The law of large numbers for quantum stochastic filtering and control of many-particle systems

DOI10.1134/S0040577921070084MaRDI QIDQ2047685zbMATH OpenOpenAlexWikidataFDO

Authors Vassili Kolokoltsov

Publication date 23 August 2021

Published in Theoretical and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.07375

zbMATH Keywords

Belavkin equationhomodyne detectioninfinite-dimensional McKean-Vlasov diffusion on manifoldnonlinear stochastic Schrödinger equationquantum controlquantum dynamic law of large numbersquantum filteringquantum interacting particlesquantum mean-field games

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Diffusion processes and stochastic analysis on manifolds (58J65) Central limit and other weak theorems (60F05) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Quantum control (81Q93) Quantum stochastic calculus (81S25) Many-body theory; quantum Hall effect (81V70) Stochastic games, stochastic differential games (91A15)

Abstract: There is an extensive literature on the dynamic law of large numbers for systems of quantum particles, that is, on the derivation of an equation describing the limiting individual behavior of particles inside a large ensemble of identical interacting particles. The resulting equations are generally referred to as nonlinear Scr"odinger equations or Hartree equations, or Gross-Pitaevski equations. In this paper we extend some of these convergence results to a stochastic framework. Concretely we work with the Belavkin stochastic filtering of many particle quantum systems. The resulting limiting equation is an equation of a new type, which can be seen as a complex-valued infinite dimensional nonlinear diffusion of McKean-Vlasov type. This result is the key ingredient for the theory of quantum mean-field games developed by the author in a previous paper.

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Cited in

(6)

• Differential quantum duopoly games
• Quantum mean-field games
• Prabhakar function of Le Roy type: a set of results in the complex plane
• On the mathematical theory of quantum stochastic filtering equations for mixed states
• On quantum stochastic master equations
• Quantitative propagation of chaos for Lindblad dynamics

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