted. Several concrete examples are presented for elementary and composite angular momentum systems with the focus on the unitary symmetry associated with such systems in the spirit of the recent work of Bohr and Ulfbeck. Birkhoff's theorem on doubly stochastic matrices of order n is reformulated in a geometrical language suitable for application to the subset of quantum mechanical doubly stochastic matrices. Specifically, it is shown that the set of points on the unit sphere in cartesian n'-space is subjective with the set of doubly stochastic matrices of order n. The question is raised, but not answered, as to what is the subset of points of this unit sphere that correspond to the quantum mechanical transition probability matrices, and what is the symmetry group of this subset of matrices

  19. Stochastic conditional intensity processes

    DEFF Research Database (Denmark)

    Bauwens, Luc; Hautsch, Nikolaus

    2006-01-01

    model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...

  20. Stochastic theory for classical and quantum mechanical systems

    International Nuclear Information System (INIS)

    Pena, L. de la; Cetto, A.M.

    1975-01-01

    From first principles a theory of stochastic processes in configuration space is formulated. The fundamental equations of the theory are an equation of motion which generalizes Newton's second law and an equation which expresses the condition of conservation of matter. Two types of stochastic motion are possible, both described by the same general equations, but leading in one case to classical Brownian motion behavior and in the other to quantum mechanical behavior. The Schroedinger equation, which is derived with no further assumption, is thus shown to describe a specific stochastic process. It is explicitly shown that only in the quantum mechanical process does the superposition of probability amplitudes give rise to interference phenomena; moreover, the presence of dissipative forces in the Brownian motion equations invalidates the superposition principle. At no point are any special assumptions made concerning the physical nature of the underlying stochastic medium, although some suggestions are discussed in the last section

  1. Stochastic processes in cell biology

    CERN Document Server

    Bressloff, Paul C

    2014-01-01

    This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.  A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods.   This text is primarily...

  2. Quantum independent increment processes

    CERN Document Server

    Franz, Uwe

    2005-01-01

    This volume is the first of two volumes containing the revised and completed notes lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This school was held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald during the period March 9 – 22, 2003, and supported by the Volkswagen Foundation. The school gave an introduction to current research on quantum independent increment processes aimed at graduate students and non-specialists working in classical and quantum probability, operator algebras, and mathematical physics. The present first volume contains the following lectures: "Lévy Processes in Euclidean Spaces and Groups" by David Applebaum, "Locally Compact Quantum Groups" by Johan Kustermans, "Quantum Stochastic Analysis" by J. Martin Lindsay, and "Dilations, Cocycles and Product Systems" by B.V. Rajarama Bhat.

  3. Stochastic inflation: Quantum phase-space approach

    International Nuclear Information System (INIS)

    Habib, S.

    1992-01-01

    In this paper a quantum-mechanical phase-space picture is constructed for coarse-grained free quantum fields in an inflationary universe. The appropriate stochastic quantum Liouville equation is derived. Explicit solutions for the phase-space quantum distribution function are found for the cases of power-law and exponential expansions. The expectation values of dynamical variables with respect to these solutions are compared to the corresponding cutoff regularized field-theoretic results (we do not restrict ourselves only to left-angle Φ 2 right-angle). Fair agreement is found provided the coarse-graining scale is kept within certain limits. By focusing on the full phase-space distribution function rather than a reduced distribution it is shown that the thermodynamic interpretation of the stochastic formalism faces several difficulties (e.g., there is no fluctuation-dissipation theorem). The coarse graining does not guarantee an automatic classical limit as quantum correlations turn out to be crucial in order to get results consistent with standard quantum field theory. Therefore, the method does not by itself constitute an explanation of the quantum to classical transition in the early Universe. In particular, we argue that the stochastic equations do not lead to decoherence

  4. Provably unbounded memory advantage in stochastic simulation using quantum mechanics

    Science.gov (United States)

    Garner, Andrew J. P.; Liu, Qing; Thompson, Jayne; Vedral, Vlatko; Gu, mile

    2017-10-01

    Simulating the stochastic evolution of real quantities on a digital computer requires a trade-off between the precision to which these quantities are approximated, and the memory required to store them. The statistical accuracy of the simulation is thus generally limited by the internal memory available to the simulator. Here, using tools from computational mechanics, we show that quantum processors with a fixed finite memory can simulate stochastic processes of real variables to arbitrarily high precision. This demonstrates a provable, unbounded memory advantage that a quantum simulator can exhibit over its best possible classical counterpart.

  5. Provably unbounded memory advantage in stochastic simulation using quantum mechanics

    International Nuclear Information System (INIS)

    Garner, Andrew J P; Thompson, Jayne; Vedral, Vlatko; Gu, Mile; Liu, Qing

    2017-01-01

    Simulating the stochastic evolution of real quantities on a digital computer requires a trade-off between the precision to which these quantities are approximated, and the memory required to store them. The statistical accuracy of the simulation is thus generally limited by the internal memory available to the simulator. Here, using tools from computational mechanics, we show that quantum processors with a fixed finite memory can simulate stochastic processes of real variables to arbitrarily high precision. This demonstrates a provable, unbounded memory advantage that a quantum simulator can exhibit over its best possible classical counterpart. (paper)

  6. Stochastic space-time and quantum theory

    International Nuclear Information System (INIS)

    Frederick, C.

    1976-01-01

    Much of quantum mechanics may be derived if one adopts a very strong form of Mach's principle such that in the absence of mass, space-time becomes not flat, but stochastic. This is manifested in the metric tensor which is considered to be a collection of stochastic variables. The stochastic-metric assumption is sufficient to generate the spread of the wave packet in empty space. If one further notes that all observations of dynamical variables in the laboratory frame are contravariant components of tensors, and if one assumes that a Lagrangian can be constructed, then one can obtain an explanation of conjugate variables and also a derivation of the uncertainty principle. Finally the superposition of stochastic metrics and the identification of root -g in the four-dimensional invariant volume element root -g dV as the indicator of relative probability yields the phenomenon of interference as will be described for the two-slit experiment

  7. Geometro-stochastic locality in quantum spacetime and quantum diffusions

    International Nuclear Information System (INIS)

    Prugovecki, E.

    1991-01-01

    The issue of the intrinsic nonlocality of quantum mechanics raised by J.S. Bell is examined from the point of view of the recently developed method of geometro-stochastic quantization and its applications to general relativistic quantum theory. This analysis reveals that a distinction should be made between the topological concept of locality used in formulating relativistic causality and a type of geometric locality based on the concept of fiber bundle, which can be used in extending the strong equivalence principle to the quantum domain. Both play an essential role in formulating a notion of geometro-stochastic propagation based on quantum diffusions, which throws new light on the EPR paradox, on the origin of the arrow of time, and on other fundamental issues in quantum cosmology and the theory of measurement

  8. Stochastic wave-function simulation of irreversible emission processes for open quantum systems in a non-Markovian environment

    Science.gov (United States)

    Polyakov, Evgeny A.; Rubtsov, Alexey N.

    2018-02-01

    When conducting the numerical simulation of quantum transport, the main obstacle is a rapid growth of the dimension of entangled Hilbert subspace. The Quantum Monte Carlo simulation techniques, while being capable of treating the problems of high dimension, are hindered by the so-called "sign problem". In the quantum transport, we have fundamental asymmetry between the processes of emission and absorption of environment excitations: the emitted excitations are rapidly and irreversibly scattered away. Whereas only a small part of these excitations is absorbed back by the open subsystem, thus exercising the non-Markovian self-action of the subsystem onto itself. We were able to devise a method for the exact simulation of the dominant quantum emission processes, while taking into account the small backaction effects in an approximate self-consistent way. Such an approach allows us to efficiently conduct simulations of real-time dynamics of small quantum subsystems immersed in non-Markovian bath for large times, reaching the quasistationary regime. As an example we calculate the spatial quench dynamics of Kondo cloud for a bozonized Kodno impurity model.

  9. Simulation of quantum dynamics based on the quantum stochastic differential equation.

    Science.gov (United States)

    Li, Ming

    2013-01-01

    The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

  10. Quantum stochastic walks on networks for decision-making.

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-31

    Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce's response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process' degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

  11. Stochastic quantum mechanics and quantum spacetime

    International Nuclear Information System (INIS)

    Prugovecki, E.

    1984-01-01

    This monograph deals in part with the physical, mathematical and epistemological reasons behind the failure of past theoretical frameworks, including conventional relativistic quantum mechanics, to bring about a conssistent unification of relativity with quantum theory. The assessment of the past record is set in an historical perspective by citing from original sources, some of which might be partly forgotten or are not that well known, but forcefully illustrate the motivations and goals of the foudners of relativity and quantum theory as they set about developing their respetive disciplines. The proposed framework for unification, which constitutes the bulk of this book, embraces classical as well as quantum theories by implementing an epsitemic idea first put forth by M. Born, namely that all deterministic values for measurable quantitites. The framework gives rise to a whole range of yet unresearched problems, whose solutions are bound to shed some light on the relationship between relativity and quantum theories of the most fundamental physical and mathematical leves. (author). refs.; figs.; tabs

  12. Quantum stochastic walks on networks for decision-making

    Science.gov (United States)

    Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

    2016-03-01

    Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

  13. Quantum Ito's formula and stochastic evolutions

    International Nuclear Information System (INIS)

    Hudson, R.L.; Parthasarathy, K.R.

    1984-01-01

    Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case. (orig.)

  14. An introduction to probability and stochastic processes

    CERN Document Server

    Melsa, James L

    2013-01-01

    Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.

  15. Generated dynamics of Markov and quantum processes

    CERN Document Server

    Janßen, Martin

    2016-01-01

    This book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by one-step unitary operators, while Markov processes are irreversible stochastic processes generated by one-step stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state. Quantum processes apply to systems where all variables, that control reversibility, are taken as relevant variables, while Markov processes emerge when some of those variables cannot be followed and are thus irrelevant for the dynamic description. Their absence renders the dynamic irreversible. A further aim is to demonstrate that almost any subdiscipline of theoretical physics can conceptually be put in...

  16. Quantum stochastic calculus and representations of Lie superalgebras

    CERN Document Server

    Eyre, Timothy M W

    1998-01-01

    This book describes the representations of Lie superalgebras that are yielded by a graded version of Hudson-Parthasarathy quantum stochastic calculus. Quantum stochastic calculus and grading theory are given concise introductions, extending readership to mathematicians and physicists with a basic knowledge of algebra and infinite-dimensional Hilbert spaces. The develpment of an explicit formula for the chaotic expansion of a polynomial of quantum stochastic integrals is particularly interesting. The book aims to provide a self-contained exposition of what is known about Z_2-graded quantum stochastic calculus and to provide a framework for future research into this new and fertile area.

  17. Quantum mechanics and stochastic mechanics for compatible observables at different times

    International Nuclear Information System (INIS)

    Correggi, M.; Morchio, G.

    2002-01-01

    Bohm mechanics and Nelson stochastic mechanics are confronted with quantum mechanics in the presence of noninteracting subsystems. In both cases, it is shown that correlations at different times of compatible position observables on stationary states agree with quantum mechanics only in the case of product wave functions. By appropriate Bell-like inequalities it is shown that no classical theory, in particular no stochastic process, can reproduce the quantum mechanical correlations of position variables of noninteracting systems at different times

  18. Applied probability and stochastic processes

    CERN Document Server

    Sumita, Ushio

    1999-01-01

    Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...

  19. Stochastic behavior in quantum scattering

    Energy Technology Data Exchange (ETDEWEB)

    Gutzwiller, M C [IBM Watson Research Center, Yorktown Heights, NY (USA)

    1983-05-01

    A 2-dimensional smooth orientable, but not compact space of constant negative curvature with the topology of a torus is investigated. It contains an open end, i.e. an exceptional point at infinite distance, through which a particle or a wave can enter or leave, as in the exponential horn of certain antennas or loud-speakers. In the Poincare model of hyperbolic geometry the solutions of Schroedinger's equation for the reflection of a particle which enters through the horn are easily constructed. The scattering phase shift as a function of the momentum is essentially given by the phase angle of Riemann's zeta function on the imaginary axis, at a distance of 1/2 from the famous critical line. This phase shift shows all the features of chaos, namely the ability to mimick any given smooth function, and great difficulty in its effective numerical computation. A plot shows the close connection with the zeros of Riemann's zeta function for low values of the momentum (quantum regime) which gets lost only at exceedingly large momenta (classical regime). Some generalizations of this approach to chaos are mentioned.

  20. Quantum stochastic calculus in Fock space: A review

    International Nuclear Information System (INIS)

    Hudson, R.L.

    1986-01-01

    This paper presents a survey of the recently developed theory of quantum stochastic calculus in Boson Fock space, together with its applications. The work focuses on a non-commutative generalization of the classical Ito stochastic calculus of Brownian motion, which exploits to the full the Wiener-Segal duality transformation identifying the L 2 space of Wiener measure with a Boson Fock space. This Fock space emerges as the natural home of not only Brownian motion but also classical Poisson processes, and even of Fermionic processes of the type developed by Barnett et al. The principle physical application of the theory to the construction and characterization of unitary dilations of quantum dynamical semigroups is also described

  1. Quantum mechanics, stochasticity and space-time

    International Nuclear Information System (INIS)

    Ramanathan, R.

    1986-04-01

    An extended and more rigorous version of a recent proposal for an objective stochastic formulation of quantum mechanics along with its extension to the relativistic case without spin is presented. The relativistic Klein-Gordon equation is shown to be a particular form of the relativistic Kolmogorov-Fokker-Planck equation which is derived from a covariant formulation of the Chapman-Kolmogorov condition. Complexification of probability amplitudes is again achieved only through a conformal rotation of Minkowski space-time M 4 . (author)

  2. Probability, Statistics, and Stochastic Processes

    CERN Document Server

    Olofsson, Peter

    2011-01-01

    A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d

  3. Stochastic dark energy from inflationary quantum fluctuations

    Science.gov (United States)

    Glavan, Dražen; Prokopec, Tomislav; Starobinsky, Alexei A.

    2018-05-01

    We study the quantum backreaction from inflationary fluctuations of a very light, non-minimally coupled spectator scalar and show that it is a viable candidate for dark energy. The problem is solved by suitably adapting the formalism of stochastic inflation. This allows us to self-consistently account for the backreaction on the background expansion rate of the Universe where its effects are large. This framework is equivalent to that of semiclassical gravity in which matter vacuum fluctuations are included at the one loop level, but purely quantum gravitational fluctuations are neglected. Our results show that dark energy in our model can be characterized by a distinct effective equation of state parameter (as a function of redshift) which allows for testing of the model at the level of the background.

  4. Trapped modes in linear quantum stochastic networks with delays

    Energy Technology Data Exchange (ETDEWEB)

    Tabak, Gil [Stanford University, Department of Applied Physics, Stanford, CA (United States); Mabuchi, Hideo

    2016-12-15

    Networks of open quantum systems with feedback have become an active area of research for applications such as quantum control, quantum communication and coherent information processing. A canonical formalism for the interconnection of open quantum systems using quantum stochastic differential equations (QSDEs) has been developed by Gough, James and co-workers and has been used to develop practical modeling approaches for complex quantum optical, microwave and optomechanical circuits/networks. In this paper we fill a significant gap in existing methodology by showing how trapped modes resulting from feedback via coupled channels with finite propagation delays can be identified systematically in a given passive linear network. Our method is based on the Blaschke-Potapov multiplicative factorization theorem for inner matrix-valued functions, which has been applied in the past to analog electronic networks. Our results provide a basis for extending the Quantum Hardware Description Language (QHDL) framework for automated quantum network model construction (Tezak et al. in Philos. Trans. R. Soc. A, Math. Phys. Eng. Sci. 370(1979):5270-5290, 2012) to efficiently treat scenarios in which each interconnection of components has an associated signal propagation time delay. (orig.)

  5. Davidson's generalization of the Fenyes-Nelson stochastic model of quantum mechanics

    International Nuclear Information System (INIS)

    Shucker, D.S.

    1980-01-01

    Davidson's generalization of the Fenyes-Nelson stochastic model of quantum mechanics is discussed. It is shown that this author's previous results concerning the Fenyes-Nelson process extend to the more general theory of Davidson. (orig.)

  6. The dynamics of stochastic processes

    DEFF Research Database (Denmark)

    Basse-O'Connor, Andreas

    In the present thesis the dynamics of stochastic processes is studied with a special attention to the semimartingale property. This is mainly motivated by the fact that semimartingales provide the class of the processes for which it is possible to define a reasonable stochastic calculus due...... to the Bichteler-Dellacherie Theorem. The semimartingale property of Gaussian processes is characterized in terms of their covariance function, spectral measure and spectral representation. In addition, representation and expansion of filtration results are provided as well. Special attention is given to moving...... average processes, and when the driving process is a Lévy or a chaos process the semimartingale property is characterized in the filtration spanned by the driving process and in the natural filtration when the latter is a Brownian motion. To obtain some of the above results an integrability of seminorm...

  7. Distance covariance for stochastic processes

    DEFF Research Database (Denmark)

    Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady

    2017-01-01

    The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...

  8. Fourier analysis and stochastic processes

    CERN Document Server

    Brémaud, Pierre

    2014-01-01

    This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). A careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spa...

  9. Introduction to stochastic processes

    CERN Document Server

    Cinlar, Erhan

    2013-01-01

    Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums of independent random variables, Markov chains, renewal theory, more. 1975 edition.

  10. Stabilizing simulations of complex stochastic representations for quantum dynamical systems

    Energy Technology Data Exchange (ETDEWEB)

    Perret, C; Petersen, W P, E-mail: wpp@math.ethz.ch [Seminar for Applied Mathematics, ETH, Zurich (Switzerland)

    2011-03-04

    Path integral representations of quantum dynamics can often be formulated as stochastic differential equations (SDEs). In a series of papers, Corney and Drummond (2004 Phys. Rev. Lett. 93 260401), Deuar and Drummond (2001 Comput. Phys. Commun. 142 442-5), Drummond and Gardnier (1980 J. Phys. A: Math. Gen. 13 2353-68), Gardiner and Zoller (2004 Quantum Noise: A Handbook of Markovian and Non-Markovian Quantum Stochastic Methods with Applications to Quantum Optics (Springer Series in Synergetics) 3rd edn (Berlin: Springer)) and Gilchrist et al (1997 Phys. Rev. A 55 3014-32) and their collaborators have derived SDEs from coherent states representations for density matrices. Computationally, these SDEs are attractive because they seem simple to simulate. They can be quite unstable, however. In this paper, we consider some of the instabilities and propose a few remedies. Particularly, because the variances of the simulated paths typically grow exponentially, the processes become de-localized in relatively short times. Hence, the issues of boundary conditions and stable integration methods become important. We use the Bose-Einstein Hamiltonian as an example. Our results reveal that it is possible to significantly extend integration times and show the periodic structure of certain functionals.

  11. Dynamical and hamiltonian dilations of stochastic processes

    International Nuclear Information System (INIS)

    Baumgartner, B.; Gruemm, H.-R.

    1982-01-01

    This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)

  12. Quantum fields and processes a combinatorial approach

    CERN Document Server

    Gough, John

    2018-01-01

    Wick ordering of creation and annihilation operators is of fundamental importance for computing averages and correlations in quantum field theory and, by extension, in the Hudson-Parthasarathy theory of quantum stochastic processes, quantum mechanics, stochastic processes, and probability. This book develops the unified combinatorial framework behind these examples, starting with the simplest mathematically, and working up to the Fock space setting for quantum fields. Emphasizing ideas from combinatorics such as the role of lattice of partitions for multiple stochastic integrals by Wallstrom-Rota and combinatorial species by Joyal, it presents insights coming from quantum probability. It also introduces a 'field calculus' which acts as a succinct alternative to standard Feynman diagrams and formulates quantum field theory (cumulant moments, Dyson-Schwinger equation, tree expansions, 1-particle irreducibility) in this language. Featuring many worked examples, the book is aimed at mathematical physicists, quant...

  13. Quantum fields and processes a combinatorial approach

    CERN Document Server

    Gough, John

    2018-01-01

    Wick ordering of creation and annihilation operators is of fundamental importance for computing averages and correlations in quantum field theory and, by extension, in the Hudson–Parthasarathy theory of quantum stochastic processes, quantum mechanics, stochastic processes, and probability. This book develops the unified combinatorial framework behind these examples, starting with the simplest mathematically, and working up to the Fock space setting for quantum fields. Emphasizing ideas from combinatorics such as the role of lattice of partitions for multiple stochastic integrals by Wallstrom–Rota and combinatorial species by Joyal, it presents insights coming from quantum probability. It also introduces a 'field calculus' which acts as a succinct alternative to standard Feynman diagrams and formulates quantum field theory (cumulant moments, Dyson–Schwinger equation, tree expansions, 1-particle irreducibility) in this language. Featuring many worked examples, the book is aimed at mathematical physicists,...

  14. Stochastic quantum gravity-(2+1)-dimensional case

    International Nuclear Information System (INIS)

    Hosoya, Akio

    1991-01-01

    At first the amazing coincidences are pointed out in quantum field theory in curved space-time and quantum gravity, when they exhibit stochasticity. To explore the origin of them, the (2+1)-dimensional quantum gravity is considered as a toy model. It is shown that the torus universe in the (2+1)-dimensional quantum gravity is a quantum chaos in a rigorous sense. (author). 15 refs

  15. On the continuous selections of solution sets of Lipschitzian quantum stochastic differential inclusions

    International Nuclear Information System (INIS)

    Ayoola, E.O.

    2004-05-01

    We prove that a multifunction associated with the set of solutions of Lipschitzian quantum stochastic differential inclusion (QSDI) admits a selection continuous from some subsets of complex numbers to the space of the matrix elements of adapted weakly absolutely continuous quantum stochastic processes. In particular, we show that the solution set map as well as the reachable set of the QSDI admit some continuous representations. (author)

  16. Bidirectional Classical Stochastic Processes with Measurements and Feedback

    Science.gov (United States)

    Hahne, G. E.

    2005-01-01

    A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.

  17. Stochastic processes and filtering theory

    CERN Document Server

    Jazwinski, Andrew H

    1970-01-01

    This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab

  18. Generalization of uncertainty relation for quantum and stochastic systems

    Science.gov (United States)

    Koide, T.; Kodama, T.

    2018-06-01

    The generalized uncertainty relation applicable to quantum and stochastic systems is derived within the stochastic variational method. This relation not only reproduces the well-known inequality in quantum mechanics but also is applicable to the Gross-Pitaevskii equation and the Navier-Stokes-Fourier equation, showing that the finite minimum uncertainty between the position and the momentum is not an inherent property of quantum mechanics but a common feature of stochastic systems. We further discuss the possible implication of the present study in discussing the application of the hydrodynamic picture to microscopic systems, like relativistic heavy-ion collisions.

  19. Verification of Stochastic Process Calculi

    DEFF Research Database (Denmark)

    Skrypnyuk, Nataliya

    algorithms for constructing bisimulation relations, computing (overapproximations of) sets of reachable states and computing the expected time reachability, the last for a linear fragment of IMC. In all the cases we have the complexities of algorithms which are low polynomial in the size of the syntactic....... In support of this claim we have developed analysis methods that belong to a particular type of Static Analysis { Data Flow / Pathway Analysis. These methods have previously been applied to a number of non-stochastic process calculi. In this thesis we are lifting them to the stochastic calculus...... of Interactive Markov Chains (IMC). We have devised the Pathway Analysis of IMC that is not only correct in the sense of overapproximating all possible behaviour scenarios, as is usual for Static Analysis methods, but is also precise. This gives us the possibility to explicitly decide on the trade-o between...

  20. Stochastic processes, slaves and supersymmetry

    International Nuclear Information System (INIS)

    Drummond, I T; Horgan, R R

    2012-01-01

    We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)

  1. Mathematical statistics and stochastic processes

    CERN Document Server

    Bosq, Denis

    2013-01-01

    Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today's practitioners.Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and rob

  2. Stochastic Geometry and Quantum Gravity: Some Rigorous Results

    Science.gov (United States)

    Zessin, H.

    The aim of these lectures is a short introduction into some recent developments in stochastic geometry which have one of its origins in simplicial gravity theory (see Regge Nuovo Cimento 19: 558-571, 1961). The aim is to define and construct rigorously point processes on spaces of Euclidean simplices in such a way that the configurations of these simplices are simplicial complexes. The main interest then is concentrated on their curvature properties. We illustrate certain basic ideas from a mathematical point of view. An excellent representation of this area can be found in Schneider and Weil (Stochastic and Integral Geometry, Springer, Berlin, 2008. German edition: Stochastische Geometrie, Teubner, 2000). In Ambjørn et al. (Quantum Geometry Cambridge University Press, Cambridge, 1997) you find a beautiful account from the physical point of view. More recent developments in this direction can be found in Ambjørn et al. ("Quantum gravity as sum over spacetimes", Lect. Notes Phys. 807. Springer, Heidelberg, 2010). After an informal axiomatic introduction into the conceptual foundations of Regge's approach the first lecture recalls the concepts and notations used. It presents the fundamental zero-infinity law of stochastic geometry and the construction of cluster processes based on it. The second lecture presents the main mathematical object, i.e. Poisson-Delaunay surfaces possessing an intrinsic random metric structure. The third and fourth lectures discuss their ergodic behaviour and present the two-dimensional Regge model of pure simplicial quantum gravity. We terminate with the formulation of basic open problems. Proofs are given in detail only in a few cases. In general the main ideas are developed. Sufficiently complete references are given.

  3. Probability, Statistics, and Stochastic Processes

    CERN Document Server

    Olofsson, Peter

    2012-01-01

    This book provides a unique and balanced approach to probability, statistics, and stochastic processes.   Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area.  The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and

  4. Stochastic processes from physics to finance

    CERN Document Server

    Paul, Wolfgang

    2013-01-01

    This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

  5. Selective adsorption resonances: Quantum and stochastic approaches

    International Nuclear Information System (INIS)

    Sanz, A.S.; Miret-Artes, S.

    2007-01-01

    In this review we cover recent advances in the theory of the selective adsorption phenomenon that appears in light atom/molecule scattering off solid surfaces. Due to the universal van der Waals attractive interaction incoming gas particles can get trapped by the surface, this giving rise to the formation of quasi-bound states or resonances. The knowledge of the position and width of these resonances provides relevant direct information about the nature of the gas-surface interaction as well as about the evaporation and desorption mechanisms. This information can be obtained by means of a plethora of theoretical methods developed in both the energy and time domains, which we analyze and discuss here in detail. In particular, special emphasis is given to close-coupling, wave-packet, and trajectory-based formalisms. Furthermore, a novel description of selective adsorption resonances from a stochastic quantum perspective within the density matrix and Langevin formalisms, when correlations and fluctuations of the surface (considered as a thermal bath) are taken into account, is also proposed and discussed

  6. Stochastic final-state dynamics of widening entanglement-a possible description of quantum measurement

    International Nuclear Information System (INIS)

    Eriksson, Karl-Erik

    2009-01-01

    The measurement process of quantum mechanics is analysed in the scattering theory of quantum field theory. A matrix of bilinear forms of the scattering amplitudes (the R-matrix) is used as the basic descriptive tool. The measurement process is viewed as a final-state interaction described through a series of linear stochastic mappings of the R-matrix, not changing the observable to be measured. The unknown details of the measurement apparatus enter through the stochasticity of the mappings. Although linear in terms of the R-matrix, the mappings are nonlinear in the density matrix, which is obtainable from the R-matrix through normalization. The eigenstates of the observable are the attractors of the mapping process. This result, known from previous generalizations of quantum mechanics, is obtained here within linear quantum mechanics. The conclusion is that the measurement process can be understood within relativistic quantum field theory itself without any generalization or metatheory.

  7. Ambit processes and stochastic partial differential equations

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut

    Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....

  8. Quantum Information Processing

    CERN Document Server

    Leuchs, Gerd

    2005-01-01

    Quantum processing and communication is emerging as a challenging technique at the beginning of the new millennium. This is an up-to-date insight into the current research of quantum superposition, entanglement, and the quantum measurement process - the key ingredients of quantum information processing. The authors further address quantum protocols and algorithms. Complementary to similar programmes in other countries and at the European level, the German Research Foundation (DFG) started a focused research program on quantum information in 1999. The contributions - written by leading experts - bring together the latest results in quantum information as well as addressing all the relevant questions

  9. Discrete stochastic processes and applications

    CERN Document Server

    Collet, Jean-François

    2018-01-01

    This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.

  10. Quantum Stochastic Trajectories: The Fokker-Planck-Bohm Equation Driven by the Reduced Density Matrix.

    Science.gov (United States)

    Avanzini, Francesco; Moro, Giorgio J

    2018-03-15

    The quantum molecular trajectory is the deterministic trajectory, arising from the Bohm theory, that describes the instantaneous positions of the nuclei of molecules by assuring the agreement with the predictions of quantum mechanics. Therefore, it provides the suitable framework for representing the geometry and the motions of molecules without neglecting their quantum nature. However, the quantum molecular trajectory is extremely demanding from the computational point of view, and this strongly limits its applications. To overcome such a drawback, we derive a stochastic representation of the quantum molecular trajectory, through projection operator techniques, for the degrees of freedom of an open quantum system. The resulting Fokker-Planck operator is parametrically dependent upon the reduced density matrix of the open system. Because of the pilot role played by the reduced density matrix, this stochastic approach is able to represent accurately the main features of the open system motions both at equilibrium and out of equilibrium with the environment. To verify this procedure, the predictions of the stochastic and deterministic representation are compared for a model system of six interacting harmonic oscillators, where one oscillator is taken as the open quantum system of interest. The undeniable advantage of the stochastic approach is that of providing a simplified and self-contained representation of the dynamics of the open system coordinates. Furthermore, it can be employed to study the out of equilibrium dynamics and the relaxation of quantum molecular motions during photoinduced processes, like photoinduced conformational changes and proton transfers.

  11. Workshop on quantum stochastic differential equations for the quantum simulation of physical systems

    Science.gov (United States)

    2016-09-22

    that would be complimentary to the efforts at ARL. One the other hand, topological quantum field theories have a dual application to topological...Witten provided a path-integral definition of the Jones polynomial using a three-dimensional Chern-Simons quantum field theory (QFT) based on a non...topology, quantum field theory , quantum stochastic differential equations, quantum computing REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT

  12. Photonic Quantum Information Processing

    International Nuclear Information System (INIS)

    Walther, P.

    2012-01-01

    The advantage of the photon's mobility makes optical quantum system ideally suited for delegated quantum computation. I will present results for the realization for a measurement-based quantum network in a client-server environment, where quantum information is securely communicated and computed. Related to measurement-based quantum computing I will discuss a recent experiment showing that quantum discord can be used as resource for the remote state preparation, which might shine new light on the requirements for quantum-enhanced information processing. Finally, I will briefly review recent photonic quantum simulation experiments of four frustrated Heisenberg-interactions spins and present an outlook of feasible simulation experiments with more complex interactions or random walk structures. As outlook I will discuss the current status of new quantum technology for improving the scalability of photonic quantum systems by using superconducting single-photon detectors and tailored light-matter interactions. (author)

  13. Statistical inference for stochastic processes

    National Research Council Canada - National Science Library

    Basawa, Ishwar V; Prakasa Rao, B. L. S

    1980-01-01

    The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...

  14. Space-time-modulated stochastic processes

    Science.gov (United States)

    Giona, Massimiliano

    2017-10-01

    Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

  15. New derivation of quantum equations from classical stochastic arguments

    OpenAIRE

    Bergeron, H.

    2003-01-01

    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 procedure was based on a Koopman-von Neumann approach where classical equations are reformulated into a quantumlike form. In this article, we develop a different derivation of quantum equations, based on purely classical stochastic arguments, taking some elem...

  16. Stochastic differential equation model to Prendiville processes

    Energy Technology Data Exchange (ETDEWEB)

    Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)

    2015-10-22

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

  17. Stochastic differential equation model to Prendiville processes

    International Nuclear Information System (INIS)

    Granita; Bahar, Arifah

    2015-01-01

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution

  18. On the existence of weak solutions of quantum stochastic differential ...

    African Journals Online (AJOL)

    We establish further results concerning the existence, uniqueness and stability of weak solutions of quantum stochastic differential equations (QSDEs). Our results are achieved by considering a more general Lipschit condition on the coefficients than our previous considerations in [1]. We exhibit a class of Lipschitzian ...

  19. A generalization of Fenyes-Nelson stochastic model of quantum mechanics

    International Nuclear Information System (INIS)

    Davidson, M.

    1979-01-01

    It is shown that the stochastic model of Fenyes and Nelson can be generalized in such a way that the diffusion constant of the Markov theory becomes a free parameter. This extra freedom allows one to identify quantum mechanics with a class of Markov processes with diffusion constants varying from 0 to infinity. (Auth.)

  20. Modelling and application of stochastic processes

    CERN Document Server

    1986-01-01

    The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza­ tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef­ ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side,...

  1. Quantum independent increment processes

    CERN Document Server

    Franz, Uwe

    2006-01-01

    This is the second of two volumes containing the revised and completed notes of lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This school was held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald in March, 2003, and supported by the Volkswagen Foundation. The school gave an introduction to current research on quantum independent increment processes aimed at graduate students and non-specialists working in classical and quantum probability, operator algebras, and mathematical physics. The present second volume contains the following lectures: "Random Walks on Finite Quantum Groups" by Uwe Franz and Rolf Gohm, "Quantum Markov Processes and Applications in Physics" by Burkhard Kümmerer, Classical and Free Infinite Divisibility and Lévy Processes" by Ole E. Barndorff-Nielsen, Steen Thorbjornsen, and "Lévy Processes on Quantum Groups and Dual Groups" by Uwe Franz.

  2. Quantum information processing

    National Research Council Canada - National Science Library

    Leuchs, Gerd; Beth, Thomas

    2003-01-01

    ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.5 SimulationofHamiltonians... References... 1 1 1 3 5 8 10 2 Quantum Information Processing and Error Correction with Jump Codes (G. Alber, M. Mussinger...

  3. Stochastic Processes in Epidemic Theory

    CERN Document Server

    Lefèvre, Claude; Picard, Philippe

    1990-01-01

    This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.

  4. Stochastic processes in mechanical engineering

    NARCIS (Netherlands)

    Brouwers, J.J.H.

    2006-01-01

    Stochastic or random vibrations occur in a variety of applications of mechanicalengineering. Examples are: the dynamics of a vehicle on an irregular roadsurface; the variation in time of thermodynamic variables in municipal wasteincinerators due to fluctuations in heating value of the waste; the

  5. Towards Model Checking Stochastic Process Algebra

    NARCIS (Netherlands)

    Hermanns, H.; Grieskamp, W.; Santen, T.; Katoen, Joost P.; Stoddart, B.; Meyer-Kayser, J.; Siegle, M.

    2000-01-01

    Stochastic process algebras have been proven useful because they allow behaviour-oriented performance and reliability modelling. As opposed to traditional performance modelling techniques, the behaviour- oriented style supports composition and abstraction in a natural way. However, analysis of

  6. Perturbation expansions of stochastic wavefunctions for open quantum systems

    Science.gov (United States)

    Ke, Yaling; Zhao, Yi

    2017-11-01

    Based on the stochastic unravelling of the reduced density operator in the Feynman path integral formalism for an open quantum system in touch with harmonic environments, a new non-Markovian stochastic Schrödinger equation (NMSSE) has been established that allows for the systematic perturbation expansion in the system-bath coupling to arbitrary order. This NMSSE can be transformed in a facile manner into the other two NMSSEs, i.e., non-Markovian quantum state diffusion and time-dependent wavepacket diffusion method. Benchmarked by numerically exact results, we have conducted a comparative study of the proposed method in its lowest order approximation, with perturbative quantum master equations in the symmetric spin-boson model and the realistic Fenna-Matthews-Olson complex. It is found that our method outperforms the second-order time-convolutionless quantum master equation in the whole parameter regime and even far better than the fourth-order in the slow bath and high temperature cases. Besides, the method is applicable on an equal footing for any kind of spectral density function and is expected to be a powerful tool to explore the quantum dynamics of large-scale systems, benefiting from the wavefunction framework and the time-local appearance within a single stochastic trajectory.

  7. Electron quantum optics as quantum signal processing

    OpenAIRE

    Roussel, B.; Cabart, C.; Fève, G.; Thibierge, E.; Degiovanni, P.

    2016-01-01

    The recent developments of electron quantum optics in quantum Hall edge channels have given us new ways to probe the behavior of electrons in quantum conductors. It has brought new quantities called electronic coherences under the spotlight. In this paper, we explore the relations between electron quantum optics and signal processing through a global review of the various methods for accessing single- and two-electron coherences in electron quantum optics. We interpret electron quantum optics...

  8. Selected papers on noise and stochastic processes

    CERN Document Server

    1954-01-01

    Six classic papers on stochastic process, selected to meet the needs of physicists, applied mathematicians, and engineers. Contents: 1.Chandrasekhar, S.: Stochastic Problems in Physics and Astronomy. 2. Uhlenbeck, G. E. and Ornstein, L. S.: On the Theory of the Browninan Motion. 3. Ming Chen Wang and Uhlenbeck, G. E.: On the Theory of the Browninan Motion II. 4. Rice, S. O.: Mathematical Analysis of Random Noise. 5. Kac, Mark: Random Walk and the Theory of Brownian Motion. 6. Doob, J. L.: The Brownian Movement and Stochastic Equations. Unabridged republication of the Dover reprint (1954). Pre

  9. Hybrid quantum information processing

    Energy Technology Data Exchange (ETDEWEB)

    Furusawa, Akira [Department of Applied Physics, School of Engineering, The University of Tokyo (Japan)

    2014-12-04

    I will briefly explain the definition and advantage of hybrid quantum information processing, which is hybridization of qubit and continuous-variable technologies. The final goal would be realization of universal gate sets both for qubit and continuous-variable quantum information processing with the hybrid technologies. For that purpose, qubit teleportation with a continuousvariable teleporter is one of the most important ingredients.

  10. Quantum dynamics of classical stochastic systems

    Energy Technology Data Exchange (ETDEWEB)

    Casati, G

    1983-01-01

    It is shown that one hand Quantum Mechanics introduces limitations to the manifestations of chaotic motion resulting, for the case of the periodically kicked rotator, in the limitation of energy growth; also, as it is confirmed by numerical experiments, phenomena like the exponential instability of orbits, inherent to strongly chaotic systems, are absent here and therefore Quantum Mechanics appear to be more stable and predictable than Classical Mechanics. On the other hand, we have seen that nonrecurrent behavior may arise in Quantum Systems and it is connected to the presence of singular continuous spectrum. We conjecture that the classical chaotic behavior is reflected, at least partially, in the nature of the spectrum and the singular-continuity of the latter may possess a self-similar structure typical of classical chaos.

  11. Is human failure a stochastic process?

    International Nuclear Information System (INIS)

    Dougherty, Ed M.

    1997-01-01

    Human performance results in failure events that occur with a risk-significant frequency. System analysts have taken for granted the random (stochastic) nature of these events in engineering assessments such as risk assessment. However, cognitive scientists and error technologists, at least those who have interest in human reliability, have, over the recent years, claimed that human error does not need this stochastic framework. Yet they still use the language appropriate to stochastic processes. This paper examines the potential for the stochastic nature of human failure production as the basis for human reliability analysis. It distinguishes and leaves to others, however, the epistemic uncertainties over the possible probability models for the real variability of human performance

  12. Error estimates for discretized quantum stochastic differential inclusions

    International Nuclear Information System (INIS)

    Ayoola, E.O.

    2001-09-01

    This paper is concerned with the error estimates involved in the solution of a discrete approximation of a quantum stochastic differential inclusion (QSDI). Our main results rely on certain properties of the averaged modulus of continuity for multivalued sesquilinear forms associated with QSDI. We obtained results concerning the estimates of the Hausdorff distance between the set of solutions of the QSDI and the set of solutions of its discrete approximation. This extend the results of Dontchev and Farkhi concerning classical differential inclusions to the present noncommutative Quantum setting involving inclusions in certain locally convex space. (author)

  13. Lectures on Topics in Spatial Stochastic Processes

    CERN Document Server

    Capasso, Vincenzo; Ivanoff, B Gail; Dozzi, Marco; Dalang, Robert C; Mountford, Thomas S

    2003-01-01

    The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.

  14. Computer Aided Continuous Time Stochastic Process Modelling

    DEFF Research Database (Denmark)

    Kristensen, N.R.; Madsen, Henrik; Jørgensen, Sten Bay

    2001-01-01

    A grey-box approach to process modelling that combines deterministic and stochastic modelling is advocated for identification of models for model-based control of batch and semi-batch processes. A computer-aided tool designed for supporting decision-making within the corresponding modelling cycle...

  15. Topological superposition of abstractions of stochastic processes

    NARCIS (Netherlands)

    Bujorianu, L.M.; Bujorianu, M.C.

    2008-01-01

    In this paper, we present a sound integration mechanism for Markov processes that are abstractions of stochastic hybrid systems (SHS). In a previous work, we have defined a very general model of SHS and we proved that the realization of an SHS is a Markov process. Moreover, we have developed a

  16. Some stochastic techniques in quantization, new developments in Markov fields and quantum fields

    International Nuclear Information System (INIS)

    Albeverio, S.; Zegarlinski, B.

    1990-01-01

    In these lectures we intend to discuss a few recent developments in the area of interactions between quantum fields and Markow fields in which we have been involved. We stress particularly developments involving techniques of stochastic analysis and where mathematical results have been obtained. In sections 1 and 2 we discuss recent developments in the study and applications of the theory of Dirichlet forms in its relations with quantum mechanics and quantum field theory. In our opinion, this theory provides a natural setting for the study of the singular stochastic processes associated with quantum theory. In section 3 we discuss a recent rigorous construction of a convergent simplicial approximation to quantum fields. We look upon these developments as a first step towards a mathematical realization, at least in 2 space-time dimensions, of a convergent 'Regge-calculus', and as first steps to the mathematical control of more general models (like e.g. models involving actions of Chern-Simons type) in the continuum. In Sect. 4 we discuss applications of some stochastic techniques to the study of gauge fields and Higgs fields, mainly in 2 space time dimensions and certain non linear electromagnetic-type fields in 4-space-time dimensions. (orig./HSI)

  17. Reciprocity principle in stochastic quantum mechanics

    International Nuclear Information System (INIS)

    Brooke, J.A.; Guz, W.; Prugovecki, E.

    1982-01-01

    Born's reciprocity theory can be combined with a recently proposed framework for quantum spacetime by requiring that the free test particle propagators obey the Born-Lande equation in addition to the Klein-Gordon equation. If, furthermore, the coordinate transition amplitudes in between various standards are required to be eigenfunctions of Born's metric operator, then a mass formula results which predicts linear dependence on spin of the squared rest mass of elementary particles. This procedure also leads to a guage and reciprocally invariant formulation of the relativistic canonical commutation relations

  18. Bonds with index-linked stochastic coupons in quantum finance

    Science.gov (United States)

    Baaquie, Belal Ehsan

    2018-06-01

    An index-linked coupon bond is defined that pays coupons whose values are stochastic, depending on a market defined index. This is an asset class distinct from the existing coupon bonds. The index-linked coupon bond is an example of a sukuk, which is an instrument that implements one of the cornerstones of Islamic finance (Askari et al., 2012): that an investor must share in the risk of the issuer in order to earn profits from the investment. The index-linked coupon bond is defined using the mathematical framework of quantum finance (Baaquie, 2004, 2010). The coupons are stochastic, with the quantum of coupon payments depending on a publicly traded index that is chosen to reflect the primary drivers of the revenues of the issuer of the bond. The index ensures there is information symmetry - regarding the quantum of coupon being paid - between issuer and investor. The dependence of the coupon on the index is designed so that the variation of the index mirrors the changing fortunes of the issuer, with the coupon's quantum increasing for increasing values of the index and conversely, decreasing with a fall of the index.

  19. Stochastic quantization of a topological quantum mechanical model

    International Nuclear Information System (INIS)

    Antunes, Sergio; Krein, Gastao; Menezes, Gabriel; Svaiter, Nami Fux

    2011-01-01

    Full text: Stochastic quantization of complex actions has been extensively studied in the literature. In these models, a Markovian Langevin equation is used in order to study the quantization of such systems. In such papers, the advantages of the Markovian stochastic quantization method were explored and exposed. However, many drawbacks of the method were also pointed out, such as instability of the simulations with absence of convergence and sometimes convergence to the wrong limit. Indeed, although several alternative methods have been proposed to deal with interesting physical systems where the action is complex, these approaches do not suggest any general way of solving the particular difficulties that arise in each situation. Here, we wish to make contributions to the program of stochastic quantization of theories with imaginary action by investigating the consequences of a non-Markovian stochastic quantization in a particular situation, namely a quantum mechanical topological action. We analyze the Markovian stochastic quantization for a topological quantum mechanical action which is analog to a Maxwell-Chern-Simons action in the Weyl gauge. Afterwards we consider a Langevin equation with memory kernel and Einstein's relations with colored noise. We show that convergence towards equilibrium is achieved in both regimes. We also sketch a simple numerical analysis to investigate the possible advantages of non-Markovian procedure over the usual Markovian quantization. Both retarded Green's function for the diffusion problem are considered in such analysis. We show that, although the results indicated that the effect of memory kernel, as usually expected, is to delay the convergence to equilibrium, non-Markovian systems imply a faster decay compared to Markovian ones as well as smoother convergence to equilibrium. (author)

  20. The origin of the algebra of quantum operators in the stochastic formulation of quantum mechanics

    International Nuclear Information System (INIS)

    Davidson, M.

    1979-01-01

    The origin of the algebra of the non-commuting operators of quantum mechanics is explained in the general Fenyes-Nelson stochastic models in which the diffusion constant is a free parameter. This is achieved by continuing the diffusion constant to imaginary values, a continuation which destroys the physical interpretation, but does not affect experimental predictions. This continuation leads to great mathematical simplification in the stochastic theory, and to an understanding of the entire mathematical formalism of quantum mechanics. It is more than a formal construction because the diffusion parameter is not an observable in these theories. (Auth.)

  1. Stochastic quantum confinement in nanocrystalline silicon layers: The role of quantum dots, quantum wires and localized states

    International Nuclear Information System (INIS)

    Ramírez-Porras, A.; García, O.; Vargas, C.; Corrales, A.; Solís, J.D.

    2015-01-01

    Highlights: • PL spectra of porous silicon samples have been studied using a stochastic model. • This model can deconvolute PL spectra into three components. • Quantum dots, quantum wires and localized states have been identified. • Nanostructure diameters are in the range from 2.2 nm to 4.0 nm. • Contributions from quantum wires are small compared to the others. - Abstract: Nanocrystallites of Silicon have been produced by electrochemical etching of crystal wafers. The obtained samples show photoluminescence in the red band of the visible spectrum when illuminated by ultraviolet light. The photoluminescence spectra can be deconvolved into three components according to a stochastic quantum confinement model: one band coming from Nanocrystalline dots, or quantum dots, one from Nanocrystalline wires, or quantum wires, and one from the presence of localized surface states related to silicon oxide. The results fit well within other published models

  2. Stochastic quantum confinement in nanocrystalline silicon layers: The role of quantum dots, quantum wires and localized states

    Energy Technology Data Exchange (ETDEWEB)

    Ramírez-Porras, A., E-mail: aramirez@fisica.ucr.ac.cr [Centro de Investigación en Ciencia e Ingeniería de Materiales (CICIMA), Universidad de Costa Rica, San Pedro de Montes de Oca 11501 (Costa Rica); Escuela de Física, Universidad de Costa Rica, San Pedro de Montes de Oca 11501 (Costa Rica); García, O. [Escuela de Física, Universidad de Costa Rica, San Pedro de Montes de Oca 11501 (Costa Rica); Escuela de Química, Universidad de Costa Rica, San Pedro de Montes de Oca 11501 (Costa Rica); Vargas, C. [Escuela de Física, Universidad de Costa Rica, San Pedro de Montes de Oca 11501 (Costa Rica); Corrales, A. [Escuela de Física, Universidad de Costa Rica, San Pedro de Montes de Oca 11501 (Costa Rica); Escuela de Química, Universidad de Costa Rica, San Pedro de Montes de Oca 11501 (Costa Rica); Solís, J.D. [Escuela de Física, Universidad de Costa Rica, San Pedro de Montes de Oca 11501 (Costa Rica)

    2015-08-30

    Highlights: • PL spectra of porous silicon samples have been studied using a stochastic model. • This model can deconvolute PL spectra into three components. • Quantum dots, quantum wires and localized states have been identified. • Nanostructure diameters are in the range from 2.2 nm to 4.0 nm. • Contributions from quantum wires are small compared to the others. - Abstract: Nanocrystallites of Silicon have been produced by electrochemical etching of crystal wafers. The obtained samples show photoluminescence in the red band of the visible spectrum when illuminated by ultraviolet light. The photoluminescence spectra can be deconvolved into three components according to a stochastic quantum confinement model: one band coming from Nanocrystalline dots, or quantum dots, one from Nanocrystalline wires, or quantum wires, and one from the presence of localized surface states related to silicon oxide. The results fit well within other published models.

  3. Quantization by stochastic relaxation processes and supersymmetry

    International Nuclear Information System (INIS)

    Kirschner, R.

    1984-01-01

    We show the supersymmetry mechanism resposible for the quantization by stochastic relaxation processes and for the effective cancellation of the additional time dimension against the two Grassmann dimensions. We give a non-perturbative proof of the validity of this quantization procedure. (author)

  4. ON REGRESSION REPRESENTATIONS OF STOCHASTIC-PROCESSES

    NARCIS (Netherlands)

    RUSCHENDORF, L; DEVALK, [No Value

    We construct a.s. nonlinear regression representations of general stochastic processes (X(n))n is-an-element-of N. As a consequence we obtain in particular special regression representations of Markov chains and of certain m-dependent sequences. For m-dependent sequences we obtain a constructive

  5. Statistical and stochastic aspects of the delocalization problem in quantum mechanics

    International Nuclear Information System (INIS)

    Claverie, P.; Diner, S.

    1976-01-01

    The space-time behaviour of electrons in atoms and molecules is reviewed. The wave conception of the electron is criticized and the poverty of the non-reductionist attitude is underlined. Further, the two main interpretations of quantum mechanics are recalled: the Copenhagen and the Statistical Interpretations. The meaning and the successes of the Statistical Interpretation are explained and it is shown that it does not solve all problems because quantum mechanics is irreducible to a classical statistical theory. The fluctuation of the particle number and its relationship to loge theory, delocalization and correlation is studied. Finally, different stochastic models for microphysics are reviewed. The markovian Fenyes-Nelson process allows an interpretation of the original heuristic considerations of Schroedinger. Non-markov processes with Schroedinger time evolution are shown to be equivalent to the base state analysis of Feynmann but they are unsatisfactory from a probabilistic point of view. Stochastic electrodynamics is presented as the most satisfactory conception nowadays

  6. Stochastic transport processes in discrete biological systems

    CERN Document Server

    Frehland, Eckart

    1982-01-01

    These notes are in part based on a course for advanced students in the applications of stochastic processes held in 1978 at the University of Konstanz. These notes contain the results of re­ cent studies on the stochastic description of ion transport through biological membranes. In particular, they serve as an introduction to an unified theory of fluctuations in complex biological transport systems. We emphasize that the subject of this volume is not to introduce the mathematics of stochastic processes but to present a field of theoretical biophysics in which stochastic methods are important. In the last years the study of membrane noise has become an important method in biophysics. Valuable information on the ion transport mechanisms in membranes can be obtained from noise analysis. A number of different processes such as the opening and closing of ion channels have been shown to be sources of the measured current or voltage fluctuations. Bio­ logical 'transport systems can be complex. For example, the tr...

  7. Interferences, ghost images and other quantum correlations according to stochastic optics

    International Nuclear Information System (INIS)

    Fonseca da Silva, Luciano; Dechoum, Kaled

    2012-01-01

    There are an extensive variety of experiments in quantum optics that emphasize the non-local character of the coincidence measurements recorded by spatially separated photocounters. These are the cases of ghost image and other interference experiments based on correlated photons produced in, for instance, the process of parametric down-conversion or photon cascades. We propose to analyse some of these correlations in the light of stochastic optics, a local formalism based on classical electrodynamics with added background fluctuations that simulate the vacuum field of quantum electrodynamics, and raise the following question: can these experiments be used to distinguish between quantum entanglement and classical correlations? - Highlights: ► We analyse some quantum correlations in the light of stochastic optics. ► We study how vacuum fluctuations can rule quantum correlations. ► Many criteria cannot be considered a boundary between quantum and classical theories. ► Non-locality is a misused term in relation to many observed experiments.

  8. Stationary stochastic processes theory and applications

    CERN Document Server

    Lindgren, Georg

    2012-01-01

    Some Probability and Process BackgroundSample space, sample function, and observablesRandom variables and stochastic processesStationary processes and fieldsGaussian processesFour historical landmarksSample Function PropertiesQuadratic mean propertiesSample function continuityDerivatives, tangents, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued stochastic processesBochner's theorem and the spectral distributionSpectral representation of a stationary processGaussian processesStationary counting processesExercisesLinear Filters - General PropertiesLinear time invariant filtersLinear filters and differential equationsWhite noise in linear systemsLong range dependence, non-integrable spectra, and unstable systemsThe ARMA-familyLinear Filters - Special TopicsThe Hilbert transform and the envelopeThe sampling theoremKarhunen-Loève expansionClassical Ergodic Theory and MixingThe basic ergodic theorem in L2Stationarity and transformationsThe ergodic th...

  9. Classical and quantum stochastic models of resistive and memristive circuits

    Science.gov (United States)

    Gough, John E.; Zhang, Guofeng

    2017-07-01

    The purpose of this paper is to examine stochastic Markovian models for circuits in phase space for which the drift term is equivalent to the standard circuit equations. In particular, we include dissipative components corresponding to both a resistor and a memristor in series. We obtain a dilation of the problem which is canonical in the sense that the underlying Poisson bracket structure is preserved under the stochastic flow. We do this first of all for standard Wiener noise but also treat the problem using a new concept of symplectic noise, where the Poisson structure is extended to the noise as well as the circuit variables, and in particular where we have canonically conjugate noises. Finally, we construct a dilation which describes the quantum mechanical analogue.

  10. Quantum cybernetics: a new perspective for Nelson's stochastic theory, nonlocality, and the Klein-Gordon equation

    Science.gov (United States)

    Grössing, Gerhard

    2002-04-01

    The Klein-Gordon equation is shown to be equivalent to coupled partial differential equations for a sub-quantum Brownian movement of a “particle”, which is both passively affected by, and actively affecting, a diffusion process of its generally nonlocal environment. This indicates circularly causal, or “cybernetic”, relationships between “particles” and their surroundings. Moreover, in the relativistic domain, the original stochastic theory of Nelson is shown to hold as a limiting case only, i.e., for a vanishing quantum potential.

  11. Probability of stochastic processes and spacetime geometry

    International Nuclear Information System (INIS)

    Canessa, E.

    2007-01-01

    We made a first attempt to associate a probabilistic description of stochastic processes like birth-death processes with spacetime geometry in the Schwarzschild metrics on distance scales from the macro- to the micro-domains. We idealize an ergodic system in which system states communicate through a curved path composed of transition arrows where each arrow corresponds to a positive, analogous birth or death rate. (author)

  12. Stochastic Processes in Finance and Behavioral Finance

    OpenAIRE

    Steinbacher, Matjaz

    2008-01-01

    In the paper, we put some foundations for studying asset pricing and finance as a stochastic and behavioral process. In such process, preferences and psychology of agents represent the most important factor in the decision-making of people. Individuals have their own ways of acquiring the information they need, how to deal with them and how to make predictions and decisions. People usually also do not behave consistent in time, but learn. Therefore, in order to understand the behavior on the ...

  13. Stochastic gradient ascent outperforms gamers in the Quantum Moves game

    Science.gov (United States)

    Sels, Dries

    2018-04-01

    In a recent work on quantum state preparation, Sørensen and co-workers [Nature (London) 532, 210 (2016), 10.1038/nature17620] explore the possibility of using video games to help design quantum control protocols. The authors present a game called "Quantum Moves" (https://www.scienceathome.org/games/quantum-moves/) in which gamers have to move an atom from A to B by means of optical tweezers. They report that, "players succeed where purely numerical optimization fails." Moreover, by harnessing the player strategies, they can "outperform the most prominent established numerical methods." The aim of this Rapid Communication is to analyze the problem in detail and show that those claims are untenable. In fact, without any prior knowledge and starting from a random initial seed, a simple stochastic local optimization method finds near-optimal solutions which outperform all players. Counterdiabatic driving can even be used to generate protocols without resorting to numeric optimization. The analysis results in an accurate analytic estimate of the quantum speed limit which, apart from zero-point motion, is shown to be entirely classical in nature. The latter might explain why gamers are reasonably good at the game. A simple modification of the BringHomeWater challenge is proposed to test this hypothesis.

  14. Periodic linear differential stochastic processes

    NARCIS (Netherlands)

    Kwakernaak, H.

    1975-01-01

    Periodic linear differential processes are defined and their properties are analyzed. Equivalent representations are discussed, and the solutions of related optimal estimation problems are given. An extension is presented of Kailath and Geesey’s [1] results concerning the innovations representation

  15. PREFACE: Quantum information processing

    Science.gov (United States)

    Briggs, Andrew; Ferry, David; Stoneham, Marshall

    2006-05-01

    Microelectronics and the classical information technologies transformed the physics of semiconductors. Photonics has given optical materials a new direction. Quantum information technologies, we believe, will have immense impact on condensed matter physics. The novel systems of quantum information processing need to be designed and made. Their behaviours must be manipulated in ways that are intrinsically quantal and generally nanoscale. Both in this special issue and in previous issues (see e.g., Spiller T P and Munro W J 2006 J. Phys.: Condens. Matter 18 V1-10) we see the emergence of new ideas that link the fundamentals of science to the pragmatism of market-led industry. We hope these papers will be followed by many others on quantum information processing in the Journal of Physics: Condensed Matter.

  16. Irreversible stochastic processes on lattices

    International Nuclear Information System (INIS)

    Nord, R.S.

    1986-01-01

    Models for irreversible random or cooperative filling of lattices are required to describe many processes in chemistry and physics. Since the filling is assumed to be irreversible, even the stationary, saturation state is not in equilibrium. The kinetics and statistics of these processes are described by recasting the master equations in infinite hierarchical form. Solutions can be obtained by implementing various techniques: refinements in these solution techniques are presented. Programs considered include random dimer, trimer, and tetramer filling of 2D lattices, random dimer filling of a cubic lattice, competitive filling of two or more species, and the effect of a random distribution of inactive sites on the filling. Also considered is monomer filling of a linear lattice with nearest neighbor cooperative effects and solve for the exact cluster-size distribution for cluster sizes up to the asymptotic regime. Additionally, a technique is developed to directly determine the asymptotic properties of the cluster size distribution. Finally cluster growth is considered via irreversible aggregation involving random walkers. In particular, explicit results are provided for the large-lattice-size asymptotic behavior of trapping probabilities and average walk lengths for a single walker on a lattice with multiple traps. Procedures for exact calculation of these quantities on finite lattices are also developed

  17. The correspondence between stochastic mechanics and quantum mechanics on multiply connected configuration spaces

    International Nuclear Information System (INIS)

    Carlen, E.A.; Loffredo, M.I.

    1989-01-01

    We show how to obtain a complete correspondence between stochastic and quantum mechanics on multiply connected spaces. We do this by introducing a stochastic mechanical analog of the hydrodynamical circulation, relating it to the topological properties of the configuration space, and using it to constrain the stochastic mechanical variational principles. (orig.)

  18. Quantum teleportation for continuous variables and related quantum information processing

    International Nuclear Information System (INIS)

    Furusawa, Akira; Takei, Nobuyuki

    2007-01-01

    Quantum teleportation is one of the most important subjects in quantum information science. This is because quantum teleportation can be regarded as not only quantum information transfer but also a building block for universal quantum information processing. Furthermore, deterministic quantum information processing is very important for efficient processing and it can be realized with continuous-variable quantum information processing. In this review, quantum teleportation for continuous variables and related quantum information processing are reviewed from these points of view

  19. On quantum chaos, stochastic webs and localization in a quantum mechanical kick system

    International Nuclear Information System (INIS)

    Engel, U.M.

    2007-01-01

    In this study quantum chaos is discussed using the kicked harmonic oscillator as a model system. The kicked harmonic oscillator is characterized by an exceptional scenario of weak chaos: In the case of resonance between the frequency of the harmonic oscillator and the frequency of the periodic forcing, stochastic webs in phase space are generated by the classical dynamics. For the quantum dynamics of this system it is shown that the resulting Husimi distributions in quantum phase space exhibit the same web-like structures as the classical webs. The quantum dynamics is characterized by diffusive energy growth - just as the classical dynamics in the channels of the webs. In the case of nonresonance, the classically diffusive dynamics is found to be quantum mechanically suppressed. This bounded energy growth, which corresponds to localization in quantum phase space, is explained analytically by mapping the system onto the Anderson model. In this way, within the context of quantum chaos, the kicked harmonic oscillator is characterized by exhibiting its noteworthy geometrical and dynamical properties both classically and quantum mechanically, while at the same time there are also very distinct quantum deviations from classical properties, the most prominent example being quantum localization. (orig.)

  20. Stochastic Simulation of Process Calculi for Biology

    Directory of Open Access Journals (Sweden)

    Andrew Phillips

    2010-10-01

    Full Text Available Biological systems typically involve large numbers of components with complex, highly parallel interactions and intrinsic stochasticity. To model this complexity, numerous programming languages based on process calculi have been developed, many of which are expressive enough to generate unbounded numbers of molecular species and reactions. As a result of this expressiveness, such calculi cannot rely on standard reaction-based simulation methods, which require fixed numbers of species and reactions. Rather than implementing custom stochastic simulation algorithms for each process calculus, we propose to use a generic abstract machine that can be instantiated to a range of process calculi and a range of reaction-based simulation algorithms. The abstract machine functions as a just-in-time compiler, which dynamically updates the set of possible reactions and chooses the next reaction in an iterative cycle. In this short paper we give a brief summary of the generic abstract machine, and show how it can be instantiated with the stochastic simulation algorithm known as Gillespie's Direct Method. We also discuss the wider implications of such an abstract machine, and outline how it can be used to simulate multiple calculi simultaneously within a common framework.

  1. Quantum thermodynamics of general quantum processes.

    Science.gov (United States)

    Binder, Felix; Vinjanampathy, Sai; Modi, Kavan; Goold, John

    2015-03-01

    Accurately describing work extraction from a quantum system is a central objective for the extension of thermodynamics to individual quantum systems. The concepts of work and heat are surprisingly subtle when generalizations are made to arbitrary quantum states. We formulate an operational thermodynamics suitable for application to an open quantum system undergoing quantum evolution under a general quantum process by which we mean a completely positive and trace-preserving map. We derive an operational first law of thermodynamics for such processes and show consistency with the second law. We show that heat, from the first law, is positive when the input state of the map majorizes the output state. Moreover, the change in entropy is also positive for the same majorization condition. This makes a strong connection between the two operational laws of thermodynamics.

  2. Stochastic methods for the fermion determinant in lattice quantum chromodynamics

    Energy Technology Data Exchange (ETDEWEB)

    Finkenrath, Jacob Friedrich

    2015-02-17

    In this thesis, algorithms in lattice quantum chromodynamics are presented by developing and using stochastic methods for fermion determinant ratios. For that an integral representation is proved which can be used also for non hermitian matrices. The stochastic estimation or the Monte Carlo integration of this integral representation introduces stochastic fluctuations which are controlled by using Domain Decomposition of the Dirac operator and introducing interpolation techniques. Determinant ratios of the lattice fermion operator, here the Wilson Dirac operator, are needed for corrections of the Boltzmann weight. These corrections have interesting applications e.g. in the mass by using mass reweighting. It will be shown that mass reweighting can be used e.g. to improve extrapolation in the light quark mass towards the chiral or physical point or to introduce an isospin breaking by splitting up the mass of the light quark. Furthermore the extraction of the light quark masses will be shown by using dynamical 2 flavor CLS ensembles. Stochastic estimation of determinant ratios can be used in Monte Carlo algorithms, e.g. in the Partial Stochastic Multi Step algorithm which can sample two mass-degenerate quarks. The idea is to propose a new configuration weighted by the pure gauge weight and including afterwards the fermion weight by using Metropolis accept-reject steps. It is shown by using an adequate interpolation with relative gauge fixing and a hierarchical filter structure that it is possible to simulate moderate lattices up to (2.1 fm){sup 4}. Furthermore the iteration of the pure gauge update can be increased which can decouple long autocorrelation times from the weighting with the fermions. Moreover a novel Hybrid Monte Carlo algorithm based on Domain Decomposition and combined with mass reweighting is presented. By using Domain Decomposition it is possible to split up the mass term in the Schur complement and the block operators. By introducing a higher mass

  3. Doubly stochastic Poisson processes in artificial neural learning.

    Science.gov (United States)

    Card, H C

    1998-01-01

    This paper investigates neuron activation statistics in artificial neural networks employing stochastic arithmetic. It is shown that a doubly stochastic Poisson process is an appropriate model for the signals in these circuits.

  4. The rigorous stochastic matrix multiplication scheme for the calculations of reduced equilibrium density matrices of open multilevel quantum systems

    International Nuclear Information System (INIS)

    Chen, Xin

    2014-01-01

    Understanding the roles of the temporary and spatial structures of quantum functional noise in open multilevel quantum molecular systems attracts a lot of theoretical interests. I want to establish a rigorous and general framework for functional quantum noises from the constructive and computational perspectives, i.e., how to generate the random trajectories to reproduce the kernel and path ordering of the influence functional with effective Monte Carlo methods for arbitrary spectral densities. This construction approach aims to unify the existing stochastic models to rigorously describe the temporary and spatial structure of Gaussian quantum noises. In this paper, I review the Euclidean imaginary time influence functional and propose the stochastic matrix multiplication scheme to calculate reduced equilibrium density matrices (REDM). In addition, I review and discuss the Feynman-Vernon influence functional according to the Gaussian quadratic integral, particularly its imaginary part which is critical to the rigorous description of the quantum detailed balance. As a result, I establish the conditions under which the influence functional can be interpreted as the average of exponential functional operator over real-valued Gaussian processes for open multilevel quantum systems. I also show the difference between the local and nonlocal phonons within this framework. With the stochastic matrix multiplication scheme, I compare the normalized REDM with the Boltzmann equilibrium distribution for open multilevel quantum systems

  5. A Langevin Canonical Approach to the Study of Quantum Stochastic Resonance in Chiral Molecules

    Directory of Open Access Journals (Sweden)

    Germán Rojas-Lorenzo

    2016-09-01

    Full Text Available A Langevin canonical framework for a chiral two-level system coupled to a bath of harmonic oscillators is used within a coupling scheme different from the well-known spin-boson model to study the quantum stochastic resonance for chiral molecules. This process refers to the amplification of the response to an external periodic signal at a certain value of the noise strength, being a cooperative effect of friction, noise, and periodic driving occurring in a bistable system. Furthermore, from this stochastic dynamics within the Markovian regime and Ohmic friction, the competing process between tunneling and the parity violating energy difference present in this type of chiral systems plays a fundamental role. This mechanism is finally proposed to observe the so-far elusive parity-violating energy difference in chiral molecules.

  6. A first course in stochastic processes

    CERN Document Server

    Karlin, Samuel

    1975-01-01

    The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other.The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processe

  7. Stationary stochastic processes for scientists and engineers

    CERN Document Server

    Lindgren, Georg; Sandsten, Maria

    2013-01-01

    ""This book is designed for a first course in stationary stochastic processes in science and engineering and does a very good job in introducing many concepts and ideas to students in these fields. … the book has probably been tested in the classroom many times, which also manifests itself in its virtual lack of typos. … Another great feature of the book is that it contains a wealth of worked example from many different fields. These help clarify concepts and theorems and I believe students will appreciate them-I certainly did. … The book is well suited for a one-semester course as it contains

  8. Analytic continuation of quantum Monte Carlo data. Stochastic sampling method

    Energy Technology Data Exchange (ETDEWEB)

    Ghanem, Khaldoon; Koch, Erik [Institute for Advanced Simulation, Forschungszentrum Juelich, 52425 Juelich (Germany)

    2016-07-01

    We apply Bayesian inference to the analytic continuation of quantum Monte Carlo (QMC) data from the imaginary axis to the real axis. Demanding a proper functional Bayesian formulation of any analytic continuation method leads naturally to the stochastic sampling method (StochS) as the Bayesian method with the simplest prior, while it excludes the maximum entropy method and Tikhonov regularization. We present a new efficient algorithm for performing StochS that reduces computational times by orders of magnitude in comparison to earlier StochS methods. We apply the new algorithm to a wide variety of typical test cases: spectral functions and susceptibilities from DMFT and lattice QMC calculations. Results show that StochS performs well and is able to resolve sharp features in the spectrum.

  9. Stochastic thermodynamics of quantum maps with and without equilibrium.

    Science.gov (United States)

    Barra, Felipe; Lledó, Cristóbal

    2017-11-01

    We study stochastic thermodynamics for a quantum system of interest whose dynamics is described by a completely positive trace-preserving (CPTP) map as a result of its interaction with a thermal bath. We define CPTP maps with equilibrium as CPTP maps with an invariant state such that the entropy production due to the action of the map on the invariant state vanishes. Thermal maps are a subgroup of CPTP maps with equilibrium. In general, for CPTP maps, the thermodynamic quantities, such as the entropy production or work performed on the system, depend on the combined state of the system plus its environment. We show that these quantities can be written in terms of system properties for maps with equilibrium. The relations that we obtain are valid for arbitrary coupling strengths between the system and the thermal bath. The fluctuations of thermodynamic quantities are considered in the framework of a two-point measurement scheme. We derive the entropy production fluctuation theorem for general maps and a fluctuation relation for the stochastic work on a system that starts in the Gibbs state. Some simplifications for the probability distributions in the case of maps with equilibrium are presented. We illustrate our results by considering spin 1/2 systems under thermal maps, nonthermal maps with equilibrium, maps with nonequilibrium steady states, and concatenations of them. Finally, and as an important application, we consider a particular limit in which the concatenation of maps generates a continuous time evolution in Lindblad form for the system of interest, and we show that the concept of maps with and without equilibrium translates into Lindblad equations with and without quantum detailed balance, respectively. The consequences for the thermodynamic quantities in this limit are discussed.

  10. From quantum stochastic differential equations to Gisin-Percival state diffusion

    Science.gov (United States)

    Parthasarathy, K. R.; Usha Devi, A. R.

    2017-08-01

    Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.

  11. XI Symposium on Probability and Stochastic Processes

    CERN Document Server

    Pardo, Juan; Rivero, Víctor; Bravo, Gerónimo

    2015-01-01

    This volume features lecture notes and a collection of contributed articles from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes. The book starts with notes from the mini-course given by Louigi Addario-Berry with an accessible description of some features of the multiplicative coalescent and its connection with random graphs and minimum spanning trees. It includes a number of exercises and a section on unanswered questions. Further contributions provide the reader with a broad perspective on the state-of-the art of active areas of research. Contributions by: Louigi Addario-Berry Octavio Arizmendi Fabrice Baudoin Jochen Blath Loïc Chaumont J. Armando Domínguez-Molina Bjarki Eldon Shui Feng Tulio Gaxiola Adrián González Casanova Evgueni Gordienko Daniel...

  12. Quantum dynamical time evolutions as stochastic flows on phase space

    International Nuclear Information System (INIS)

    Combe, P.; Rodriguez, R.; Guerra, F.; Sirigue, M.; Sirigue-Collin, M.

    1984-01-01

    We are mainly interested in describing the time development of the Wigner functions by means of stochastic processes. In the second section we recall the main properties of the Wigner functions as well as those of their Fourier transform. In the next one we derive the evolution equation of these functions for a class of Hamiltonians and we give a probabilistic expression for the solution of these equations by means of a stochastic flow in phase space which reminds of the classical flows. In the last section we remark that the previously defined flow can be extended to the bounded continuous functions on phase space and that this flow conserves the cone generated by the Wigner functions. (orig./HSI)

  13. Classicality of quantum information processing

    International Nuclear Information System (INIS)

    Poulin, David

    2002-01-01

    The ultimate goal of the classicality program is to quantify the amount of quantumness of certain processes. Here, classicality is studied for a restricted type of process: quantum information processing (QIP). Under special conditions, one can force some qubits of a quantum computer into a classical state without affecting the outcome of the computation. The minimal set of conditions is described and its structure is studied. Some implications of this formalism are the increase of noise robustness, a proof of the quantumness of mixed state quantum computing, and a step forward in understanding the very foundation of QIP

  14. On Continuous Selection Sets of Non-Lipschitzian Quantum Stochastic Evolution Inclusions

    Directory of Open Access Journals (Sweden)

    Sheila Bishop

    2015-01-01

    Full Text Available We establish existence of a continuous selection of multifunctions associated with quantum stochastic evolution inclusions under a general Lipschitz condition. The coefficients here are multifunctions but not necessarily Lipschitz.

  15. Non-Markovian dissipative quantum mechanics with stochastic trajectories

    International Nuclear Information System (INIS)

    Koch, Werner

    2010-01-01

    All fields of physics - be it nuclear, atomic and molecular, solid state, or optical - offer examples of systems which are strongly influenced by the environment of the actual system under investigation. The scope of what is called ''the environment'' may vary, i.e., how far from the system of interest an interaction between the two does persist. Typically, however, it is much larger than the open system itself. Hence, a fully quantum mechanical treatment of the combined system without approximations and without limitations of the type of system is currently out of reach. With the single assumption of the environment to consist of an internally thermalized set of infinitely many harmonic oscillators, the seminal work of Stockburger and Grabert [Chem. Phys., 268:249-256, 2001] introduced an open system description that captures the environmental influence by means of a stochastic driving of the reduced system. The resulting stochastic Liouville-von Neumann equation describes the full non-Markovian dynamics without explicit memory but instead accounts for it implicitly through the correlations of the complex-valued noise forces. The present thesis provides a first application of the Stockburger-Grabert stochastic Liouville-von Neumann equation to the computation of the dynamics of anharmonic, continuous open systems. In particular, it is demonstrated that trajectory based propagators allow for the construction of a numerically stable propagation scheme. With this approach it becomes possible to achieve the tremendous increase of the noise sample count necessary to stochastically converge the results when investigating such systems with continuous variables. After a test against available analytic results for the dissipative harmonic oscillator, the approach is subsequently applied to the analysis of two different realistic, physical systems. As a first example, the dynamics of a dissipative molecular oscillator is investigated. Long time propagation - until

  16. Non-Markovian dissipative quantum mechanics with stochastic trajectories

    Energy Technology Data Exchange (ETDEWEB)

    Koch, Werner

    2010-09-09

    All fields of physics - be it nuclear, atomic and molecular, solid state, or optical - offer examples of systems which are strongly influenced by the environment of the actual system under investigation. The scope of what is called ''the environment'' may vary, i.e., how far from the system of interest an interaction between the two does persist. Typically, however, it is much larger than the open system itself. Hence, a fully quantum mechanical treatment of the combined system without approximations and without limitations of the type of system is currently out of reach. With the single assumption of the environment to consist of an internally thermalized set of infinitely many harmonic oscillators, the seminal work of Stockburger and Grabert [Chem. Phys., 268:249-256, 2001] introduced an open system description that captures the environmental influence by means of a stochastic driving of the reduced system. The resulting stochastic Liouville-von Neumann equation describes the full non-Markovian dynamics without explicit memory but instead accounts for it implicitly through the correlations of the complex-valued noise forces. The present thesis provides a first application of the Stockburger-Grabert stochastic Liouville-von Neumann equation to the computation of the dynamics of anharmonic, continuous open systems. In particular, it is demonstrated that trajectory based propagators allow for the construction of a numerically stable propagation scheme. With this approach it becomes possible to achieve the tremendous increase of the noise sample count necessary to stochastically converge the results when investigating such systems with continuous variables. After a test against available analytic results for the dissipative harmonic oscillator, the approach is subsequently applied to the analysis of two different realistic, physical systems. As a first example, the dynamics of a dissipative molecular oscillator is investigated. Long time

  17. Reduced equations of motion for quantum systems driven by diffusive Markov processes.

    Science.gov (United States)

    Sarovar, Mohan; Grace, Matthew D

    2012-09-28

    The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

  18. Applied probability and stochastic processes. 2. ed.

    Energy Technology Data Exchange (ETDEWEB)

    Feldman, Richard M. [Texas A and M Univ., College Station, TX (United States). Industrial and Systems Engineering Dept.; Valdez-Flores, Ciriaco [Sielken and Associates Consulting, Inc., Bryan, TX (United States)

    2010-07-01

    This book presents applied probability and stochastic processes in an elementary but mathematically precise manner, with numerous examples and exercises to illustrate the range of engineering and science applications of the concepts. The book is designed to give the reader an intuitive understanding of probabilistic reasoning, in addition to an understanding of mathematical concepts and principles. The initial chapters present a summary of probability and statistics and then Poisson processes, Markov chains, Markov processes and queuing processes are introduced. Advanced topics include simulation, inventory theory, replacement theory, Markov decision theory, and the use of matrix geometric procedures in the analysis of queues. Included in the second edition are appendices at the end of several chapters giving suggestions for the use of Excel in solving the problems of the chapter. Also new in this edition are an introductory chapter on statistics and a chapter on Poisson processes that includes some techniques used in risk assessment. The old chapter on queues has been expanded and broken into two new chapters: one for simple queuing processes and one for queuing networks. Support is provided through the web site http://apsp.tamu.edu where students will have the answers to odd numbered problems and instructors will have access to full solutions and Excel files for homework. (orig.)

  19. An introduction to stochastic processes with applications to biology

    CERN Document Server

    Allen, Linda J S

    2010-01-01

    An Introduction to Stochastic Processes with Applications to Biology, Second Edition presents the basic theory of stochastic processes necessary in understanding and applying stochastic methods to biological problems in areas such as population growth and extinction, drug kinetics, two-species competition and predation, the spread of epidemics, and the genetics of inbreeding. Because of their rich structure, the text focuses on discrete and continuous time Markov chains and continuous time and state Markov processes.New to the Second EditionA new chapter on stochastic differential equations th

  20. Mapping stochastic processes onto complex networks

    International Nuclear Information System (INIS)

    Shirazi, A H; Reza Jafari, G; Davoudi, J; Peinke, J; Reza Rahimi Tabar, M; Sahimi, Muhammad

    2009-01-01

    We introduce a method by which stochastic processes are mapped onto complex networks. As examples, we construct the networks for such time series as those for free-jet and low-temperature helium turbulence, the German stock market index (the DAX), and white noise. The networks are further studied by contrasting their geometrical properties, such as the mean length, diameter, clustering, and average number of connections per node. By comparing the network properties of the original time series investigated with those for the shuffled and surrogate series, we are able to quantify the effect of the long-range correlations and the fatness of the probability distribution functions of the series on the networks constructed. Most importantly, we demonstrate that the time series can be reconstructed with high precision by means of a simple random walk on their corresponding networks

  1. Chemical kinetics, stochastic processes, and irreversible thermodynamics

    CERN Document Server

    Santillán, Moisés

    2014-01-01

    This book brings theories in nonlinear dynamics, stochastic processes, irreversible thermodynamics, physical chemistry, and biochemistry together in an introductory but formal and comprehensive manner.  Coupled with examples, the theories are developed stepwise, starting with the simplest concepts and building upon them into a more general framework.  Furthermore, each new mathematical derivation is immediately applied to one or more biological systems.  The last chapters focus on applying mathematical and physical techniques to study systems such as: gene regulatory networks and ion channels. The target audience of this book are mainly final year undergraduate and graduate students with a solid mathematical background (physicists, mathematicians, and engineers), as well as with basic notions of biochemistry and cellular biology.  This book can also be useful to students with a biological background who are interested in mathematical modeling, and have a working knowledge of calculus, differential equatio...

  2. Application of Quantum Process Calculus to Higher Dimensional Quantum Protocols

    Directory of Open Access Journals (Sweden)

    Simon J. Gay

    2014-07-01

    Full Text Available We describe the use of quantum process calculus to describe and analyze quantum communication protocols, following the successful field of formal methods from classical computer science. We have extended the quantum process calculus to describe d-dimensional quantum systems, which has not been done before. We summarise the necessary theory in the generalisation of quantum gates and Bell states and use the theory to apply the quantum process calculus CQP to quantum protocols, namely qudit teleportation and superdense coding.

  3. Process theory for supervisory control of stochastic systems with data

    NARCIS (Netherlands)

    Markovski, J.

    2012-01-01

    We propose a process theory for supervisory control of stochastic nondeterministic plants with data-based observations. The Markovian process theory with data relies on the notion of Markovian partial bisimulation to capture controllability of stochastic nondeterministic systems. It presents a

  4. Minimized state complexity of quantum-encoded cryptic processes

    Science.gov (United States)

    Riechers, Paul M.; Mahoney, John R.; Aghamohammadi, Cina; Crutchfield, James P.

    2016-05-01

    The predictive information required for proper trajectory sampling of a stochastic process can be more efficiently transmitted via a quantum channel than a classical one. This recent discovery allows quantum information processing to drastically reduce the memory necessary to simulate complex classical stochastic processes. It also points to a new perspective on the intrinsic complexity that nature must employ in generating the processes we observe. The quantum advantage increases with codeword length: the length of process sequences used in constructing the quantum communication scheme. In analogy with the classical complexity measure, statistical complexity, we use this reduced communication cost as an entropic measure of state complexity in the quantum representation. Previously difficult to compute, the quantum advantage is expressed here in closed form using spectral decomposition. This allows for efficient numerical computation of the quantum-reduced state complexity at all encoding lengths, including infinite. Additionally, it makes clear how finite-codeword reduction in state complexity is controlled by the classical process's cryptic order, and it allows asymptotic analysis of infinite-cryptic-order processes.

  5. Quantum Markov processes and applications in many-body systems

    International Nuclear Information System (INIS)

    Temme, P. K.

    2010-01-01

    This thesis is concerned with the investigation of quantum as well as classical Markov processes and their application in the field of strongly correlated many-body systems. A Markov process is a special kind of stochastic process, which is determined by an evolution that is independent of its history and only depends on the current state of the system. The application of Markov processes has a long history in the field of statistical mechanics and classical many-body theory. Not only are Markov processes used to describe the dynamics of stochastic systems, but they predominantly also serve as a practical method that allows for the computation of fundamental properties of complex many-body systems by means of probabilistic algorithms. The aim of this thesis is to investigate the properties of quantum Markov processes, i.e. Markov processes taking place in a quantum mechanical state space, and to gain a better insight into complex many-body systems by means thereof. Moreover, we formulate a novel quantum algorithm which allows for the computation of the thermal and ground states of quantum many-body systems. After a brief introduction to quantum Markov processes we turn to an investigation of their convergence properties. We find bounds on the convergence rate of the quantum process by generalizing geometric bounds found for classical processes. We generalize a distance measure that serves as the basis for our investigations, the chi-square divergence, to non-commuting probability spaces. This divergence allows for a convenient generalization of the detailed balance condition to quantum processes. We then devise the quantum algorithm that can be seen as the natural generalization of the ubiquitous Metropolis algorithm to simulate quantum many-body Hamiltonians. By this we intend to provide further evidence, that a quantum computer can serve as a fully-fledged quantum simulator, which is not only capable of describing the dynamical evolution of quantum systems, but

  6. Stochastic processes and long range dependence

    CERN Document Server

    Samorodnitsky, Gennady

    2016-01-01

    This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results. Most of the material in the book has not previously been publis...

  7. BRICS and Quantum Information Processing

    DEFF Research Database (Denmark)

    Schmidt, Erik Meineche

    1998-01-01

    BRICS is a research centre and international PhD school in theoretical computer science, based at the University of Aarhus, Denmark. The centre has recently become engaged in quantum information processing in cooperation with the Department of Physics, also University of Aarhus. This extended...... abstract surveys activities at BRICS with special emphasis on the activities in quantum information processing....

  8. Stochastic differential equations and diffusion processes

    CERN Document Server

    Ikeda, N

    1989-01-01

    Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio

  9. Certainty and Uncertainty in Quantum Information Processing

    OpenAIRE

    Rieffel, Eleanor G.

    2007-01-01

    This survey, aimed at information processing researchers, highlights intriguing but lesser known results, corrects misconceptions, and suggests research areas. Themes include: certainty in quantum algorithms; the "fewer worlds" theory of quantum mechanics; quantum learning; probability theory versus quantum mechanics.

  10. Quantifying Quantum-Mechanical Processes.

    Science.gov (United States)

    Hsieh, Jen-Hsiang; Chen, Shih-Hsuan; Li, Che-Ming

    2017-10-19

    The act of describing how a physical process changes a system is the basis for understanding observed phenomena. For quantum-mechanical processes in particular, the affect of processes on quantum states profoundly advances our knowledge of the natural world, from understanding counter-intuitive concepts to the development of wholly quantum-mechanical technology. Here, we show that quantum-mechanical processes can be quantified using a generic classical-process model through which any classical strategies of mimicry can be ruled out. We demonstrate the success of this formalism using fundamental processes postulated in quantum mechanics, the dynamics of open quantum systems, quantum-information processing, the fusion of entangled photon pairs, and the energy transfer in a photosynthetic pigment-protein complex. Since our framework does not depend on any specifics of the states being processed, it reveals a new class of correlations in the hierarchy between entanglement and Einstein-Podolsky-Rosen steering and paves the way for the elaboration of a generic method for quantifying physical processes.

  11. American option pricing with stochastic volatility processes

    Directory of Open Access Journals (Sweden)

    Ping LI

    2017-12-01

    Full Text Available In order to solve the problem of option pricing more perfectly, the option pricing problem with Heston stochastic volatility model is considered. The optimal implementation boundary of American option and the conditions for its early execution are analyzed and discussed. In view of the fact that there is no analytical American option pricing formula, through the space discretization parameters, the stochastic partial differential equation satisfied by American options with Heston stochastic volatility is transformed into the corresponding differential equations, and then using high order compact finite difference method, numerical solutions are obtained for the option price. The numerical experiments are carried out to verify the theoretical results and simulation. The two kinds of optimal exercise boundaries under the conditions of the constant volatility and the stochastic volatility are compared, and the results show that the optimal exercise boundary also has stochastic volatility. Under the setting of parameters, the behavior and the nature of volatility are analyzed, the volatility curve is simulated, the calculation results of high order compact difference method are compared, and the numerical option solution is obtained, so that the method is verified. The research result provides reference for solving the problems of option pricing under stochastic volatility such as multiple underlying asset option pricing and barrier option pricing.

  12. Stochastic resonance during a polymer translocation process

    International Nuclear Information System (INIS)

    Mondal, Debasish; Muthukumar, M.

    2016-01-01

    We have studied the occurrence of stochastic resonance when a flexible polymer chain undergoes a single-file translocation through a nano-pore separating two spherical cavities, under a time-periodic external driving force. The translocation of the chain is controlled by a free energy barrier determined by chain length, pore length, pore-polymer interaction, and confinement inside the donor and receiver cavities. The external driving force is characterized by a frequency and amplitude. By combining the Fokker-Planck formalism for polymer translocation and a two-state model for stochastic resonance, we have derived analytical formulas for criteria for emergence of stochastic resonance during polymer translocation. We show that no stochastic resonance is possible if the free energy barrier for polymer translocation is purely entropic in nature. The polymer chain exhibits stochastic resonance only in the presence of an energy threshold in terms of polymer-pore interactions. Once stochastic resonance is feasible, the chain entropy controls the optimal synchronization conditions significantly.

  13. Visualisation for Stochastic Process Algebras: The Graphic Truth

    DEFF Research Database (Denmark)

    Smith, Michael James Andrew; Gilmore, Stephen

    2011-01-01

    and stochastic activity networks provide an automaton-based view of the model, which may be easier to visualise, at the expense of portability. In this paper, we argue that we can achieve the benefits of both approaches by generating a graphical view of a stochastic process algebra model, which is synchronised...

  14. Soil Erosion as a stochastic process

    Science.gov (United States)

    Casper, Markus C.

    2015-04-01

    corrected experimentally. To overcome this disadvantage of our actual models, soil erosion models are needed that are able to use stochastic directly variables and parameter distributions. There are only some minor approaches in this direction. The most advanced is the model "STOSEM" proposed by Sidorchuk in 2005. In this model, only a small part of the soil erosion processes is described, the aggregate detachment and the aggregate transport by flowing water. The concept is highly simplified, for example, many parameters are temporally invariant. Nevertheless, the main problem is that our existing measurements and experiments are not geared to provide stochastic parameters (e.g. as probability density functions); in the best case they deliver a statistical validation of the mean values. Again, we get effective parameters, spatially and temporally averaged. There is an urgent need for laboratory and field experiments on overland flow structure, raindrop effects and erosion rate, which deliver information on spatial and temporal structure of soil and surface properties and processes.

  15. 100 years after Smoluchowski: stochastic processes in cell biology

    International Nuclear Information System (INIS)

    Holcman, D; Schuss, Z

    2017-01-01

    100 years after Smoluchowski introduced his approach to stochastic processes, they are now at the basis of mathematical and physical modeling in cellular biology: they are used for example to analyse and to extract features from a large number (tens of thousands) of single molecular trajectories or to study the diffusive motion of molecules, proteins or receptors. Stochastic modeling is a new step in large data analysis that serves extracting cell biology concepts. We review here Smoluchowski’s approach to stochastic processes and provide several applications for coarse-graining diffusion, studying polymer models for understanding nuclear organization and finally, we discuss the stochastic jump dynamics of telomeres across cell division and stochastic gene regulation. (topical review)

  16. Introduction to probability and stochastic processes with applications

    CERN Document Server

    Castañ, Blanco; Arunachalam, Viswanathan; Dharmaraja, Selvamuthu

    2012-01-01

    An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their careers. With an emphasis on applications in engineering, applied sciences, business and finance, statistics, mathematics, and operations research, the book features numerous real-world examples that illustrate how random phenomena occur in nature and how to use probabilistic t

  17. Verification and Planning for Stochastic Processes with Asynchronous Events

    National Research Council Canada - National Science Library

    Younes, Hakan L

    2005-01-01

    .... The most common assumption is that of history-independence: the Markov assumption. In this thesis, the author considers the problems of verification and planning for stochastic processes with asynchronous events, without relying on the Markov assumption...

  18. Bibliography on the stochastic processes in plasma and related problems

    International Nuclear Information System (INIS)

    Polovin, R.V.

    1976-01-01

    Stochastic processes in plasma and related matters. The bibliography contains 500 references and was compiled from the open literature only. Some references are annotated or completed with short abstracts. There are subject and authors indexes

  19. Quantum information processing : science & technology.

    Energy Technology Data Exchange (ETDEWEB)

    Horton, Rebecca; Carroll, Malcolm S.; Tarman, Thomas David

    2010-09-01

    Qubits demonstrated using GaAs double quantum dots (DQD). The qubit basis states are the (1) singlet and (2) triplet stationary states. Long spin decoherence times in silicon spurs translation of GaAs qubit in to silicon. In the near term the goals are: (1) Develop surface gate enhancement mode double quantum dots (MOS & strained-Si/SiGe) to demonstrate few electrons and spin read-out and to examine impurity doped quantum-dots as an alternative architecture; (2) Use mobility, C-V, ESR, quantum dot performance & modeling to feedback and improve upon processing, this includes development of atomic precision fabrication at SNL; (3) Examine integrated electronics approaches to RF-SET; (4) Use combinations of numerical packages for multi-scale simulation of quantum dot systems (NEMO3D, EMT, TCAD, SPICE); and (5) Continue micro-architecture evaluation for different device and transport architectures.

  20. Simulation and inference for stochastic processes with YUIMA a comprehensive R framework for SDEs and other stochastic processes

    CERN Document Server

    Iacus, Stefano M

    2018-01-01

    The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these ...

  1. Stochastic mechanics and the Kepler problem: Diffusions generated by the quantum motion

    International Nuclear Information System (INIS)

    Garbaczewski, P.

    1986-01-01

    We construct a class of solutions of the Schroedinger equation for the Coulomb-Kepler problem. Their ψ = ρ 1/2 exp(iS/ℎ) structure implies that the quantal dynamics of wave functions is completely determined by the related classical Hamiltonian system. A construction of the associated controlled stochastic processes is then possible, their drift velocity being entirely defined in terms of (explicitly known) probability density ρ(x,y,z,t) and phase S(x,y,z,t). In particular, for the stationary states of the quantum problem, in its four-oscillator reconstruction, we identify the regime in which the related classical Hamiltonian can be effectively replaced by the Hamiltonian of the classical Kepler motion. (orig.)

  2. Occam’s Quantum Strop: Synchronizing and Compressing Classical Cryptic Processes via a Quantum Channel

    Science.gov (United States)

    Mahoney, John R.; Aghamohammadi, Cina; Crutchfield, James P.

    2016-02-01

    A stochastic process’ statistical complexity stands out as a fundamental property: the minimum information required to synchronize one process generator to another. How much information is required, though, when synchronizing over a quantum channel? Recent work demonstrated that representing causal similarity as quantum state-indistinguishability provides a quantum advantage. We generalize this to synchronization and offer a sequence of constructions that exploit extended causal structures, finding substantial increase of the quantum advantage. We demonstrate that maximum compression is determined by the process’ cryptic order-a classical, topological property closely allied to Markov order, itself a measure of historical dependence. We introduce an efficient algorithm that computes the quantum advantage and close noting that the advantage comes at a cost-one trades off prediction for generation complexity.

  3. Universal resources for approximate and stochastic measurement-based quantum computation

    International Nuclear Information System (INIS)

    Mora, Caterina E.; Piani, Marco; Miyake, Akimasa; Van den Nest, Maarten; Duer, Wolfgang; Briegel, Hans J.

    2010-01-01

    We investigate which quantum states can serve as universal resources for approximate and stochastic measurement-based quantum computation in the sense that any quantum state can be generated from a given resource by means of single-qubit (local) operations assisted by classical communication. More precisely, we consider the approximate and stochastic generation of states, resulting, for example, from a restriction to finite measurement settings or from possible imperfections in the resources or local operations. We show that entanglement-based criteria for universality obtained in M. Van den Nest et al. [New J. Phys. 9, 204 (2007)] for the exact, deterministic case can be lifted to the much more general approximate, stochastic case. This allows us to move from the idealized situation (exact, deterministic universality) considered in previous works to the practically relevant context of nonperfect state preparation. We find that any entanglement measure fulfilling some basic requirements needs to reach its maximum value on some element of an approximate, stochastic universal family of resource states, as the resource size grows. This allows us to rule out various families of states as being approximate, stochastic universal. We prove that approximate, stochastic universality is in general a weaker requirement than deterministic, exact universality and provide resources that are efficient approximate universal, but not exact deterministic universal. We also study the robustness of universal resources for measurement-based quantum computation under realistic assumptions about the (imperfect) generation and manipulation of entangled states, giving an explicit expression for the impact that errors made in the preparation of the resource have on the possibility to use it for universal approximate and stochastic state preparation. Finally, we discuss the relation between our entanglement-based criteria and recent results regarding the uselessness of states with a high

  4. Forecasting financial asset processes: stochastic dynamics via learning neural networks.

    Science.gov (United States)

    Giebel, S; Rainer, M

    2010-01-01

    Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

  5. Convergence of trajectories in fractal interpolation of stochastic processes

    International Nuclear Information System (INIS)

    MaIysz, Robert

    2006-01-01

    The notion of fractal interpolation functions (FIFs) can be applied to stochastic processes. Such construction is especially useful for the class of α-self-similar processes with stationary increments and for the class of α-fractional Brownian motions. For these classes, convergence of the Minkowski dimension of the graphs in fractal interpolation of the Hausdorff dimension of the graph of original process was studied in [Herburt I, MaIysz R. On convergence of box dimensions of fractal interpolation stochastic processes. Demonstratio Math 2000;4:873-88.], [MaIysz R. A generalization of fractal interpolation stochastic processes to higher dimension. Fractals 2001;9:415-28.], and [Herburt I. Box dimension of interpolations of self-similar processes with stationary increments. Probab Math Statist 2001;21:171-8.]. We prove that trajectories of fractal interpolation stochastic processes converge to the trajectory of the original process. We also show that convergence of the trajectories in fractal interpolation of stochastic processes is equivalent to the convergence of trajectories in linear interpolation

  6. Stochastic Analysis of Gaussian Processes via Fredholm Representation

    Directory of Open Access Journals (Sweden)

    Tommi Sottinen

    2016-01-01

    Full Text Available We show that every separable Gaussian process with integrable variance function admits a Fredholm representation with respect to a Brownian motion. We extend the Fredholm representation to a transfer principle and develop stochastic analysis by using it. We show the convenience of the Fredholm representation by giving applications to equivalence in law, bridges, series expansions, stochastic differential equations, and maximum likelihood estimations.

  7. Spontaneous transition to a stochastic state in a four-dimensional Yang-Mills quantum theory

    International Nuclear Information System (INIS)

    Semikhatov, A.M.

    1983-01-01

    The quantum expectation values in a four-dimensional Yang-Mills theory are represented in each topological sector as expectation values over the diffusion which develops in the ''fourth'' Euclidean time. The Langevin equations of this diffusion are stochastic duality equations in the A 4 = 0 gauge

  8. Quantum Information Processing and Quantum Error Correction An Engineering Approach

    CERN Document Server

    Djordjevic, Ivan

    2012-01-01

    Quantum Information Processing and Quantum Error Correction is a self-contained, tutorial-based introduction to quantum information, quantum computation, and quantum error-correction. Assuming no knowledge of quantum mechanics and written at an intuitive level suitable for the engineer, the book gives all the essential principles needed to design and implement quantum electronic and photonic circuits. Numerous examples from a wide area of application are given to show how the principles can be implemented in practice. This book is ideal for the electronics, photonics and computer engineer

  9. Diffusive processes in a stochastic magnetic field

    International Nuclear Information System (INIS)

    Wang, H.; Vlad, M.; Vanden Eijnden, E.; Spineanu, F.; Misguich, J.H.; Balescu, R.

    1995-01-01

    The statistical representation of a fluctuating (stochastic) magnetic field configuration is studied in detail. The Eulerian correlation functions of the magnetic field are determined, taking into account all geometrical constraints: these objects form a nondiagonal matrix. The Lagrangian correlations, within the reasonable Corrsin approximation, are reduced to a single scalar function, determined by an integral equation. The mean square perpendicular deviation of a geometrical point moving along a perturbed field line is determined by a nonlinear second-order differential equation. The separation of neighboring field lines in a stochastic magnetic field is studied. We find exponentiation lengths of both signs describing, in particular, a decay (on the average) of any initial anisotropy. The vanishing sum of these exponentiation lengths ensures the existence of an invariant which was overlooked in previous works. Next, the separation of a particle's trajectory from the magnetic field line to which it was initially attached is studied by a similar method. Here too an initial phase of exponential separation appears. Assuming the existence of a final diffusive phase, anomalous diffusion coefficients are found for both weakly and strongly collisional limits. The latter is identical to the well known Rechester-Rosenbluth coefficient, which is obtained here by a more quantitative (though not entirely deductive) treatment than in earlier works

  10. Stochastic formulation of quantum field at finite temperature

    International Nuclear Information System (INIS)

    Lim, S.C.

    1989-01-01

    This paper reports that, based on an extension of the stochastic quantization method of Nelson, it is possible to obtain finite temperature fields in both the imaginary and real time formalisms which are usually quantized by using the functional integral technique

  11. Quantum information processing in nanostructures

    International Nuclear Information System (INIS)

    Reina Estupinan, John-Henry

    2002-01-01

    Since information has been regarded os a physical entity, the field of quantum information theory has blossomed. This brings novel applications, such as quantum computation. This field has attracted the attention of numerous researchers with backgrounds ranging from computer science, mathematics and engineering, to the physical sciences. Thus, we now have an interdisciplinary field where great efforts are being made in order to build devices that should allow for the processing of information at a quantum level, and also in the understanding of the complex structure of some physical processes at a more basic level. This thesis is devoted to the theoretical study of structures at the nanometer-scale, 'nanostructures', through physical processes that mainly involve the solid-state and quantum optics, in order to propose reliable schemes for the processing of quantum information. Initially, the main results of quantum information theory and quantum computation are briefly reviewed. Next, the state-of-the-art of quantum dots technology is described. In so doing, the theoretical background and the practicalities required for this thesis are introduced. A discussion of the current quantum hardware used for quantum information processing is given. In particular, the solid-state proposals to date are emphasised. A detailed prescription is given, using an optically-driven coupled quantum dot system, to reliably prepare and manipulate exciton maximally entangled Bell and Greenberger-Horne-Zeilinger (GHZ) states. Manipulation of the strength and duration of selective light-pulses needed for producing these highly entangled states provides us with crucial elements for the processing of solid-state based quantum information. The all-optical generation of states of the so-called Bell basis for a system of two quantum dots (QDs) is exploited for performing the quantum teleportation of the excitonic state of a dot in an array of three coupled QDs. Theoretical predictions suggest

  12. Practicality of quantum information processing

    Science.gov (United States)

    Lau, Hoi-Kwan

    Quantum Information Processing (QIP) is expected to bring revolutionary enhancement to various technological areas. However, today's QIP applications are far from being practical. The problem involves both hardware issues, i.e., quantum devices are imperfect, and software issues, i.e., the functionality of some QIP applications is not fully understood. Aiming to improve the practicality of QIP, in my PhD research I have studied various topics in quantum cryptography and ion trap quantum computation. In quantum cryptography, I first studied the security of position-based quantum cryptography (PBQC). I discovered a wrong assumption in the previous literature that the cheaters are not allowed to share entangled resources. I proposed entanglement attacks that could cheat all known PBQC protocols. I also studied the practicality of continuous-variable (CV) quantum secret sharing (QSS). While the security of CV QSS was considered by the literature only in the limit of infinite squeezing, I found that finitely squeezed CV resources could also provide finite secret sharing rate. Our work relaxes the stringent resources requirement of implementing QSS. In ion trap quantum computation, I studied the phase error of quantum information induced by dc Stark effect during ion transportation. I found an optimized ion trajectory for which the phase error is the minimum. I also defined a threshold speed, above which ion transportation would induce significant error. In addition, I proposed a new application for ion trap systems as universal bosonic simulators (UBS). I introduced two architectures, and discussed their respective strength and weakness. I illustrated the implementations of bosonic state initialization, transformation, and measurement by applying radiation fields or by varying the trap potential. When comparing with conducting optical experiments, the ion trap UBS is advantageous in higher state initialization efficiency and higher measurement accuracy. Finally, I

  13. Silicon Quantum Dots for Quantum Information Processing

    Science.gov (United States)

    2013-11-01

    S. Lai, C. Tahan, A. Morello and A. S. Dzurak, Electron Spin lifetimes in multi-valley sil- icon quantum dots, S3NANO Winter School Few spin solid...lifetimes in multi-valley sil- icon quantum dots, International Workshop on Silicon Quantum Electronics, Grenoble, France, February 2012 (Poster). C...typically plunger gates), PMMA A5 is spun at 5000 rpm for 30 seconds, resulting in a 280 nm resist thickness. The resists are baked for 90 seconds at 180

  14. Classical and spatial stochastic processes with applications to biology

    CERN Document Server

    Schinazi, Rinaldo B

    2014-01-01

    The revised and expanded edition of this textbook presents the concepts and applications of random processes with the same illuminating simplicity as its first edition, but with the notable addition of substantial modern material on biological modeling. While still treating many important problems in fields such as engineering and mathematical physics, the book also focuses on the highly relevant topics of cancerous mutations, influenza evolution, drug resistance, and immune response. The models used elegantly apply various classical stochastic models presented earlier in the text, and exercises are included throughout to reinforce essential concepts. The second edition of Classical and Spatial Stochastic Processes is suitable as a textbook for courses in stochastic processes at the advanced-undergraduate and graduate levels, or as a self-study resource for researchers and practitioners in mathematics, engineering, physics, and mathematical biology. Reviews of the first edition: An appetizing textbook for a f...

  15. Analyzing Properties of Stochastic Business Processes By Model Checking

    DEFF Research Database (Denmark)

    Herbert, Luke Thomas; Sharp, Robin

    2013-01-01

    This chapter presents an approach to precise formal analysis of business processes with stochastic properties. The method presented here allows for both qualitative and quantitative properties to be individually analyzed at design time without requiring a full specification. This provides...... an effective means to explore possible designs for a business process and to debug any flaws....

  16. Stochastic dynamics approach to tunneling problems in quantum mechanics

    International Nuclear Information System (INIS)

    Jona-Lasinio, G.; Martinelli, F.; Scoppola, E.

    1981-01-01

    The authors' main purpose is to give a general procedure to estimate the splittings of the ground state, due to tunneling, of finite one-dimensional quantum systems in the semiclassical limit h/2π→0. (Auth.)

  17. ? filtering for stochastic systems driven by Poisson processes

    Science.gov (United States)

    Song, Bo; Wu, Zheng-Guang; Park, Ju H.; Shi, Guodong; Zhang, Ya

    2015-01-01

    This paper investigates the ? filtering problem for stochastic systems driven by Poisson processes. By utilising the martingale theory such as the predictable projection operator and the dual predictable projection operator, this paper transforms the expectation of stochastic integral with respect to the Poisson process into the expectation of Lebesgue integral. Then, based on this, this paper designs an ? filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed ? performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.

  18. Anomalous scaling of stochastic processes and the Moses effect.

    Science.gov (United States)

    Chen, Lijian; Bassler, Kevin E; McCauley, Joseph L; Gunaratne, Gemunu H

    2017-04-01

    The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t^{1/2}. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

  19. Anomalous scaling of stochastic processes and the Moses effect

    Science.gov (United States)

    Chen, Lijian; Bassler, Kevin E.; McCauley, Joseph L.; Gunaratne, Gemunu H.

    2017-04-01

    The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t1/2. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

  20. Nonequilibrium steady state in open quantum systems: Influence action, stochastic equation and power balance

    International Nuclear Information System (INIS)

    Hsiang, J.-T.; Hu, B.L.

    2015-01-01

    The existence and uniqueness of a steady state for nonequilibrium systems (NESS) is a fundamental subject and a main theme of research in statistical mechanics for decades. For Gaussian systems, such as a chain of classical harmonic oscillators connected at each end to a heat bath, and for classical anharmonic oscillators under specified conditions, definitive answers exist in the form of proven theorems. Answering this question for quantum many-body systems poses a challenge for the present. In this work we address this issue by deriving the stochastic equations for the reduced system with self-consistent backaction from the two baths, calculating the energy flow from one bath to the chain to the other bath, and exhibiting a power balance relation in the total (chain + baths) system which testifies to the existence of a NESS in this system at late times. Its insensitivity to the initial conditions of the chain corroborates to its uniqueness. The functional method we adopt here entails the use of the influence functional, the coarse-grained and stochastic effective actions, from which one can derive the stochastic equations and calculate the average values of physical variables in open quantum systems. This involves both taking the expectation values of quantum operators of the system and the distributional averages of stochastic variables stemming from the coarse-grained environment. This method though formal in appearance is compact and complete. It can also easily accommodate perturbative techniques and diagrammatic methods from field theory. Taken all together it provides a solid platform for carrying out systematic investigations into the nonequilibrium dynamics of open quantum systems and quantum thermodynamics. -- Highlights: •Nonequilibrium steady state (NESS) for interacting quantum many-body systems. •Derivation of stochastic equations for quantum oscillator chain with two heat baths. •Explicit calculation of the energy flow from one bath to the

  1. A Constructive Sharp Approach to Functional Quantization of Stochastic Processes

    OpenAIRE

    Junglen, Stefan; Luschgy, Harald

    2010-01-01

    We present a constructive approach to the functional quantization problem of stochastic processes, with an emphasis on Gaussian processes. The approach is constructive, since we reduce the infinite-dimensional functional quantization problem to a finite-dimensional quantization problem that can be solved numerically. Our approach achieves the sharp rate of the minimal quantization error and can be used to quantize the path space for Gaussian processes and also, for example, Lévy processes.

  2. On a stochastic process associated to non-abelian gauge fields

    International Nuclear Information System (INIS)

    Vilela Mendes, R.

    1989-01-01

    A stochastic process is constructed from a ground state measure that generalizes to non-abelian fields the ground state of abelian (free) gauge fields without fermions. Using a latticized version one shows how the process leads to a well-defined quantum theory in the Schroedinger representation. An analysis of the qualitative behaviour of the theory seems to imply a quasi-free behaviour at short distances and a maximally disordered field strength configuration for the low-momentum component of the ground state. Scaling relations for the mass gap are inferred from the theory of small random perturbations of dynamical systems. (orig.)

  3. Learning Theory Estimates with Observations from General Stationary Stochastic Processes.

    Science.gov (United States)

    Hang, Hanyuan; Feng, Yunlong; Steinwart, Ingo; Suykens, Johan A K

    2016-12-01

    This letter investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by general, we mean that many stationary stochastic processes can be included. We show that when the stochastic processes satisfy a generalized Bernstein-type inequality, a unified treatment on analyzing the learning schemes with various mixing processes can be conducted and a sharp oracle inequality for generic regularized empirical risk minimization schemes can be established. The obtained oracle inequality is then applied to derive convergence rates for several learning schemes such as empirical risk minimization (ERM), least squares support vector machines (LS-SVMs) using given generic kernels, and SVMs using gaussian kernels for both least squares and quantile regression. It turns out that for independent and identically distributed (i.i.d.) processes, our learning rates for ERM recover the optimal rates. For non-i.i.d. processes, including geometrically [Formula: see text]-mixing Markov processes, geometrically [Formula: see text]-mixing processes with restricted decay, [Formula: see text]-mixing processes, and (time-reversed) geometrically [Formula: see text]-mixing processes, our learning rates for SVMs with gaussian kernels match, up to some arbitrarily small extra term in the exponent, the optimal rates. For the remaining cases, our rates are at least close to the optimal rates. As a by-product, the assumed generalized Bernstein-type inequality also provides an interpretation of the so-called effective number of observations for various mixing processes.

  4. Stochastic analysis in production process and ecology under uncertainty

    CERN Document Server

    Bieda, Bogusław

    2014-01-01

    The monograph addresses a problem of stochastic analysis based on the uncertainty assessment by simulation and application of this method in ecology and steel industry under uncertainty. The first chapter defines the Monte Carlo (MC) method and random variables in stochastic models. Chapter two deals with the contamination transport in porous media. Stochastic approach for Municipal Solid Waste transit time contaminants modeling using MC simulation has been worked out. The third chapter describes the risk analysis of the waste to energy facility proposal for Konin city, including the financial aspects. Environmental impact assessment of the ArcelorMittal Steel Power Plant, in Kraków - in the chapter four - is given. Thus, four scenarios of the energy mix production processes were studied. Chapter five contains examples of using ecological Life Cycle Assessment (LCA) - a relatively new method of environmental impact assessment - which help in preparing pro-ecological strategy, and which can lead to reducing t...

  5. Gene regulation and noise reduction by coupling of stochastic processes

    Science.gov (United States)

    Ramos, Alexandre F.; Hornos, José Eduardo M.; Reinitz, John

    2015-02-01

    Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.

  6. Gene regulation and noise reduction by coupling of stochastic processes.

    Science.gov (United States)

    Ramos, Alexandre F; Hornos, José Eduardo M; Reinitz, John

    2015-02-01

    Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.

  7. Conditional Stochastic Processes Applied to Wave Load Predictions

    DEFF Research Database (Denmark)

    Jensen, Jørgen Juncher

    2015-01-01

    The concept of conditional stochastic processes provides a powerful tool for evaluation and estimation of wave loads on ships and offshore structures. This article first considers conditional waves with a focus on critical wave episodes. Then the inherent uncertainty in the results is illustrated...

  8. Stochastic evolution of the Universe: A possible dynamical process ...

    Indian Academy of Sciences (India)

    C Sivakumar

    2017-12-11

    Dec 11, 2017 ... https://doi.org/10.1007/s12043-017-1491-z. Stochastic evolution of the Universe: A possible dynamical process leading to fractal structures. C SIVAKUMAR. Department of Physics, Maharaja's College, Ernakulam 682 011, India. E-mail: thrisivc@yahoo.com. MS received 6 July 2016; revised 26 June 2017; ...

  9. Uncertainty Reduction for Stochastic Processes on Complex Networks

    Science.gov (United States)

    Radicchi, Filippo; Castellano, Claudio

    2018-05-01

    Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the stochastic rules, the ability to predict system configurations is generally characterized by a large uncertainty. Selecting a fraction of the nodes and observing their state may help to reduce the uncertainty about the unobserved nodes. However, choosing these points of observation in an optimal way is a highly nontrivial task, depending on the nature of the stochastic process and on the structure of the underlying interaction pattern. In this paper, we introduce a computationally efficient algorithm to determine quasioptimal solutions to the problem. The method leverages network sparsity to reduce computational complexity from exponential to almost quadratic, thus allowing the straightforward application of the method to mid-to-large-size systems. Although the method is exact only for equilibrium stochastic processes defined on trees, it turns out to be effective also for out-of-equilibrium processes on sparse loopy networks.

  10. Optimising stochastic trajectories in exact quantum jump approaches of interacting systems

    International Nuclear Information System (INIS)

    Lacroix, D.

    2004-11-01

    The standard methods used to substitute the quantum dynamics of two interacting systems by a quantum jump approach based on the Stochastic Schroedinger Equation (SSE) are described. It turns out that for a given situation, there exists an infinite number of SSE reformulation. This fact is used to propose general strategies to optimise the stochastic paths in order to reduce the statistical fluctuations. In this procedure, called the 'adaptative noise method', a specific SSE is obtained for which the noise depends explicitly on both the initial state and on the properties of the interaction Hamiltonian. It is also shown that this method can be further improved by the introduction of a mean-field dynamics. The different optimisation procedures are illustrated quantitatively in the case of interacting spins. A significant reduction of the statistical fluctuations is obtained. Consequently, a much smaller number of trajectories is needed to accurately reproduce the exact dynamics as compared to the standard SSE method. (author)

  11. Quantum Information Processing with Trapped Ions

    International Nuclear Information System (INIS)

    Barrett, M.D.; Schaetz, T.; Chiaverini, J.; Leibfried, D.; Britton, J.; Itano, W.M.; Jost, J.D.; Langer, C.; Ozeri, R.; Wineland, D.J.; Knill, E.

    2005-01-01

    We summarize two experiments on the creation and manipulation of multi-particle entangled states of trapped atomic ions - quantum dense coding and quantum teleportation. The techniques used in these experiments constitute an important step toward performing large-scale quantum information processing. The techniques also have application in other areas of physics, providing improvement in quantum-limited measurement and fundamental tests of quantum mechanical principles, for example

  12. Stochastic differential equations for quantum dynamics of spin-boson networks

    International Nuclear Information System (INIS)

    Mandt, Stephan; Sadri, Darius; Houck, Andrew A; Türeci, Hakan E

    2015-01-01

    A popular approach in quantum optics is to map a master equation to a stochastic differential equation, where quantum effects manifest themselves through noise terms. We generalize this approach based on the positive-P representation to systems involving spin, in particular networks or lattices of interacting spins and bosons. We test our approach on a driven dimer of spins and photons, compare it to the master equation, and predict a novel dynamic phase transition in this system. Our numerical approach has scaling advantages over existing methods, but typically requires regularization in terms of drive and dissipation. (paper)

  13. Exponential formula for the reachable sets of quantum stochastic differential inclusions

    International Nuclear Information System (INIS)

    Ayoola, E.O.

    2001-07-01

    We establish an exponential formula for the reachable sets of quantum stochastic differential inclusions (QSDI) which are locally Lipschitzian with convex values. Our main results partially rely on an auxiliary result concerning the density, in the topology of the locally convex space of solutions, of the set of trajectories whose matrix elements are continuously differentiable By applying the exponential formula, we obtain results concerning convergence of the discrete approximations of the reachable set of the QSDI. This extends similar results of Wolenski for classical differential inclusions to the present noncommutative quantum setting. (author)

  14. Stochastic processes and applications diffusion processes, the Fokker-Planck and Langevin equations

    CERN Document Server

    Pavliotis, Grigorios A

    2014-01-01

    This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated.                 The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to eq...

  15. Neural network connectivity and response latency modelled by stochastic processes

    DEFF Research Database (Denmark)

    Tamborrino, Massimiliano

    is connected to thousands of other neurons. The rst question is: how to model neural networks through stochastic processes? A multivariate Ornstein-Uhlenbeck process, obtained as a diffusion approximation of a jump process, is the proposed answer. Obviously, dependencies between neurons imply dependencies......Stochastic processes and their rst passage times have been widely used to describe the membrane potential dynamics of single neurons and to reproduce neuronal spikes, respectively.However, cerebral cortex in human brains is estimated to contain 10-20 billions of neurons and each of them...... between their spike times. Therefore, the second question is: how to detect neural network connectivity from simultaneously recorded spike trains? Answering this question corresponds to investigate the joint distribution of sequences of rst passage times. A non-parametric method based on copulas...

  16. Expectation propagation for continuous time stochastic processes

    International Nuclear Information System (INIS)

    Cseke, Botond; Schnoerr, David; Sanguinetti, Guido; Opper, Manfred

    2016-01-01

    We consider the inverse problem of reconstructing the posterior measure over the trajectories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive approximations to the posterior distributions of single time marginals using variational approximate inference, giving rise to an expectation propagation type algorithm. For non-linear diffusion processes, this is achieved by leveraging moment closure approximations. We then show how the approximation can be extended to a wide class of discrete-state Markov jump processes by making use of the chemical Langevin equation. Our empirical results show that the proposed method is computationally efficient and provides good approximations for these classes of inverse problems. (paper)

  17. Deterministic geologic processes and stochastic modeling

    International Nuclear Information System (INIS)

    Rautman, C.A.; Flint, A.L.

    1992-01-01

    This paper reports that recent outcrop sampling at Yucca Mountain, Nevada, has produced significant new information regarding the distribution of physical properties at the site of a potential high-level nuclear waste repository. consideration of the spatial variability indicates that her are a number of widespread deterministic geologic features at the site that have important implications for numerical modeling of such performance aspects as ground water flow and radionuclide transport. Because the geologic processes responsible for formation of Yucca Mountain are relatively well understood and operate on a more-or-less regional scale, understanding of these processes can be used in modeling the physical properties and performance of the site. Information reflecting these deterministic geologic processes may be incorporated into the modeling program explicitly using geostatistical concepts such as soft information, or implicitly, through the adoption of a particular approach to modeling

  18. Developments in quantum information processing by nuclear ...

    Indian Academy of Sciences (India)

    qubits, the 2n energy levels of the spin-system can be treated as an n-qubit system. ... Quantum information processing; qubit; nuclear magnetic resonance quantum comput- ing. ..... The equilibrium spectrum has theoretical intensities in the ra-.

  19. Option Pricing with Stochastic Volatility and Jump Diffusion Processes

    Directory of Open Access Journals (Sweden)

    Radu Lupu

    2006-03-01

    Full Text Available Option pricing by the use of Black Scholes Merton (BSM model is based on the assumption that asset prices have a lognormal distribution. In spite of the use of these models on a large scale, both by practioners and academics, the assumption of lognormality is rejected by the history of returns. The objective of this article is to present the methods that developed after the Black Scholes Merton environment and deals with the option pricing model adjustment to the empirical properties of asset returns. The main models that appeared after BSM allowed for special changes of the returns that materialized in jump-diffusion and stochastic volatility processes. The article presents the foundations of risk neutral options evaluation and the empirical evidence that fed the amendment of the lognormal assumption in the first part and shows the evaluation procedure under the assumption of stock prices following the jump-diffusion process and the stochastic volatility process.

  20. Stochasticity in processes fundamentals and applications to chemistry and biology

    CERN Document Server

    Schuster, Peter

    2016-01-01

    This book has developed over the past fifteen years from a modern course on stochastic chemical kinetics for graduate students in physics, chemistry and biology. The first part presents a systematic collection of the mathematical background material needed to understand probability, statistics, and stochastic processes as a prerequisite for the increasingly challenging practical applications in chemistry and the life sciences examined in the second part. Recent advances in the development of new techniques and in the resolution of conventional experiments at nano-scales have been tremendous: today molecular spectroscopy can provide insights into processes down to scales at which current theories at the interface of physics, chemistry and the life sciences cannot be successful without a firm grasp of randomness and its sources. Routinely measured data is now sufficiently accurate to allow the direct recording of fluctuations. As a result, the sampling of data and the modeling of relevant processes are doomed t...

  1. Continuous-variable quantum information processing

    DEFF Research Database (Denmark)

    Andersen, Ulrik Lund; Leuchs, G.; Silberhorn, C.

    2010-01-01

    the continuous degree of freedom of a quantum system for encoding, processing or detecting information, one enters the field of continuous-variable (CV) quantum information processing. In this paper we review the basic principles of CV quantum information processing with main focus on recent developments...... in the field. We will be addressing the three main stages of a quantum information system; the preparation stage where quantum information is encoded into CVs of coherent states and single-photon states, the processing stage where CV information is manipulated to carry out a specified protocol and a detection...... stage where CV information is measured using homodyne detection or photon counting....

  2. Stochastic Models in the Identification Process

    Czech Academy of Sciences Publication Activity Database

    Slovák, Dalibor; Zvárová, Jana

    2011-01-01

    Roč. 7, č. 1 (2011), s. 44-50 ISSN 1801-5603 R&D Projects: GA MŠk(CZ) 1M06014 Institutional research plan: CEZ:AV0Z10300504 Keywords : identification process * weight-of evidence formula * coancestry coefficient * beta-binomial sampling formula * DNA mixtures Subject RIV: IN - Informatics, Computer Science http://www.ejbi.eu/images/2011-1/Slovak_en.pdf

  3. 5th Seminar on Stochastic Processes, Random Fields and Applications

    CERN Document Server

    Russo, Francesco; Dozzi, Marco

    2008-01-01

    This volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 30 to June 3, 2005. The seminar focused mainly on stochastic partial differential equations, random dynamical systems, infinite-dimensional analysis, approximation problems, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance. Contributors: Y. Asai, J.-P. Aubin, C. Becker, M. Benaïm, H. Bessaih, S. Biagini, S. Bonaccorsi, N. Bouleau, N. Champagnat, G. Da Prato, R. Ferrière, F. Flandoli, P. Guasoni, V.B. Hallulli, D. Khoshnevisan, T. Komorowski, R. Léandre, P. Lescot, H. Lisei, J.A. López-Mimbela, V. Mandrekar, S. Méléard, A. Millet, H. Nagai, A.D. Neate, V. Orlovius, M. Pratelli, N. Privault, O. Raimond, M. Röckner, B. Rüdiger, W.J. Runggaldi...

  4. Stochastic processes dominate during boreal bryophyte community assembly.

    Science.gov (United States)

    Fenton, Nicole J; Bergeron, Yves

    2013-09-01

    Why are plant species found in certain locations and not in others? The study of community assembly rules has attempted to answer this question, and many studies articulate the historic dichotomy of deterministic (predictable niches) vs. stochastic (random or semi-random processes). The study of successional sequences to determine whether they converge, as would be expected by deterministic theory, or diverge, as stochastic theory would suggest, has been one method used to investigate this question. In this article we ask the question: Do similar boreal bryophyte communities develop in the similar habitat created by convergent succession after fires of different severities? Or do the stochastic processes generated by fires of different severity lead to different communities? Specifically we predict that deterministic structure will be more important for large forest-floor species than stochastic processes, and that the inverse will be true for small bryophyte species. We used multivariate regression trees and model selection to determine the relative weight of structure (forest structure, substrates, soil structure) and processes (fire severity) for two groups of bryophyte species sampled in 12 sites (seven high-severity and five low-severity fires). Contrary to our first hypothesis, processes were as important for large forest-floor bryophytes as for small pocket species. Fire severity, its interaction with the quality of available habitat, and its impact on the creation of biological legacies played dominant roles in determining community structure. In this study, sites with nearly identical forest structure, generated via convergent succession after high- and low-severity fire, were compared to see whether these sites supported similar bryophyte communities. While similar to some degree, both the large forest-floor species and the pocket species differed after high-severity fire compared to low-severity fire. This result suggests that the "how," or process of

  5. Discrete stochastic processes and optimal filtering

    CERN Document Server

    Bertein, Jean-Claude

    2012-01-01

    Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter processing in the telecommunications industry, etc. This book provides a comprehensive overview of this area, discussing random and Gaussian vectors, outlining the results necessary for the creation of Wiener and adaptive filters used for stationary signals, as well as examining Kalman filters which ar

  6. Hermite-Hadamard type inequality for φ{sub h}-convex stochastic processes

    Energy Technology Data Exchange (ETDEWEB)

    Sarıkaya, Mehmet Zeki, E-mail: sarikayamz@gmail.com [Department of Mathematics, Faculty of Science and Arts, Düzce University, Düzce (Turkey); Kiriş, Mehmet Eyüp, E-mail: kiris@aku.edu.tr [Department of Mathematics, Institute of Science and Arts, Afyon Kocatepe University, Afyonkarahisar (Turkey); Çelik, Nuri, E-mail: ncelik@bartin.edu.tr [Department of Statistics, Faculty of Science, Bartın University, Bartın-Turkey (Turkey)

    2016-04-18

    The main aim of the present paper is to introduce φ{sub h}-convex stochastic processes and we investigate main properties of these mappings. Moreover, we prove the Hadamard-type inequalities for φ{sub h}-convex stochastic processes. We also give some new general inequalities for φ{sub h}-convex stochastic processes.

  7. Quantum Control of Molecular Processes

    CERN Document Server

    Shapiro, Moshe

    2012-01-01

    Written by two of the world's leading researchers in the field, this is a systematic introduction to the fundamental principles of coherent control, and to the underlying physics and chemistry.This fully updated second edition is enhanced by 80% and covers the latest techniques and applications, including nanostructures, attosecond processes, optical control of chirality, and weak and strong field quantum control. Developments and challenges in decoherence-sensitive condensed phase control as well as in bimolecular control are clearly described.Indispensable for atomic, molecular and chemical

  8. Entropy type complexity of quantum processes

    International Nuclear Information System (INIS)

    Watanabe, Noboru

    2014-01-01

    von Neumann entropy represents the amount of information in the quantum state, and this was extended by Ohya for general quantum systems [10]. Umegaki first defined the quantum relative entropy for σ-finite von Neumann algebras, which was extended by Araki, and Uhlmann, for general von Neumann algebras and *-algebras, respectively. In 1983 Ohya introduced the quantum mutual entropy by using compound states; this describes the amount of information correctly transmitted through the quantum channel, which was also extended by Ohya for general quantum systems. In this paper, we briefly explain Ohya's S-mixing entropy and the quantum mutual entropy for general quantum systems. By using structure equivalent class, we will introduce entropy type functionals based on quantum information theory to improve treatment for the Gaussian communication process. (paper)

  9. Simulation of anaerobic digestion processes using stochastic algorithm.

    Science.gov (United States)

    Palanichamy, Jegathambal; Palani, Sundarambal

    2014-01-01

    The Anaerobic Digestion (AD) processes involve numerous complex biological and chemical reactions occurring simultaneously. Appropriate and efficient models are to be developed for simulation of anaerobic digestion systems. Although several models have been developed, mostly they suffer from lack of knowledge on constants, complexity and weak generalization. The basis of the deterministic approach for modelling the physico and bio-chemical reactions occurring in the AD system is the law of mass action, which gives the simple relationship between the reaction rates and the species concentrations. The assumptions made in the deterministic models are not hold true for the reactions involving chemical species of low concentration. The stochastic behaviour of the physicochemical processes can be modeled at mesoscopic level by application of the stochastic algorithms. In this paper a stochastic algorithm (Gillespie Tau Leap Method) developed in MATLAB was applied to predict the concentration of glucose, acids and methane formation at different time intervals. By this the performance of the digester system can be controlled. The processes given by ADM1 (Anaerobic Digestion Model 1) were taken for verification of the model. The proposed model was verified by comparing the results of Gillespie's algorithms with the deterministic solution for conversion of glucose into methane through degraders. At higher value of 'τ' (timestep), the computational time required for reaching the steady state is more since the number of chosen reactions is less. When the simulation time step is reduced, the results are similar to ODE solver. It was concluded that the stochastic algorithm is a suitable approach for the simulation of complex anaerobic digestion processes. The accuracy of the results depends on the optimum selection of tau value.

  10. Efficient tests for equivalence of hidden Markov processes and quantum random walks

    NARCIS (Netherlands)

    U. Faigle; A. Schönhuth (Alexander)

    2011-01-01

    htmlabstractWhile two hidden Markov process (HMP) resp.~quantum random walk (QRW) parametrizations can differ from one another, the stochastic processes arising from them can be equivalent. Here a polynomial-time algorithm is presented which can determine equivalence of two HMP parametrizations

  11. Modeling nanoparticle uptake and intracellular distribution using stochastic process algebras

    Energy Technology Data Exchange (ETDEWEB)

    Dobay, M. P. D., E-mail: maria.pamela.david@physik.uni-muenchen.de; Alberola, A. Piera; Mendoza, E. R.; Raedler, J. O., E-mail: joachim.raedler@physik.uni-muenchen.de [Ludwig-Maximilians University, Faculty of Physics, Center for NanoScience (Germany)

    2012-03-15

    Computational modeling is increasingly important to help understand the interaction and movement of nanoparticles (NPs) within living cells, and to come to terms with the wealth of data that microscopy imaging yields. A quantitative description of the spatio-temporal distribution of NPs inside cells; however, it is challenging due to the complexity of multiple compartments such as endosomes and nuclei, which themselves are dynamic and can undergo fusion and fission and exchange their content. Here, we show that stochastic pi calculus, a widely-used process algebra, is well suited for mapping surface and intracellular NP interactions and distributions. In stochastic pi calculus, each NP is represented as a process, which can adopt various states such as bound or aggregated, as well as be passed between processes representing location, as a function of predefined stochastic channels. We created a pi calculus model of gold NP uptake and intracellular movement and compared the evolution of surface-bound, cytosolic, endosomal, and nuclear NP densities with electron microscopy data. We demonstrate that the computational approach can be extended to include specific molecular binding and potential interaction with signaling cascades as characteristic for NP-cell interactions in a wide range of applications such as nanotoxicity, viral infection, and drug delivery.

  12. Modeling nanoparticle uptake and intracellular distribution using stochastic process algebras

    International Nuclear Information System (INIS)

    Dobay, M. P. D.; Alberola, A. Piera; Mendoza, E. R.; Rädler, J. O.

    2012-01-01

    Computational modeling is increasingly important to help understand the interaction and movement of nanoparticles (NPs) within living cells, and to come to terms with the wealth of data that microscopy imaging yields. A quantitative description of the spatio-temporal distribution of NPs inside cells; however, it is challenging due to the complexity of multiple compartments such as endosomes and nuclei, which themselves are dynamic and can undergo fusion and fission and exchange their content. Here, we show that stochastic pi calculus, a widely-used process algebra, is well suited for mapping surface and intracellular NP interactions and distributions. In stochastic pi calculus, each NP is represented as a process, which can adopt various states such as bound or aggregated, as well as be passed between processes representing location, as a function of predefined stochastic channels. We created a pi calculus model of gold NP uptake and intracellular movement and compared the evolution of surface-bound, cytosolic, endosomal, and nuclear NP densities with electron microscopy data. We demonstrate that the computational approach can be extended to include specific molecular binding and potential interaction with signaling cascades as characteristic for NP-cell interactions in a wide range of applications such as nanotoxicity, viral infection, and drug delivery.

  13. Modeling nanoparticle uptake and intracellular distribution using stochastic process algebras

    Science.gov (United States)

    Dobay, M. P. D.; Alberola, A. Piera; Mendoza, E. R.; Rädler, J. O.

    2012-03-01

    Computational modeling is increasingly important to help understand the interaction and movement of nanoparticles (NPs) within living cells, and to come to terms with the wealth of data that microscopy imaging yields. A quantitative description of the spatio-temporal distribution of NPs inside cells; however, it is challenging due to the complexity of multiple compartments such as endosomes and nuclei, which themselves are dynamic and can undergo fusion and fission and exchange their content. Here, we show that stochastic pi calculus, a widely-used process algebra, is well suited for mapping surface and intracellular NP interactions and distributions. In stochastic pi calculus, each NP is represented as a process, which can adopt various states such as bound or aggregated, as well as be passed between processes representing location, as a function of predefined stochastic channels. We created a pi calculus model of gold NP uptake and intracellular movement and compared the evolution of surface-bound, cytosolic, endosomal, and nuclear NP densities with electron microscopy data. We demonstrate that the computational approach can be extended to include specific molecular binding and potential interaction with signaling cascades as characteristic for NP-cell interactions in a wide range of applications such as nanotoxicity, viral infection, and drug delivery.

  14. Quantum processing by remote quantum control

    Science.gov (United States)

    Qiang, Xiaogang; Zhou, Xiaoqi; Aungskunsiri, Kanin; Cable, Hugo; O'Brien, Jeremy L.

    2017-12-01

    Client-server models enable computations to be hosted remotely on quantum servers. We present a novel protocol for realizing this task, with practical advantages when using technology feasible in the near term. Client tasks are realized as linear combinations of operations implemented by the server, where the linear coefficients are hidden from the server. We report on an experimental demonstration of our protocol using linear optics, which realizes linear combination of two single-qubit operations by a remote single-qubit control. In addition, we explain when our protocol can remain efficient for larger computations, as well as some ways in which privacy can be maintained using our protocol.

  15. From quantum to classical modeling of radiation reaction: A focus on stochasticity effects

    Science.gov (United States)

    Niel, F.; Riconda, C.; Amiranoff, F.; Duclous, R.; Grech, M.

    2018-04-01

    Radiation reaction in the interaction of ultrarelativistic electrons with a strong external electromagnetic field is investigated using a kinetic approach in the nonlinear moderately quantum regime. Three complementary descriptions are discussed considering arbitrary geometries of interaction: a deterministic one relying on the quantum-corrected radiation reaction force in the Landau and Lifschitz (LL) form, a linear Boltzmann equation for the electron distribution function, and a Fokker-Planck (FP) expansion in the limit where the emitted photon energies are small with respect to that of the emitting electrons. The latter description is equivalent to a stochastic differential equation where the effect of the radiation reaction appears in the form of the deterministic term corresponding to the quantum-corrected LL friction force, and by a diffusion term accounting for the stochastic nature of photon emission. By studying the evolution of the energy moments of the electron distribution function with the three models, we are able to show that all three descriptions provide similar predictions on the temporal evolution of the average energy of an electron population in various physical situations of interest, even for large values of the quantum parameter χ . The FP and full linear Boltzmann descriptions also allow us to correctly describe the evolution of the energy variance (second-order moment) of the distribution function, while higher-order moments are in general correctly captured with the full linear Boltzmann description only. A general criterion for the limit of validity of each description is proposed, as well as a numerical scheme for the inclusion of the FP description in particle-in-cell codes. This work, not limited to the configuration of a monoenergetic electron beam colliding with a laser pulse, allows further insight into the relative importance of various effects of radiation reaction and in particular of the discrete and stochastic nature of high

  16. Provable quantum advantage in randomness processing

    OpenAIRE

    Dale, H; Jennings, D; Rudolph, T

    2015-01-01

    Quantum advantage is notoriously hard to find and even harder to prove. For example the class of functions computable with classical physics actually exactly coincides with the class computable quantum-mechanically. It is strongly believed, but not proven, that quantum computing provides exponential speed-up for a range of problems, such as factoring. Here we address a computational scenario of "randomness processing" in which quantum theory provably yields, not only resource reduction over c...

  17. Distributed quantum information processing via quantum dot spins

    International Nuclear Information System (INIS)

    Jun, Liu; Qiong, Wang; Le-Man, Kuang; Hao-Sheng, Zeng

    2010-01-01

    We propose a scheme to engineer a non-local two-qubit phase gate between two remote quantum-dot spins. Along with one-qubit local operations, one can in principal perform various types of distributed quantum information processing. The scheme employs a photon with linearly polarisation interacting one after the other with two remote quantum-dot spins in cavities. Due to the optical spin selection rule, the photon obtains a Faraday rotation after the interaction process. By measuring the polarisation of the final output photon, a non-local two-qubit phase gate between the two remote quantum-dot spins is constituted. Our scheme may has very important applications in the distributed quantum information processing

  18. Random migration processes between two stochastic epidemic centers.

    Science.gov (United States)

    Sazonov, Igor; Kelbert, Mark; Gravenor, Michael B

    2016-04-01

    We consider the epidemic dynamics in stochastic interacting population centers coupled by random migration. Both the epidemic and the migration processes are modeled by Markov chains. We derive explicit formulae for the probability distribution of the migration process, and explore the dependence of outbreak patterns on initial parameters, population sizes and coupling parameters, using analytical and numerical methods. We show the importance of considering the movement of resident and visitor individuals separately. The mean field approximation for a general migration process is derived and an approximate method that allows the computation of statistical moments for networks with highly populated centers is proposed and tested numerically. Copyright © 2016 Elsevier Inc. All rights reserved.

  19. Quantitative Sociodynamics Stochastic Methods and Models of Social Interaction Processes

    CERN Document Server

    Helbing, Dirk

    2010-01-01

    This new edition of Quantitative Sociodynamics presents a general strategy for interdisciplinary model building and its application to a quantitative description of behavioral changes based on social interaction processes. Originally, the crucial methods for the modeling of complex systems (stochastic methods and nonlinear dynamics) were developed in physics and mathematics, but they have very often proven their explanatory power in chemistry, biology, economics and the social sciences as well. Quantitative Sociodynamics provides a unified and comprehensive overview of the different stochastic methods, their interrelations and properties. In addition, it introduces important concepts from nonlinear dynamics (e.g. synergetics, chaos theory). The applicability of these fascinating concepts to social phenomena is carefully discussed. By incorporating decision-theoretical approaches, a fundamental dynamic model is obtained, which opens new perspectives in the social sciences. It includes many established models a...

  20. Quantitative sociodynamics stochastic methods and models of social interaction processes

    CERN Document Server

    Helbing, Dirk

    1995-01-01

    Quantitative Sociodynamics presents a general strategy for interdisciplinary model building and its application to a quantitative description of behavioural changes based on social interaction processes. Originally, the crucial methods for the modeling of complex systems (stochastic methods and nonlinear dynamics) were developed in physics but they have very often proved their explanatory power in chemistry, biology, economics and the social sciences. Quantitative Sociodynamics provides a unified and comprehensive overview of the different stochastic methods, their interrelations and properties. In addition, it introduces the most important concepts from nonlinear dynamics (synergetics, chaos theory). The applicability of these fascinating concepts to social phenomena is carefully discussed. By incorporating decision-theoretical approaches a very fundamental dynamic model is obtained which seems to open new perspectives in the social sciences. It includes many established models as special cases, e.g. the log...

  1. EFT Beyond the Horizon: Stochastic Inflation and How Primordial Quantum Fluctuations Go Classical

    CERN Document Server

    Burgess, C P; Tasinato, G; Williams, M

    2015-01-01

    We identify the effective theory describing inflationary super-Hubble scales and show it to be a special case of effective field theories appropriate to open systems. Open systems allow information to be exchanged between the degrees of freedom of interest and those that are integrated out, such as for particles moving through a fluid. Strictly speaking they cannot in general be described by an effective lagrangian; rather the appropriate `low-energy' limit is instead a Lindblad equation describing the evolution of the density matrix of the slow degrees of freedom. We derive the equation relevant to super-Hubble modes of quantum fields in near-de Sitter spacetimes and derive two implications. We show the evolution of the diagonal density-matrix elements quickly approaches the Fokker-Planck equation of Starobinsky's stochastic inflationary picture. This provides an alternative first-principles derivation of this picture's stochastic noise and drift, as well as its leading corrections. (An application computes ...

  2. Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

    Directory of Open Access Journals (Sweden)

    Gianluca Calcagni

    2017-10-01

    Full Text Available We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

  3. Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

    International Nuclear Information System (INIS)

    Calcagni, Gianluca; Ronco, Michele

    2017-01-01

    We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow) and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales) and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

  4. Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

    Science.gov (United States)

    Calcagni, Gianluca; Ronco, Michele

    2017-10-01

    We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow) and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales) and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

  5. Multiple-scale stochastic processes: Decimation, averaging and beyond

    Energy Technology Data Exchange (ETDEWEB)

    Bo, Stefano, E-mail: stefano.bo@nordita.org [Nordita, KTH Royal Institute of Technology and Stockholm University, Roslagstullsbacken 23, SE-106 91 Stockholm (Sweden); Celani, Antonio [Quantitative Life Sciences, The Abdus Salam International Centre for Theoretical Physics (ICTP), Strada Costiera 11, I-34151 - Trieste (Italy)

    2017-02-07

    The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This has provided fruitful applications for established stochastic methods and motivated further developments. These systems often involve processes taking place on widely separated time scales. For an efficient modeling one usually focuses on the slower degrees of freedom and it is of great importance to accurately eliminate the fast variables in a controlled fashion, carefully accounting for their net effect on the slower dynamics. This procedure in general requires to perform two different operations: decimation and coarse-graining. We introduce the asymptotic methods that form the basis of this procedure and discuss their application to a series of physical, biological and chemical examples. We then turn our attention to functionals of the stochastic trajectories such as residence times, counting statistics, fluxes, entropy production, etc. which have been increasingly studied in recent years. For such functionals, the elimination of the fast degrees of freedom can present additional difficulties and naive procedures can lead to blatantly inconsistent results. Homogenization techniques for functionals are less covered in the literature and we will pedagogically present them here, as natural extensions of the ones employed for the trajectories. We will also discuss recent applications of these techniques to the thermodynamics of small systems and their interpretation in terms of information-theoretic concepts.

  6. Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

    Energy Technology Data Exchange (ETDEWEB)

    Basharov, A. M., E-mail: basharov@gmail.com [National Research Centre ' Kurchatov Institute,' (Russian Federation)

    2012-09-15

    It is shown that the effective Hamiltonian representation, as it is formulated in author's papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are 'locked' inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

  7. Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

    International Nuclear Information System (INIS)

    Basharov, A. M.

    2012-01-01

    It is shown that the effective Hamiltonian representation, as it is formulated in author’s papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are “locked” inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

  8. Construction of some quantum stochastic operator cocycles by the ...

    Indian Academy of Sciences (India)

    L is closed, densely defined and symmetric, but not self-adjoint. In view of .... component of F leaves D invariant both facilitate the verification of (1.10). ... the Kolmogorov equations in the classical theory of Markov processes — see [MoP] for.

  9. Generalized Hofmann quantum process fidelity bounds for quantum filters

    Science.gov (United States)

    Sedlák, Michal; Fiurášek, Jaromír

    2016-04-01

    We propose and investigate bounds on the quantum process fidelity of quantum filters, i.e., probabilistic quantum operations represented by a single Kraus operator K . These bounds generalize the Hofmann bounds on the quantum process fidelity of unitary operations [H. F. Hofmann, Phys. Rev. Lett. 94, 160504 (2005), 10.1103/PhysRevLett.94.160504] and are based on probing the quantum filter with pure states forming two mutually unbiased bases. Determination of these bounds therefore requires far fewer measurements than full quantum process tomography. We find that it is particularly suitable to construct one of the probe bases from the right eigenstates of K , because in this case the bounds are tight in the sense that if the actual filter coincides with the ideal one, then both the lower and the upper bounds are equal to 1. We theoretically investigate the application of these bounds to a two-qubit optical quantum filter formed by the interference of two photons on a partially polarizing beam splitter. For an experimentally convenient choice of factorized input states and measurements we study the tightness of the bounds. We show that more stringent bounds can be obtained by more sophisticated processing of the data using convex optimization and we compare our methods for different choices of the input probe states.

  10. Quantum information processing with atoms and photons

    International Nuclear Information System (INIS)

    Monroe, C.

    2003-01-01

    Quantum information processors exploit the quantum features of superposition and entanglement for applications not possible in classical devices, offering the potential for significant improvements in the communication and processing of information. Experimental realization of large-scale quantum information processors remains a long term vision, as the required nearly pure quantum behaviour is observed only in exotic hardware such as individual laser-cooled atoms and isolated photons. But recent theoretical and experimental advances suggest that cold atoms and individual photons may lead the way towards bigger and better quantum information processors, effectively building mesoscopic versions of Schroedinger's cat' from the bottom up. (author)

  11. Simulating local measurements on a quantum many-body system with stochastic matrix product states

    DEFF Research Database (Denmark)

    Gammelmark, Søren; Mølmer, Klaus

    2010-01-01

    We demonstrate how to simulate both discrete and continuous stochastic evolutions of a quantum many-body system subject to measurements using matrix product states. A particular, but generally applicable, measurement model is analyzed and a simple representation in terms of matrix product operators...... is found. The technique is exemplified by numerical simulations of the antiferromagnetic Heisenberg spin-chain model subject to various instances of the measurement model. In particular, we focus on local measurements with small support and nonlocal measurements, which induce long-range correlations....

  12. Quantum-information processing in disordered and complex quantum systems

    International Nuclear Information System (INIS)

    Sen, Aditi; Sen, Ujjwal; Ahufinger, Veronica; Briegel, Hans J.; Sanpera, Anna; Lewenstein, Maciej

    2006-01-01

    We study quantum information processing in complex disordered many body systems that can be implemented by using lattices of ultracold atomic gases and trapped ions. We demonstrate, first in the short range case, the generation of entanglement and the local realization of quantum gates in a disordered magnetic model describing a quantum spin glass. We show that in this case it is possible to achieve fidelities of quantum gates higher than in the classical case. Complex systems with long range interactions, such as ions chains or dipolar atomic gases, can be used to model neural network Hamiltonians. For such systems, where both long range interactions and disorder appear, it is possible to generate long range bipartite entanglement. We provide an efficient analytical method to calculate the time evolution of a given initial state, which in turn allows us to calculate its quantum correlations

  13. Population density equations for stochastic processes with memory kernels

    Science.gov (United States)

    Lai, Yi Ming; de Kamps, Marc

    2017-06-01

    We present a method for solving population density equations (PDEs)-a mean-field technique describing homogeneous populations of uncoupled neurons—where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different disciplines that traditionally have had limited interaction: computational neuroscience and the theory of random networks. The method uses a geometric binning scheme, based on the method of characteristics, to capture the deterministic neurodynamics of the population, separating the deterministic and stochastic process cleanly. We can independently vary the choice of the deterministic model and the model for the stochastic process, leading to a highly modular numerical solution strategy. We demonstrate this by replacing the master equation implicit in many formulations of the PDE formalism by a generalization called the generalized Montroll-Weiss equation—a recent result from random network theory—describing a random walker subject to transitions realized by a non-Markovian process. We demonstrate the method for leaky- and quadratic-integrate and fire neurons subject to spike trains with Poisson and gamma-distributed interspike intervals. We are able to model jump responses for both models accurately to both excitatory and inhibitory input under the assumption that all inputs are generated by one renewal process.

  14. Simulation of Stochastic Processes by Coupled ODE-PDE

    Science.gov (United States)

    Zak, Michail

    2008-01-01

    A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

  15. An extension of clarke's model with stochastic amplitude flip processes

    KAUST Repository

    Hoel, Hakon

    2014-07-01

    Stochastic modeling is an essential tool for studying statistical properties of wireless channels. In multipath fading channel (MFC) models, the signal reception is modeled by a sum of wave path contributions, and Clarke\\'s model is an important example of such which has been widely accepted in many wireless applications. However, since Clarke\\'s model is temporally deterministic, Feng and Field noted that it does not model real wireless channels with time-varying randomness well. Here, we extend Clarke\\'s model to a novel time-varying stochastic MFC model with scatterers randomly flipping on and off. Statistical properties of the MFC model are analyzed and shown to fit well with real signal measurements, and a limit Gaussian process is derived from the model when the number of active wave paths tends to infinity. A second focus of this work is a comparison study of the error and computational cost of generating signal realizations from the MFC model and from its limit Gaussian process. By rigorous analysis and numerical studies, we show that in many settings, signal realizations are generated more efficiently by Gaussian process algorithms than by the MFC model\\'s algorithm. Numerical examples that strengthen these observations are also presented. © 2014 IEEE.

  16. Modeling Stochastic Complexity in Complex Adaptive Systems: Non-Kolmogorov Probability and the Process Algebra Approach.

    Science.gov (United States)

    Sulis, William H

    2017-10-01

    Walter Freeman III pioneered the application of nonlinear dynamical systems theories and methodologies in his work on mesoscopic brain dynamics.Sadly, mainstream psychology and psychiatry still cling to linear correlation based data analysis techniques, which threaten to subvert the process of experimentation and theory building. In order to progress, it is necessary to develop tools capable of managing the stochastic complexity of complex biopsychosocial systems, which includes multilevel feedback relationships, nonlinear interactions, chaotic dynamics and adaptability. In addition, however, these systems exhibit intrinsic randomness, non-Gaussian probability distributions, non-stationarity, contextuality, and non-Kolmogorov probabilities, as well as the absence of mean and/or variance and conditional probabilities. These properties and their implications for statistical analysis are discussed. An alternative approach, the Process Algebra approach, is described. It is a generative model, capable of generating non-Kolmogorov probabilities. It has proven useful in addressing fundamental problems in quantum mechanics and in the modeling of developing psychosocial systems.

  17. The fermion stochastic calculus I

    International Nuclear Information System (INIS)

    Streater, R.F.

    1984-01-01

    The author describes the stochastic calculus of quantum processes with fermions. After a description of the Clifford algebra as the csup(*)-algebra generated by spinor fields the damped harmonic oscillator with quantum noise is considered as example. Then the Clifford process is described. Finally the Ito-Clifford integral and the Ito-Clifford isometry are presented. (HSI)

  18. Instruction Set Architectures for Quantum Processing Units

    OpenAIRE

    Britt, Keith A.; Humble, Travis S.

    2017-01-01

    Progress in quantum computing hardware raises questions about how these devices can be controlled, programmed, and integrated with existing computational workflows. We briefly describe several prominent quantum computational models, their associated quantum processing units (QPUs), and the adoption of these devices as accelerators within high-performance computing systems. Emphasizing the interface to the QPU, we analyze instruction set architectures based on reduced and complex instruction s...

  19. Nonparametric estimation of stochastic differential equations with sparse Gaussian processes.

    Science.gov (United States)

    García, Constantino A; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G

    2017-08-01

    The application of stochastic differential equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we introduce a nonparametric method for estimating the drift and diffusion terms of SDEs from a densely observed discrete time series. The use of Gaussian processes as priors permits working directly in a function-space view and thus the inference takes place directly in this space. To cope with the computational complexity that requires the use of Gaussian processes, a sparse Gaussian process approximation is provided. This approximation permits the efficient computation of predictions for the drift and diffusion terms by using a distribution over a small subset of pseudosamples. The proposed method has been validated using both simulated data and real data from economy and paleoclimatology. The application of the method to real data demonstrates its ability to capture the behavior of complex systems.

  20. Evolution and mass extinctions as lognormal stochastic processes

    Science.gov (United States)

    Maccone, Claudio

    2014-10-01

    In a series of recent papers and in a book, this author put forward a mathematical model capable of embracing the search for extra-terrestrial intelligence (SETI), Darwinian Evolution and Human History into a single, unified statistical picture, concisely called Evo-SETI. The relevant mathematical tools are: (1) Geometric Brownian motion (GBM), the stochastic process representing evolution as the stochastic increase of the number of species living on Earth over the last 3.5 billion years. This GBM is well known in the mathematics of finances (Black-Sholes models). Its main features are that its probability density function (pdf) is a lognormal pdf, and its mean value is either an increasing or, more rarely, decreasing exponential function of the time. (2) The probability distributions known as b-lognormals, i.e. lognormals starting at a certain positive instant b>0 rather than at the origin. These b-lognormals were then forced by us to have their peak value located on the exponential mean-value curve of the GBM (Peak-Locus theorem). In the framework of Darwinian Evolution, the resulting mathematical construction was shown to be what evolutionary biologists call Cladistics. (3) The (Shannon) entropy of such b-lognormals is then seen to represent the `degree of progress' reached by each living organism or by each big set of living organisms, like historic human civilizations. Having understood this fact, human history may then be cast into the language of b-lognormals that are more and more organized in time (i.e. having smaller and smaller entropy, or smaller and smaller `chaos'), and have their peaks on the increasing GBM exponential. This exponential is thus the `trend of progress' in human history. (4) All these results also match with SETI in that the statistical Drake equation (generalization of the ordinary Drake equation to encompass statistics) leads just to the lognormal distribution as the probability distribution for the number of extra

  1. Suprathreshold stochastic resonance in neural processing tuned by correlation.

    Science.gov (United States)

    Durrant, Simon; Kang, Yanmei; Stocks, Nigel; Feng, Jianfeng

    2011-07-01

    Suprathreshold stochastic resonance (SSR) is examined in the context of integrate-and-fire neurons, with an emphasis on the role of correlation in the neuronal firing. We employed a model based on a network of spiking neurons which received synaptic inputs modeled by Poisson processes stimulated by a stepped input signal. The smoothed ensemble firing rate provided an output signal, and the mutual information between this signal and the input was calculated for networks with different noise levels and different numbers of neurons. It was found that an SSR effect was present in this context. We then examined a more biophysically plausible scenario where the noise was not controlled directly, but instead was tuned by the correlation between the inputs. The SSR effect remained present in this scenario with nonzero noise providing improved information transmission, and it was found that negative correlation between the inputs was optimal. Finally, an examination of SSR in the context of this model revealed its connection with more traditional stochastic resonance and showed a trade-off between supratheshold and subthreshold components. We discuss these results in the context of existing empirical evidence concerning correlations in neuronal firing.

  2. Stochastic investigation of precipitation process for climatic variability identification

    Science.gov (United States)

    Sotiriadou, Alexia; Petsiou, Amalia; Feloni, Elisavet; Kastis, Paris; Iliopoulou, Theano; Markonis, Yannis; Tyralis, Hristos; Dimitriadis, Panayiotis; Koutsoyiannis, Demetris

    2016-04-01

    The precipitation process is important not only to hydrometeorology but also to renewable energy resources management. We use a dataset consisting of daily and hourly records around the globe to identify statistical variability with emphasis on the last period. Specifically, we investigate the occurrence of mean, maximum and minimum values and we estimate statistical properties such as marginal probability distribution function and the type of decay of the climacogram (i.e., mean process variance vs. scale). Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

  3. Time-variant reliability assessment through equivalent stochastic process transformation

    International Nuclear Information System (INIS)

    Wang, Zequn; Chen, Wei

    2016-01-01

    Time-variant reliability measures the probability that an engineering system successfully performs intended functions over a certain period of time under various sources of uncertainty. In practice, it is computationally prohibitive to propagate uncertainty in time-variant reliability assessment based on expensive or complex numerical models. This paper presents an equivalent stochastic process transformation approach for cost-effective prediction of reliability deterioration over the life cycle of an engineering system. To reduce the high dimensionality, a time-independent reliability model is developed by translating random processes and time parameters into random parameters in order to equivalently cover all potential failures that may occur during the time interval of interest. With the time-independent reliability model, an instantaneous failure surface is attained by using a Kriging-based surrogate model to identify all potential failure events. To enhance the efficacy of failure surface identification, a maximum confidence enhancement method is utilized to update the Kriging model sequentially. Then, the time-variant reliability is approximated using Monte Carlo simulations of the Kriging model where system failures over a time interval are predicted by the instantaneous failure surface. The results of two case studies demonstrate that the proposed approach is able to accurately predict the time evolution of system reliability while requiring much less computational efforts compared with the existing analytical approach. - Highlights: • Developed a new approach for time-variant reliability analysis. • Proposed a novel stochastic process transformation procedure to reduce the dimensionality. • Employed Kriging models with confidence-based adaptive sampling scheme to enhance computational efficiency. • The approach is effective for handling random process in time-variant reliability analysis. • Two case studies are used to demonstrate the efficacy

  4. Operational Markov Condition for Quantum Processes

    Science.gov (United States)

    Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan

    2018-01-01

    We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by accounting for all potentially detectable memory effects. We then derive a family of measures of non-Markovianity with clear operational interpretations, such as the size of the memory required to simulate a process or the experimental falsifiability of a Markovian hypothesis.

  5. Quantum information processing with trapped ions

    International Nuclear Information System (INIS)

    Haeffner, H.; Haensel, W.; Rapol, U.; Koerber, T.; Benhelm, J.; Riebe, M.; Chek-al-Kar, D.; Schmidt-Kaler, F.; Becher, C.; Roos, C.; Blatt, R.

    2005-01-01

    Single Ca + ions and crystals of Ca + ions are confined in a linear Paul trap and are investigated for quantum information processing. Here we report on recent experimental advancements towards a quantum computer with such a system. Laser-cooled trapped ions are ideally suited systems for the investigation and implementation of quantum information processing as one can gain almost complete control over their internal and external degrees of freedom. The combination of a Paul type ion trap with laser cooling leads to unique properties of trapped cold ions, such as control of the motional state down to the zero-point of the trapping potential, a high degree of isolation from the environment and thus a very long time available for manipulations and interactions at the quantum level. The very same properties make single trapped atoms and ions well suited for storing quantum information in long lived internal states, e.g. by encoding a quantum bit (qubit) of information within the coherent superposition of the S 1/2 ground state and the metastable D 5/2 excited state of Ca + . Recently we have achieved the implementation of simple algorithms with up to 3 qubits on an ion-trap quantum computer. We will report on methods to implement single qubit rotations, the realization of a two-qubit universal quantum gate (Cirac-Zoller CNOT-gate), the deterministic generation of multi-particle entangled states (GHZ- and W-states), their full tomographic reconstruction, the realization of deterministic quantum teleportation, its quantum process tomography and the encoding of quantum information in decoherence-free subspaces with coherence times exceeding 20 seconds. (author)

  6. Non-Markovian stochastic Schroedinger equations: Generalization to real-valued noise using quantum-measurement theory

    International Nuclear Information System (INIS)

    Gambetta, Jay; Wiseman, H.M.

    2002-01-01

    Do stochastic Schroedinger equations, also known as unravelings, have a physical interpretation? In the Markovian limit, where the system on average obeys a master equation, the answer is yes. Markovian stochastic Schroedinger equations generate quantum trajectories for the system state conditioned on continuously monitoring the bath. For a given master equation, there are many different unravelings, corresponding to different sorts of measurement on the bath. In this paper we address the non-Markovian case, and in particular the sort of stochastic Schroedinger equation introduced by Strunz, Diosi, and Gisin [Phys. Rev. Lett. 82, 1801 (1999)]. Using a quantum-measurement theory approach, we rederive their unraveling that involves complex-valued Gaussian noise. We also derive an unraveling involving real-valued Gaussian noise. We show that in the Markovian limit, these two unravelings correspond to heterodyne and homodyne detection, respectively. Although we use quantum-measurement theory to define these unravelings, we conclude that the stochastic evolution of the system state is not a true quantum trajectory, as the identity of the state through time is a fiction

  7. Reflection Positive Stochastic Processes Indexed by Lie Groups

    Science.gov (United States)

    Jorgensen, Palle E. T.; Neeb, Karl-Hermann; Ólafsson, Gestur

    2016-06-01

    Reflection positivity originates from one of the Osterwalder-Schrader axioms for constructive quantum field theory. It serves as a bridge between euclidean and relativistic quantum field theory. In mathematics, more specifically, in representation theory, it is related to the Cartan duality of symmetric Lie groups (Lie groups with an involution) and results in a transformation of a unitary representation of a symmetric Lie group to a unitary representation of its Cartan dual. In this article we continue our investigation of representation theoretic aspects of reflection positivity by discussing reflection positive Markov processes indexed by Lie groups, measures on path spaces, and invariant gaussian measures in spaces of distribution vectors. This provides new constructions of reflection positive unitary representations.

  8. On quantum mechanical decay processes

    Energy Technology Data Exchange (ETDEWEB)

    Grummt, Robert

    2013-12-18

    This thesis is concerned with quantum mechanical decay processes and their mathematical description. It consists out of three parts: In the first part we look at Laser induced ionization, whose mathematical description is often based on the so-called dipole approximation. Employing it essentially means to replace the Laser's vector potential A(r,t) in the Hamiltonian by A(0,t). Heuristically this is justified under usual experimental conditions, because the Laser varies only slowly in r on atomic length scales. We make this heuristics rigorous by proving the dipole approximation in the limit in which the Laser's length scale becomes infinite compared to the atomic length scale. Our results apply to N-body Hamiltonians. In the second part we look at alpha decay as described by Skibsted (Comm. Math. Phys. 104, 1986) and show that Skibsted's model satisfies an energy-time uncertainty relation. Since there is no self-adjoint time operator, the uncertainty relation for energy and time can not be proven in the same way as the uncertainty relation for position and momentum. To define the time variance without a self-adjoint time operator, we will use the arrival time distribution obtained from the quantum current. Our proof of the energy-time uncertainty relation is then based on the quantitative scattering estimates that will be derived in the third part of the thesis and on a result from Skibsted. In addition to that, we will show that this uncertainty relation is different from the well known linewidth-lifetime relation. The third part is about quantitative scattering estimates, which are of interest in their own right. For rotationally symmetric potentials having support in [0,R{sub V}] we will show that for R≥R{sub V}, the time evolved wave function e{sup -iHt}ψ satisfies parallel 1{sub R}e{sup -iHt}ψ parallel {sup 2}{sub 2}≤c{sub 1}t{sup -1}+c{sub 2}t{sup -2}+c{sub 3}t{sup -3}+c{sub 4}t{sup -4} with explicit quantitative bounds on the constants

  9. Stochastic calculus for fractional Brownian motion and related processes

    CERN Document Server

    Mishura, Yuliya S

    2008-01-01

    The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0

  10. Kolmogorov's refined similarity hypotheses for turbulence and general stochastic processes

    International Nuclear Information System (INIS)

    Stolovitzky, G.; Sreenivasan, K.R.

    1994-01-01

    Kolmogorov's refined similarity hypotheses are shown to hold true for a variety of stochastic processes besides high-Reynolds-number turbulent flows, for which they were originally proposed. In particular, just as hypothesized for turbulence, there exists a variable V whose probability density function attains a universal form. Analytical expressions for the probability density function of V are obtained for Brownian motion as well as for the general case of fractional Brownian motion---the latter under some mild assumptions justified a posteriori. The properties of V for the case of antipersistent fractional Brownian motion with the Hurst exponent of 1/3 are similar in many details to those of high-Reynolds-number turbulence in atmospheric boundary layers a few meters above the ground. The one conspicuous difference between turbulence and the antipersistent fractional Brownian motion is that the latter does not possess the required skewness. Broad implications of these results are discussed

  11. Quantum Darwinism as a Darwinian process

    OpenAIRE

    Campbell, John

    2010-01-01

    The Darwinian nature of Wojciech Zurek's theory of Quantum Darwinism is evaluated against the criteria of a Darwinian process as understood within Universal Darwinism. The characteristics of a Darwinian process are developed including the consequences of accumulated adaptations resulting in adaptive systems operating in accordance with Friston's free energy principle and employing environmental simulations. Quantum theory, as developed in Zurek's research program and encapsulated by his theor...

  12. Quantum processes: A Whiteheadian interpretation of quantum field theory

    Science.gov (United States)

    Bain, Jonathan

    Quantum processes: A Whiteheadian interpretation of quantum field theory is an ambitious and thought-provoking exercise in physics and metaphysics, combining an erudite study of the very complex metaphysics of A.N. Whitehead with a well-informed discussion of contemporary issues in the philosophy of algebraic quantum field theory. Hättich's overall goal is to construct an interpretation of quantum field theory. He does this by translating key concepts in Whitehead's metaphysics into the language of algebraic quantum field theory. In brief, this Hättich-Whitehead (H-W, hereafter) interpretation takes "actual occasions" as the fundamental ontological entities of quantum field theory. An actual occasion is the result of two types of processes: a "transition process" in which a set of initial possibly-possessed properties for the occasion (in the form of "eternal objects") is localized to a space-time region; and a "concrescence process" in which a subset of these initial possibly-possessed properties is selected and actualized to produce the occasion. Essential to these processes is the "underlying activity", which conditions the way in which properties are initially selected and subsequently actualized. In short, under the H-W interpretation of quantum field theory, an initial set of possibly-possessed eternal objects is represented by a Boolean sublattice of the lattice of projection operators determined by a von Neumann algebra R (O) associated with a region O of Minkowski space-time, and the underlying activity is represented by a state on R (O) obtained by conditionalizing off of the vacuum state. The details associated with the H-W interpretation involve imposing constraints on these representations motivated by principles found in Whitehead's metaphysics. These details are spelled out in the three sections of the book. The first section is a summary and critique of Whitehead's metaphysics, the second section introduces the formalism of algebraic quantum field

  13. An equilibrium for frustrated quantum spin systems in the stochastic state selection method

    International Nuclear Information System (INIS)

    Munehisa, Tomo; Munehisa, Yasuko

    2007-01-01

    We develop a new method to calculate eigenvalues in frustrated quantum spin models. It is based on the stochastic state selection (SSS) method, which is an unconventional Monte Carlo technique that we have investigated in recent years. We observe that a kind of equilibrium is realized under some conditions when we repeatedly operate a Hamiltonian and a random choice operator, which is defined by stochastic variables in the SSS method, to a trial state. In this equilibrium, which we call the SSS equilibrium, we can evaluate the lowest eigenvalue of the Hamiltonian using the statistical average of the normalization factor of the generated state. The SSS equilibrium itself has already been observed in unfrustrated models. Our study in this paper shows that we can also see the equilibrium in frustrated models, with some restriction on values of a parameter introduced in the SSS method. As a concrete example, we employ the spin-1/2 frustrated J 1 -J 2 Heisenberg model on the square lattice. We present numerical results on the 20-, 32-, and 36-site systems, which demonstrate that statistical averages of the normalization factors reproduce the known exact eigenvalue to good precision. Finally, we apply the method to the 40-site system. Then we obtain the value of the lowest energy eigenvalue with an error of less than 0.2%

  14. Quantum information processing and nuclear magnetic resonance

    International Nuclear Information System (INIS)

    Cummins, H.K.

    2001-01-01

    Quantum computers are information processing devices which operate by and exploit the laws of quantum mechanics, potentially allowing them to solve problems which are intractable using classical computers. This dissertation considers the practical issues involved in one of the more successful implementations to date, nuclear magnetic resonance (NMR). Techniques for dealing with systematic errors are presented, and a quantum protocol is implemented. Chapter 1 is a brief introduction to quantum computation. The physical basis of its efficiency and issues involved in its implementation are discussed. NMR quantum information processing is reviewed in more detail in Chapter 2. Chapter 3 considers some of the errors that may be introduced in the process of implementing an algorithm, and high-level ways of reducing the impact of these errors by using composite rotations. Novel general expressions for stabilising composite rotations are presented in Chapter 4 and a new class of composite rotations, tailored composite rotations, presented in Chapter 5. Chapter 6 describes some of the advantages and pitfalls of combining composite rotations. Experimental evaluations of the composite rotations are given in each case. An actual implementation of a quantum information protocol, approximate quantum cloning, is presented in Chapter 7. The dissertation ends with appendices which contain expansions of some equations and detailed calculations of certain composite rotation results, as well as spectrometer pulse sequence programs. (author)

  15. Stochastic quantization and gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1984-01-01

    We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)

  16. SUPERPOSITION OF STOCHASTIC PROCESSES AND THE RESULTING PARTICLE DISTRIBUTIONS

    International Nuclear Information System (INIS)

    Schwadron, N. A.; Dayeh, M. A.; Desai, M.; Fahr, H.; Jokipii, J. R.; Lee, M. A.

    2010-01-01

    Many observations of suprathermal and energetic particles in the solar wind and the inner heliosheath show that distribution functions scale approximately with the inverse of particle speed (v) to the fifth power. Although there are exceptions to this behavior, there is a growing need to understand why this type of distribution function appears so frequently. This paper develops the concept that a superposition of exponential and Gaussian distributions with different characteristic speeds and temperatures show power-law tails. The particular type of distribution function, f ∝ v -5 , appears in a number of different ways: (1) a series of Poisson-like processes where entropy is maximized with the rates of individual processes inversely proportional to the characteristic exponential speed, (2) a series of Gaussian distributions where the entropy is maximized with the rates of individual processes inversely proportional to temperature and the density of individual Gaussian distributions proportional to temperature, and (3) a series of different diffusively accelerated energetic particle spectra with individual spectra derived from observations (1997-2002) of a multiplicity of different shocks. Thus, we develop a proof-of-concept for the superposition of stochastic processes that give rise to power-law distribution functions.

  17. Stochastic process corrosion growth models for pipeline reliability

    International Nuclear Information System (INIS)

    Bazán, Felipe Alexander Vargas; Beck, André Teófilo

    2013-01-01

    Highlights: •Novel non-linear stochastic process corrosion growth model is proposed. •Corrosion rate modeled as random Poisson pulses. •Time to corrosion initiation and inherent time-variability properly represented. •Continuous corrosion growth histories obtained. •Model is shown to precisely fit actual corrosion data at two time points. -- Abstract: Linear random variable corrosion models are extensively employed in reliability analysis of pipelines. However, linear models grossly neglect well-known characteristics of the corrosion process. Herein, a non-linear model is proposed, where corrosion rate is represented as a Poisson square wave process. The resulting model represents inherent time-variability of corrosion growth, produces continuous growth and leads to mean growth at less-than-one power of time. Different corrosion models are adjusted to the same set of actual corrosion data for two inspections. The proposed non-linear random process corrosion growth model leads to the best fit to the data, while better representing problem physics

  18. Profiles of the stochastic star formation process in spiral galaxies

    International Nuclear Information System (INIS)

    Comins, N.

    1981-01-01

    The formation of spiral arms in disc galaxies is generally attributed to the effects of spiral density waves. These relatively small (i.e. 5 per cent) non-axisymmetric perturbations of the interstellar medium cause spiral arms highlighted by O and B type stars to be created. In this paper another mechanism for spiral arm formation, the stochastic self-propagating star formation (SSPSF) process is examined. The SSPSF process combines the theory that shock waves from supernovae will compress the interstellar medium to create new stars, some of which will be massive enough to also supernova, with a disc galaxy's differential rotation to create spiral arms. The present work extends this process to the case where the probability of star formation from supernova shocks decreases with galactic radius. Where this work and previous investigations overlap (namely the uniform probability case), the agreement is very good, pretty spirals with various numbers of arms are generated. The decreasing probability cases, taken to vary as rsup(-j), still form spiral arms for 0 1.5 the spiral structure is essentially non-existent. (author)

  19. Heterogeneous recurrence monitoring and control of nonlinear stochastic processes

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Hui, E-mail: huiyang@usf.edu; Chen, Yun [Complex Systems Monitoring, Modeling and Analysis Laboratory, University of South Florida, Tampa, Florida 33620 (United States)

    2014-03-15

    Recurrence is one of the most common phenomena in natural and engineering systems. Process monitoring of dynamic transitions in nonlinear and nonstationary systems is more concerned with aperiodic recurrences and recurrence variations. However, little has been done to investigate the heterogeneous recurrence variations and link with the objectives of process monitoring and anomaly detection. Notably, nonlinear recurrence methodologies are based on homogeneous recurrences, which treat all recurrence states in the same way as black dots, and non-recurrence is white in recurrence plots. Heterogeneous recurrences are more concerned about the variations of recurrence states in terms of state properties (e.g., values and relative locations) and the evolving dynamics (e.g., sequential state transitions). This paper presents a novel approach of heterogeneous recurrence analysis that utilizes a new fractal representation to delineate heterogeneous recurrence states in multiple scales, including the recurrences of both single states and multi-state sequences. Further, we developed a new set of heterogeneous recurrence quantifiers that are extracted from fractal representation in the transformed space. To that end, we integrated multivariate statistical control charts with heterogeneous recurrence analysis to simultaneously monitor two or more related quantifiers. Experimental results on nonlinear stochastic processes show that the proposed approach not only captures heterogeneous recurrence patterns in the fractal representation but also effectively monitors the changes in the dynamics of a complex system.

  20. Stochastic simulation of destruction processes in self-irradiated materials

    Directory of Open Access Journals (Sweden)

    T. Patsahan

    2017-09-01

    Full Text Available Self-irradiation damages resulting from fission processes are common phenomena observed in nuclear fuel containing (NFC materials. Numerous α-decays lead to local structure transformations in NFC materials. The damages appearing due to the impacts of heavy nuclear recoils in the subsurface layer can cause detachments of material particles. Such a behaviour is similar to sputtering processes observed during a bombardment of the material surface by a flux of energetic particles. However, in the NFC material, the impacts are initiated from the bulk. In this work we propose a two-dimensional mesoscopic model to perform a stochastic simulation of the destruction processes occurring in a subsurface region of NFC material. We describe the erosion of the material surface, the evolution of its roughness and predict the detachment of the material particles. Size distributions of the emitted particles are obtained in this study. The simulation results of the model are in a qualitative agreement with the size histogram of particles produced from the material containing lava-like fuel formed during the Chernobyl nuclear power plant disaster.

  1. Manipulating cold atoms for quantum information processing

    International Nuclear Information System (INIS)

    Knight, P.

    2005-01-01

    Full text: I will describe how cold atoms can be manipulated to realize arrays of addressable qbits as prototype quantum registers, focussing on how atom chips can be used in combination with cavity qed techniques to form such an array. I will discuss how the array can be generated and steered using optical lattices and the Mott transition, and describe the sources of noise and how these place limits on the use of such chips in quantum information processing. (author)

  2. Stochastic model of template-directed elongation processes in biology.

    Science.gov (United States)

    Schilstra, Maria J; Nehaniv, Chrystopher L

    2010-10-01

    We present a novel modular, stochastic model for biological template-based linear chain elongation processes. In this model, elongation complexes (ECs; DNA polymerase, RNA polymerase, or ribosomes associated with nascent chains) that span a finite number of template units step along the template, one after another, with semaphore constructs preventing overtaking. The central elongation module is readily extended with modules that represent initiation and termination processes. The model was used to explore the effect of EC span on motor velocity and dispersion, and the effect of initiation activator and repressor binding kinetics on the overall elongation dynamics. The results demonstrate that (1) motors that move smoothly are able to travel at a greater velocity and closer together than motors that move more erratically, and (2) the rate at which completed chains are released is proportional to the occupancy or vacancy of activator or repressor binding sites only when initiation or activator/repressor dissociation is slow in comparison with elongation. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.

  3. Stochastic growth logistic model with aftereffect for batch fermentation process

    Science.gov (United States)

    Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

    2014-06-01

    In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

  4. Stochastic growth logistic model with aftereffect for batch fermentation process

    International Nuclear Information System (INIS)

    Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

    2014-01-01

    In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits

  5. Stochastic growth logistic model with aftereffect for batch fermentation process

    Energy Technology Data Exchange (ETDEWEB)

    Rosli, Norhayati; Ayoubi, Tawfiqullah [Faculty of Industrial Sciences and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300 Gambang, Pahang (Malaysia); Bahar, Arifah; Rahman, Haliza Abdul [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia); Salleh, Madihah Md [Department of Biotechnology Industry, Faculty of Biosciences and Bioengineering, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)

    2014-06-19

    In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

  6. Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

    Science.gov (United States)

    Turner, Douglas C.; Ladde, Gangaram S.

    2018-03-01

    Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

  7. Stochastic chaos induced by diffusion processes with identical spectral density but different probability density functions.

    Science.gov (United States)

    Lei, Youming; Zheng, Fan

    2016-12-01

    Stochastic chaos induced by diffusion processes, with identical spectral density but different probability density functions (PDFs), is investigated in selected lightly damped Hamiltonian systems. The threshold amplitude of diffusion processes for the onset of chaos is derived by using the stochastic Melnikov method together with a mean-square criterion. Two quasi-Hamiltonian systems, namely, a damped single pendulum and damped Duffing oscillator perturbed by stochastic excitations, are used as illustrative examples. Four different cases of stochastic processes are taking as the driving excitations. It is shown that in such two systems the spectral density of diffusion processes completely determines the threshold amplitude for chaos, regardless of the shape of their PDFs, Gaussian or otherwise. Furthermore, the mean top Lyapunov exponent is employed to verify analytical results. The results obtained by numerical simulations are in accordance with the analytical results. This demonstrates that the stochastic Melnikov method is effective in predicting the onset of chaos in the quasi-Hamiltonian systems.

  8. Stochastic volatility and stochastic leverage

    DEFF Research Database (Denmark)

    Veraart, Almut; Veraart, Luitgard A. M.

    This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

  9. The stochastic versus the Euclidean approach to quantum fields on a static space-time

    International Nuclear Information System (INIS)

    De Angelis, G.F.; de Falco, D.

    1986-01-01

    Equations are presented which modify the definition of the Gaussian field in the Rindler chart in order to make contact with the Wightman state, the Hartle-Hawking state, and the Euclidean field. By taking Ornstein-Uhlenbeck processes the authors have chosen, in the sense of stochastic mechanics, to place precisely the Fulling modes in their harmonic oscillator ground state. In this respect, together with the periodicity of Minkowski space-time, the authors observe that the covariance of the Ornstein-Uhlenbeck process can be obtained by analytical continuation of the Wightman function of the harmonic oscillator at zero temperature

  10. Quantum Algorithms for Compositional Natural Language Processing

    Directory of Open Access Journals (Sweden)

    William Zeng

    2016-08-01

    Full Text Available We propose a new application of quantum computing to the field of natural language processing. Ongoing work in this field attempts to incorporate grammatical structure into algorithms that compute meaning. In (Coecke, Sadrzadeh and Clark, 2010, the authors introduce such a model (the CSC model based on tensor product composition. While this algorithm has many advantages, its implementation is hampered by the large classical computational resources that it requires. In this work we show how computational shortcomings of the CSC approach could be resolved using quantum computation (possibly in addition to existing techniques for dimension reduction. We address the value of quantum RAM (Giovannetti,2008 for this model and extend an algorithm from Wiebe, Braun and Lloyd (2012 into a quantum algorithm to categorize sentences in CSC. Our new algorithm demonstrates a quadratic speedup over classical methods under certain conditions.

  11. Stochastic Modelling of Shiroro River Stream flow Process

    OpenAIRE

    Musa, J. J

    2013-01-01

    Economists, social scientists and engineers provide insights into the drivers of anthropogenic climate change and the options for adaptation and mitigation, and yet other scientists, including geographers and biologists, study the impacts of climate change. This project concentrates mainly on the discharge from the Shiroro River. A stochastic approach is presented for modeling a time series by an Autoregressive Moving Average model (ARMA). The development and use of a stochastic stream flow m...

  12. Stochastic quantization

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1983-01-01

    The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)

  13. Simulating biological processes: stochastic physics from whole cells to colonies

    Science.gov (United States)

    Earnest, Tyler M.; Cole, John A.; Luthey-Schulten, Zaida

    2018-05-01

    The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a ‘minimal cell’. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.

  14. Introduction to Stochastic Simulations for Chemical and Physical Processes: Principles and Applications

    Science.gov (United States)

    Weiss, Charles J.

    2017-01-01

    An introduction to digital stochastic simulations for modeling a variety of physical and chemical processes is presented. Despite the importance of stochastic simulations in chemistry, the prevalence of turn-key software solutions can impose a layer of abstraction between the user and the underlying approach obscuring the methodology being…

  15. A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process

    OpenAIRE

    Kozachenko, Yuriy; Troshki, Viktor

    2015-01-01

    We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\\mathbb {T}),\\,p\\geq1$, is constructed.

  16. Modified stochastic fragmentation of an interval as an ageing process

    Science.gov (United States)

    Fortin, Jean-Yves

    2018-02-01

    We study a stochastic model based on modified fragmentation of a finite interval. The mechanism consists of cutting the interval at a random location and substituting a unique fragment on the right of the cut to regenerate and preserve the interval length. This leads to a set of segments of random sizes, with the accumulation of small fragments near the origin. This model is an example of record dynamics, with the presence of ‘quakes’ and slow dynamics. The fragment size distribution is a universal inverse power law with logarithmic corrections. The exact distribution for the fragment number as function of time is simply related to the unsigned Stirling numbers of the first kind. Two-time correlation functions are defined, and computed exactly. They satisfy scaling relations, and exhibit aging phenomena. In particular, the probability that the same number of fragments is found at two different times t>s is asymptotically equal to [4πlog(s)]-1/2 when s\\gg 1 and the ratio t/s is fixed, in agreement with the numerical simulations. The same process with a reset impedes the aging phenomenon-beyond a typical time scale defined by the reset parameter.

  17. Generalized Bell states map physical systems’ quantum evolution into a grammar for quantum information processing

    Science.gov (United States)

    Delgado, Francisco

    2017-12-01

    Quantum information processing should be generated through control of quantum evolution for physical systems being used as resources, such as superconducting circuits, spinspin couplings in ions and artificial anyons in electronic gases. They have a quantum dynamics which should be translated into more natural languages for quantum information processing. On this terrain, this language should let to establish manipulation operations on the associated quantum information states as classical information processing does. This work shows how a kind of processing operations can be settled and implemented for quantum states design and quantum processing for systems fulfilling a SU(2) reduction in their dynamics.

  18. Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

    International Nuclear Information System (INIS)

    Granita; Bahar, A.

    2015-01-01

    This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found

  19. Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

    Energy Technology Data Exchange (ETDEWEB)

    Granita, E-mail: granitafc@gmail.com [Dept. Mathematical Education, State Islamic University of Sultan Syarif Kasim Riau, 28293 Indonesia and Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310,Johor (Malaysia); Bahar, A. [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310,Johor Malaysia and UTM Center for Industrial and Applied Mathematics (UTM-CIAM) (Malaysia)

    2015-03-09

    This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

  20. Quantization of dynamical systems and stochastic control theory

    International Nuclear Information System (INIS)

    Guerra, F.; Morato, L.M.

    1982-09-01

    In the general framework of stochastic control theory we introduce a suitable form of stochastic action associated to the controlled process. Then a variational principle gives all main features of Nelson's stochastic mechanics. In particular we derive the expression of the current velocity field as the gradient of the phase action. Moreover the stochastic corrections to the Hamilton-Jacobi equation are in agreement with the quantum mechanical form of the Madelung fluid (equivalent to the Schroedinger equation). Therefore stochastic control theory can provide a very simple model simulating quantum mechanical behavior

  1. Stochastic stability of mechanical systems under renewal jump process parametric excitation

    DEFF Research Database (Denmark)

    Iwankiewicz, R.; Nielsen, Søren R.K.; Larsen, Jesper Winther

    2005-01-01

    independent, negative exponential distributed variables; hence, the arrival process may be termed as a generalized Erlang renewal process. The excitation process is governed by the stochastic equation driven by two independent Poisson processes, with different parameters. If the response in a single mode...... is investigated, the problem is governed in the state space by two stochastic equations, because the stochastic equation for the excitation process is autonomic. However due to the parametric nature of the excitation, the nonlinear term appears at the right-hand sides of the equations. The equations become linear...... of the stochastic equation governing the natural logarithm of the hyperspherical amplitude process and using the modification of the method wherein the time averaging of the pertinent expressions is replaced by ensemble averaging. It is found that the direct simulation is more suitable and that the asymptotic mean...

  2. Parametric description of the quantum measurement process

    Science.gov (United States)

    Liuzzo-Scorpo, P.; Cuccoli, A.; Verrucchi, P.

    2015-08-01

    We present a description of the measurement process based on the parametric representation with environmental coherent states. This representation is specifically tailored for studying quantum systems whose environment needs being considered through the quantum-to-classical crossover. Focusing upon projective measures, and exploiting the connection between large-N quantum theories and the classical limit of related ones, we manage to push our description beyond the pre-measurement step. This allows us to show that the outcome production follows from a global-symmetry breaking, entailing the observed system's state reduction, and that the statistical nature of the process is brought about, together with the Born's rule, by the macroscopic character of the measuring apparatus.

  3. Quantum information processing with optical vortices

    Energy Technology Data Exchange (ETDEWEB)

    Khoury, Antonio Z. [Universidade Federal Fluminense (UFF), Niteroi, RJ (Brazil)

    2012-07-01

    Full text: In this work we discuss several proposals for quantum information processing using the transverse structure of paraxial beams. Different techniques for production and manipulation of optical vortices have been employed and combined with polarization transformations in order to investigate fundamental properties of quantum entanglement as well as to propose new tools for quantum information processing. As an example, we have recently proposed and demonstrated a controlled NOT (CNOT) gate based on a Michelson interferometer in which the photon polarization is the control bit and the first order transverse mode is the target. The device is based on a single lens design for an astigmatic mode converter that transforms the transverse mode of paraxial optical beams. In analogy with Bell's inequality for two-qubit quantum states, we propose an inequality criterion for the non-separability of the spin-orbit degrees of freedom of a laser beam. A definition of separable and non-separable spin-orbit modes is used in consonance with the one presented in Phys. Rev. Lett. 99, 2007. As the usual Bell's inequality can be violated for entangled two-qubit quantum states, we show both theoretically and experimentally that the proposed spin-orbit inequality criterion can be violated for non-separable modes. The inequality is discussed both in the classical and quantum domains. We propose a polarization to orbital angular momentum teleportation scheme using entangled photon pairs generated by spontaneous parametric down conversion. By making a joint detection of the polarization and angular momentum parity of a single photon, we are able to detect all the Bell-states and perform, in principle, perfect teleportation from a discrete to a continuous system using minimal resources. The proposed protocol implementation demands experimental resources that are currently available in quantum optics laboratories. (author)

  4. Exclusive processes in quantum chromodynamics

    International Nuclear Information System (INIS)

    Brodsky, S.J.; Lepage, G.P.

    1981-06-01

    Large momentum transfer exclusive processes and the short distance structure of hadronic wave functions can be systematically analyzed within the context of perturbative QCD. Predictions for meson form factors, two-photon processes γγ → M anti M, hadronic decays of heavy quark systems, and a number of other related QCD phenomena are reviewed

  5. Quantum fields and Poisson processes. Pt. 2

    International Nuclear Information System (INIS)

    Bertrand, J.; Gaveau, B.; Rideau, G.

    1985-01-01

    Quantum field evolutions are written as expectation values with respect to Poisson processes in two simple models; interaction of two boson fields (with conservation of the number of particles in one field) and interaction of a boson with a fermion field. The introduction of a cutt-off ensures that the expectation values are well-defined. (orig.)

  6. Pattern-recalling processes in quantum Hopfield networks far from saturation

    International Nuclear Information System (INIS)

    Inoue, Jun-ichi

    2011-01-01

    As a mathematical model of associative memories, the Hopfield model was now well-established and a lot of studies to reveal the pattern-recalling process have been done from various different approaches. As well-known, a single neuron is itself an uncertain, noisy unit with a finite unnegligible error in the input-output relation. To model the situation artificially, a kind of 'heat bath' that surrounds neurons is introduced. The heat bath, which is a source of noise, is specified by the 'temperature'. Several studies concerning the pattern-recalling processes of the Hopfield model governed by the Glauber-dynamics at finite temperature were already reported. However, we might extend the 'thermal noise' to the quantum-mechanical variant. In this paper, in terms of the stochastic process of quantum-mechanical Markov chain Monte Carlo method (the quantum MCMC), we analytically derive macroscopically deterministic equations of order parameters such as 'overlap' in a quantum-mechanical variant of the Hopfield neural networks (let us call quantum Hopfield model or quantum Hopfield networks). For the case in which non-extensive number p of patterns are embedded via asymmetric Hebbian connections, namely, p/N → 0 for the number of neuron N → ∞ ('far from saturation'), we evaluate the recalling processes for one of the built-in patterns under the influence of quantum-mechanical noise.

  7. Quantum information processing with graph states

    International Nuclear Information System (INIS)

    Schlingemann, Dirk-Michael

    2005-04-01

    Graph states are multiparticle states which are associated with graphs. Each vertex of the graph corresponds to a single system or particle. The links describe quantum correlations (entanglement) between pairs of connected particles. Graph states were initiated independently by two research groups: On the one hand, graph states were introduced by Briegel and Raussendorf as a resource for a new model of one-way quantum computing, where algorithms are implemented by a sequence of measurements at single particles. On the other hand, graph states were developed by the author of this thesis and ReinhardWerner in Braunschweig, as a tool to build quantum error correcting codes, called graph codes. The connection between the two approaches was fully realized in close cooperation of both research groups. This habilitation thesis provides a survey of the theory of graph codes, focussing mainly, but not exclusively on the author's own research work. We present the theoretical and mathematical background for the analysis of graph codes. The concept of one-way quantum computing for general graph states is discussed. We explicitly show how to realize the encoding and decoding device of a graph code on a one-way quantum computer. This kind of implementation is to be seen as a mathematical description of a quantum memory device. In addition to that, we investigate interaction processes, which enable the creation of graph states on very large systems. Particular graph states can be created, for instance, by an Ising type interaction between next neighbor particles which sits at the points of an infinitely extended cubic lattice. Based on the theory of quantum cellular automata, we give a constructive characterization of general interactions which create a translationally invariant graph state. (orig.)

  8. Quantum Information Processing using Nonlinear Optical Effects

    DEFF Research Database (Denmark)

    Andersen, Lasse Mejling

    This PhD thesis treats applications of nonlinear optical effects for quantum information processing. The two main applications are four-wave mixing in the form of Bragg scattering (BS) for quantum-state-preserving frequency conversion, and sum-frequency generation (SFG) in second-order nonlinear......-chirping the pumps. In the high-conversion regime without the effects of NPM, exact Green functions for BS are derived. In this limit, separability is possible for conversion efficiencies up to 60 %. However, the system still allows for selective frequency conversion as well as re-shaping of the output. One way...

  9. Quantum wells for optical information processing

    International Nuclear Information System (INIS)

    Miller, D.A.B.

    1989-01-01

    Quantum wells, alternate thin layers of two different semiconductor materials, show an exceptional electric field dependence of the optical absorption, called the quantum-confined Stark effect (QCSE), for electric fields perpendicular to the layers. This enables electrically controlled optical modulators and optically controlled self-electro-optic-effect devices that can operate at high speed and low energy density. Recent developments in these QCSE devices are summarized, including new device materials and novel device structures. The variety of sophisticated devices now demonstrated is promising for applications to information processing

  10. Memory for Light as a Quantum Process

    International Nuclear Information System (INIS)

    Lobino, M.; Kupchak, C.; Lvovsky, A. I.; Figueroa, E.

    2009-01-01

    We report complete characterization of an optical memory based on electromagnetically induced transparency. We recover the superoperator associated with the memory, under two different working conditions, by means of a quantum process tomography technique that involves storage of coherent states and their characterization upon retrieval. In this way, we can predict the quantum state retrieved from the memory for any input, for example, the squeezed vacuum or the Fock state. We employ the acquired superoperator to verify the nonclassicality benchmark for the storage of a Gaussian distributed set of coherent states.

  11. ARMA modeling of stochastic processes in nuclear reactor with significant detection noise

    International Nuclear Information System (INIS)

    Zavaljevski, N.

    1992-01-01

    The theoretical basis of ARMA modelling of stochastic processes in nuclear reactor was presented in a previous paper, neglecting observational noise. The identification of real reactor data indicated that in some experiments the detection noise is significant. Thus a more rigorous theoretical modelling of stochastic processes in nuclear reactor is performed. Starting from the fundamental stochastic differential equations of the Langevin type for the interaction of the detector with neutron field, a new theoretical ARMA model is developed. preliminary identification results confirm the theoretical expectations. (author)

  12. Stochastic processes analysis in nuclear reactor using ARMA models

    International Nuclear Information System (INIS)

    Zavaljevski, N.

    1990-01-01

    The analysis of ARMA model derived from general stochastic state equations of nuclear reactor is given. The dependence of ARMA model parameters on the main physical characteristics of RB nuclear reactor in Vinca is presented. Preliminary identification results are presented, observed discrepancies between theory and experiment are explained and the possibilities of identification improvement are anticipated. (author)

  13. Stochastic Modeling and Deterministic Limit of Catalytic Surface Processes

    DEFF Research Database (Denmark)

    Starke, Jens; Reichert, Christian; Eiswirth, Markus

    2007-01-01

    of stochastic origin can be observed in experiments. The models include a new approach to the platinum phase transition, which allows for a unification of existing models for Pt(100) and Pt(110). The rich nonlinear dynamical behavior of the macroscopic reaction kinetics is investigated and shows good agreement...

  14. Stochastic process variation in deep-submicron CMOS circuits and algorithms

    CERN Document Server

    Zjajo, Amir

    2014-01-01

    One of the most notable features of nanometer scale CMOS technology is the increasing magnitude of variability of the key device parameters affecting performance of integrated circuits. The growth of variability can be attributed to multiple factors, including the difficulty of manufacturing control, the emergence of new systematic variation-generating mechanisms, and most importantly, the increase in atomic-scale randomness, where device operation must be described as a stochastic process. In addition to wide-sense stationary stochastic device variability and temperature variation, existence of non-stationary stochastic electrical noise associated with fundamental processes in integrated-circuit devices represents an elementary limit on the performance of electronic circuits. In an attempt to address these issues, Stochastic Process Variation in Deep-Submicron CMOS: Circuits and Algorithms offers unique combination of mathematical treatment of random process variation, electrical noise and temperature and ne...

  15. Irreversible processes in quantum mechanical systems

    International Nuclear Information System (INIS)

    Talkner, P.

    1979-01-01

    Although the information provided by the evolution of the density matrix of a quantum system is equivalent with the knowledge of all observables at a given time, it turns out ot be insufficient to answer certain questions in quantum optics or linear response theory where the commutator of certain observables at different space-time points is needed. In this doctoral thesis we prove the existence of density matrices for common probabilities at multiple times and discuss their properties and their characterization independent of a special representation. We start with a compilation of definitions and properties of classical common probabilities and correlation functions. In the second chapter we give the definition of a quantum mechanical Markov process and derive the properties of propagators, generators and conditional probabilities as well as their mutual relations. The third chapter is devoted to a treatment of quantum mechanical systems in thermal equilibrium for which the principle of detailed balance holds as a consequence of microreversibility. We work out the symmetry properties of the two-sided correlation functions which turn out to be analogous to those in classical processes. In the final chapter we use the Gaussian behavior of the stationary correlation function of an oscillator and determine a class of Markov processes which are characterized by dissipative Lionville operators. We succeed in obtaining the canonical representation in a purely algebraic way by means of similarity transformations. Starting from this representation it is particularly easy to calculate the propagator and the correlation function. (HJ) 891 HJ/HJ 892 MKO

  16. Realization of universal optimal quantum machines by projective operators and stochastic maps

    International Nuclear Information System (INIS)

    Sciarrino, F.; Sias, C.; Ricci, M.; De Martini, F.

    2004-01-01

    Optimal quantum machines can be implemented by linear projective operations. In the present work a general qubit symmetrization theory is presented by investigating the close links to the qubit purification process and to the programmable teleportation of any generic optimal antiunitary map. In addition, the contextual realization of the N→M cloning map and of the teleportation of the N→(M-N) universal-NOT (UNOT) gate is analyzed by a very general angular momentum theory. An extended set of experimental realizations by state symmetrization linear optical procedures is reported. These include the 1→2 cloning process, the UNOT gate and the quantum tomographic characterization of the optimal partial transpose map of polarization encoded qubits

  17. Stochastic processes and the non-perturbative structure of the QCD vacuum

    International Nuclear Information System (INIS)

    Vilela Mendes, R.

    1992-01-01

    Based on a local Gaussian evaluation of the functional integral representation, a method is developed to obtain ground state functionals. The method is applied to the gluon sector of QCD. For the leading term in the ground state functional, stochastic techniques are used to check consistency of the quantum theory, finiteness of the mass gap and the scaling relation in the continuum limit. The functional also implies strong chromomagnetic fluctuations which constrain the propagators in the fermion sector. (orig.)

  18. A Process Algebra Approach to Quantum Electrodynamics

    Science.gov (United States)

    Sulis, William

    2017-12-01

    The process algebra program is directed towards developing a realist model of quantum mechanics free of paradoxes, divergences and conceptual confusions. From this perspective, fundamental phenomena are viewed as emerging from primitive informational elements generated by processes. The process algebra has been shown to successfully reproduce scalar non-relativistic quantum mechanics (NRQM) without the usual paradoxes and dualities. NRQM appears as an effective theory which emerges under specific asymptotic limits. Space-time, scalar particle wave functions and the Born rule are all emergent in this framework. In this paper, the process algebra model is reviewed, extended to the relativistic setting, and then applied to the problem of electrodynamics. A semiclassical version is presented in which a Minkowski-like space-time emerges as well as a vector potential that is discrete and photon-like at small scales and near-continuous and wave-like at large scales. QED is viewed as an effective theory at small scales while Maxwell theory becomes an effective theory at large scales. The process algebra version of quantum electrodynamics is intuitive and realist, free from divergences and eliminates the distinction between particle, field and wave. Computations are carried out using the configuration space process covering map, although the connection to second quantization has not been fully explored.

  19. A stochastic version of the Price equation reveals the interplay of deterministic and stochastic processes in evolution

    Directory of Open Access Journals (Sweden)

    Rice Sean H

    2008-09-01

    Full Text Available Abstract Background Evolution involves both deterministic and random processes, both of which are known to contribute to directional evolutionary change. A number of studies have shown that when fitness is treated as a random variable, meaning that each individual has a distribution of possible fitness values, then both the mean and variance of individual fitness distributions contribute to directional evolution. Unfortunately the most general mathematical description of evolution that we have, the Price equation, is derived under the assumption that both fitness and offspring phenotype are fixed values that are known exactly. The Price equation is thus poorly equipped to study an important class of evolutionary processes. Results I present a general equation for directional evolutionary change that incorporates both deterministic and stochastic processes and applies to any evolving system. This is essentially a stochastic version of the Price equation, but it is derived independently and contains terms with no analog in Price's formulation. This equation shows that the effects of selection are actually amplified by random variation in fitness. It also generalizes the known tendency of populations to be pulled towards phenotypes with minimum variance in fitness, and shows that this is matched by a tendency to be pulled towards phenotypes with maximum positive asymmetry in fitness. This equation also contains a term, having no analog in the Price equation, that captures cases in which the fitness of parents has a direct effect on the phenotype of their offspring. Conclusion Directional evolution is influenced by the entire distribution of individual fitness, not just the mean and variance. Though all moments of individuals' fitness distributions contribute to evolutionary change, the ways that they do so follow some general rules. These rules are invisible to the Price equation because it describes evolution retrospectively. An equally general

  20. Quantum information processing beyond ten ion-qubits

    International Nuclear Information System (INIS)

    Monz, T.

    2011-01-01

    Successful processing of quantum information is, to a large degree, based on two aspects: a) the implementation of high-fidelity quantum gates, as well as b) avoiding or suppressing decoherence processes that destroy quantum information. The presented work shows our progress in the field of experimental quantum information processing over the last years: the implementation and characterisation of several quantum operations, amongst others the first realisation of the quantum Toffoli gate in an ion-trap based quantum computer. The creation of entangled states with up to 14 qubits serves as basis for investigations of decoherence processes. Based on the realised quantum operations as well as the knowledge about dominant noise processes in the employed apparatus, entanglement swapping as well as quantum operations within a decoherence-free subspace are demonstrated. (author) [de

  1. Susceptibility of optimal train schedules to stochastic disturbances of process times

    DEFF Research Database (Denmark)

    Larsen, Rune; Pranzo, Marco; D’Ariano, Andrea

    2013-01-01

    study, an advanced branch and bound algorithm, on average, outperforms a First In First Out scheduling rule both in deterministic and stochastic traffic scenarios. However, the characteristic of the stochastic processes and the way a stochastic instance is handled turn out to have a serious impact...... and dwell times). In fact, the objective of railway traffic management is to reduce delay propagation and to increase disturbance robustness of train schedules at a network scale. We present a quantitative study of traffic disturbances and their effects on the schedules computed by simple and advanced...

  2. Interpreting quantum coherence through a quantum measurement process

    Science.gov (United States)

    Yao, Yao; Dong, G. H.; Xiao, Xing; Li, Mo; Sun, C. P.

    2017-11-01

    Recently, there has been a renewed interest in the quantification of coherence or other coherencelike concepts within the framework of quantum resource theory. However, rigorously defined or not, the notion of coherence or decoherence has already been used by the community for decades since the advent of quantum theory. Intuitively, the definitions of coherence and decoherence should be two sides of the same coin. Therefore, a natural question is raised: How can the conventional decoherence processes, such as the von Neumann-Lüders (projective) measurement postulation or partially dephasing channels, fit into the bigger picture of the recently established theoretical framework? Here we show that the state collapse rules of the von Neumann or Lüders-type measurements, as special cases of genuinely incoherent operations (GIOs), are consistent with the resource theories of quantum coherence. New hierarchical measures of coherence are proposed for the Lüders-type measurement and their relationship with measurement-dependent discord is addressed. Moreover, utilizing the fixed-point theory for C* algebra, we prove that GIOs indeed represent a particular type of partially dephasing (phase-damping) channels which have a matrix representation based on the Schur product. By virtue of the Stinespring dilation theorem, the physical realizations of incoherent operations are investigated in detail and we find that GIOs in fact constitute the core of strictly incoherent operations and generally incoherent operations and the unspeakable notion of coherence induced by GIOs can be transferred to the theories of speakable coherence by the corresponding permutation or relabeling operators.

  3. An introduction to continuous-time stochastic processes theory, models, and applications to finance, biology, and medicine

    CERN Document Server

    Capasso, Vincenzo

    2015-01-01

    This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional  exercises * Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Editio...

  4. Quantum mechanical Hamiltonian models of discrete processes

    International Nuclear Information System (INIS)

    Benioff, P.

    1981-01-01

    Here the results of other work on quantum mechanical Hamiltonian models of Turing machines are extended to include any discrete process T on a countably infinite set A. The models are constructed here by use of scattering phase shifts from successive scatterers to turn on successive step interactions. Also a locality requirement is imposed. The construction is done by first associating with each process T a model quantum system M with associated Hilbert space H/sub M/ and step operator U/sub T/. Since U/sub T/ is not unitary in general, M, H/sub M/, and U/sub T/ are extended into a (continuous time) Hamiltonian model on a larger space which satisfies the locality requirement. The construction is compared with the minimal unitary dilation of U/sub T/. It is seen that the model constructed here is larger than the minimal one. However, the minimal one does not satisfy the locality requirement

  5. Processing Information in Quantum Decision Theory

    OpenAIRE

    Yukalov, V. I.; Sornette, D.

    2008-01-01

    A survey is given summarizing the state of the art of describing information processing in Quantum Decision Theory, which has been recently advanced as a novel variant of decision making, based on the mathematical theory of separable Hilbert spaces. This mathematical structure captures the effect of superposition of composite prospects, including many incorporated intended actions. The theory characterizes entangled decision making, non-commutativity of subsequent decisions, and intention int...

  6. Stochastic stability of mechanical systems under renewal jump process parametric excitation

    DEFF Research Database (Denmark)

    Iwankiewicz, R.; Nielsen, Søren R.K.; Larsen, Jesper Winther

    2005-01-01

    independent, negative exponential distributed variables; hence, the arrival process may be termed as a generalized Erlang renewal process. The excitation process is governed by the stochastic equation driven by two independent Poisson processes, with different parameters. If the response in a single mode...

  7. Hidden Quantum Processes, Quantum Ion Channels, and 1/ f θ-Type Noise.

    Science.gov (United States)

    Paris, Alan; Vosoughi, Azadeh; Berman, Stephen A; Atia, George

    2018-03-22

    In this letter, we perform a complete and in-depth analysis of Lorentzian noises, such as those arising from [Formula: see text] and [Formula: see text] channel kinetics, in order to identify the source of [Formula: see text]-type noise in neurological membranes. We prove that the autocovariance of Lorentzian noise depends solely on the eigenvalues (time constants) of the kinetic matrix but that the Lorentzian weighting coefficients depend entirely on the eigenvectors of this matrix. We then show that there are rotations of the kinetic eigenvectors that send any initial weights to any target weights without altering the time constants. In particular, we show there are target weights for which the resulting Lorenztian noise has an approximately [Formula: see text]-type spectrum. We justify these kinetic rotations by introducing a quantum mechanical formulation of membrane stochastics, hidden quantum activated-measurement models, and prove that these quantum models are probabilistically indistinguishable from the classical hidden Markov models typically used for ion channel stochastics. The quantum dividend obtained by replacing classical with quantum membranes is that rotations of the Lorentzian weights become simple readjustments of the quantum state without any change to the laboratory-determined kinetic and conductance parameters. Moreover, the quantum formalism allows us to model the activation energy of a membrane, and we show that maximizing entropy under constrained activation energy yields the previous [Formula: see text]-type Lorentzian weights, in which the spectral exponent [Formula: see text] is a Lagrange multiplier for the energy constraint. Thus, we provide a plausible neurophysical mechanism by which channel and membrane kinetics can give rise to [Formula: see text]-type noise (something that has been occasionally denied in the literature), as well as a realistic and experimentally testable explanation for the numerical values of the spectral

  8. Stochastic Modeling and Deterministic Limit of Catalytic Surface Processes

    DEFF Research Database (Denmark)

    Starke, Jens; Reichert, Christian; Eiswirth, Markus

    2007-01-01

    Three levels of modeling, microscopic, mesoscopic and macroscopic are discussed for the CO oxidation on low-index platinum single crystal surfaces. The introduced models on the microscopic and mesoscopic level are stochastic while the model on the macroscopic level is deterministic. It can......, such that in contrast to the microscopic model the spatial resolution is reduced. The derivation of deterministic limit equations is in correspondence with the successful description of experiments under low-pressure conditions by deterministic reaction-diffusion equations while for intermediate pressures phenomena...

  9. ARMA modelling of neutron stochastic processes with large measurement noise

    International Nuclear Information System (INIS)

    Zavaljevski, N.; Kostic, Lj.; Pesic, M.

    1994-01-01

    An autoregressive moving average (ARMA) model of the neutron fluctuations with large measurement noise is derived from langevin stochastic equations and validated using time series data obtained during prompt neutron decay constant measurements at the zero power reactor RB in Vinca. Model parameters are estimated using the maximum likelihood (ML) off-line algorithm and an adaptive pole estimation algorithm based on the recursive prediction error method (RPE). The results show that subcriticality can be determined from real data with high measurement noise using much shorter statistical sample than in standard methods. (author)

  10. Effect of multiplicative noise on stationary stochastic process

    Science.gov (United States)

    Kargovsky, A. V.; Chikishev, A. Yu.; Chichigina, O. A.

    2018-03-01

    An open system that can be analyzed using the Langevin equation with multiplicative noise is considered. The stationary state of the system results from a balance of deterministic damping and random pumping simulated as noise with controlled periodicity. The dependence of statistical moments of the variable that characterizes the system on parameters of the problem is studied. A nontrivial decrease in the mean value of the main variable with an increase in noise stochasticity is revealed. Applications of the results in several physical, chemical, biological, and technical problems of natural and humanitarian sciences are discussed.

  11. Unifying three perspectives on information processing in stochastic thermodynamics.

    Science.gov (United States)

    Barato, A C; Seifert, U

    2014-03-07

    So far, feedback-driven systems have been discussed using (i) measurement and control, (ii) a tape interacting with a system, or (iii) by identifying an implicit Maxwell demon in steady-state transport. We derive the corresponding second laws from one master fluctuation theorem and discuss their relationship. In particular, we show that both the entropy production involving mutual information between system and controller and the one involving a Shannon entropy difference of an information reservoir like a tape carry an extra term different from the usual current times affinity. We, thus, generalize stochastic thermodynamics to the presence of an information reservoir.

  12. Stochastic quantum inflation for a canonical scalar field with linear self-interaction potential

    Energy Technology Data Exchange (ETDEWEB)

    Panotopoulos, Grigoris [CENTRA, Instituto Superior Tecnico, Universidade de Lisboa, Lisboa (Portugal)

    2017-10-15

    We apply Starobinsky's formalism of stochastic inflation to the case of a massless minimally coupled scalar field with linear self-interaction potential. We solve the corresponding Fokker-Planck equation exactly, and we obtain analytical expressions for the stochastic expectation values. (orig.)

  13. Aperiodic signals processing via parameter-tuning stochastic resonance in a photorefractive ring cavity

    Directory of Open Access Journals (Sweden)

    Xuefeng Li

    2014-04-01

    Full Text Available Based on solving numerically the generalized nonlinear Langevin equation describing the nonlinear dynamics of stochastic resonance by Fourth-order Runge-Kutta method, an aperiodic stochastic resonance based on an optical bistable system is numerically investigated. The numerical results show that a parameter-tuning stochastic resonance system can be realized by choosing the appropriate optical bistable parameters, which performs well in reconstructing aperiodic signals from a very high level of noise background. The influences of optical bistable parameters on the stochastic resonance effect are numerically analyzed via cross-correlation, and a maximum cross-correlation gain of 8 is obtained by optimizing optical bistable parameters. This provides a prospective method for reconstructing noise-hidden weak signals in all-optical signal processing systems.

  14. Consensus states of local majority rule in stochastic process

    Energy Technology Data Exchange (ETDEWEB)

    Luo, Yu-Pin [Department of Electronic Engineering, National Formosa University, Huwei, 63201, Taiwan (China); Tang, Chia-Wei; Xu, Hong-Yuan [Department of Physics, Chung-Yuan Christian University, Chungli, 32023, Taiwan (China); Wu, Jinn-Wen [Department of Applied Mathematics, Chung-Yuan Christian University, Chungli, 32023, Taiwan (China); Huang, Ming-Chang, E-mail: mchuang@cycu.edu.tw [Center for Theoretical Science and Department of Physics, Chung-Yuan Christian University, Chungli, 32023, Taiwan (China)

    2015-04-03

    A sufficient condition for a network system to reach a consensus state of the local majority rule is shown. The influence of interpersonal environment on the occurrence probability of consensus states for Watts–Strogatz and scale-free networks with random initial states is analyzed by numerical method. We also propose a stochastic local majority rule to study the mean first passage time from a random state to a consensus and the escape rate from a consensus state for systems in a noisy environment. Our numerical results show that there exists a window of fluctuation strengths for which the mean first passage time from a random to a consensus state reduces greatly, and the escape rate of consensus states obeys the Arrhenius equation in the window. - Highlights: • A sufficient condition for reaching a consensus. • The relation between the geometry of networks and the reachability of a consensus. • Stochastic local majority rule. • The mean first-passage time and the escape rate of consensus states.

  15. Consensus states of local majority rule in stochastic process

    International Nuclear Information System (INIS)

    Luo, Yu-Pin; Tang, Chia-Wei; Xu, Hong-Yuan; Wu, Jinn-Wen; Huang, Ming-Chang

    2015-01-01

    A sufficient condition for a network system to reach a consensus state of the local majority rule is shown. The influence of interpersonal environment on the occurrence probability of consensus states for Watts–Strogatz and scale-free networks with random initial states is analyzed by numerical method. We also propose a stochastic local majority rule to study the mean first passage time from a random state to a consensus and the escape rate from a consensus state for systems in a noisy environment. Our numerical results show that there exists a window of fluctuation strengths for which the mean first passage time from a random to a consensus state reduces greatly, and the escape rate of consensus states obeys the Arrhenius equation in the window. - Highlights: • A sufficient condition for reaching a consensus. • The relation between the geometry of networks and the reachability of a consensus. • Stochastic local majority rule. • The mean first-passage time and the escape rate of consensus states

  16. Schrödinger problem, Lévy processes, and noise in relativistic quantum mechanics

    Science.gov (United States)

    Garbaczewski, Piotr; Klauder, John R.; Olkiewicz, Robert

    1995-05-01

    The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either responsible for the temporal evolution of a given measure or preserves the measure in the stationary case. Our departure point is the so-called Schrödinger problem of probabilistic evolution, which provides for a unique Markov stochastic interpolation between any given pair of boundary probability densities for a process covering a fixed, finite duration of time, provided we have decided a priori what kind of primordial dynamical semigroup transition mechanism is involved. In the nonrelativistic theory, including quantum mechanics, Feynman-Kac-like kernels are the building blocks for suitable transition probability densities of the process. In the standard ``free'' case (Feynman-Kac potential equal to zero) the familiar Wiener noise is recovered. In the framework of the Schrödinger problem, the ``free noise'' can also be extended to any infinitely divisible probability law, as covered by the Lévy-Khintchine formula. Since the relativistic Hamiltonians ||∇|| and √-Δ+m2 -m are known to generate such laws, we focus on them for the analysis of probabilistic phenomena, which are shown to be associated with the relativistic wave (D'Alembert) and matter-wave (Klein-Gordon) equations, respectively. We show that such stochastic processes exist and are spatial jump processes. In general, in the presence of external potentials, they do not share the Markov property, except for stationary situations. A concrete example of the pseudodifferential Cauchy-Schrödinger evolution is analyzed in detail. The relativistic covariance of related wave equations is exploited to demonstrate how the associated stochastic jump processes comply with the principles of special relativity.

  17. Process tomography via sequential measurements on a single quantum system

    CSIR Research Space (South Africa)

    Bassa, H

    2015-09-01

    Full Text Available The authors utilize a discrete (sequential) measurement protocol to investigate quantum process tomography of a single two-level quantum system, with an unknown initial state, undergoing Rabi oscillations. The ignorance of the dynamical parameters...

  18. Quantum process reconstruction based on mutually unbiased basis

    International Nuclear Information System (INIS)

    Fernandez-Perez, A.; Saavedra, C.; Klimov, A. B.

    2011-01-01

    We study a quantum process reconstruction based on the use of mutually unbiased projectors (MUB projectors) as input states for a D-dimensional quantum system, with D being a power of a prime number. This approach connects the results of quantum-state tomography using mutually unbiased bases with the coefficients of a quantum process, expanded in terms of MUB projectors. We also study the performance of the reconstruction scheme against random errors when measuring probabilities at the MUB projectors.

  19. Effect of the Potential Shape on the Stochastic Resonance Processes

    Science.gov (United States)

    Kenmoé, G. Djuidjé; Ngouongo, Y. J. Wadop; Kofané, T. C.

    2015-10-01

    The stochastic resonance (SR) induced by periodic signal and white noises in a periodic nonsinusoidal potential is investigated. This phenomenon is studied as a function of the friction coefficient as well as the shape of the potential. It is done through an investigation of the hysteresis loop area which is equivalent to the input energy lost by the system to the environment per period of the external force. SR is evident in some range of the shape parameter of the potential, but cannot be observed in the other range. Specially, variation of the shape potential affects significantly and not trivially the heigh of the potential barrier in the Kramers rate as well as the occurrence of SR. The finding results show crucial dependence of the temperature of occurrence of SR on the shape of the potential. It is noted that the maximum of the input energy generally decreases when the friction coefficient is increased.

  20. Stochastic processes in physics and chemistry. Revised and enlarged ed.

    International Nuclear Information System (INIS)

    Van Kampen, N.G.

    1992-01-01

    Three major changes have been made to this revised and updated edition. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated

  1. Changing contributions of stochastic and deterministic processes in community assembly over a successional gradient.

    Science.gov (United States)

    Måren, Inger Elisabeth; Kapfer, Jutta; Aarrestad, Per Arild; Grytnes, John-Arvid; Vandvik, Vigdis

    2018-01-01

    Successional dynamics in plant community assembly may result from both deterministic and stochastic ecological processes. The relative importance of different ecological processes is expected to vary over the successional sequence, between different plant functional groups, and with the disturbance levels and land-use management regimes of the successional systems. We evaluate the relative importance of stochastic and deterministic processes in bryophyte and vascular plant community assembly after fire in grazed and ungrazed anthropogenic coastal heathlands in Northern Europe. A replicated series of post-fire successions (n = 12) were initiated under grazed and ungrazed conditions, and vegetation data were recorded in permanent plots over 13 years. We used redundancy analysis (RDA) to test for deterministic successional patterns in species composition repeated across the replicate successional series and analyses of co-occurrence to evaluate to what extent species respond synchronously along the successional gradient. Change in species co-occurrences over succession indicates stochastic successional dynamics at the species level (i.e., species equivalence), whereas constancy in co-occurrence indicates deterministic dynamics (successional niche differentiation). The RDA shows high and deterministic vascular plant community compositional change, especially early in succession. Co-occurrence analyses indicate stochastic species-level dynamics the first two years, which then give way to more deterministic replacements. Grazed and ungrazed successions are similar, but the early stage stochasticity is higher in ungrazed areas. Bryophyte communities in ungrazed successions resemble vascular plant communities. In contrast, bryophytes in grazed successions showed consistently high stochasticity and low determinism in both community composition and species co-occurrence. In conclusion, stochastic and individualistic species responses early in succession give way to more

  2. Levy-Student processes for a stochastic model of beam halos

    Energy Technology Data Exchange (ETDEWEB)

    Petroni, N. Cufaro [Department of Mathematics, University of Bari, and INFN Sezione di Bari, via E. Orabona 4, 70125 Bari (Italy)]. E-mail: cufaro@ba.infn.it; De Martino, S. [Department of Physics, University of Salerno, and INFN Sezione di Napoli (gruppo di Salerno), Via S. Allende, I-84081 Baronissi (SA) (Italy); De Siena, S. [Department of Physics, University of Salerno, and INFN Sezione di Napoli (gruppo di Salerno), Via S. Allende, I-84081 Baronissi (SA) (Italy); Illuminati, F. [Department of Physics, University of Salerno, and INFN Sezione di Napoli (gruppo di Salerno), Via S. Allende, I-84081 Baronissi (SA) (Italy)

    2006-06-01

    We describe the transverse beam distribution in particle accelerators within the controlled, stochastic dynamical scheme of the stochastic mechanics which produces time reversal invariant diffusion processes. In this paper we analyze the consequences of introducing the generalized Student laws, namely non-Gaussian, Levy infinitely divisible (but not stable) distributions. We will analyze this idea from two different standpoints: (a) first by supposing that the stationary distribution of our (Wiener powered) stochastic model is a Student distribution; (b) by supposing that our model is based on a (non-Gaussian) Levy process whose increments are Student distributed. In the case (a) the longer tails of the power decay of the Student laws, and in the case (b) the discontinuities of the Levy-Student process can well account for the rare escape of particles from the beam core, and hence for the formation of a halo in intense beams.

  3. Levy-Student processes for a stochastic model of beam halos

    International Nuclear Information System (INIS)

    Petroni, N. Cufaro; De Martino, S.; De Siena, S.; Illuminati, F.

    2006-01-01

    We describe the transverse beam distribution in particle accelerators within the controlled, stochastic dynamical scheme of the stochastic mechanics which produces time reversal invariant diffusion processes. In this paper we analyze the consequences of introducing the generalized Student laws, namely non-Gaussian, Levy infinitely divisible (but not stable) distributions. We will analyze this idea from two different standpoints: (a) first by supposing that the stationary distribution of our (Wiener powered) stochastic model is a Student distribution; (b) by supposing that our model is based on a (non-Gaussian) Levy process whose increments are Student distributed. In the case (a) the longer tails of the power decay of the Student laws, and in the case (b) the discontinuities of the Levy-Student process can well account for the rare escape of particles from the beam core, and hence for the formation of a halo in intense beams

  4. Stochastic processes, multiscale modeling, and numerical methods for computational cellular biology

    CERN Document Server

    2017-01-01

    This book focuses on the modeling and mathematical analysis of stochastic dynamical systems along with their simulations. The collected chapters will review fundamental and current topics and approaches to dynamical systems in cellular biology. This text aims to develop improved mathematical and computational methods with which to study biological processes. At the scale of a single cell, stochasticity becomes important due to low copy numbers of biological molecules, such as mRNA and proteins that take part in biochemical reactions driving cellular processes. When trying to describe such biological processes, the traditional deterministic models are often inadequate, precisely because of these low copy numbers. This book presents stochastic models, which are necessary to account for small particle numbers and extrinsic noise sources. The complexity of these models depend upon whether the biochemical reactions are diffusion-limited or reaction-limited. In the former case, one needs to adopt the framework of s...

  5. Comments on the use of stochastic processes in the field of the ionizing radiations

    International Nuclear Information System (INIS)

    Alvarez Romero, Jose T.

    2008-01-01

    Stochastic process is the name given to a time dependent random process, unfortunately, its time dependence is not always clearly emphasized. In fact, such dependence is not unequivocally stated in the different disciplines of radiation physics, radiobiology or in radiation protection. This is the cause of some conceptual confusion when interpreting relationships between quantities is analyzed, e.g.: imparted energy vs. absorbed dose, stochastic vs. deterministic biological effects; or in radiation protection models, whether: linear or quadratic, relative or absolute. Most of these relationships are associated to stochastic phenomena, and they carry a time dependence that requires clarification. To mention some examples, in radiation physics: the absorbed dose is a non stochastic quantity resulting from averaging a stochastic one namely, the imparted energy, over a representative ensemble via an operation analogous to the Gibbs-Einstein algorithm. On the other hand stochastic quantities require specialized mathematical techniques of stochastic processes to handle them. These refinements are unfortunately ignored in the reports of ICRU 33 and 60. Essentially, a problem to be solved is to establish a clear relationship between micro or mesoscopic stochastic quantities and their macroscopic counterparts, these latter ones possibly being time dependent or not. This is the main objective of microdosimetry. Another problem is to describe phenomena such as electronic equilibrium which is nothing else than a stationary state thus exhibiting no time dependence. Still a different question is the interpretation of radioactive decay as a stochastic process of the Poisson and Markov type. In radiobiology a basic problem is the study of biological stochastic phenomena is to determine the characteristics and structure of those time dependent probabilistic functions allowing the quantification of macroscopic biological manifestations, such as carcinogenesis or genetic effects

  6. Stationary distributions of stochastic processes described by a linear neutral delay differential equation

    International Nuclear Information System (INIS)

    Frank, T D

    2005-01-01

    Stationary distributions of processes are derived that involve a time delay and are defined by a linear stochastic neutral delay differential equation. The distributions are Gaussian distributions. The variances of the Gaussian distributions are either monotonically increasing or decreasing functions of the time delays. The variances become infinite when fixed points of corresponding deterministic processes become unstable. (letter to the editor)

  7. Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession

    NARCIS (Netherlands)

    Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan Dirk; Salles, Joana Falcao

    2015-01-01

    Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with

  8. Doubly stochastic Poisson process models for precipitation at fine time-scales

    Science.gov (United States)

    Ramesh, Nadarajah I.; Onof, Christian; Xie, Dichao

    2012-09-01

    This paper considers a class of stochastic point process models, based on doubly stochastic Poisson processes, in the modelling of rainfall. We examine the application of this class of models, a neglected alternative to the widely-known Poisson cluster models, in the analysis of fine time-scale rainfall intensity. These models are mainly used to analyse tipping-bucket raingauge data from a single site but an extension to multiple sites is illustrated which reveals the potential of this class of models to study the temporal and spatial variability of precipitation at fine time-scales.

  9. A Family of Poisson Processes for Use in Stochastic Models of Precipitation

    Science.gov (United States)

    Penland, C.

    2013-12-01

    Both modified Poisson processes and compound Poisson processes can be relevant to stochastic parameterization of precipitation. This presentation compares the dynamical properties of these systems and discusses the physical situations in which each might be appropriate. If the parameters describing either class of systems originate in hydrodynamics, then proper consideration of stochastic calculus is required during numerical implementation of the parameterization. It is shown here that an improper numerical treatment can have severe implications for estimating rainfall distributions, particularly in the tails of the distributions and, thus, on the frequency of extreme events.

  10. Continuous strong Markov processes in dimension one a stochastic calculus approach

    CERN Document Server

    Assing, Sigurd

    1998-01-01

    The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. Departing from the classical approaches, a unified investigation of regular as well as arbitrary non-regular diffusions is provided. A general construction method for such processes, based on a generalization of the concept of a perfect additive functional, is developed. The intrinsic decomposition of a continuous strong Markov semimartingale is discovered. The book also investigates relations to stochastic differential equations and fundamental examples of irregular diffusions.

  11. Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection

    Directory of Open Access Journals (Sweden)

    Gabriel Martos

    2018-01-01

    Full Text Available We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to estimate minimum entropy sets. These sets are relevant to detect anomalous or outlier functional data. A numerical experiment illustrates the performance of the proposed method; in addition, we conduct an analysis of mortality rate curves as an interesting application in a real-data context to explore functional anomaly detection.

  12. Modelling and simulating decision processes of linked lives: An approach based on concurrent processes and stochastic race.

    Science.gov (United States)

    Warnke, Tom; Reinhardt, Oliver; Klabunde, Anna; Willekens, Frans; Uhrmacher, Adelinde M

    2017-10-01

    Individuals' decision processes play a central role in understanding modern migration phenomena and other demographic processes. Their integration into agent-based computational demography depends largely on suitable support by a modelling language. We are developing the Modelling Language for Linked Lives (ML3) to describe the diverse decision processes of linked lives succinctly in continuous time. The context of individuals is modelled by networks the individual is part of, such as family ties and other social networks. Central concepts, such as behaviour conditional on agent attributes, age-dependent behaviour, and stochastic waiting times, are tightly integrated in the language. Thereby, alternative decisions are modelled by concurrent processes that compete by stochastic race. Using a migration model, we demonstrate how this allows for compact description of complex decisions, here based on the Theory of Planned Behaviour. We describe the challenges for the simulation algorithm posed by stochastic race between multiple concurrent complex decisions.

  13. Stochastic Analysis 2010

    CERN Document Server

    Crisan, Dan

    2011-01-01

    "Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa

  14. Increasing complexity with quantum physics.

    Science.gov (United States)

    Anders, Janet; Wiesner, Karoline

    2011-09-01

    We argue that complex systems science and the rules of quantum physics are intricately related. We discuss a range of quantum phenomena, such as cryptography, computation and quantum phases, and the rules responsible for their complexity. We identify correlations as a central concept connecting quantum information and complex systems science. We present two examples for the power of correlations: using quantum resources to simulate the correlations of a stochastic process and to implement a classically impossible computational task.

  15. Stochastic evolutionary voluntary public goods game with punishment in a Quasi-birth-and-death process.

    Science.gov (United States)

    Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

    2017-11-23

    Traditional replication dynamic model and the corresponding concept of evolutionary stable strategy (ESS) only takes into account whether the system can return to the equilibrium after being subjected to a small disturbance. In the real world, due to continuous noise, the ESS of the system may not be stochastically stable. In this paper, a model of voluntary public goods game with punishment is studied in a stochastic situation. Unlike the existing model, we describe the evolutionary process of strategies in the population as a generalized quasi-birth-and-death process. And we investigate the stochastic stable equilibrium (SSE) instead. By numerical experiments, we get all possible SSEs of the system for any combination of parameters, and investigate the influence of parameters on the probabilities of the system to select different equilibriums. It is found that in the stochastic situation, the introduction of the punishment and non-participation strategies can change the evolutionary dynamics of the system and equilibrium of the game. There is a large range of parameters that the system selects the cooperative states as its SSE with a high probability. This result provides us an insight and control method for the evolution of cooperation in the public goods game in stochastic situations.

  16. What are the Hidden Quantum Processes Behind Newton's Laws?

    OpenAIRE

    Ostoma, Tom; Trushyk, Mike

    1999-01-01

    We investigate the hidden quantum processes that are responsible for Newton's laws of motion and Newton's universal law of gravity. We apply Electro-Magnetic Quantum Gravity or EMQG to investigate Newtonian classical physics. EQMG is a quantum gravity theory that is manifestly compatible with Cellular Automata (CA) theory, a new paradigm for physical reality. EMQG is also based on a theory of inertia proposed by R. Haisch, A. Rueda, and H. Puthoff, which we modified and called Quantum Inertia...

  17. Stochastic light-cone CTMRG: a new DMRG approach to stochastic models 02.50.Ey Stochastic processes; 64.60.Ht Dynamic critical phenomena; 02.70.-c Computational techniques; 05.10.Cc Renormalization group methods;

    CERN Document Server

    Kemper, A; Nishino, T; Schadschneider, A; Zittartz, J

    2003-01-01

    We develop a new variant of the recently introduced stochastic transfer matrix DMRG which we call stochastic light-cone corner-transfer-matrix DMRG (LCTMRG). It is a numerical method to compute dynamic properties of one-dimensional stochastic processes. As suggested by its name, the LCTMRG is a modification of the corner-transfer-matrix DMRG, adjusted by an additional causality argument. As an example, two reaction-diffusion models, the diffusion-annihilation process and the branch-fusion process are studied and compared with exact data and Monte Carlo simulations to estimate the capability and accuracy of the new method. The number of possible Trotter steps of more than 10 sup 5 shows a considerable improvement on the old stochastic TMRG algorithm.

  18. Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process

    Science.gov (United States)

    Yan, Wei; Chang, Yuwen

    2016-12-01

    Considering the stochastic exchange rate, this paper is concerned with the dynamic portfolio selection in financial market. The optimal investment problem is formulated as a continuous-time mathematical model under mean-variance criterion. These processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and its efferent frontier is obtained. Moreover, the optimal strategy is also derived under safety-first criterion.

  19. ℋ∞ constant gain state feedback stabilization of stochastic hybrid systems with Wiener process

    Directory of Open Access Journals (Sweden)

    E. K. Boukas

    2004-01-01

    Full Text Available This paper considers the stabilization problem of the class of continuous-time linear stochastic hybrid systems with Wiener process. The ℋ∞ state feedback stabilization problem is treated. A state feedback controller with constant gain that does not require access to the system mode is designed. LMI-based conditions are developed to design the state feedback controller with constant gain that stochastically stabilizes the studied class of systems and, at the same time, achieve the disturbance rejection of a desired level. The minimum disturbance rejection is also determined. Numerical examples are given to show the usefulness of the proposed results.

  20. Stochastic processes and functional analysis a volume of recent advances in honor of M. M. Rao

    CERN Document Server

    Krinik, Alan C

    2004-01-01

    This extraordinary compilation is an expansion of the recent American Mathematical Society Special Session celebrating M. M. Rao's distinguished career and includes most of the presented papers as well as ancillary contributions from session invitees. This book shows the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes, as made manifest in M. M. Rao's prolific research achievements. Featuring a biography of M. M. Rao, a complete bibliography of his published works,

  1. Information transfer with rate-modulated Poisson processes: a simple model for nonstationary stochastic resonance.

    Science.gov (United States)

    Goychuk, I

    2001-08-01

    Stochastic resonance in a simple model of information transfer is studied for sensory neurons and ensembles of ion channels. An exact expression for the information gain is obtained for the Poisson process with the signal-modulated spiking rate. This result allows one to generalize the conventional stochastic resonance (SR) problem (with periodic input signal) to the arbitrary signals of finite duration (nonstationary SR). Moreover, in the case of a periodic signal, the rate of information gain is compared with the conventional signal-to-noise ratio. The paper establishes the general nonequivalence between both measures notwithstanding their apparent similarity in the limit of weak signals.

  2. Strategy Complexity of Finite-Horizon Markov Decision Processes and Simple Stochastic Games

    DEFF Research Database (Denmark)

    Ibsen-Jensen, Rasmus; Chatterjee, Krishnendu

    2012-01-01

    Markov decision processes (MDPs) and simple stochastic games (SSGs) provide a rich mathematical framework to study many important problems related to probabilistic systems. MDPs and SSGs with finite-horizon objectives, where the goal is to maximize the probability to reach a target state in a given...

  3. Using Max-Plus Algebra for the Evaluation of Stochastic Process Algebra Prefixes

    NARCIS (Netherlands)

    Cloth, L.; de Alfaro, L.; Gilmore, S.; Bohnenkamp, H.C.; Haverkort, Boudewijn R.H.M.

    2001-01-01

    In this paper, the concept of complete finite prefixes for process algebra expressions is extended to stochastic models. Events are supposed to happen after a delay that is determined by random variables assigned to the preceding conditions. Max-plus algebra expressions are shown to provide an

  4. Explicit calibration and simulation of stochastic fields by low-order ARMA processes

    DEFF Research Database (Denmark)

    Krenk, Steen

    2011-01-01

    A simple framework for autoregressive simulation of stochastic fields is presented. The autoregressive format leads to a simple exponential correlation structure in the time-dimension. In the case of scalar processes a more detailed correlation structure can be obtained by adding memory...... to the process via an extension to autoregressive moving average (ARMA) processes. The ARMA format incorporates a more detailed correlation structure by including previous values of the simulated process. Alternatively, a more detailed correlation structure can be obtained by including additional 'state......-space' variables in the simulation. For a scalar process this would imply an increase of the dimension of the process to be simulated. In the case of a stochastic field the correlation in the time-dimension is represented, although indirectly, in the simultaneous spatial correlation. The model with the shortest...

  5. Quantum Coherent States and Path Integral Method to Stochastically Determine the Anisotropic Volume Expansion in Lithiated Silicon Nanowires

    Directory of Open Access Journals (Sweden)

    Donald C. Boone

    2017-10-01

    Full Text Available This computational research study will analyze the multi-physics of lithium ion insertion into a silicon nanowire in an attempt to explain the electrochemical kinetics at the nanoscale and quantum level. The electron coherent states and a quantum field version of photon density waves will be the joining theories that will explain the electron-photon interaction within the lithium-silicon lattice structure. These two quantum particles will be responsible for the photon absorption rate of silicon atoms that are hypothesized to be the leading cause of breaking diatomic silicon covalent bonds that ultimately leads to volume expansion. It will be demonstrated through the combination of Maxwell stress tensor, optical amplification and path integrals that a stochastic analyze using a variety of Poisson distributions that the anisotropic expansion rates in the <110>, <111> and <112> orthogonal directions confirms the findings ascertained in previous works made by other research groups. The computational findings presented in this work are similar to those which were discovered experimentally using transmission electron microscopy (TEM and simulation models that used density functional theory (DFT and molecular dynamics (MD. The refractive index and electric susceptibility parameters of lithiated silicon are interwoven in the first principle theoretical equations and appears frequently throughout this research presentation, which should serve to demonstrate the importance of these parameters in the understanding of this component in lithium ion batteries.

  6. Kinetic theory of age-structured stochastic birth-death processes

    Science.gov (United States)

    Greenman, Chris D.; Chou, Tom

    2016-01-01

    Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

  7. Designing quantum information processing via structural physical approximation.

    Science.gov (United States)

    Bae, Joonwoo

    2017-10-01

    In quantum information processing it may be possible to have efficient computation and secure communication beyond the limitations of classical systems. In a fundamental point of view, however, evolution of quantum systems by the laws of quantum mechanics is more restrictive than classical systems, identified to a specific form of dynamics, that is, unitary transformations and, consequently, positive and completely positive maps to subsystems. This also characterizes classes of disallowed transformations on quantum systems, among which positive but not completely maps are of particular interest as they characterize entangled states, a general resource in quantum information processing. Structural physical approximation offers a systematic way of approximating those non-physical maps, positive but not completely positive maps, with quantum channels. Since it has been proposed as a method of detecting entangled states, it has stimulated fundamental problems on classifications of positive maps and the structure of Hermitian operators and quantum states, as well as on quantum measurement such as quantum design in quantum information theory. It has developed efficient and feasible methods of directly detecting entangled states in practice, for which proof-of-principle experimental demonstrations have also been performed with photonic qubit states. Here, we present a comprehensive review on quantum information processing with structural physical approximations and the related progress. The review mainly focuses on properties of structural physical approximations and their applications toward practical information applications.

  8. Whiteheadian process and quantum theory of mind

    International Nuclear Information System (INIS)

    Stapp, H.

    1998-01-01

    There are deep similarities between Whitehead's idea of the process by which nature unfolds and the ideas of quantum theory. Whitehead says that the world is made of ''actual occasions'', each of which arises from potentialities created by prior actual occasions. These actual occasions are happenings modeled on experiential events, each of which comes into being and then perishes, only to be replaced by a successor. It is these experience-like happenings that are the basic realities of nature, according to Whitehead, not the persisting physical particles that Newtonian physics took be the basic entities. Similarly, Heisenberg says that what is really happening in a quantum process is the emergence of an actual from potentialities created by prior actualities. In the orthodox Copenhagen interpretation of quantum theory the actual things to which the theory refer are increments in ''our knowledge''. These increments are experiential events. The particles of classical physics lose their fundamental status: they dissolve into diffuse clouds of possibilities. At each stage of the unfolding of nature the complete cloud of possibilities acts like the potentiality for the occurrence of a next increment in knowledge, whose occurrence can radically change the cloud of possibilities/potentialities for the still-later increments in knowledge. The fundamental difference between these ideas about nature and the classical ideas that reigned from the time of Newton until this century concerns the status of the experiential aspects of nature. These are things such as thoughts, ideas, feelings, and sensations. They are distinguished from the physical aspects of nature, which are described in terms of quantities explicitly located in tiny regions of space and time. According to the ideas of classical physics the physical world is made up exclusively of things of this latter type, and the unfolding of the physical world is determined by causal connections involving only these things

  9. Quantum Analog Computing

    Science.gov (United States)

    Zak, M.

    1998-01-01

    Quantum analog computing is based upon similarity between mathematical formalism of quantum mechanics and phenomena to be computed. It exploits a dynamical convergence of several competing phenomena to an attractor which can represent an externum of a function, an image, a solution to a system of ODE, or a stochastic process.

  10. Photonic Architecture for Scalable Quantum Information Processing in Diamond

    Directory of Open Access Journals (Sweden)

    Kae Nemoto

    2014-08-01

    Full Text Available Physics and information are intimately connected, and the ultimate information processing devices will be those that harness the principles of quantum mechanics. Many physical systems have been identified as candidates for quantum information processing, but none of them are immune from errors. The challenge remains to find a path from the experiments of today to a reliable and scalable quantum computer. Here, we develop an architecture based on a simple module comprising an optical cavity containing a single negatively charged nitrogen vacancy center in diamond. Modules are connected by photons propagating in a fiber-optical network and collectively used to generate a topological cluster state, a robust substrate for quantum information processing. In principle, all processes in the architecture can be deterministic, but current limitations lead to processes that are probabilistic but heralded. We find that the architecture enables large-scale quantum information processing with existing technology.

  11. Propagator of stochastic electrodynamics

    International Nuclear Information System (INIS)

    Cavalleri, G.

    1981-01-01

    The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics

  12. An extension of clarke's model with stochastic amplitude flip processes

    KAUST Repository

    Hoel, Hakon; Nyberg, Henrik

    2014-01-01

    . By rigorous analysis and numerical studies, we show that in many settings, signal realizations are generated more efficiently by Gaussian process algorithms than by the MFC model's algorithm. Numerical examples that strengthen these observations are also

  13. Entanglement and optimal quantum information processing

    International Nuclear Information System (INIS)

    Siomau, Michael

    2011-01-01

    Today we are standing on the verge of new enigmatic era of quantum technologies. In spite of the significant progress that has been achieved over the last three decades in experimental generation and manipulation as well as in theoretical description of evolution of single quantum systems, there are many open problems in understanding the behavior and properties of complex multiparticle quantum systems. In this thesis, we investigate theoretically a number of problems related to the description of entanglement - the nonlocal feature of complex quantum systems - of multiparticle states of finite-dimensional quantum systems. We also consider the optimal ways of manipulation of such systems. The focus is made, especially, on such optimal quantum transformations that provide a desired operation independently on the initial state of the given system. The first part of this thesis, in particular, is devoted to the detailed analysis of evolution of entanglement of complex quantum systems subjected to general non-unitary dynamics. In the second part of the thesis we construct several optimal state independent transformations, analyze their properties and suggest their applications in quantum communication and quantum computing. (orig.)

  14. Post-quantum attacks on key distribution schemes in the presence of weakly stochastic sources

    International Nuclear Information System (INIS)

    Al–Safi, S W; Wilmott, C M

    2015-01-01

    It has been established that the security of quantum key distribution protocols can be severely compromised were one to permit an eavesdropper to possess a very limited knowledge of the random sources used between the communicating parties. While such knowledge should always be expected in realistic experimental conditions, the result itself opened a new line of research to fully account for real-world weak randomness threats to quantum cryptography. Here we expand of this novel idea by describing a key distribution scheme that is provably secure against general attacks by a post-quantum adversary. We then discuss possible security consequences for such schemes under the assumption of weak randomness. (paper)

  15. A stochastic model of multiple scattering of charged particles: process, transport equation and solutions

    International Nuclear Information System (INIS)

    Papiez, L.; Moskvin, V.; Tulovsky, V.

    2001-01-01

    The process of angular-spatial evolution of multiple scattering of charged particles can be described by a special case of Boltzmann integro-differential equation called Lewis equation. The underlying stochastic process for this evolution is the compound Poisson process on the surface of the unit sphere. The significant portion of events that constitute compound Poisson process that describes multiple scattering have diffusional character. This property allows to analyze the process of angular-spatial evolution of multiple scattering of charged particles as combination of soft and hard collision processes and compute appropriately its transition densities. These computations provide a method of the approximate solution to the Lewis equation. (orig.)

  16. An effective streamflow process model for optimal reservoir operation using stochastic dual dynamic programming

    OpenAIRE

    Raso , L.; Malaterre , P.O.; Bader , J.C.

    2017-01-01

    International audience; This article presents an innovative streamflow process model for use in reservoir operational rule design in stochastic dual dynamic programming (SDDP). Model features, which can be applied independently, are (1) a multiplicative process model for the forward phase and its linearized version for the backward phase; and (2) a nonuniform time-step length that is inversely proportional to seasonal variability. The advantages are (1) guaranteeing positive streamflow values...

  17. Stochastic Analysis of a Queue Length Model Using a Graphics Processing Unit

    Czech Academy of Sciences Publication Activity Database

    Přikryl, Jan; Kocijan, J.

    2012-01-01

    Roč. 5, č. 2 (2012), s. 55-62 ISSN 1802-971X R&D Projects: GA MŠk(CZ) MEB091015 Institutional support: RVO:67985556 Keywords : graphics processing unit * GPU * Monte Carlo simulation * computer simulation * modeling Subject RIV: BC - Control Systems Theory http://library.utia.cas.cz/separaty/2012/AS/prikryl-stochastic analysis of a queue length model using a graphics processing unit.pdf

  18. Experimental demonstration of selective quantum process tomography on an NMR quantum information processor

    Science.gov (United States)

    Gaikwad, Akshay; Rehal, Diksha; Singh, Amandeep; Arvind, Dorai, Kavita

    2018-02-01

    We present the NMR implementation of a scheme for selective and efficient quantum process tomography without ancilla. We generalize this scheme such that it can be implemented efficiently using only a set of measurements involving product operators. The method allows us to estimate any element of the quantum process matrix to a desired precision, provided a set of quantum states can be prepared efficiently. Our modified technique requires fewer experimental resources as compared to the standard implementation of selective and efficient quantum process tomography, as it exploits the special nature of NMR measurements to allow us to compute specific elements of the process matrix by a restrictive set of subsystem measurements. To demonstrate the efficacy of our scheme, we experimentally tomograph the processes corresponding to "no operation," a controlled-NOT (CNOT), and a controlled-Hadamard gate on a two-qubit NMR quantum information processor, with high fidelities.

  19. Modeling laser velocimeter signals as triply stochastic Poisson processes

    Science.gov (United States)

    Mayo, W. T., Jr.

    1976-01-01

    Previous models of laser Doppler velocimeter (LDV) systems have not adequately described dual-scatter signals in a manner useful for analysis and simulation of low-level photon-limited signals. At low photon rates, an LDV signal at the output of a photomultiplier tube is a compound nonhomogeneous filtered Poisson process, whose intensity function is another (slower) Poisson process with the nonstationary rate and frequency parameters controlled by a random flow (slowest) process. In the present paper, generalized Poisson shot noise models are developed for low-level LDV signals. Theoretical results useful in detection error analysis and simulation are presented, along with measurements of burst amplitude statistics. Computer generated simulations illustrate the difference between Gaussian and Poisson models of low-level signals.

  20. Small-scale quantum information processing with linear optics

    International Nuclear Information System (INIS)

    Bergou, J.A.; Steinberg, A.M.; Mohseni, M.

    2005-01-01

    Full text: Photons are the ideal systems for carrying quantum information. Although performing large-scale quantum computation on optical systems is extremely demanding, non scalable linear-optics quantum information processing may prove essential as part of quantum communication networks. In addition efficient (scalable) linear-optical quantum computation proposal relies on the same optical elements. Here, by constructing multirail optical networks, we experimentally study two central problems in quantum information science, namely optimal discrimination between nonorthogonal quantum states, and controlling decoherence in quantum systems. Quantum mechanics forbids deterministic discrimination between nonorthogonal states. This is one of the central features of quantum cryptography, which leads to secure communications. Quantum state discrimination is an important primitive in quantum information processing, since it determines the limitations of a potential eavesdropper, and it has applications in quantum cloning and entanglement concentration. In this work, we experimentally implement generalized measurements in an optical system and demonstrate the first optimal unambiguous discrimination between three non-orthogonal states with a success rate of 55 %, to be compared with the 25 % maximum achievable using projective measurements. Furthermore, we present the first realization of unambiguous discrimination between a pure state and a nonorthogonal mixed state. In a separate experiment, we demonstrate how decoherence-free subspaces (DFSs) may be incorporated into a prototype optical quantum algorithm. Specifically, we present an optical realization of two-qubit Deutsch-Jozsa algorithm in presence of random noise. By introduction of localized turbulent airflow we produce a collective optical dephasing, leading to large error rates and demonstrate that using DFS encoding, the error rate in the presence of decoherence can be reduced from 35 % to essentially its pre

  1. Learning process mapping heuristics under stochastic sampling overheads

    Science.gov (United States)

    Ieumwananonthachai, Arthur; Wah, Benjamin W.

    1991-01-01

    A statistical method was developed previously for improving process mapping heuristics. The method systematically explores the space of possible heuristics under a specified time constraint. Its goal is to get the best possible heuristics while trading between the solution quality of the process mapping heuristics and their execution time. The statistical selection method is extended to take into consideration the variations in the amount of time used to evaluate heuristics on a problem instance. The improvement in performance is presented using the more realistic assumption along with some methods that alleviate the additional complexity.

  2. Stochastic model of milk homogenization process using Markov's chain

    Directory of Open Access Journals (Sweden)

    A. A. Khvostov

    2016-01-01

    Full Text Available The process of development of a mathematical model of the process of homogenization of dairy products is considered in the work. The theory of Markov's chains was used in the development of the mathematical model, Markov's chain with discrete states and continuous parameter for which the homogenisation pressure is taken, being the basis for the model structure. Machine realization of the model is implemented in the medium of structural modeling MathWorks Simulink™. Identification of the model parameters was carried out by minimizing the standard deviation calculated from the experimental data for each fraction of dairy products fat phase. As the set of experimental data processing results of the micrographic images of fat globules of whole milk samples distribution which were subjected to homogenization at different pressures were used. Pattern Search method was used as optimization method with the Latin Hypercube search algorithm from Global Optimization Тoolbox library. The accuracy of calculations averaged over all fractions of 0.88% (the relative share of units, the maximum relative error was 3.7% with the homogenization pressure of 30 MPa, which may be due to the very abrupt change in properties from the original milk in the particle size distribution at the beginning of the homogenization process and the lack of experimental data at homogenization pressures of below the specified value. The mathematical model proposed allows to calculate the profile of volume and mass distribution of the fat phase (fat globules in the product, depending on the homogenization pressure and can be used in the laboratory and research of dairy products composition, as well as in the calculation, design and modeling of the process equipment of the dairy industry enterprises.

  3. Effects of stochastic interest rates in decision making under risk: A Markov decision process model for forest management

    Science.gov (United States)

    Mo Zhou; Joseph Buongiorno

    2011-01-01

    Most economic studies of forest decision making under risk assume a fixed interest rate. This paper investigated some implications of this stochastic nature of interest rates. Markov decision process (MDP) models, used previously to integrate stochastic stand growth and prices, can be extended to include variable interest rates as well. This method was applied to...

  4. Stochastic behavior of cooling processes in hot nuclei

    International Nuclear Information System (INIS)

    de Oliveira, P.M.; Sa Martins, J.S.; Szanto de Toledo, A.

    1997-01-01

    The collapse of structure effects observed in hot nuclei is interpreted in terms of a dynamic lattice model which describes the process of nucleon (clusters) evaporation from a hot nucleus, predicting the final mass distribution. Results are compared with experimental data for the 10 B+ 9 Be and 10 B+ 10 B reactions, and indicate that the structures observed in the low-energy mass distributions in both simulation and experiment are a consequence of the competition between the residual interactions and the thermalization dissipative process. As a characteristic feature of complex evolving systems, this competition leads to long term memory during the dissipative path, the observables becoming thus insensitive to the actual microscopic interactions. copyright 1997 The American Physical Society

  5. Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes.

    Science.gov (United States)

    Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V

    2013-04-01

    Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.

  6. Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes

    Science.gov (United States)

    Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V.

    2013-04-01

    Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.

  7. Error characterization and quantum control benchmarking in liquid state NMR using quantum information processing techniques

    Science.gov (United States)

    Laforest, Martin

    Quantum information processing has been the subject of countless discoveries since the early 1990's. It is believed to be the way of the future for computation: using quantum systems permits one to perform computation exponentially faster than on a regular classical computer. Unfortunately, quantum systems that not isolated do not behave well. They tend to lose their quantum nature due to the presence of the environment. If key information is known about the noise present in the system, methods such as quantum error correction have been developed in order to reduce the errors introduced by the environment during a given quantum computation. In order to harness the quantum world and implement the theoretical ideas of quantum information processing and quantum error correction, it is imperative to understand and quantify the noise present in the quantum processor and benchmark the quality of the control over the qubits. Usual techniques to estimate the noise or the control are based on quantum process tomography (QPT), which, unfortunately, demands an exponential amount of resources. This thesis presents work towards the characterization of noisy processes in an efficient manner. The protocols are developed from a purely abstract setting with no system-dependent variables. To circumvent the exponential nature of quantum process tomography, three different efficient protocols are proposed and experimentally verified. The first protocol uses the idea of quantum error correction to extract relevant parameters about a given noise model, namely the correlation between the dephasing of two qubits. Following that is a protocol using randomization and symmetrization to extract the probability that a given number of qubits are simultaneously corrupted in a quantum memory, regardless of the specifics of the error and which qubits are affected. Finally, a last protocol, still using randomization ideas, is developed to estimate the average fidelity per computational gates for

  8. Tempered stable distributions stochastic models for multiscale processes

    CERN Document Server

    Grabchak, Michael

    2015-01-01

    This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions.  A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics.

  9. The measurement problem on classical diffusion process: inverse method on stochastic processes

    International Nuclear Information System (INIS)

    Bigerelle, M.; Iost, A.

    2004-01-01

    In a high number of diffusive systems, measures are processed to calculate material parameters such as diffusion coefficients, or to verify the accuracy of mathematical models. However, the precision of the parameter determination or of the model relevance depends on the location of the measure itself. The aim of this paper is first to analyse, for a mono-dimensional system, the precision of the measure in relation with its location by an inverse problem algorithm and secondly to examine the physical meaning of the results. Statistical mechanic considerations show that, passing over a time-distance criterion, measurement becomes uncertain whatever the initial conditions. The criterion proves that this chaotic mode is related to the production of anti-entropy at a mesoscopique scale that is in violation to quantum theory about measurement

  10. Fundamental Work Cost of Quantum Processes

    Science.gov (United States)

    Faist, Philippe; Renner, Renato

    2018-04-01

    Information-theoretic approaches provide a promising avenue for extending the laws of thermodynamics to the nanoscale. Here, we provide a general fundamental lower limit, valid for systems with an arbitrary Hamiltonian and in contact with any thermodynamic bath, on the work cost for the implementation of any logical process. This limit is given by a new information measure—the coherent relative entropy—which accounts for the Gibbs weight of each microstate. The coherent relative entropy enjoys a collection of natural properties justifying its interpretation as a measure of information and can be understood as a generalization of a quantum relative entropy difference. As an application, we show that the standard first and second laws of thermodynamics emerge from our microscopic picture in the macroscopic limit. Finally, our results have an impact on understanding the role of the observer in thermodynamics: Our approach may be applied at any level of knowledge—for instance, at the microscopic, mesoscopic, or macroscopic scales—thus providing a formulation of thermodynamics that is inherently relative to the observer. We obtain a precise criterion for when the laws of thermodynamics can be applied, thus making a step forward in determining the exact extent of the universality of thermodynamics and enabling a systematic treatment of Maxwell-demon-like situations.

  11. Fundamental Work Cost of Quantum Processes

    Directory of Open Access Journals (Sweden)

    Philippe Faist

    2018-04-01

    Full Text Available Information-theoretic approaches provide a promising avenue for extending the laws of thermodynamics to the nanoscale. Here, we provide a general fundamental lower limit, valid for systems with an arbitrary Hamiltonian and in contact with any thermodynamic bath, on the work cost for the implementation of any logical process. This limit is given by a new information measure—the coherent relative entropy—which accounts for the Gibbs weight of each microstate. The coherent relative entropy enjoys a collection of natural properties justifying its interpretation as a measure of information and can be understood as a generalization of a quantum relative entropy difference. As an application, we show that the standard first and second laws of thermodynamics emerge from our microscopic picture in the macroscopic limit. Finally, our results have an impact on understanding the role of the observer in thermodynamics: Our approach may be applied at any level of knowledge—for instance, at the microscopic, mesoscopic, or macroscopic scales—thus providing a formulation of thermodynamics that is inherently relative to the observer. We obtain a precise criterion for when the laws of thermodynamics can be applied, thus making a step forward in determining the exact extent of the universality of thermodynamics and enabling a systematic treatment of Maxwell-demon-like situations.

  12. Reliability and maintenance in European nuclear power plants: A structural analysis of a controlled stochastic process

    International Nuclear Information System (INIS)

    Sturm, R.

    1991-01-01

    Two aspects of performance are of main concern: plant availability and plant reliability (defined as the conditional probability of an unplanned shutdown). The goal of the research is a unified framework that combines behavioral models of optimizing agents with models of complex technical systems that take into account the dynamic and stochastic features of the system. In order to achieve this synthesis, two liens of work are necessary. One line requires a deeper understanding of complex production systems and the type of data they give rise to; the other line involves the specification and estimation of a rigorously specified behavioral model. Plant operations are modeled as a controlled stochastic process, and the sequence of up and downtime spells is analyzed during failure time and point process models. Similar to work on rational expectations and structural econometric models, the behavior model of how the plant process is controlled is formulated at the level of basic processes, i.e., the objective function of the plant manager, technical constraints, and stochastic disturbances

  13. Coarse-grained stochastic processes and kinetic Monte Carlo simulators for the diffusion of interacting particles

    Science.gov (United States)

    Katsoulakis, Markos A.; Vlachos, Dionisios G.

    2003-11-01

    We derive a hierarchy of successively coarse-grained stochastic processes and associated coarse-grained Monte Carlo (CGMC) algorithms directly from the microscopic processes as approximations in larger length scales for the case of diffusion of interacting particles on a lattice. This hierarchy of models spans length scales between microscopic and mesoscopic, satisfies a detailed balance, and gives self-consistent fluctuation mechanisms whose noise is asymptotically identical to the microscopic MC. Rigorous, detailed asymptotics justify and clarify these connections. Gradient continuous time microscopic MC and CGMC simulations are compared under far from equilibrium conditions to illustrate the validity of our theory and delineate the errors obtained by rigorous asymptotics. Information theory estimates are employed for the first time to provide rigorous error estimates between the solutions of microscopic MC and CGMC, describing the loss of information during the coarse-graining process. Simulations under periodic boundary conditions are used to verify the information theory error estimates. It is shown that coarse-graining in space leads also to coarse-graining in time by q2, where q is the level of coarse-graining, and overcomes in part the hydrodynamic slowdown. Operation counting and CGMC simulations demonstrate significant CPU savings in continuous time MC simulations that vary from q3 for short potentials to q4 for long potentials. Finally, connections of the new coarse-grained stochastic processes to stochastic mesoscopic and Cahn-Hilliard-Cook models are made.

  14. An adaptive algorithm for simulation of stochastic reaction-diffusion processes

    International Nuclear Information System (INIS)

    Ferm, Lars; Hellander, Andreas; Loetstedt, Per

    2010-01-01

    We propose an adaptive hybrid method suitable for stochastic simulation of diffusion dominated reaction-diffusion processes. For such systems, simulation of the diffusion requires the predominant part of the computing time. In order to reduce the computational work, the diffusion in parts of the domain is treated macroscopically, in other parts with the tau-leap method and in the remaining parts with Gillespie's stochastic simulation algorithm (SSA) as implemented in the next subvolume method (NSM). The chemical reactions are handled by SSA everywhere in the computational domain. A trajectory of the process is advanced in time by an operator splitting technique and the timesteps are chosen adaptively. The spatial adaptation is based on estimates of the errors in the tau-leap method and the macroscopic diffusion. The accuracy and efficiency of the method are demonstrated in examples from molecular biology where the domain is discretized by unstructured meshes.

  15. Correlation techniques for the improvement of signal-to-noise ratio in measurements with stochastic processes

    CERN Document Server

    Reddy, V R; Reddy, T G; Reddy, P Y; Reddy, K R

    2003-01-01

    An AC modulation technique is described to convert stochastic signal variations into an amplitude variation and its retrieval through Fourier analysis. It is shown that this AC detection of signals of stochastic processes when processed through auto- and cross-correlation techniques improve the signal-to-noise ratio; the correlation techniques serve a similar purpose of frequency and phase filtering as that of phase-sensitive detection. A few model calculations applied to nuclear spectroscopy measurements such as Angular Correlations, Mossbauer spectroscopy and Pulse Height Analysis reveal considerable improvement in the sensitivity of signal detection. Experimental implementation of the technique is presented in terms of amplitude variations of harmonics representing the derivatives of normal spectra. Improved detection sensitivity to spectral variations is shown to be significant. These correlation techniques are general and can be made applicable to all the fields of particle counting where measurements ar...

  16. Whole-field visual motion drives swimming in larval zebrafish via a stochastic process.

    Science.gov (United States)

    Portugues, Ruben; Haesemeyer, Martin; Blum, Mirella L; Engert, Florian

    2015-05-01

    Caudo-rostral whole-field visual motion elicits forward locomotion in many organisms, including larval zebrafish. Here, we investigate the dependence on the latency to initiate this forward swimming as a function of the speed of the visual motion. We show that latency is highly dependent on speed for slow speeds (1.5 s, which is much longer than neuronal transduction processes. What mechanisms underlie these long latencies? We propose two alternative, biologically inspired models that could account for this latency to initiate swimming: an integrate and fire model, which is history dependent, and a stochastic Poisson model, which has no history dependence. We use these models to predict the behavior of larvae when presented with whole-field motion of varying speed and find that the stochastic process shows better agreement with the experimental data. Finally, we discuss possible neuronal implementations of these models. © 2015. Published by The Company of Biologists Ltd.

  17. Bi-Objective Flexible Job-Shop Scheduling Problem Considering Energy Consumption under Stochastic Processing Times.

    Science.gov (United States)

    Yang, Xin; Zeng, Zhenxiang; Wang, Ruidong; Sun, Xueshan

    2016-01-01

    This paper presents a novel method on the optimization of bi-objective Flexible Job-shop Scheduling Problem (FJSP) under stochastic processing times. The robust counterpart model and the Non-dominated Sorting Genetic Algorithm II (NSGA-II) are used to solve the bi-objective FJSP with consideration of the completion time and the total energy consumption under stochastic processing times. The case study on GM Corporation verifies that the NSGA-II used in this paper is effective and has advantages to solve the proposed model comparing with HPSO and PSO+SA. The idea and method of the paper can be generalized widely in the manufacturing industry, because it can reduce the energy consumption of the energy-intensive manufacturing enterprise with less investment when the new approach is applied in existing systems.

  18. Stationary and related stochastic processes sample function properties and their applications

    CERN Document Server

    Cramér, Harald

    2004-01-01

    This graduate-level text offers a comprehensive account of the general theory of stationary processes, with special emphasis on the properties of sample functions. Assuming a familiarity with the basic features of modern probability theory, the text develops the foundations of the general theory of stochastic processes, examines processes with a continuous-time parameter, and applies the general theory to procedures key to the study of stationary processes. Additional topics include analytic properties of the sample functions and the problem of time distribution of the intersections between a

  19. Testing quantum dynamics in genetic information processing

    Indian Academy of Sciences (India)

    Unknown

    Centre for Theoretical Studies, and Supercomputer Education and Research Centre,. Indian Institute .... values of a and comparing their replication rates, we can experimentally ... This is a substantial tolerance margin for the quantum algorithm ...

  20. Low Variance Couplings for Stochastic Models of Intracellular Processes with Time-Dependent Rate Functions.

    Science.gov (United States)

    Anderson, David F; Yuan, Chaojie

    2018-04-18

    A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.

  1. A decision dependent stochastic process model for repairable systems with applications

    Directory of Open Access Journals (Sweden)

    Paul F. Zantek

    2015-12-01

    This paper mathematically formalizes the notion of how management actions impact the functioning of a repairable system over time by developing a new stochastic process model for such systems. The proposed model is illustrated using both simulated and real data. The proposed model compares favorably to other models for well-known data on Boeing airplanes. The model is further illustrated and compared to other models on failure time and maintenance data stemming from the South Texas Project nuclear power plant.

  2. Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession.

    Science.gov (United States)

    Dini-Andreote, Francisco; Stegen, James C; van Elsas, Jan Dirk; Salles, Joana Falcão

    2015-03-17

    Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages--which provide a larger spatiotemporal scale relative to within stage analyses--revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended--and experimentally testable--conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems.

  3. Model-free stochastic processes studied with q-wavelet-based informational tools

    International Nuclear Information System (INIS)

    Perez, D.G.; Zunino, L.; Martin, M.T.; Garavaglia, M.; Plastino, A.; Rosso, O.A.

    2007-01-01

    We undertake a model-free investigation of stochastic processes employing q-wavelet based quantifiers, that constitute a generalization of their Shannon counterparts. It is shown that (i) interesting physical information becomes accessible in such a way (ii) for special q values the quantifiers are more sensitive than the Shannon ones and (iii) there exist an implicit relationship between the Hurst parameter H and q within this wavelet framework

  4. Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

    OpenAIRE

    Li, Shilong; Yin, Chuancun; Zhao, Xia; Dai, Hongshuai

    2017-01-01

    Considering stochastic behavior of interest rates in financial market, we construct a new class of interest models based on compound Poisson process. Different from the references, this paper describes the randomness of interest rates by modeling the force of interest with Poisson random jumps directly. To solve the problem in calculation of accumulated interest force function, one important integral technique is employed. And a conception called the critical value is introduced to investigat...

  5. Stochastic processes, optimization, and control theory a volume in honor of Suresh Sethi

    CERN Document Server

    Yan, Houmin

    2006-01-01

    This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.

  6. Scalable quantum information processing with atomic ensembles and flying photons

    International Nuclear Information System (INIS)

    Mei Feng; Yu Yafei; Feng Mang; Zhang Zhiming

    2009-01-01

    We present a scheme for scalable quantum information processing with atomic ensembles and flying photons. Using the Rydberg blockade, we encode the qubits in the collective atomic states, which could be manipulated fast and easily due to the enhanced interaction in comparison to the single-atom case. We demonstrate that our proposed gating could be applied to generation of two-dimensional cluster states for measurement-based quantum computation. Moreover, the atomic ensembles also function as quantum repeaters useful for long-distance quantum state transfer. We show the possibility of our scheme to work in bad cavity or in weak coupling regime, which could much relax the experimental requirement. The efficient coherent operations on the ensemble qubits enable our scheme to be switchable between quantum computation and quantum communication using atomic ensembles.

  7. Quantum information processing with superconducting circuits: a review

    Science.gov (United States)

    Wendin, G.

    2017-10-01

    During the last ten years, superconducting circuits have passed from being interesting physical devices to becoming contenders for near-future useful and scalable quantum information processing (QIP). Advanced quantum simulation experiments have been shown with up to nine qubits, while a demonstration of quantum supremacy with fifty qubits is anticipated in just a few years. Quantum supremacy means that the quantum system can no longer be simulated by the most powerful classical supercomputers. Integrated classical-quantum computing systems are already emerging that can be used for software development and experimentation, even via web interfaces. Therefore, the time is ripe for describing some of the recent development of superconducting devices, systems and applications. As such, the discussion of superconducting qubits and circuits is limited to devices that are proven useful for current or near future applications. Consequently, the centre of interest is the practical applications of QIP, such as computation and simulation in Physics and Chemistry.

  8. Stochastic and infinite dimensional analysis

    CERN Document Server

    Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José

    2016-01-01

    This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.

  9. Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)

    2016-07-01

    The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.

  10. Power Laws in Stochastic Processes for Social Phenomena: An Introductory Review

    Science.gov (United States)

    Kumamoto, Shin-Ichiro; Kamihigashi, Takashi

    2018-03-01

    Many phenomena with power laws have been observed in various fields of the natural and social sciences, and these power laws are often interpreted as the macro behaviors of systems that consist of micro units. In this paper, we review some basic mathematical mechanisms that are known to generate power laws. In particular, we focus on stochastic processes including the Yule process and the Simon process as well as some recent models. The main purpose of this paper is to explain the mathematical details of their mechanisms in a self-contained manner.

  11. Model of a programmable quantum processing unit based on a quantum transistor effect

    Science.gov (United States)

    Ablayev, Farid; Andrianov, Sergey; Fetisov, Danila; Moiseev, Sergey; Terentyev, Alexandr; Urmanchev, Andrey; Vasiliev, Alexander

    2018-02-01

    In this paper we propose a model of a programmable quantum processing device realizable with existing nano-photonic technologies. It can be viewed as a basis for new high performance hardware architectures. Protocols for physical implementation of device on the controlled photon transfer and atomic transitions are presented. These protocols are designed for executing basic single-qubit and multi-qubit gates forming a universal set. We analyze the possible operation of this quantum computer scheme. Then we formalize the physical architecture by a mathematical model of a Quantum Processing Unit (QPU), which we use as a basis for the Quantum Programming Framework. This framework makes it possible to perform universal quantum computations in a multitasking environment.

  12. Dimension reduction of Karhunen-Loeve expansion for simulation of stochastic processes

    Science.gov (United States)

    Liu, Zhangjun; Liu, Zixin; Peng, Yongbo

    2017-11-01

    Conventional Karhunen-Loeve expansions for simulation of stochastic processes often encounter the challenge of dealing with hundreds of random variables. For breaking through the barrier, a random function embedded Karhunen-Loeve expansion method is proposed in this paper. The updated scheme has a similar form to the conventional Karhunen-Loeve expansion, both involving a summation of a series of deterministic orthonormal basis and uncorrelated random variables. While the difference from the updated scheme lies in the dimension reduction of Karhunen-Loeve expansion through introducing random functions as a conditional constraint upon uncorrelated random variables. The random function is expressed as a single-elementary-random-variable orthogonal function in polynomial format (non-Gaussian variables) or trigonometric format (non-Gaussian and Gaussian variables). For illustrative purposes, the simulation of seismic ground motion is carried out using the updated scheme. Numerical investigations reveal that the Karhunen-Loeve expansion with random functions could gain desirable simulation results in case of a moderate sample number, except the Hermite polynomials and the Laguerre polynomials. It has the sound applicability and efficiency in simulation of stochastic processes. Besides, the updated scheme has the benefit of integrating with probability density evolution method, readily for the stochastic analysis of nonlinear structures.

  13. Scalable quantum information processing with photons and atoms

    Science.gov (United States)

    Pan, Jian-Wei

    Over the past three decades, the promises of super-fast quantum computing and secure quantum cryptography have spurred a world-wide interest in quantum information, generating fascinating quantum technologies for coherent manipulation of individual quantum systems. However, the distance of fiber-based quantum communications is limited due to intrinsic fiber loss and decreasing of entanglement quality. Moreover, probabilistic single-photon source and entanglement source demand exponentially increased overheads for scalable quantum information processing. To overcome these problems, we are taking two paths in parallel: quantum repeaters and through satellite. We used the decoy-state QKD protocol to close the loophole of imperfect photon source, and used the measurement-device-independent QKD protocol to close the loophole of imperfect photon detectors--two main loopholes in quantum cryptograph. Based on these techniques, we are now building world's biggest quantum secure communication backbone, from Beijing to Shanghai, with a distance exceeding 2000 km. Meanwhile, we are developing practically useful quantum repeaters that combine entanglement swapping, entanglement purification, and quantum memory for the ultra-long distance quantum communication. The second line is satellite-based global quantum communication, taking advantage of the negligible photon loss and decoherence in the atmosphere. We realized teleportation and entanglement distribution over 100 km, and later on a rapidly moving platform. We are also making efforts toward the generation of multiphoton entanglement and its use in teleportation of multiple properties of a single quantum particle, topological error correction, quantum algorithms for solving systems of linear equations and machine learning. Finally, I will talk about our recent experiments on quantum simulations on ultracold atoms. On the one hand, by applying an optical Raman lattice technique, we realized a two-dimensional spin-obit (SO

  14. Quantum Processes Which Do Not Use Coherence

    Directory of Open Access Journals (Sweden)

    Benjamin Yadin

    2016-11-01

    Full Text Available A major signature of quantum mechanics beyond classical physics is coherence, the existence of superposition states. The recently developed resource theory of quantum coherence allows the formalization of incoherent operations—those operations which cannot create coherence. We identify the set of operations which additionally do not use coherence. These are such that coherence cannot be exploited by a classical observer, who measures incoherent properties of the system, to go beyond classical dynamics. We give a physical interpretation in terms of interferometry and prove a dilation theorem, showing how these operations can always be constructed by the system interacting, in an incoherent way, with an ancilla. Such a physical justification is not known for the incoherent operations; thus, our results lead to a physically well-motivated resource theory of coherence. Next, we investigate the implications for coherence in multipartite systems. We show that quantum correlations can be defined naturally with respect to a fixed basis, providing a link between coherence and quantum discord. We demonstrate the interplay between these two quantities in the operations that we study and suggest implications for the theory of quantum discord by relating these operations to those which cannot create discord.

  15. On kinetic description of electromagnetic processes in a quantum plasma

    International Nuclear Information System (INIS)

    Tyshetskiy, Yu.; Vladimirov, S. V.; Kompaneets, R.

    2011-01-01

    A nonlinear kinetic equation for nonrelativistic quantum plasma with electromagnetic interaction of particles is obtained in the Hartree's mean-field approximation. It is cast in a convenient form of Vlasov-Boltzmann-type equation with ''quantum interference integral'', which allows for relatively straightforward modification of existing classical Vlasov codes to incorporate quantum effects (quantum statistics and quantum interference of overlapping particles wave functions), without changing the bulk of the codes. Such modification (upgrade) of existing Vlasov codes may provide a direct and effective path to numerical simulations of nonlinear electrostatic and electromagnetic phenomena in quantum plasmas, especially of processes where kinetic effects are important (e.g., modulational interactions and stimulated scattering phenomena involving plasma modes at short wavelengths or high-order kinetic modes, dynamical screening and interaction of charges in quantum plasma, etc.) Moreover, numerical approaches involving such modified Vlasov codes would provide a useful basis for theoretical analyses of quantum plasmas, as quantum and classical effects can be easily separated there.

  16. Analytic continuation of quantum Monte Carlo data by stochastic analytical inference.

    Science.gov (United States)

    Fuchs, Sebastian; Pruschke, Thomas; Jarrell, Mark

    2010-05-01

    We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data which is strictly based on principles of Bayesian statistical inference. Within this framework we are able to obtain an explicit expression for the calculation of a weighted average over possible energy spectra, which can be evaluated by standard Monte Carlo simulations, yielding as by-product also the distribution function as function of the regularization parameter. Our algorithm thus avoids the usual ad hoc assumptions introduced in similar algorithms to fix the regularization parameter. We apply the algorithm to imaginary-time quantum Monte Carlo data and compare the resulting energy spectra with those from a standard maximum-entropy calculation.

  17. Stochastic simulations of conditional states of partially observed systems, quantum and classical

    International Nuclear Information System (INIS)

    Gambetta, Jay; Wiseman, H M

    2005-01-01

    In a partially observed quantum or classical system the information that we cannot access results in our description of the system becoming mixed, even if we have perfect initial knowledge. That is, if the system is quantum the conditional state will be given by a state matrix ρ r (t), and if classical, the conditional state will be given by a probability distribution P r (x,t), where r is the result of the measurement. Thus to determine the evolution of this conditional state, under continuous-in-time monitoring, requires a numerically expensive calculation. In this paper we demonstrate a numerical technique based on linear measurement theory that allows us to determine the conditional state using only pure states. That is, our technique reduces the problem size by a factor of N, the number of basis states for the system. Furthermore we show that our method can be applied to joint classical and quantum systems such as arise in modelling realistic (finite bandwidth, noisy) measurement

  18. Colloidal quantum dot solids for solution-processed solar cells

    KAUST Repository

    Yuan, Mingjian; Liu, Mengxia; Sargent, Edward H.

    2016-01-01

    Solution-processed photovoltaic technologies represent a promising way to reduce the cost and increase the efficiency of solar energy harvesting. Among these, colloidal semiconductor quantum dot photovoltaics have the advantage of a spectrally

  19. Contribution to the stochastically studies of space-time dependable hydrological processes

    International Nuclear Information System (INIS)

    Kjaevski, Ivancho

    2002-12-01

    One of the fundaments of today's planning and water economy is Science of Hydrology. Science of Hydrology through the history had followed the development of the water management systems. Water management systems, during the time from single-approach evolved to complex and multi purpose systems. The dynamic and development of the today's society contributed for increasing the demand of clean water, and in the same time, the resources of clean water in the nature are reduced. In this kind of conditions, water management systems should resolve problems that are more complicated during managing of water sources. Solving the problems in water management, enable development and applying new methods and technologies in planning and management with water resources and water management systems like: systematical analyses, operational research, hierarchy decisions, expert systems, computer technology etc. Planning and management of water sources needs historical measured data for hydro metrological processes. In our country there are data of hydro metrological processes in period of 50-70, but in some Europe countries there are data more than 100 years. Water economy trends follow the hydro metrological trend research. The basic statistic techniques like sampling, probability distribution function, correlation and regression, are used about one intended and simple water management problems. Solving new problems about water management needs using of space-time stochastic technique, modem mathematical and statistical techniques during simulation and optimization of complex water systems. We need tree phases of development of the techniques to get secure hydrological models: i) Estimate the quality of hydro meteorological data, analyzing of their consistency, and homogeneous; ii) Structural analyze of hydro meteorological processes; iii) Mathematical models for modeling hydro meteorological processes. Very often, the third phase is applied for analyzing and modeling of hydro

  20. Quantum process tomography by 2D fluorescence spectroscopy

    Energy Technology Data Exchange (ETDEWEB)

    Pachón, Leonardo A. [Grupo de Física Atómica y Molecular, Instituto de Física, Facultad de Ciencias Exactas y Naturales, Universidad de Antioquia UdeA, Calle 70 No. 52-21, Medellín (Colombia); Department of Chemistry and Chemical Biology, Harvard University, Cambridge, Massachusetts 02138 (United States); Marcus, Andrew H. [Department of Chemistry and Biochemistry, Oregon Center for Optics, Institute of Molecular Biology, University of Oregon, Eugene, Oregon 97403 (United States); Aspuru-Guzik, Alán [Department of Chemistry and Chemical Biology, Harvard University, Cambridge, Massachusetts 02138 (United States)

    2015-06-07

    Reconstruction of the dynamics (quantum process tomography) of the single-exciton manifold in energy transfer systems is proposed here on the basis of two-dimensional fluorescence spectroscopy (2D-FS) with phase-modulation. The quantum-process-tomography protocol introduced here benefits from, e.g., the sensitivity enhancement ascribed to 2D-FS. Although the isotropically averaged spectroscopic signals depend on the quantum yield parameter Γ of the doubly excited-exciton manifold, it is shown that the reconstruction of the dynamics is insensitive to this parameter. Applications to foundational and applied problems, as well as further extensions, are discussed.

  1. Quantum process tomography by 2D fluorescence spectroscopy

    International Nuclear Information System (INIS)

    Pachón, Leonardo A.; Marcus, Andrew H.; Aspuru-Guzik, Alán

    2015-01-01

    Reconstruction of the dynamics (quantum process tomography) of the single-exciton manifold in energy transfer systems is proposed here on the basis of two-dimensional fluorescence spectroscopy (2D-FS) with phase-modulation. The quantum-process-tomography protocol introduced here benefits from, e.g., the sensitivity enhancement ascribed to 2D-FS. Although the isotropically averaged spectroscopic signals depend on the quantum yield parameter Γ of the doubly excited-exciton manifold, it is shown that the reconstruction of the dynamics is insensitive to this parameter. Applications to foundational and applied problems, as well as further extensions, are discussed

  2. A quantum computer based on recombination processes in microelectronic devices

    International Nuclear Information System (INIS)

    Theodoropoulos, K; Ntalaperas, D; Petras, I; Konofaos, N

    2005-01-01

    In this paper a quantum computer based on the recombination processes happening in semiconductor devices is presented. A 'data element' and a 'computational element' are derived based on Schokley-Read-Hall statistics and they can later be used to manifest a simple and known quantum computing process. Such a paradigm is shown by the application of the proposed computer onto a well known physical system involving traps in semiconductor devices

  3. Ultrafast optical signal processing using semiconductor quantum dot amplifiers

    DEFF Research Database (Denmark)

    Berg, Tommy Winther; Mørk, Jesper

    2002-01-01

    The linear and nonlinear properties of quantum dot amplifiers are discussed on the basis of an extensive theoretical model. These devices show great potential for linear amplification as well as ultrafast signal processing.......The linear and nonlinear properties of quantum dot amplifiers are discussed on the basis of an extensive theoretical model. These devices show great potential for linear amplification as well as ultrafast signal processing....

  4. On time-dependent diffusion coefficients arising from stochastic processes with memory

    Science.gov (United States)

    Carpio-Bernido, M. Victoria; Barredo, Wilson I.; Bernido, Christopher C.

    2017-08-01

    Time-dependent diffusion coefficients arise from anomalous diffusion encountered in many physical systems such as protein transport in cells. We compare these coefficients with those arising from analysis of stochastic processes with memory that go beyond fractional Brownian motion. Facilitated by the Hida white noise functional integral approach, diffusion propagators or probability density functions (pdf) are obtained and shown to be solutions of modified diffusion equations with time-dependent diffusion coefficients. This should be useful in the study of complex transport processes.

  5. SDE decomposition and A-type stochastic interpretation in nonequilibrium processes

    Science.gov (United States)

    Yuan, Ruoshi; Tang, Ying; Ao, Ping

    2017-12-01

    An innovative theoretical framework for stochastic dynamics based on the decomposition of a stochastic differential equation (SDE) into a dissipative component, a detailed-balance-breaking component, and a dual-role potential landscape has been developed, which has fruitful applications in physics, engineering, chemistry, and biology. It introduces the A-type stochastic interpretation of the SDE beyond the traditional Ito or Stratonovich interpretation or even the α-type interpretation for multidimensional systems. The potential landscape serves as a Hamiltonian-like function in nonequilibrium processes without detailed balance, which extends this important concept from equilibrium statistical physics to the nonequilibrium region. A question on the uniqueness of the SDE decomposition was recently raised. Our review of both the mathematical and physical aspects shows that uniqueness is guaranteed. The demonstration leads to a better understanding of the robustness of the novel framework. In addition, we discuss related issues including the limitations of an approach to obtaining the potential function from a steady-state distribution.

  6. Modelling and predicting electricity consumption in Spain using the stochastic Gamma diffusion process with exogenous factors

    International Nuclear Information System (INIS)

    Nafidi, A.; Gutiérrez, R.; Gutiérrez-Sánchez, R.; Ramos-Ábalos, E.; El Hachimi, S.

    2016-01-01

    The aim of this study is to model electric power consumption during a period of economic crisis, characterised by declining gross domestic product. A novel aspect of this study is its use of a Gamma-type diffusion process for short and medium-term forecasting – other techniques that have been used to describe such consumption patterns are not valid in this situation. In this study, we consider a new extension of the stochastic Gamma diffusion process by introducing time functions (exogenous factors) that affect its trend. This extension is defined in terms of Kolmogorov backward and forward equations. After obtaining the transition probability density function and the moments (specifically, the trend function), the inference on the process parameters is obtained by discrete sampling of the sample paths. Finally, this stochastic process is applied to model total net electricity consumption in Spain, when affected by the following set of exogenous factors: Gross Domestic Product (GDP), Gross Fixed Capital Formation (GFCF) and Final Domestic Consumption (FDC). - Highlights: • The aim is modelling and predicting electricity consumption in Spain. • We propose a Gamma-type diffusion process for short and medium-term forecasting. • We compared the fit using diffusion processes with different exogenous factors.

  7. Hidden symmetries and equilibrium properties of multiplicative white-noise stochastic processes

    Science.gov (United States)

    González Arenas, Zochil; Barci, Daniel G.

    2012-12-01

    Multiplicative white-noise stochastic processes continue to attract attention in a wide area of scientific research. The variety of prescriptions available for defining them makes the development of general tools for their characterization difficult. In this work, we study equilibrium properties of Markovian multiplicative white-noise processes. For this, we define the time reversal transformation for such processes, taking into account that the asymptotic stationary probability distribution depends on the prescription. Representing the stochastic process in a functional Grassmann formalism, we avoid the necessity of fixing a particular prescription. In this framework, we analyze equilibrium properties and study hidden symmetries of the process. We show that, using a careful definition of the equilibrium distribution and taking into account the appropriate time reversal transformation, usual equilibrium properties are satisfied for any prescription. Finally, we present a detailed deduction of a covariant supersymmetric formulation of a multiplicative Markovian white-noise process and study some of the constraints that it imposes on correlation functions using Ward-Takahashi identities.

  8. Hidden symmetries and equilibrium properties of multiplicative white-noise stochastic processes

    International Nuclear Information System (INIS)

    Arenas, Zochil González; Barci, Daniel G

    2012-01-01

    Multiplicative white-noise stochastic processes continue to attract attention in a wide area of scientific research. The variety of prescriptions available for defining them makes the development of general tools for their characterization difficult. In this work, we study equilibrium properties of Markovian multiplicative white-noise processes. For this, we define the time reversal transformation for such processes, taking into account that the asymptotic stationary probability distribution depends on the prescription. Representing the stochastic process in a functional Grassmann formalism, we avoid the necessity of fixing a particular prescription. In this framework, we analyze equilibrium properties and study hidden symmetries of the process. We show that, using a careful definition of the equilibrium distribution and taking into account the appropriate time reversal transformation, usual equilibrium properties are satisfied for any prescription. Finally, we present a detailed deduction of a covariant supersymmetric formulation of a multiplicative Markovian white-noise process and study some of the constraints that it imposes on correlation functions using Ward–Takahashi identities. (paper)

  9. Physical interpretation of Monte Carlo wave-function and stochastic Schroedinger equation methods for cavity quantum electrodynamics

    International Nuclear Information System (INIS)

    Kist, Tarso B.L.; Orszag, M.; Davidovich, L.

    1997-01-01

    The dynamics of open system is frequently modeled in terms of a small system S coupled to a reservoir R, the last having an infinitely larger number of degree of freedom than S. Usually the dynamics of the S variables may be of interest, which can be studied using either Langevin equations, or master equations, or yet the path integral formulation. Useful alternatives for the master equation method are the Monte Carlo Wave-function method (MCWF), and Stochastic Schroedinger Equations (SSE's). The methods MCWF and SSE's recently experienced a fast development both in their theoretical background and applications to the study of the dissipative quantum systems dynamics in quantum optics. Even though these alternatives can be shown to be formally equivalent to the master equation approach, they are often regarded as mathematical tricks, with no relation to a concrete physical evolution of the system. The advantage of using them is that one has to deal with state vectors, instead of density matrices, thus reducing the total amount of matrix elements to be calculated. In this work, we consider the possibility of giving a physical interpretation to these methods, in terms of continuous measurements made on the evolving system. We show that physical realizations of the two methods are indeed possible, for a mode of the electromagnetic field in a cavity interacting with a continuum of modes corresponding to the field outside the cavity. Two schemes are proposed, consisting of a mode of the electromagnetic field interacting with a beam of Rydberg two-level atoms. In these schemes, the field mode plays the role of a small system and the atomic beam plays the role of a reservoir (infinitely larger number of degrees of freedom at finite temperature, the interaction between them being given by the Jaynes-Cummings model

  10. Stochastic analysis for Poisson point processes Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry

    CERN Document Server

    Peccati, Giovanni

    2016-01-01

    Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. This unique book presents an organic collection of authoritative surveys written by the principal actors in this rapidly evolvi...

  11. Quantum process estimation via generic two-body correlations

    International Nuclear Information System (INIS)

    Mohseni, M.; Rezakhani, A. T.; Barreiro, J. T.; Kwiat, P. G.; Aspuru-Guzik, A.

    2010-01-01

    Performance of quantum process estimation is naturally limited by fundamental, random, and systematic imperfections of preparations and measurements. These imperfections may lead to considerable errors in the process reconstruction because standard data-analysis techniques usually presume ideal devices. Here, by utilizing generic auxiliary quantum or classical correlations, we provide a framework for the estimation of quantum dynamics via a single measurement apparatus. By construction, this approach can be applied to quantum tomography schemes with calibrated faulty-state generators and analyzers. Specifically, we present a generalization of the work begun by M. Mohseni and D. A. Lidar [Phys. Rev. Lett. 97, 170501 (2006)] with an imperfect Bell-state analyzer. We demonstrate that for several physically relevant noisy preparations and measurements, classical correlations and a small data-processing overhead suffice to accomplish the full system identification. Furthermore, we provide the optimal input states whereby the error amplification due to inversion of the measurement data is minimal.

  12. Physics Colloquium: The optical route to quantum information processing

    CERN Multimedia

    Université de Genève

    2011-01-01

    Geneva University Physics Department 24, Quai Ernest Ansermet CH-1211 Geneva 4 Monday 11 April 2011 17h00 - Ecole de Physique, Auditoire Stückelberg The optical route to quantum information processing Prof. Terry Rudolph/Imperial College, London Photons are attractive as carriers of quantum information both because they travel, and can thus transmit information, but also because of their good coherence properties and ease in undergoing single-qubit manipulations. The main obstacle to their use in information processing is inducing an effective interaction between them in order to produce entanglement. The most promising approach in photon-based information processing architectures is so-called measurement-based quantum computing. This relies on creating upfront a multi-qubit highly entangled state (the cluster state) which has the remarkable property that, once prepared, it can be used to perform quantum computation by making only single qubit measurements. In this talk I will discuss generically the...

  13. Quantum simulation and quantum information processing with molecular dipolar crystals

    International Nuclear Information System (INIS)

    Ortner, M.

    2011-01-01

    In this thesis interactions between dipolar crystals and neutral atoms or separated molecules have been investigated. They were motivated to realize new kinds of lattice models in mixtures of atoms and polar molecules where an MDC functions as an underlying periodic lattice structure for the second species. Such models bring out the peculiar features of MDC's, that include a controllable, potentially sub-optical wavelength periodicity and strong particle phonon interactions. Only stable collisional configurations have been investigated, excluding chemical reactions between the substituents, and crystal distortions beyond the scope of perturbation theory. The system was treated in the polaron picture where particles of the second species are dressed by surrounding crystal phonons. To describe the competition between coherent and incoherent dynamics of the polarons, a master equation in the Brownian motion limit was used with phonons treated as a thermal heat bath. It was shown analytically that in a wide range of realistic parameters the corrections to the coherent time evolution are small, and that the dynamics of the dressed particles can be described by an effective extended Hubbard model with controllable system parameters. The last chapter of this thesis contains a proposal for QIP with cold polar molecules that, in contrast to previous works, uses an MDC as a quantum register. It was motivated by the unique features of dipolar molecules and to exploit the peculiar physical conditions in dipolar crystals. In this proposal the molecular dipole moments were tailored by non-local fields to include a small, switchable, state-dependent dipole moment in addition to the large internal state independent moment that stabilizes the crystal. It was shown analytically that a controllable, non-trivial phonon-mediated interaction can be generated that exceeds non-trivial, direct dipole-dipole couplings. The addressability problem due to high crystal densities was overcome by

  14. Stochastic quantization and topological theories

    International Nuclear Information System (INIS)

    Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.

    1992-01-01

    In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones

  15. Fast radio bursts and the stochastic lifetime of black holes in quantum gravity

    Science.gov (United States)

    Barrau, Aurélien; Moulin, Flora; Martineau, Killian

    2018-03-01

    Nonperturbative quantum gravity effects might allow a black-to-white hole transition. We revisit this increasingly popular hypothesis by taking into account the fundamentally random nature of the bouncing time. We show that if the primordial mass spectrum of black holes is highly peaked, the expected signal can in fact match the wavelength of the observed fast radio bursts. On the other hand, if the primordial mass spectrum is wide and smooth, clear predictions are suggested and the sensitivity to the shape of the spectrum is studied.

  16. Modeling delay in genetic networks: from delay birth-death processes to delay stochastic differential equations.

    Science.gov (United States)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Bennett, Matthew R; Josić, Krešimir; Ott, William

    2014-05-28

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

  17. Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Bennett, Matthew R. [Department of Biochemistry and Cell Biology, Rice University, Houston, Texas 77204, USA and Institute of Biosciences and Bioengineering, Rice University, Houston, Texas 77005 (United States); Josić, Krešimir [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Department of Biology and Biochemistry, University of Houston, Houston, Texas 77204 (United States)

    2014-05-28

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

  18. Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

    International Nuclear Information System (INIS)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William; Bennett, Matthew R.; Josić, Krešimir

    2014-01-01

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay

  19. Stochastic space interval as a link between quantum randomness and macroscopic randomness?

    Science.gov (United States)

    Haug, Espen Gaarder; Hoff, Harald

    2018-03-01

    For many stochastic phenomena, we observe statistical distributions that have fat-tails and high-peaks compared to the Gaussian distribution. In this paper, we will explain how observable statistical distributions in the macroscopic world could be related to the randomness in the subatomic world. We show that fat-tailed (leptokurtic) phenomena in our everyday macroscopic world are ultimately rooted in Gaussian - or very close to Gaussian-distributed subatomic particle randomness, but they are not, in a strict sense, Gaussian distributions. By running a truly random experiment over a three and a half-year period, we observed a type of random behavior in trillions of photons. Combining our results with simple logic, we find that fat-tailed and high-peaked statistical distributions are exactly what we would expect to observe if the subatomic world is quantized and not continuously divisible. We extend our analysis to the fact that one typically observes fat-tails and high-peaks relative to the Gaussian distribution in stocks and commodity prices and many aspects of the natural world; these instances are all observable and documentable macro phenomena that strongly suggest that the ultimate building blocks of nature are discrete (e.g. they appear in quanta).

  20. Quantum modelling of photo-excited processes

    International Nuclear Information System (INIS)

    Ramos, Marta M.D.; Correia, Helena M.G.

    2005-01-01

    In the framework of quantum field theory and the dipole approximation, a self-consistent quantum molecular dynamics method is used to investigate the effect of chain length on the probability of formation or decay of both singlet and triplet excitons due to photon absorption or emission in isolated poly(p-phenylene vinylene) (PPV) chains. We found that the probability of the photo-induced intra-molecular singlet exciton formation and decay increases linearly with chain length and the probability for triplet exciton formation and decay does not depend on the chain length. Polymers with long chains have thus an advantage over small molecules in solar cell and light-emitting diode (LED) applications because their efficiency depends on the number of intra-molecular singlet excitons formed or emitted in the device, which is expected to increase with the conjugation length

  1. Quantum Dot Devices for Optical Signal Processing

    DEFF Research Database (Denmark)

    Chen, Yaohui

    and the continuum. Additional to the conventional time-domain modeling scheme, a small-signal perturbation analysis has been used to assist the investigation of harmonic modulation properties. The static properties of quantum dot devices, for example high saturation power, have been quantitatively analyzed....... Additional to the static linear amplication properties, we focus on exploring the gain dynamics on the time scale ranging from sub-picosecond to nanosecond. In terms of optical signals that have been investigated, one is the simple sinusoidally modulated optical carrier with a typical modulation frequency....... We also investigate the gain dynamics in the presence of pulsed signals, in particular the steady gain response to a periodic pulse trains with various time periods. Additional to the analysis of high speed patterning free amplication up to 150-200 Gb/s in quantum dot semiconductor optical ampliers...

  2. Black holes and quantum processes in them

    International Nuclear Information System (INIS)

    Frolov, V.P.

    1976-01-01

    The latest achievements in the physics of black holes are reviewed. The problem of quantum production in a strong gravitational field of black holes is considered. Another parallel discovered during investigation of interactions between black holes and between black holes and surrounding media, is also drawn with thermodynamics. A gravitational field of rotating black holes is considered. Some cosmological aspects of evaporation of small black holes are discussed as well as possibilities to observe them

  3. Quantum tunneling resonant electron transfer process in Lorentzian plasmas

    International Nuclear Information System (INIS)

    Hong, Woo-Pyo; Jung, Young-Dae

    2014-01-01

    The quantum tunneling resonant electron transfer process between a positive ion and a neutral atom collision is investigated in nonthermal generalized Lorentzian plasmas. The result shows that the nonthermal effect enhances the resonant electron transfer cross section in Lorentzian plasmas. It is found that the nonthermal effect on the classical resonant electron transfer cross section is more significant than that on the quantum tunneling resonant charge transfer cross section. It is shown that the nonthermal effect on the resonant electron transfer cross section decreases with an increase of the Debye length. In addition, the nonthermal effect on the quantum tunneling resonant electron transfer cross section decreases with increasing collision energy. The variation of nonthermal and plasma shielding effects on the quantum tunneling resonant electron transfer process is also discussed

  4. High-Dimensional Quantum Information Processing with Linear Optics

    Science.gov (United States)

    Fitzpatrick, Casey A.

    Quantum information processing (QIP) is an interdisciplinary field concerned with the development of computers and information processing systems that utilize quantum mechanical properties of nature to carry out their function. QIP systems have become vastly more practical since the turn of the century. Today, QIP applications span imaging, cryptographic security, computation, and simulation (quantum systems that mimic other quantum systems). Many important strategies improve quantum versions of classical information system hardware, such as single photon detectors and quantum repeaters. Another more abstract strategy engineers high-dimensional quantum state spaces, so that each successful event carries more information than traditional two-level systems allow. Photonic states in particular bring the added advantages of weak environmental coupling and data transmission near the speed of light, allowing for simpler control and lower system design complexity. In this dissertation, numerous novel, scalable designs for practical high-dimensional linear-optical QIP systems are presented. First, a correlated photon imaging scheme using orbital angular momentum (OAM) states to detect rotational symmetries in objects using measurements, as well as building images out of those interactions is reported. Then, a statistical detection method using chains of OAM superpositions distributed according to the Fibonacci sequence is established and expanded upon. It is shown that the approach gives rise to schemes for sorting, detecting, and generating the recursively defined high-dimensional states on which some quantum cryptographic protocols depend. Finally, an ongoing study based on a generalization of the standard optical multiport for applications in quantum computation and simulation is reported upon. The architecture allows photons to reverse momentum inside the device. This in turn enables realistic implementation of controllable linear-optical scattering vertices for

  5. Stochastic Processes and Queueing Theory used in Cloud Computer Performance Simulations

    Directory of Open Access Journals (Sweden)

    Florin-Catalin ENACHE

    2015-10-01

    Full Text Available The growing character of the cloud business has manifested exponentially in the last 5 years. The capacity managers need to concentrate on a practical way to simulate the random demands a cloud infrastructure could face, even if there are not too many mathematical tools to simulate such demands.This paper presents an introduction into the most important stochastic processes and queueing theory concepts used for modeling computer performance. Moreover, it shows the cases where such concepts are applicable and when not, using clear programming examples on how to simulate a queue, and how to use and validate a simulation, when there are no mathematical concepts to back it up.

  6. The ‘hit’ phenomenon: a mathematical model of human dynamics interactions as a stochastic process

    Science.gov (United States)

    Ishii, Akira; Arakaki, Hisashi; Matsuda, Naoya; Umemura, Sanae; Urushidani, Tamiko; Yamagata, Naoya; Yoshida, Narihiko

    2012-06-01

    A mathematical model for the ‘hit’ phenomenon in entertainment within a society is presented as a stochastic process of human dynamics interactions. The model uses only the advertisement budget time distribution as an input, and word-of-mouth (WOM), represented by posts on social network systems, is used as data to make a comparison with the calculated results. The unit of time is days. The WOM distribution in time is found to be very close to the revenue distribution in time. Calculations for the Japanese motion picture market based on the mathematical model agree well with the actual revenue distribution in time.

  7. Poisson Stochastic Process and Basic Schauder and Sobolev Estimates in the Theory of Parabolic Equations

    Science.gov (United States)

    Krylov, N. V.; Priola, E.

    2017-09-01

    We show, among other things, how knowing Schauder or Sobolev-space estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs for equations with coefficients depending only on the time variable with the same constants as in the case of the one-dimensional heat equation. The method is quite general and is based on using the Poisson stochastic process. It also applies to equations involving non-local operators. It looks like no other methods are available at this time and it is a very challenging problem to find a purely analytical approach to proving such results.

  8. Stochastic approach for round-off error analysis in computing application to signal processing algorithms

    International Nuclear Information System (INIS)

    Vignes, J.

    1986-01-01

    Any result of algorithms provided by a computer always contains an error resulting from floating-point arithmetic round-off error propagation. Furthermore signal processing algorithms are also generally performed with data containing errors. The permutation-perturbation method, also known under the name CESTAC (controle et estimation stochastique d'arrondi de calcul) is a very efficient practical method for evaluating these errors and consequently for estimating the exact significant decimal figures of any result of algorithms performed on a computer. The stochastic approach of this method, its probabilistic proof, and the perfect agreement between the theoretical and practical aspects are described in this paper [fr

  9. Quantum Processes and Dynamic Networks in Physical and Biological Systems.

    Science.gov (United States)

    Dudziak, Martin Joseph

    Quantum theory since its earliest formulations in the Copenhagen Interpretation has been difficult to integrate with general relativity and with classical Newtonian physics. There has been traditionally a regard for quantum phenomena as being a limiting case for a natural order that is fundamentally classical except for microscopic extrema where quantum mechanics must be applied, more as a mathematical reconciliation rather than as a description and explanation. Macroscopic sciences including the study of biological neural networks, cellular energy transports and the broad field of non-linear and chaotic systems point to a quantum dimension extending across all scales of measurement and encompassing all of Nature as a fundamentally quantum universe. Theory and observation lead to a number of hypotheses all of which point to dynamic, evolving networks of fundamental or elementary processes as the underlying logico-physical structure (manifestation) in Nature and a strongly quantized dimension to macroscalar processes such as are found in biological, ecological and social systems. The fundamental thesis advanced and presented herein is that quantum phenomena may be the direct consequence of a universe built not from objects and substance but from interacting, interdependent processes collectively operating as sets and networks, giving rise to systems that on microcosmic or macroscopic scales function wholistically and organically, exhibiting non-locality and other non -classical phenomena. The argument is made that such effects as non-locality are not aberrations or departures from the norm but ordinary consequences of the process-network dynamics of Nature. Quantum processes are taken to be the fundamental action-events within Nature; rather than being the exception quantum theory is the rule. The argument is also presented that the study of quantum physics could benefit from the study of selective higher-scale complex systems, such as neural processes in the brain

  10. Solution-Processed Nanocrystal Quantum Dot Tandem Solar Cells

    KAUST Repository

    Choi, Joshua J.; Wenger, Whitney N.; Hoffman, Rachel S.; Lim, Yee-Fun; Luria, Justin; Jasieniak, Jacek; Marohn, John A.; Hanrath, Tobias

    2011-01-01

    Solution-processed tandem solar cells created from nanocrystal quantum dots with size-tuned energy levels are demonstrated. Prototype devices featuring interconnected quantum dot layers of cascaded energy gaps exhibit IR sensitivity and an open circuit voltage, V oc, approaching 1 V. The tandem solar cell performance depends critically on the optical and electrical properties of the interlayer. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  11. Solution-Processed Nanocrystal Quantum Dot Tandem Solar Cells

    KAUST Repository

    Choi, Joshua J.

    2011-06-03

    Solution-processed tandem solar cells created from nanocrystal quantum dots with size-tuned energy levels are demonstrated. Prototype devices featuring interconnected quantum dot layers of cascaded energy gaps exhibit IR sensitivity and an open circuit voltage, V oc, approaching 1 V. The tandem solar cell performance depends critically on the optical and electrical properties of the interlayer. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  12. Concepts and Criteria for Blind Quantum Source Separation and Blind Quantum Process Tomography

    Directory of Open Access Journals (Sweden)

    Alain Deville

    2017-07-01

    Full Text Available Blind Source Separation (BSS is an active domain of Classical Information Processing, with well-identified methods and applications. The development of Quantum Information Processing has made possible the appearance of Blind Quantum Source Separation (BQSS, with a recent extension towards Blind Quantum Process Tomography (BQPT. This article investigates the use of several fundamental quantum concepts in the BQSS context and establishes properties already used without justification in that context. It mainly considers a pair of electron spins initially separately prepared in a pure state and then submitted to an undesired exchange coupling between these spins. Some consequences of the existence of the entanglement phenomenon, and of the probabilistic aspect of quantum measurements, upon BQSS solutions, are discussed. An unentanglement criterion is established for the state of an arbitrary qubit pair, expressed first with probability amplitudes and secondly with probabilities. The interest of using the concept of a random quantum state in the BQSS context is presented. It is stressed that the concept of statistical independence of the sources, widely used in classical BSS, should be used with care in BQSS, and possibly replaced by some disentanglement principle. It is shown that the coefficients of the development of any qubit pair pure state over the states of an orthonormal basis can be expressed with the probabilities of results in the measurements of well-chosen spin components.

  13. Analysis methods of stochastic transient electro–magnetic processes in electric traction system

    Directory of Open Access Journals (Sweden)

    T. M. Mishchenko

    2013-04-01

    Full Text Available Purpose. The essence and basic characteristics of calculation methods of transient electromagnetic processes in the elements and devices of non–linear dynamic electric traction systems taking into account the stochastic changes of voltages and currents in traction networks of power supply subsystem and power circuits of electric rolling stock are developed. Methodology. Classical methods and the methods of non–linear electric engineering, as well as probability theory method, especially the methods of stationary ergodic and non–stationary stochastic processes application are used in the research. Findings. Using the above-mentioned methods an equivalent circuit and the system of nonlinear integra–differential equations for electromagnetic condition of the double–track inter-substation zone of alternating current electric traction system are drawn up. Calculations allow obtaining electric traction current distribution in the areas of feeder zones. Originality. First of all the paper is interesting and important from scientific point of view due to the methods, which allow taking into account probabilistic character of change for traction voltages and electric traction system currents. On the second hand the researches develop the most efficient methods of nonlinear circuits’ analysis. Practical value. The practical value of the research is presented in application of the methods to the analysis of electromagnetic and electric energy processes in the traction power supply system in the case of high-speed train traffic.

  14. Strategic WIP Inventory Positioning for Make-to-Order Production with Stochastic Processing Times

    Directory of Open Access Journals (Sweden)

    Jingjing Jiang

    2017-01-01

    Full Text Available It is vital for make-to-order manufacturers to shorten the lead time to meet the customers’ requirements. Holding work-in-process (WIP inventory at more stations can reduce the lead time, but it also brings about higher inventory holding cost. Therefore, it is important to seek out the optimal set of stations to hold WIP inventory to minimize the total inventory holding cost, while meeting the required due date for the final product at the same time. Since the problem with deterministic processing times at the stations has been addressed, as a natural extension, in this study, we address the problem with stochastic processing times, which is more realistic in the manufacturing environment. Assuming that the processing times follow normal distributions, we propose a solution procedure using genetic algorithm.

  15. Pure sources and efficient detectors for optical quantum information processing

    Science.gov (United States)

    Zielnicki, Kevin

    Over the last sixty years, classical information theory has revolutionized the understanding of the nature of information, and how it can be quantified and manipulated. Quantum information processing extends these lessons to quantum systems, where the properties of intrinsic uncertainty and entanglement fundamentally defy classical explanation. This growing field has many potential applications, including computing, cryptography, communication, and metrology. As inherently mobile quantum particles, photons are likely to play an important role in any mature large-scale quantum information processing system. However, the available methods for producing and detecting complex multi-photon states place practical limits on the feasibility of sophisticated optical quantum information processing experiments. In a typical quantum information protocol, a source first produces an interesting or useful quantum state (or set of states), perhaps involving superposition or entanglement. Then, some manipulations are performed on this state, perhaps involving quantum logic gates which further manipulate or entangle the intial state. Finally, the state must be detected, obtaining some desired measurement result, e.g., for secure communication or computationally efficient factoring. The work presented here concerns the first and last stages of this process as they relate to photons: sources and detectors. Our work on sources is based on the need for optimized non-classical states of light delivered at high rates, particularly of single photons in a pure quantum state. We seek to better understand the properties of spontaneous parameteric downconversion (SPDC) sources of photon pairs, and in doing so, produce such an optimized source. We report an SPDC source which produces pure heralded single photons with little or no spectral filtering, allowing a significant rate enhancement. Our work on detectors is based on the need to reliably measure single-photon states. We have focused on

  16. Time-ordered product expansions for computational stochastic system biology

    International Nuclear Information System (INIS)

    Mjolsness, Eric

    2013-01-01

    The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie’s stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems. (paper)

  17. Amplitudes for multiphoton quantum processes in linear optics

    International Nuclear Information System (INIS)

    UrIas, Jesus

    2011-01-01

    The prominent role that linear optical networks have acquired in the engineering of photon states calls for physically intuitive and automatic methods to compute the probability amplitudes for the multiphoton quantum processes occurring in linear optics. A version of Wick's theorem for the expectation value, on any vector state, of products of linear operators, in general, is proved. We use it to extract the combinatorics of any multiphoton quantum processes in linear optics. The result is presented as a concise rule to write down directly explicit formulae for the probability amplitude of any multiphoton process in linear optics. The rule achieves a considerable simplification and provides an intuitive physical insight about quantum multiphoton processes. The methodology is applied to the generation of high-photon-number entangled states by interferometrically mixing coherent light with spontaneously down-converted light.

  18. Amplitudes for multiphoton quantum processes in linear optics

    Science.gov (United States)

    Urías, Jesús

    2011-07-01

    The prominent role that linear optical networks have acquired in the engineering of photon states calls for physically intuitive and automatic methods to compute the probability amplitudes for the multiphoton quantum processes occurring in linear optics. A version of Wick's theorem for the expectation value, on any vector state, of products of linear operators, in general, is proved. We use it to extract the combinatorics of any multiphoton quantum processes in linear optics. The result is presented as a concise rule to write down directly explicit formulae for the probability amplitude of any multiphoton process in linear optics. The rule achieves a considerable simplification and provides an intuitive physical insight about quantum multiphoton processes. The methodology is applied to the generation of high-photon-number entangled states by interferometrically mixing coherent light with spontaneously down-converted light.

  19. URDME: a modular framework for stochastic simulation of reaction-transport processes in complex geometries.

    Science.gov (United States)

    Drawert, Brian; Engblom, Stefan; Hellander, Andreas

    2012-06-22

    Experiments in silico using stochastic reaction-diffusion models have emerged as an important tool in molecular systems biology. Designing computational software for such applications poses several challenges. Firstly, realistic lattice-based modeling for biological applications requires a consistent way of handling complex geometries, including curved inner- and outer boundaries. Secondly, spatiotemporal stochastic simulations are computationally expensive due to the fast time scales of individual reaction- and diffusion events when compared to the biological phenomena of actual interest. We therefore argue that simulation software needs to be both computationally efficient, employing sophisticated algorithms, yet in the same time flexible in order to meet present and future needs of increasingly complex biological modeling. We have developed URDME, a flexible software framework for general stochastic reaction-transport modeling and simulation. URDME uses Unstructured triangular and tetrahedral meshes to resolve general geometries, and relies on the Reaction-Diffusion Master Equation formalism to model the processes under study. An interface to a mature geometry and mesh handling external software (Comsol Multiphysics) provides for a stable and interactive environment for model construction. The core simulation routines are logically separated from the model building interface and written in a low-level language for computational efficiency. The connection to the geometry handling software is realized via a Matlab interface which facilitates script computing, data management, and post-processing. For practitioners, the software therefore behaves much as an interactive Matlab toolbox. At the same time, it is possible to modify and extend URDME with newly developed simulation routines. Since the overall design effectively hides the complexity of managing the geometry and meshes, this means that newly developed methods may be tested in a realistic setting already at

  20. Influence of scattering processes on electron quantum states in nanowires

    Directory of Open Access Journals (Sweden)

    Pozdnyakov Dmitry

    2007-01-01

    Full Text Available AbstractIn the framework of quantum perturbation theory the self-consistent method of calculation of electron scattering rates in nanowires with the one-dimensional electron gas in the quantum limit is worked out. The developed method allows both the collisional broadening and the quantum correlations between scattering events to be taken into account. It is an alternativeper seto the Fock approximation for the self-energy approach based on Green’s function formalism. However this approach is free of mathematical difficulties typical to the Fock approximation. Moreover, the developed method is simpler than the Fock approximation from the computational point of view. Using the approximation of stable one-particle quantum states it is proved that the electron scattering processes determine the dependence of electron energy versus its wave vector.

  1. Stochastic and Deterministic Models for the Metastatic Emission Process: Formalisms and Crosslinks.

    Science.gov (United States)

    Gomez, Christophe; Hartung, Niklas

    2018-01-01

    Although the detection of metastases radically changes prognosis of and treatment decisions for a cancer patient, clinically undetectable micrometastases hamper a consistent classification into localized or metastatic disease. This chapter discusses mathematical modeling efforts that could help to estimate the metastatic risk in such a situation. We focus on two approaches: (1) a stochastic framework describing metastatic emission events at random times, formalized via Poisson processes, and (2) a deterministic framework describing the micrometastatic state through a size-structured density function in a partial differential equation model. Three aspects are addressed in this chapter. First, a motivation for the Poisson process framework is presented and modeling hypotheses and mechanisms are introduced. Second, we extend the Poisson model to account for secondary metastatic emission. Third, we highlight an inherent crosslink between the stochastic and deterministic frameworks and discuss its implications. For increased accessibility the chapter is split into an informal presentation of the results using a minimum of mathematical formalism and a rigorous mathematical treatment for more theoretically interested readers.

  2. Simulation of multivariate stationary stochastic processes using dimension-reduction representation methods

    Science.gov (United States)

    Liu, Zhangjun; Liu, Zenghui; Peng, Yongbo

    2018-03-01

    In view of the Fourier-Stieltjes integral formula of multivariate stationary stochastic processes, a unified formulation accommodating spectral representation method (SRM) and proper orthogonal decomposition (POD) is deduced. By introducing random functions as constraints correlating the orthogonal random variables involved in the unified formulation, the dimension-reduction spectral representation method (DR-SRM) and the dimension-reduction proper orthogonal decomposition (DR-POD) are addressed. The proposed schemes are capable of representing the multivariate stationary stochastic process with a few elementary random variables, bypassing the challenges of high-dimensional random variables inherent in the conventional Monte Carlo methods. In order to accelerate the numerical simulation, the technique of Fast Fourier Transform (FFT) is integrated with the proposed schemes. For illustrative purposes, the simulation of horizontal wind velocity field along the deck of a large-span bridge is proceeded using the proposed methods containing 2 and 3 elementary random variables. Numerical simulation reveals the usefulness of the dimension-reduction representation methods.

  3. Analysis and Prediction on Vehicle Ownership Based on an Improved Stochastic Gompertz Diffusion Process

    Directory of Open Access Journals (Sweden)

    Huapu Lu

    2017-01-01

    Full Text Available This paper aims at introducing a new improved stochastic differential equation related to Gompertz curve for the projection of vehicle ownership growth. This diffusion model explains the relationship between vehicle ownership and GDP per capita, which has been studied as a Gompertz-like function before. The main innovations of the process lie in two parts: by modifying the deterministic part of the original Gompertz equation, the model can present the remaining slow increase when the S-shaped curve has reached its saturation level; by introducing the stochastic differential equation, the model can better fit the real data when there are fluctuations. Such comparisons are carried out based on data from US, UK, Japan, and Korea with a time span of 1960–2008. It turns out that the new process behaves better in fitting curves and predicting short term growth. Finally, a prediction of Chinese vehicle ownership up to 2025 is presented with the new model, as China is on the initial stage of motorization with much fluctuations in growth.

  4. The development of stochastic process modeling through risk analysis derived from scheduling of NPP project

    International Nuclear Information System (INIS)

    Lee, Kwang Ho; Roh, Myung Sub

    2013-01-01

    There are so many different factors to consider when constructing a nuclear power plant successfully from planning to decommissioning. According to PMBOK, all projects have nine domains from a holistic project management perspective. They are equally important to all projects, however, this study focuses mostly on the processes required to manage timely completion of the project and conduct risk management. The overall objective of this study is to let you know what the risk analysis derived from scheduling of NPP project is, and understand how to implement the stochastic process modeling through risk management. Building the Nuclear Power Plant is required a great deal of time and fundamental knowledge related to all engineering. That means that integrated project scheduling management with so many activities is necessary and very important. Simulation techniques for scheduling of NPP project using Open Plan program, Crystal Ball program, and Minitab program can be useful tools for designing optimal schedule planning. Thus far, Open Plan and Monte Carlo programs have been used to calculate the critical path for scheduling network analysis. And also, Minitab program has been applied to monitor the scheduling risk. This approach to stochastic modeling through risk analysis of project activities is very useful for optimizing the schedules of activities using Critical Path Method and managing the scheduling control of NPP project. This study has shown new approach to optimal scheduling of NPP project, however, this does not consider the characteristic of activities according to the NPP site conditions. Hence, this study needs more research considering those factors

  5. The development of stochastic process modeling through risk analysis derived from scheduling of NPP project

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Kwang Ho; Roh, Myung Sub [KEPCO International Nuclear Graduate School, Ulsan (Korea, Republic of)

    2013-10-15

    There are so many different factors to consider when constructing a nuclear power plant successfully from planning to decommissioning. According to PMBOK, all projects have nine domains from a holistic project management perspective. They are equally important to all projects, however, this study focuses mostly on the processes required to manage timely completion of the project and conduct risk management. The overall objective of this study is to let you know what the risk analysis derived from scheduling of NPP project is, and understand how to implement the stochastic process modeling through risk management. Building the Nuclear Power Plant is required a great deal of time and fundamental knowledge related to all engineering. That means that integrated project scheduling management with so many activities is necessary and very important. Simulation techniques for scheduling of NPP project using Open Plan program, Crystal Ball program, and Minitab program can be useful tools for designing optimal schedule planning. Thus far, Open Plan and Monte Carlo programs have been used to calculate the critical path for scheduling network analysis. And also, Minitab program has been applied to monitor the scheduling risk. This approach to stochastic modeling through risk analysis of project activities is very useful for optimizing the schedules of activities using Critical Path Method and managing the scheduling control of NPP project. This study has shown new approach to optimal scheduling of NPP project, however, this does not consider the characteristic of activities according to the NPP site conditions. Hence, this study needs more research considering those factors.

  6. Nonparametric Inference of Doubly Stochastic Poisson Process Data via the Kernel Method.

    Science.gov (United States)

    Zhang, Tingting; Kou, S C

    2010-01-01

    Doubly stochastic Poisson processes, also known as the Cox processes, frequently occur in various scientific fields. In this article, motivated primarily by analyzing Cox process data in biophysics, we propose a nonparametric kernel-based inference method. We conduct a detailed study, including an asymptotic analysis, of the proposed method, and provide guidelines for its practical use, introducing a fast and stable regression method for bandwidth selection. We apply our method to real photon arrival data from recent single-molecule biophysical experiments, investigating proteins' conformational dynamics. Our result shows that conformational fluctuation is widely present in protein systems, and that the fluctuation covers a broad range of time scales, highlighting the dynamic and complex nature of proteins' structure.

  7. Finding Order in Randomness: Single-Molecule Studies Reveal Stochastic RNA Processing | Center for Cancer Research

    Science.gov (United States)

    Producing a functional eukaryotic messenger RNA (mRNA) requires the coordinated activity of several large protein complexes to initiate transcription, elongate nascent transcripts, splice together exons, and cleave and polyadenylate the 3’ end. Kinetic competition between these various processes has been proposed to regulate mRNA maturation, but this model could lead to multiple, randomly determined, or stochastic, pathways or outcomes. Regulatory checkpoints have been suggested as a means of ensuring quality control. However, current methods have been unable to tease apart the contributions of these processes at a single gene or on a time scale that could provide mechanistic insight. To begin to investigate the kinetic relationship between transcription and splicing, Daniel Larson, Ph.D., of CCR’s Laboratory of Receptor Biology and Gene Expression, and his colleagues employed a single-molecule RNA imaging approach to monitor production and processing of a human β-globin reporter gene in living cells.

  8. Quantum-Classical Hybrid for Information Processing

    Science.gov (United States)

    Zak, Michail

    2011-01-01

    Based upon quantum-inspired entanglement in quantum-classical hybrids, a simple algorithm for instantaneous transmissions of non-intentional messages (chosen at random) to remote distances is proposed. The idea is to implement instantaneous transmission of conditional information on remote distances via a quantum-classical hybrid that preserves superposition of random solutions, while allowing one to measure its state variables using classical methods. Such a hybrid system reinforces the advantages, and minimizes the limitations, of both quantum and classical characteristics. Consider n observers, and assume that each of them gets a copy of the system and runs it separately. Although they run identical systems, the outcomes of even synchronized runs may be different because the solutions of these systems are random. However, the global constrain must be satisfied. Therefore, if the observer #1 (the sender) made a measurement of the acceleration v(sub 1) at t =T, then the receiver, by measuring the corresponding acceleration v(sub 1) at t =T, may get a wrong value because the accelerations are random, and only their ratios are deterministic. Obviously, the transmission of this knowledge is instantaneous as soon as the measurements have been performed. In addition to that, the distance between the observers is irrelevant because the x-coordinate does not enter the governing equations. However, the Shannon information transmitted is zero. None of the senders can control the outcomes of their measurements because they are random. The senders cannot transmit intentional messages. Nevertheless, based on the transmitted knowledge, they can coordinate their actions based on conditional information. If the observer #1 knows his own measurements, the measurements of the others can be fully determined. It is important to emphasize that the origin of entanglement of all the observers is the joint probability density that couples their actions. There is no centralized source

  9. Colloidal quantum dot solids for solution-processed solar cells

    KAUST Repository

    Yuan, Mingjian

    2016-02-29

    Solution-processed photovoltaic technologies represent a promising way to reduce the cost and increase the efficiency of solar energy harvesting. Among these, colloidal semiconductor quantum dot photovoltaics have the advantage of a spectrally tuneable infrared bandgap, which enables use in multi-junction cells, as well as the benefit of generating and harvesting multiple charge carrier pairs per absorbed photon. Here we review recent progress in colloidal quantum dot photovoltaics, focusing on three fronts. First, we examine strategies to manage the abundant surfaces of quantum dots, strategies that have led to progress in the removal of electronic trap states. Second, we consider new device architectures that have improved device performance to certified efficiencies of 10.6%. Third, we focus on progress in solution-phase chemical processing, such as spray-coating and centrifugal casting, which has led to the demonstration of manufacturing-ready process technologies.

  10. Stochastic description of supersymmetric fields with values in a manifold

    International Nuclear Information System (INIS)

    Hoba, Z.

    1986-01-01

    This paper discusses the mathematical problem of the imaginary time quantum mechanics of a particle moving in Euclidean space as considered from the theory of diffusion processes. The diffusion process is defined by a stochastic equation; the equation describes the diffusion process as a time evolution of a Brownian particle in a force field. The paper considers a Brownian particle on a Riemannian manifold

  11. Quantum control and process tomography of a semiconductor quantum dot hybrid qubit.

    Science.gov (United States)

    Kim, Dohun; Shi, Zhan; Simmons, C B; Ward, D R; Prance, J R; Koh, Teck Seng; Gamble, John King; Savage, D E; Lagally, M G; Friesen, Mark; Coppersmith, S N; Eriksson, Mark A

    2014-07-03

    The similarities between gated quantum dots and the transistors in modern microelectronics--in fabrication methods, physical structure and voltage scales for manipulation--have led to great interest in the development of quantum bits (qubits) in semiconductor quantum dots. Although quantum dot spin qubits have demonstrated long coherence times, their manipulation is often slower than desired for important future applications, such as factoring. Furthermore, scalability and manufacturability are enhanced when qubits are as simple as possible. Previous work has increased the speed of spin qubit rotations by making use of integrated micromagnets, dynamic pumping of nuclear spins or the addition of a third quantum dot. Here we demonstrate a qubit that is a hybrid of spin and charge. It is simple, requiring neither nuclear-state preparation nor micromagnets. Unlike previous double-dot qubits, the hybrid qubit enables fast rotations about two axes of the Bloch sphere. We demonstrate full control on the Bloch sphere with π-rotation times of less than 100 picoseconds in two orthogonal directions, which is more than an order of magnitude faster than any other double-dot qubit. The speed arises from the qubit's charge-like characteristics, and its spin-like features result in resistance to decoherence over a wide range of gate voltages. We achieve full process tomography in our electrically controlled semiconductor quantum dot qubit, extracting high fidelities of 85 per cent for X rotations (transitions between qubit states) and 94 per cent for Z rotations (phase accumulation between qubit states).

  12. Experimental reversion of the optimal quantum cloning and flipping processes

    International Nuclear Information System (INIS)

    Sciarrino, Fabio; Secondi, Veronica; De Martini, Francesco

    2006-01-01

    The quantum cloner machine maps an unknown arbitrary input qubit into two optimal clones and one optimal flipped qubit. By combining linear and nonlinear optical methods we experimentally implement a scheme that, after the cloning transformation, restores the original input qubit in one of the output channels, by using local measurements, classical communication, and feedforward. This nonlocal method demonstrates how the information on the input qubit can be restored after the cloning process. The realization of the reversion process is expected to find useful applications in the field of modern multipartite quantum cryptography

  13. Monitoring and pollution control: A stochastic process approach to model oil spills

    International Nuclear Information System (INIS)

    Viladrich-Grau, M.

    1991-01-01

    The first chapter analyzes the behavior of a firm in an environment with pollution externalities and technological progress. It is assumed that firms may not purposely violate the pollution control regulations but nonetheless, generate some pollution due to negligence. The model allows firms two possible actions: either increase the level of treated waste or pay an expected penalty if illegal pollution is detected. The results of the first chapter show that in a world with pollution externalities, technological progress does not guarantee increases in the welfare level. The second chapter models the occurrence of an oil spill as a stochastic event. The stochastic model developed allows one to see how each step of the spilling process is affected by each policy measure and to compare the relative efficiency of different measures in reducing spills. The third chapter estimates the parameters that govern oil spill frequency and size distribution. The author models how these parameters depend on two pollution prevention measures: monitoring of transfer operations and assessment of penalties. He shows that these measures reduce the frequency of oil spills

  14. Time delay of quantum scattering processes

    International Nuclear Information System (INIS)

    Martin, P.A.

    1981-01-01

    The author presents various aspects of the theory of the time delay of scattering processes. The author mainly studies non-relativistic two-body scattering processes, first summarizing briefly the theory of simple scattering systems. (Auth.)

  15. The propagator of stochastic electrodynamics

    Science.gov (United States)

    Cavalleri, G.

    1981-01-01

    The "elementary propagator" for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density ~ω3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to ψψ* where ψ is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics.

  16. Continuous-variable quantum Gaussian process regression and quantum singular value decomposition of nonsparse low-rank matrices

    Science.gov (United States)

    Das, Siddhartha; Siopsis, George; Weedbrook, Christian

    2018-02-01

    With the significant advancement in quantum computation during the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used technique in supervised classical machine learning. Here we introduce an algorithm for Gaussian process regression using continuous-variable quantum systems that can be realized with technology based on photonic quantum computers under certain assumptions regarding distribution of data and availability of efficient quantum access. Our algorithm shows that by using a continuous-variable quantum computer a dramatic speedup in computing Gaussian process regression can be achieved, i.e., the possibility of exponentially reducing the time to compute. Furthermore, our results also include a continuous-variable quantum-assisted singular value decomposition method of nonsparse low rank matrices and forms an important subroutine in our Gaussian process regression algorithm.

  17. Stochastic quantisation: theme and variation

    International Nuclear Information System (INIS)

    Klauder, J.R.; Kyoto Univ.

    1987-01-01

    The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)

  18. Comment on "Fault Tolerant analysis for stochastic systems using switching diffusion processes' by Yang, Jiang and Cocquempot

    DEFF Research Database (Denmark)

    Schiøler, Henrik; Leth, John-Josef

    2011-01-01

    Results are given in [Yang et. al. 2009] regarding the overall stability of switched diffusion processes based on stability properties of separate processes combined through stochastic switching. This paper argues two main results to be empty, in that the presented hypotheses are logically...

  19. Conference on Stochastic Processes and their Applications (16th) Held in Stanford, California on 16-21 August 1987.

    Science.gov (United States)

    1987-08-21

    examples of so-called self-similar processes. 522 -°- °.. 0 * - -= uu~.~w- - v , LOCAL BEHAVIOUR OF SIMPLE STOCHASTIC MODELS by Rudolf Grfibel...theorem en- tails results on the growth of matchings, Steiner trees, traveling-salesman processes as well as triangulations in large areas. These

  20. Quantum Noise

    International Nuclear Information System (INIS)

    Beenakker, C W J

    2005-01-01

    development of the topic is precise and well-organized. The derivations are written out in sufficient detail, without frustrating comments like 'it can be shown that'. The book is not quite self-contained, because it relies on the Handbook of Stochastic Methods for some background material (notably the issue of Ito versus Stratonovich). Still, one could very well use this book as a text for a course, supplying the background material to the students in some other form. Quantum Noise is now in its third edition. The second edition was a major expansion, including applications to laser cooling and quantum information processing. The third edition is a relatively minor upgrade, consisting mainly of pointers to recent literature. If you own the second edition, you might well skip this upgrade. If you do not yet own the book, or are still at edition 1, then I would enthusiastically recommend acquiring this handbook, regardless of whether you work in quantum optics or in another field of quantum physics. As I did, you might well find a new tool to attack your favourite problem. (book review)

  1. Non-Markovian quantum processes: Complete framework and efficient characterization

    Science.gov (United States)

    Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan

    2018-01-01

    Currently, there is no systematic way to describe a quantum process with memory solely in terms of experimentally accessible quantities. However, recent technological advances mean we have control over systems at scales where memory effects are non-negligible. The lack of such an operational description has hindered advances in understanding physical, chemical, and biological processes, where often unjustified theoretical assumptions are made to render a dynamical description tractable. This has led to theories plagued with unphysical results and no consensus on what a quantum Markov (memoryless) process is. Here, we develop a universal framework to characterize arbitrary non-Markovian quantum processes. We show how a multitime non-Markovian process can be reconstructed experimentally, and that it has a natural representation as a many-body quantum state, where temporal correlations are mapped to spatial ones. Moreover, this state is expected to have an efficient matrix-product-operator form in many cases. Our framework constitutes a systematic tool for the effective description of memory-bearing open-system evolutions.

  2. Classical-processing and quantum-processing signal separation methods for qubit uncoupling

    Science.gov (United States)

    Deville, Yannick; Deville, Alain

    2012-12-01

    The Blind Source Separation problem consists in estimating a set of unknown source signals from their measured combinations. It was only investigated in a non-quantum framework up to now. We propose its first quantum extensions. We thus introduce the Quantum Source Separation field, investigating both its blind and non-blind configurations. More precisely, we show how to retrieve individual quantum bits (qubits) only from the global state resulting from their undesired coupling. We consider cylindrical-symmetry Heisenberg coupling, which e.g. occurs when two electron spins interact through exchange. We first propose several qubit uncoupling methods which typically measure repeatedly the coupled quantum states resulting from individual qubits preparations, and which then statistically process the classical data provided by these measurements. Numerical tests prove the effectiveness of these methods. We then derive a combination of quantum gates for performing qubit uncoupling, thus avoiding repeated qubit preparations and irreversible measurements.

  3. Quantum steering in cascaded four-wave mixing processes.

    Science.gov (United States)

    Wang, Li; Lv, Shuchao; Jing, Jietai

    2017-07-24

    Quantum steering is used to describe the "spooky action-at-a-distance" nonlocality raised in the Einstein-Podolsky-Rosen (EPR) paradox, which is important for understanding entanglement distribution and constructing quantum networks. Here, in this paper, we study an experimentally feasible scheme for generating quantum steering based on cascaded four-wave-mixing (FWM) processes in hot rubidium (Rb) vapor. Quantum steering, including bipartite steering and genuine tripartite steering among the output light fields, is theoretically analyzed. We find the corresponding gain regions in which the bipartite and tripartite steering exist. The results of bipartite steering can be used to establish a hierarchical steering model in which one beam can steer the other two beams in the whole gain region; however, the other two beams cannot steer the first beam simultaneously. Moreover, the other two beams cannot steer with each other in the whole gain region. More importantly, we investigate the gain dependence of the existence of the genuine tripartite steering and we find that the genuine tripartite steering exists in most of the whole gain region in the ideal case. Also we discuss the effect of losses on the genuine tripartite steering. Our results pave the way to experimental demonstration of quantum steering in cascaded FWM process.

  4. Information processing by networks of quantum decision makers

    Science.gov (United States)

    Yukalov, V. I.; Yukalova, E. P.; Sornette, D.

    2018-02-01

    We suggest a model of a multi-agent society of decision makers taking decisions being based on two criteria, one is the utility of the prospects and the other is the attractiveness of the considered prospects. The model is the generalization of quantum decision theory, developed earlier for single decision makers realizing one-step decisions, in two principal aspects. First, several decision makers are considered simultaneously, who interact with each other through information exchange. Second, a multistep procedure is treated, when the agents exchange information many times. Several decision makers exchanging information and forming their judgment, using quantum rules, form a kind of a quantum information network, where collective decisions develop in time as a result of information exchange. In addition to characterizing collective decisions that arise in human societies, such networks can describe dynamical processes occurring in artificial quantum intelligence composed of several parts or in a cluster of quantum computers. The practical usage of the theory is illustrated on the dynamic disjunction effect for which three quantitative predictions are made: (i) the probabilistic behavior of decision makers at the initial stage of the process is described; (ii) the decrease of the difference between the initial prospect probabilities and the related utility factors is proved; (iii) the existence of a common consensus after multiple exchange of information is predicted. The predicted numerical values are in very good agreement with empirical data.

  5. Main Achievements 2003-2004 - Interdisciplinary Research - Applications of theoretical physics - Stochastic processes

    International Nuclear Information System (INIS)

    2005-01-01

    Some specific stochastic, jumping processes have been studied. They are defined in terms of the jump size distribution and the waiting time distribution which are mutually dependent. For the simplest case (the kangaroo process), the corresponding master equation has been completely solved and simple asymptotic expressions for the time-dependent probability distributions have been derived. A generalized version of that process, which takes into account the memory effects, has been proposed and a connection to transport processes, namely to the Boltzmann kinetic theory and diffusion, has been demonstrated. The same process, but defined on the circle instead of the axis, can possess the power law autocorrelation function; a simple formula for this function has been derived. Therefore, the process can serve as a useful model for the colored noises, in particular for the 1/f noise. It has been applied as a model of the driving force in the generalized Langevin equation, an impossible task with the standard kangaroo process. The equation has been solved by means of the Monte Carlo simulations. The resulting velocity and energy distributions exhibit extremely long memory about the initial conditions, despite an apparent fast equilibration of their comprehensive shape. The tails of both distributions fall faster than in the Maxwellian case

  6. Quantum processes in an intense electromagnetic field

    International Nuclear Information System (INIS)

    Gitman, D.M.

    1976-01-01

    An approach is proposed to the consideration of processes in an external electromagnetic field which produces real pairs. Interaction with the field is taken into account precisely with the aid of solutions of the Dirac's equation. Processes of arbitrary order with respect to electron-photon interaction are considered

  7. Quantum information processing using designed defect states in

    DEFF Research Database (Denmark)

    Pedersen, Jesper; Flindt, Christian; Mortensen, Niels Asger

    2007-01-01

    We propose a new physical implementation of spin qubits for quantum information processing, namely defect states in antidot lattices de¯ned in the two-dimensional electron gas at a semiconductor heterostructure. Calculations of the band structure of the periodic antidot lattice are presented...

  8. Stochastic Dynamics of Discrete Curves and Exclusion Processes. Part 1: Hydrodynamic Limit of the ASEP System

    CERN Document Server

    Fayolle, G; Fayolle, Guy; Furtlehner, Cyril

    2006-01-01

    This report is the foreword of a series of stochastic deformations of curves. Problems are set in terms of exclusion processes, the ultimate goal being to derive hydrodynamic limits for these systems after proper scalings. In this study, solely the basic texts system on the torus is analyzed. The usual sequence of empirical measures, converges in probability to a deterministic measure, which is the unique weak solution of a Cauchy problem. The method presents some new features, letting hope for extensions to higher dimension. It relies on the analysis of a family of parabolic differential operators, involving variational calculus. Namely, the variables are the values of functions at given points, their number being possibly infinite.

  9. Stochastic dynamical model of a growing citation network based on a self-exciting point process.

    Science.gov (United States)

    Golosovsky, Michael; Solomon, Sorin

    2012-08-31

    We put under experimental scrutiny the preferential attachment model that is commonly accepted as a generating mechanism of the scale-free complex networks. To this end we chose a citation network of physics papers and traced the citation history of 40,195 papers published in one year. Contrary to common belief, we find that the citation dynamics of the individual papers follows the superlinear preferential attachment, with the exponent α=1.25-1.3. Moreover, we show that the citation process cannot be described as a memoryless Markov chain since there is a substantial correlation between the present and recent citation rates of a paper. Based on our findings we construct a stochastic growth model of the citation network, perform numerical simulations based on this model and achieve an excellent agreement with the measured citation distributions.

  10. Leaf optical system modeled as a stochastic process. [solar radiation interaction with terrestrial vegetation

    Science.gov (United States)

    Tucker, C. J.; Garratt, M. W.

    1977-01-01

    A stochastic leaf radiation model based upon physical and physiological properties of dicot leaves has been developed. The model accurately predicts the absorbed, reflected, and transmitted radiation of normal incidence as a function of wavelength resulting from the leaf-irradiance interaction over the spectral interval of 0.40-2.50 micron. The leaf optical system has been represented as Markov process with a unique transition matrix at each 0.01-micron increment between 0.40 micron and 2.50 micron. Probabilities are calculated at every wavelength interval from leaf thickness, structure, pigment composition, and water content. Simulation results indicate that this approach gives accurate estimations of actual measured values for dicot leaf absorption, reflection, and transmission as a function of wavelength.

  11. Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

    Directory of Open Access Journals (Sweden)

    Shilong Li

    2017-01-01

    Full Text Available Considering stochastic behavior of interest rates in financial market, we construct a new class of interest models based on compound Poisson process. Different from the references, this paper describes the randomness of interest rates by modeling the force of interest with Poisson random jumps directly. To solve the problem in calculation of accumulated interest force function, one important integral technique is employed. And a conception called the critical value is introduced to investigate the validity condition of this new model. We also discuss actuarial present values of several life annuities under this new interest model. Simulations are done to illustrate the theoretical results and the effect of parameters in interest model on actuarial present values is also analyzed.

  12. Rapid core field variations during the satellite era: Investigations using stochastic process based field models

    DEFF Research Database (Denmark)

    Finlay, Chris; Olsen, Nils; Gillet, Nicolas

    We present a new ensemble of time-dependent magnetic field models constructed from satellite and observatory data spanning 1997-2013 that are compatible with prior information concerning the temporal spectrum of core field variations. These models allow sharper field changes compared to tradition...... physical hypotheses can be tested by asking questions of the entire ensemble of core field models, rather than by interpreting any single model.......We present a new ensemble of time-dependent magnetic field models constructed from satellite and observatory data spanning 1997-2013 that are compatible with prior information concerning the temporal spectrum of core field variations. These models allow sharper field changes compared to traditional...... regularization methods based on minimizing the square of second or third time derivative. We invert satellite and observatory data directly by adopting the external field and crustal field modelling framework of the CHAOS model, but apply the stochastic process method of Gillet et al. (2013) to the core field...

  13. Stochastic modeling of stock price process induced from the conjugate heat equation

    Science.gov (United States)

    Paeng, Seong-Hun

    2015-02-01

    Currency can be considered as a ruler for values of commodities. Then the price is the measured value by the ruler. We can suppose that inflation and variation of exchange rate are caused by variation of the scale of the ruler. In geometry, variation of the scale means that the metric is time-dependent. The conjugate heat equation is the modified heat equation which satisfies the heat conservation law for the time-dependent metric space. We propose a new model of stock prices by using the stochastic process whose transition probability is determined by the kernel of the conjugate heat equation. Our model of stock prices shows how the volatility term is affected by inflation and exchange rate. This model modifies the Black-Scholes equation in light of inflation and exchange rate.

  14. Quantum versus classical laws for sequential decay processes

    International Nuclear Information System (INIS)

    Ghirardi, G.C.; Omero, C.; Weber, T.

    1979-05-01

    The problem of the deviations of the quantum from the classical laws for the occupation numbers of the various levels in a sequential decay process is discussed in general. A factorization formula is obtained for the matrix elements of the complete Green function entering in the expression of the occupation numbers of the levels. Through this formula and using specific forms of the quantum non-decay probability for the single levels, explicit expressions for the occupation numbers of the levels are obtained and compared with the classical ones. (author)

  15. Probability in quantum mechanics

    Directory of Open Access Journals (Sweden)

    J. G. Gilson

    1982-01-01

    Full Text Available By using a fluid theory which is an alternative to quantum theory but from which the latter can be deduced exactly, the long-standing problem of how quantum mechanics is related to stochastic processes is studied. It can be seen how the Schrödinger probability density has a relationship to time spent on small sections of an orbit, just as the probability density has in some classical contexts.

  16. Comparative analysis of cogeneration power plants optimization based on stochastic method using superstructure and process simulator

    Energy Technology Data Exchange (ETDEWEB)

    Araujo, Leonardo Rodrigues de [Instituto Federal do Espirito Santo, Vitoria, ES (Brazil)], E-mail: leoaraujo@ifes.edu.br; Donatelli, Joao Luiz Marcon [Universidade Federal do Espirito Santo (UFES), Vitoria, ES (Brazil)], E-mail: joaoluiz@npd.ufes.br; Silva, Edmar Alino da Cruz [Instituto Tecnologico de Aeronautica (ITA/CTA), Sao Jose dos Campos, SP (Brazil); Azevedo, Joao Luiz F. [Instituto de Aeronautica e Espaco (CTA/IAE/ALA), Sao Jose dos Campos, SP (Brazil)

    2010-07-01

    Thermal systems are essential in facilities such as thermoelectric plants, cogeneration plants, refrigeration systems and air conditioning, among others, in which much of the energy consumed by humanity is processed. In a world with finite natural sources of fuels and growing energy demand, issues related with thermal system design, such as cost estimative, design complexity, environmental protection and optimization are becoming increasingly important. Therefore the need to understand the mechanisms that degrade energy, improve energy sources use, reduce environmental impacts and also reduce project, operation and maintenance costs. In recent years, a consistent development of procedures and techniques for computational design of thermal systems has occurred. In this context, the fundamental objective of this study is a performance comparative analysis of structural and parametric optimization of a cogeneration system using stochastic methods: genetic algorithm and simulated annealing. This research work uses a superstructure, modelled in a process simulator, IPSEpro of SimTech, in which the appropriate design case studied options are included. Accordingly, the cogeneration system optimal configuration is determined as a consequence of the optimization process, restricted within the configuration options included in the superstructure. The optimization routines are written in MsExcel Visual Basic, in order to work perfectly coupled to the simulator process. At the end of the optimization process, the system optimal configuration, given the characteristics of each specific problem, should be defined. (author)

  17. Hybrid Quantum Information Processing with Superconductors and Neutral Atoms

    Science.gov (United States)

    McDermott, Robert

    Hybrid approaches to quantum information processing (QIP) aim to capitalize on the strengths of disparate quantum technologies to realize a system whose capabilities exceed those of any single experimental platform. At the University of Wisconsin, we are working toward integration of a fast superconducting quantum processor with a stable, long-lived quantum memory based on trapped neutral atoms. Here we describe the development of a quantum interface between superconducting thin-film cavity circuits and trapped Rydberg atoms, the key technological obstacle to realization of superconductor-atom hybrid QIP. Specific accomplishments to date include development of a theoretical protocol for high-fidelity state transfer between the atom and the cavity; fabrication and characterization of high- Q superconducting cavities with integrated trapping electrodes to enhance zero-point microwave fields at a location remote from the chip surface; and trapping and Rydberg excitation of single atoms within 1 mm of the cavity. We discuss the status of experiments to probe the strong coherent coupling of single Rydberg atoms and the superconducting cavity. Supported by ARO under contract W911NF-16-1-0133.

  18. Evolution of quantum-like modeling in decision making processes

    Science.gov (United States)

    Khrennikova, Polina

    2012-12-01

    The application of the mathematical formalism of quantum mechanics to model behavioral patterns in social science and economics is a novel and constantly emerging field. The aim of the so called 'quantum like' models is to model the decision making processes in a macroscopic setting, capturing the particular 'context' in which the decisions are taken. Several subsequent empirical findings proved that when making a decision people tend to violate the axioms of expected utility theory and Savage's Sure Thing principle, thus violating the law of total probability. A quantum probability formula was devised to describe more accurately the decision making processes. A next step in the development of QL-modeling in decision making was the application of Schrödinger equation to describe the evolution of people's mental states. A shortcoming of Schrödinger equation is its inability to capture dynamics of an open system; the brain of the decision maker can be regarded as such, actively interacting with the external environment. Recently the master equation, by which quantum physics describes the process of decoherence as the result of interaction of the mental state with the environmental 'bath', was introduced for modeling the human decision making. The external environment and memory can be referred to as a complex 'context' influencing the final decision outcomes. The master equation can be considered as a pioneering and promising apparatus for modeling the dynamics of decision making in different contexts.

  19. Evolution of quantum-like modeling in decision making processes

    Energy Technology Data Exchange (ETDEWEB)

    Khrennikova, Polina [School of Management, University of Leicester, University Road Leicester LE1 7RH (United Kingdom)

    2012-12-18

    The application of the mathematical formalism of quantum mechanics to model behavioral patterns in social science and economics is a novel and constantly emerging field. The aim of the so called 'quantum like' models is to model the decision making processes in a macroscopic setting, capturing the particular 'context' in which the decisions are taken. Several subsequent empirical findings proved that when making a decision people tend to violate the axioms of expected utility theory and Savage's Sure Thing principle, thus violating the law of total probability. A quantum probability formula was devised to describe more accurately the decision making processes. A next step in the development of QL-modeling in decision making was the application of Schroedinger equation to describe the evolution of people's mental states. A shortcoming of Schroedinger equation is its inability to capture dynamics of an open system; the brain of the decision maker can be regarded as such, actively interacting with the external environment. Recently the master equation, by which quantum physics describes the process of decoherence as the result of interaction of the mental state with the environmental 'bath', was introduced for modeling the human decision making. The external environment and memory can be referred to as a complex 'context' influencing the final decision outcomes. The master equation can be considered as a pioneering and promising apparatus for modeling the dynamics of decision making in different contexts.

  20. Evolution of quantum-like modeling in decision making processes

    International Nuclear Information System (INIS)

    Khrennikova, Polina

    2012-01-01

    The application of the mathematical formalism of quantum mechanics to model behavioral patterns in social science and economics is a novel and constantly emerging field. The aim of the so called 'quantum like' models is to model the decision making processes in a macroscopic setting, capturing the particular 'context' in which the decisions are taken. Several subsequent empirical findings proved that when making a decision people tend to violate the axioms of expected utility theory and Savage's Sure Thing principle, thus violating the law of total probability. A quantum probability formula was devised to describe more accurately the decision making processes. A next step in the development of QL-modeling in decision making was the application of Schrödinger equation to describe the evolution of people's mental states. A shortcoming of Schrödinger equation is its inability to capture dynamics of an open system; the brain of the decision maker can be regarded as such, actively interacting with the external environment. Recently the master equation, by which quantum physics describes the process of decoherence as the result of interaction of the mental state with the environmental 'bath', was introduced for modeling the human decision making. The external environment and memory can be referred to as a complex 'context' influencing the final decision outcomes. The master equation can be considered as a pioneering and promising apparatus for modeling the dynamics of decision making in different contexts.