CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control

DOI10.1007/S13540-021-00002-2zbMATH Open1503.81049arXiv2008.07355OpenAlexW4210485362WikidataQ114017078 ScholiaQ114017078MaRDI QIDQ2110179FDOQ2110179

Vassili Kolokoltsov

Publication date: 21 December 2022

Published in: Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Abstract: Initially developed in the framework of quantum stochastic calculus, the main equations of quantum stochastic filtering were later on derived as the limits of Markov models of discrete measurements under appropriate scaling. In many branches of modern physics it became popular to extend random walk modeling to the continuous time random walk (CTRW) modeling, where the time between discrete events is taken to be non-exponential. In the present paper we apply the CTRW modeling to the continuous quantum measurements yielding the new fractional in time evolution equations of quantum filtering and thus new fractional equations of quantum mechanics of open systems. The related quantum control problems and games turn out to be described by the fractional Hamilton-Jacobi-Bellman (HJB) equations on Riemannian manifolds. By-passing we provide a full derivation of the standard quantum filtering equations, in a modified way as compared with existing texts, which (i) provides explicit rates of convergence (that are not available via the tightness of martingales approach developed previously) and (ii) allows for the direct applications of the basic results of CTRWs to deduce the final fractional filtering equations.

Full work available at URL: https://arxiv.org/abs/2008.07355

Recommendations

• The bellman quantum equation
• Quantum filtering and optimal control
• Quantum Diffusion, Measurement and Filtering I
• The fractional Hamilton-Jacobi-Bellman equation
• Stochastic Schrödinger Equations as Limit of Discrete Filtering

zbMATH Keywords

fractional quantum mechanicsBelavkin equationfractional Hamilton-Jacobi-Bellman-Isaacs equationfractional quantum controlfractional quantum mean field gamesquantum stochastic filtering

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Quantum measurement theory, state operations, state preparations (81P15) Quantum control (81Q93) Quantum stochastic calculus (81S25)

Cites Work

• Controlled Markov processes and viscosity solutions
• Quantum trajectories and measurements in continuous time. The diffusive case
• Fractional stable distributions
• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
• Stochastic Schrödinger equations and applications to Ehrenfest-type theorems
• Random Walks on Lattices. II
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Title not available (Why is that?)
• Fractional derivatives for physicists and engineers. Volume I: Background and theory. Volume II: Applications
• Fractional kinetic equations: solutions and applications
• Fundamentals of stochastic filtering
• Markov processes, semigroups and generators.
• Quantum Measurement and Control
• Stochastic models for fractional calculus
• Markov chains approximation of jump-diffusion stochastic master equations
• From repeated to continuous quantum interactions
• Quantum stochastic calculus and quantum nonlinear filtering
• An Introduction to Quantum Filtering
• Fractional calculus. Models and numerical methods
• Fractional Schrödinger equations with potential and optimal controls
• A dynamical theory of quantum measurement and spontaneous localization
• On the separation principle in quantum control
• Differential Equations on Closed Subsets of a Banach Space
• Differential Equations on Closed Subsets of a Banach Space
• Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
• On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations
• Poisson and diffusion approximation of stochastic master equations with control
• The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups
• Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations
• The Theorems of Bony and Brezis on Flow-Invariant Sets
• A time-fractional mean field game
• Title not available (Why is that?)
• Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
• Dynamic quantum games
• Quantum mean-field games
• Differential Equations on Measures and Functional Spaces
• Tomorrow’s Dynamics
• Fractional generalizations of filtering problems and their associated fractional Zakai equations
• Title not available (Why is that?)
• STOCHASTIC EVOLUTION AS A QUASICLASSICAL LIMIT OF A BOUNDARY VALUE PROBLEM FOR SCHRÖDINGER EQUATIONS
• The Fractional Hamilton-Jacobi-Bellman Equation

This page was built for publication: CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2110179)