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We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion of the quantum canonical transformation is employed for computing the time propagator, in the case of generic dynamical diffusion coefficients. Explicit computation of the path integral leads to a universal expression for the associated measure regardless of the form of the diffusion coefficient and the drift. This computation also reveals that the drift plays the role of a super potential in the usual super-symmetric quantum mechanics sense. Some simple illustrative examples such as the Ornstein-Uhlenbeck process and the multidimensional Black-Scholes model are also discussed. Basic examples of quantum integrable systems such as the quantum discrete non-linear hierarchy (DNLS) and the XXZ spin chain are presented providing specific connections between quantum (integrable) systems and stochastic differential equations (SDEs). The continuum limits of the SDEs for the first two members of the NLS hierarchy turn out to be the stochastic transport and the stochastic heat equations respectively. The quantum Darboux matrix for the discrete NLS is also computed as a defect matrix and the relevant SDEs are derived.
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We develop a general technique for proving convergence of repeated quantum interactions to the solution of a quantum stochastic differential equation. The wide applicability of the method is illustrated in a variety of examples. Our main theorem, which is based on the Trotter-Kato theorem, is not restricted to a specific noise model and does not require boundedness of the limit coefficients.
In complete analogy with the classical situation (which is briefly reviewed) it is possible to define bi-Hamiltonian descriptions for Quantum systems. We also analyze compatible Hermitian structures in full analogy with compatible Poisson structures.
Self-dual Yang-Mills instantons on $R^4$ correspond to algebraic ADHM data. The ADHM equations for $S^1$-symmetric instantons give a one-dimensional integrable lattice system, which may be viewed as an discretization of the Nahm equations. In this note, we see that generalized ADHM data for $T^2$-symmetric instantons gives an integrable two-dimensional lattice system, which may be viewed as a discrete version of the Hitchin equations.
Discrete stochastic processes (DSP) are instrumental for modelling the dynamics of probabilistic systems and have a wide spectrum of applications in science and engineering. DSPs are usually analyzed via Monte Carlo methods since the number of realizations increases exponentially with the number of time steps, and importance sampling is often required to reduce the variance. We propose a quantum algorithm for calculating the characteristic function of a DSP, which completely defines its probability distribution, using the number of quantum circuit elements that grows only linearly with the number of time steps. The quantum algorithm takes all stochastic trajectories into account and hence eliminates the need of importance sampling. The algorithm can be further furnished with the quantum amplitude estimation algorithm to provide quadratic speed-up in sampling. Both of these strategies improve variance beyond classical capabilities. The quantum method can be combined with Fourier approximation to estimate an expectation value of any integrable function of the random variable. Applications in finance and correlated random walks are presented to exemplify the usefulness of our results. Proof-of-principle experiments are performed using the IBM quantum cloud platform.
We discuss the dynamical quantum systems which turn out to be bi-unitary with respect to the same alternative Hermitian structures in a infinite-dimensional complex Hilbert space. We give a necessary and sufficient condition so that the Hermitian structures are in generic position. Finally the transformations of the bi-unitary group are explicitly obtained.
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