No Arabic abstract
Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called Stochastic Schrodinger Equations, which are nonlinear stochastic differential equations driven by Poisson and Wiener processes. This paper is devoted to the study of the invariant measures of quantum trajectories. Particularly, we prove that the invariant measure is unique under an ergodicity condition on the mean time evolution, and a purification condition on the generator of the evolution. We further show that quantum trajectories converge in law exponentially fast towards this invariant measure. We illustrate our results with examples where we can derive explicit expressions for the invariant measure.
The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic reaction-diffusion equations with cubic nonlinearity by artificial separating the system into two distinct slow-fast time parts. An averaging method and a deviation estimate show that the macroscopic reduced model should be a stochastic ordinary equation which includes the random effect transmitted from the microscopic timescale due to the nonlinear interaction. Numerical simulations of an example stochastic heat equation confirms the predictions of this stochastic modelling theory. This theory empowers us to better model the long time dynamics of complex stochastic systems.
We study the stability of quantum pure states and, more generally, subspaces for stochastic dynamics that describe continuously--monitored systems. We show that the target subspace is almost surely invariant if and only if it is invariant for the average evolution, and that the same equivalence holds for the global asymptotic stability. Moreover, we prove that a strict linear Lyapunov function for the average evolution always exists, and latter can be used to derive sharp bounds on the Lyapunov exponents of the associated semigroup. Nonetheless, we also show that taking into account the measurements can lead to an improved bound on stability rate for the stochastic, non-averaged dynamics. We discuss explicit examples where the almost sure stability rate can be made arbitrary large while the average one stays constant.
A coupled forward-backward stochastic differential system (FBSDS) is formulated in spaces of fields for the incompressible Navier-Stokes equation in the whole space. It is shown to have a unique local solution, and further if either the Reynolds number is small or the dimension of the forward stochastic differential equation is equal to two, it can be shown to have a unique global solution. These results are shown with probabilistic arguments to imply the known existence and uniqueness results for the Navier-Stokes equation, and thus provide probabilistic formulas to the latter. Related results and the maximum principle are also addressed for partial differential equations (PDEs) of Burgers type. Moreover, from truncating the time interval of the above FBSDS, approximate solution is derived for the Navier-Stokes equation by a new class of FBSDSs and their associated PDEs; our probabilistic formula is also bridged to the probabilistic Lagrangian representations for the velocity field, given by Constantin and Iyer (Commun. Pure Appl. Math. 61: 330--345, 2008) and Zhang (Probab. Theory Relat. Fields 148: 305--332, 2010) ; finally, the solution of the Navier-Stokes equation is shown to be a critical point of controlled forward-backward stochastic differential equations.
We consider the Cahn-Hilliard equation in one space dimension, perturbed by the derivative of a space and time white noise of intensity $epsilon^{frac 12}$, and we investigate the effect of the noise, as $epsilon to 0$, on the solutions when the initial condition is a front that separates the two stable phases. We prove that, given $gamma< frac 23$, with probability going to one as $epsilon to 0$, the solution remains close to a front for times of the order of $epsilon^{-gamma}$, and we study the fluctuations of the front in this time scaling. They are given by a one dimensional continuous process, self similar of order $frac 14$ and non Markovian, related to a fractional Brownian motion and for which a couple of representations are given.
The dynamics of any classical-mechanics system can be formulated in the reparametrization-invariant (RI) form (that is we use the parametric representation for trajectories, ${bf x}={bf x}(tau)$, $t=t(tau)$ instead of ${bf x}={bf x}(t)$). In this pedagogical note we discuss what the quantization rules look like for the RI formulation of mechanics. We point out that in this case some of the rules acquire an intuitively clearer form. Hence the formulation could be an alternative starting point for teaching the basic principles of quantum mechanics. The advantages can be resumed as follows. a) In RI formulation both the temporal and the spatial coordinates are subject to quantization. b) The canonical Hamiltonian of RI formulation is proportional to the quantity $tilde H=p_t+H$, where $H$ is the Hamiltonian of the initial formulation. Due to the reparametrization invariance, the quantity $tilde H$ vanishes for any solution, $tilde H=0$. So the corresponding quantum-mechanical operator annihilates the wave function, $hat{tilde H}Psi=0$, which is precisely the Schrodinger equation $ihbarpartial_tPsi=hat HPsi$. As an illustration, we discuss quantum mechanics of the relativistic particle.