Spiking and collapsing in large noise limits of SDEs

DOI10.1214/22-AAP1819MaRDI QIDQ6103973zbMATH OpenOpenAlexFDO

Authors Cédric Bernardin, R. Chetrite, Reda Chhaibi, Joseph Najnudel, C. Pellegrini

Publication date 5 June 2023

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.05629

zbMATH Keywords

large noise limitslimit theorems for stochastic processesquantum collapsequantum measurementspike process

Mathematics Subject Classification ID

Random fields (60G60) Jump processes on general state spaces (60J76) Quantum measurement theory, state operations, state preparations (81P15)

Abstract: We analyze the strong noise limit of one-dimensional stochastic differential equations (SDEs). Our initial motivation comes from continuous measurements of open quantum systems. In this context, Bauer, Bernard and Tilloy pointed out an intriguing behavior. As the noise grows larger, the solutions exhibit locally a collapsing, that is to say, converge to pure jump processes very reminiscent of a metastability phenomenon. But surprisingly the limiting jump process is decorated by a spike process. We give a precise meaning to the convergence and completely prove these statements for a large class of one-dimensional diffusions, thanks to a robust strategy of proof.

Review text

The paper under review explores the limit of one-dimensional diffusion processes \(X^\gamma\) as \(\gamma \rightarrow +\infty\). These processes satisfy the stochastic differential equation: \[ dX_t^\gamma=b(X_t^\gamma)dt+\sigma(X_t^\gamma)dW_t. \] Here, \(b\) represents a Lipschitz continuous drift term, \(\sigma\) represents a Lipschitz continuous diffusion coefficient, and \(W\) denotes a standard Wiener process. The main results of the paper demonstrate that as the noise intensity increases, the solutions of the stochastic differential equations display a collapsing behaviour. This can be interpreted as convergence to pure jump processes, reminiscent of a metastability phenomenon. Additionally, the limiting jump process is accompanied by a spike process.

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Cited in

(7)

• Stochastic spikes and strong noise limits of stochastic differential equations
• Stochastic spikes and Poisson approximation of one-dimensional stochastic differential equations with applications to continuously measured quantum systems
• Quantum resetting in continuous measurement induced dynamics of a qubit
• A general martingale approach to large noise homogenization
• Metastability in parabolic equations and diffusion processes with a small parameter
• Quantum jump trajectories, hybrid systems, non-Hermitian evolutions, quantum/classical walks
• To spike or not to spike: the whims of the Wonham filter in the strong noise regime

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