Quantum Stochastic Calculus
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Quantum Stochastic Calculus
Quantum stochastic calculus is a generalization of stochastic calculus to noncommuting variables. The tools provided by quantum stochastic calculus are of great use for modeling the random evolution of systems undergoing measurement, as in quantum trajectories. Just as the Lindblad master equation provides a quantum generalization to the Fokker–Planck equation, quantum stochastic calculus allows for the derivation of quantum stochastic differential equations (QSDE) that are analogous to classical Langevin equations. For the remainder of this article ''stochastic calculus'' will be referred to as ''classical stochastic calculus'', in order to clearly distinguish it from quantum stochastic calculus. Heat baths An important physical scenario in which a quantum stochastic calculus is needed is the case of a system interacting with a heat bath. It is appropriate in many circumstances to model the heat bath as an assembly of harmonic oscillators. One type of interaction between ...
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Stochastic Calculus
Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese mathematician Kiyoshi Itô during World War II. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces. Since the 1970s, the Wiener process has been widely applied in financial mathematics and economics to model the evolution in time of stock prices and bond interest rates. The main flavours of stochastic calculus are the Itô calculus and its variational relative the Malliavin calculus. For technical reasons the Itô integral is the mos ...
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Wiener Process
In mathematics, the Wiener process is a real-valued continuous-time stochastic process named in honor of American mathematician Norbert Wiener for his investigations on the mathematical properties of the one-dimensional Brownian motion. It is often also called Brownian motion due to its historical connection with the physical process of the same name originally observed by Scottish botanist Robert Brown. It is one of the best known Lévy processes ( càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics, quantitative finance, evolutionary biology, and physics. The Wiener process plays an important role in both pure and applied mathematics. In pure mathematics, the Wiener process gave rise to the study of continuous time martingales. It is a key process in terms of which more complicated stochastic processes can be described. As such, it plays a vital role in stochastic calculus, diffusion ...
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Monte Carlo Wave Function Method
The quantum jump method, also known as the Monte Carlo wave function (MCWF) is a technique in computational physics used for simulating open quantum systems and quantum dissipation. The quantum jump method was developed by Dalibard, Castin and Mølmer at a similar time to the similar method known as Quantum Trajectory Theory developed by Carmichael. Other contemporaneous works on wave-function-based Monte Carlo approaches to open quantum systems include those of Dum, Zoller and Ritsch and Hegerfeldt and Wilser.The associated primary sources are, respectively: * * * * Method The quantum jump method is an approach which is much like the master-equation treatment except that it operates on the wave function rather than using a density matrix approach. The main component of this method is evolving the system's wave function in time with a pseudo-Hamiltonian; where at each time step, a quantum jump (discontinuous change) may take place with some probability. The calculated ...
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Homodyne Detection
In electrical engineering, homodyne detection is a method of extracting information encoded as modulation of the phase and/or frequency of an oscillating signal, by comparing that signal with a standard oscillation that would be identical to the signal if it carried null information. "Homodyne" signifies a single frequency, in contrast to the dual frequencies employed in heterodyne detection. When applied to processing of the reflected signal in remote sensing for topography, homodyne detection lacks the ability of heterodyne detection to determine the size of a static discontinuity in elevation between two locations. (If there is a path between the two locations with smoothly changing elevation, then homodyne detection may in principle be able to track the signal phase along the path if sampling is dense enough). Homodyne detection is more readily applicable to velocity sensing. In optics In optical interferometry, homodyne signifies that ''the reference radiation'' (i.e. the l ...
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Photon Counting
Photon counting is a technique in which individual photons are counted using a single-photon detector (SPD). A single-photon detector emits a pulse of signal for each detected photon, in contrast to a normal photodetector, which generates an analog signal proportional to the photon flux. The number of pulses (but not their amplitude) is counted, giving an integer number of photons detected per measurement interval. The counting efficiency is determined by the quantum efficiency and the system's electronic losses. Many photodetectors can be configured to detect individual photons, each with relative advantages and disadvantages. Common types include photomultipliers, geiger counters, single-photon avalanche diodes, superconducting nanowire single-photon detectors, transition edge sensors, and scintillation counters. Charge-coupled devices can be used. Advantages Photon counting eliminates gain noise, where the proportionality constant between analog signal out and number of photo ...
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Master Equation Unravelings
Master or masters may refer to: Ranks or titles * Ascended master, a term used in the Theosophical religious tradition to refer to spiritually enlightened beings who in past incarnations were ordinary humans * Grandmaster (chess), National Master, International Master, FIDE Master, Candidate Master, all ranks of chess player *Grandmaster (martial arts) or Master, an honorary title * Grand master (order), a title denoting the head of an order or knighthood *Grand Master (Freemasonry), the head of a Grand Lodge and the highest rank of a Masonic organization *Maestro, an orchestral conductor, or the master within some other musical discipline *Master, a title of Jesus in the New Testament *Master or shipmaster, the sea captain of a merchant vessel * Master (college), head of a college * Master (form of address), an English honorific for boys and young men *Master (judiciary), a judicial official in the courts of common law jurisdictions *Master mariner, a licensed mariner who is qu ...
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Schrödinger Equation
The Schrödinger equation is a linear partial differential equation that governs the wave function of a quantum-mechanical system. It is a key result in quantum mechanics, and its discovery was a significant landmark in the development of the subject. The equation is named after Erwin Schrödinger, who postulated the equation in 1925, and published it in 1926, forming the basis for the work that resulted in his Nobel Prize in Physics in 1933. Conceptually, the Schrödinger equation is the quantum counterpart of Newton's second law in classical mechanics. Given a set of known initial conditions, Newton's second law makes a mathematical prediction as to what path a given physical system will take over time. The Schrödinger equation gives the evolution over time of a wave function, the quantum-mechanical characterization of an isolated physical system. The equation can be derived from the fact that the time-evolution operator must be unitary, and must therefore be generated ...
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Pure State
In quantum physics, a quantum state is a mathematical entity that provides a probability distribution for the outcomes of each possible measurement on a system. Knowledge of the quantum state together with the rules for the system's evolution in time exhausts all that can be predicted about the system's behavior. A mixture of quantum states is again a quantum state. Quantum states that cannot be written as a mixture of other states are called pure quantum states, while all other states are called mixed quantum states. A pure quantum state can be represented by a ray in a Hilbert space over the complex numbers, while mixed states are represented by density matrices, which are positive semidefinite operators that act on Hilbert spaces. Pure states are also known as state vectors or wave functions, the latter term applying particularly when they are represented as functions of position or momentum. For example, when dealing with the energy spectrum of the electron in a hydrogen ato ...
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Conditioning (probability)
Beliefs depend on the available information. This idea is formalized in probability theory by conditioning. Conditional probabilities, conditional expectations, and conditional probability distributions are treated on three levels: discrete probabilities, probability density functions, and measure theory. Conditioning leads to a non-random result if the condition is completely specified; otherwise, if the condition is left random, the result of conditioning is also random. Conditioning on the discrete level Example: A fair coin is tossed 10 times; the random variable ''X'' is the number of heads in these 10 tosses, and ''Y'' is the number of heads in the first 3 tosses. In spite of the fact that ''Y'' emerges before ''X'' it may happen that someone knows ''X'' but not ''Y''. Conditional probability Given that ''X'' = 1, the conditional probability of the event ''Y'' = 0 is : \mathbb (Y=0, X=1) = \frac = 0.7 More generally, : \begin \mathbb (Y=0, X=x) &= \frac = \frac & ...
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Hilbert Space
In mathematics, Hilbert spaces (named after David Hilbert) allow generalizing the methods of linear algebra and calculus from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise naturally and frequently in mathematics and physics, typically as function spaces. Formally, a Hilbert space is a vector space equipped with an inner product that defines a distance function for which the space is a complete metric space. The earliest Hilbert spaces were studied from this point of view in the first decade of the 20th century by David Hilbert, Erhard Schmidt, and Frigyes Riesz. They are indispensable tools in the theories of partial differential equations, quantum mechanics, Fourier analysis (which includes applications to signal processing and heat transfer), and ergodic theory (which forms the mathematical underpinning of thermodynamics). John von Neumann coined the term ''Hilbert space'' for the abstract concept that u ...
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Stratonovich Integral
In stochastic processes, the Stratonovich integral (developed simultaneously by Ruslan Stratonovich and Donald Fisk) is a stochastic integral, the most common alternative to the Itô integral. Although the Itô integral is the usual choice in applied mathematics, the Stratonovich integral is frequently used in physics. In some circumstances, integrals in the Stratonovich definition are easier to manipulate. Unlike the Itô calculus, Stratonovich integrals are defined such that the chain rule of ordinary calculus holds. Perhaps the most common situation in which these are encountered is as the solution to Stratonovich stochastic differential equations (SDEs). These are equivalent to Itô SDEs and it is possible to convert between the two whenever one definition is more convenient. Definition The Stratonovich integral can be defined in a manner similar to the Riemann integral, that is as a limit of Riemann sums. Suppose that W : , T\times \Omega \to \mathbb is a Wiener pr ...
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Lindblad Superoperator
In quantum mechanics, the Gorini–Kossakowski–Sudarshan–Lindblad equation (GKSL equation, named after Vittorio Gorini, Andrzej Kossakowski, George Sudarshan and Göran Lindblad), master equation in Lindblad form, quantum Liouvillian, or Lindbladian is one of the general forms of Markovian and time-homogeneous master equations describing the (in general non-unitary) evolution of the density matrix that preserves the laws of quantum mechanics (i.e., is trace-preserving and completely positive for any initial condition). The Schrödinger equation is a special case of the more general Lindblad equation, which has led to some speculation that quantum mechanics may be productively extended and expanded through further application and analysis of the Lindblad equation. The Schrödinger equation deals with state vectors, which can only describe pure quantum states and are thus less general than density matrices, which can describe mixed states as well. Motivation In ...
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