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Estimation of autocorrelations and spectral densities is of fundamental importance in many fields of science, from identifying pulsar signals in astronomy to measuring heart beats in medicine. In circumstances where one is interested in specific auto correlation functions that do not fit into any simple families of models, such as auto-regressive moving average (ARMA), estimating model parameters is generally approached in one of two ways: by fitting the model autocorrelation function to a non-parameteric autocorrelation estimate via regression analysis or by fitting the model autocorrelation function directly to the data via maximum likelihood. Prior literature suggests that variogram regression yields parameter estimates of comparable quality to maximum likelihood. In this letter we demonstrate that, as sample size is increases, the accuracy of the maximum-likelihood estimates (MLE) ultimately improves by orders of magnitude beyond that of variogram regression. For relatively continuous and Gaussian processes, this improvement can occur for sample sizes of less than 100. Moreover, even where the accuracy of these methods is comparable, the MLE remains almost universally better and, more critically, variogram regression does not provide reliable confidence intervals. Inaccurate regression parameter estimates are typically accompanied by underestimated standard errors, whereas likelihood provides reliable confidence intervals.
88 - C. H. Fleming , B. L. Hu 2011
We treat several key stochastic equations for non-Markovian open quantum system dynamics and present a formalism for finding solutions to them via canonical perturbation theory, without making the Born-Markov or rotating wave approximations (RWA). Th is includes master equations of the (asymptotically) stationary, periodic, and time-nonlocal type. We provide proofs on the validity and meaningfulness of the late-time perturbative master equation and on the preservation of complete positivity despite a general lack of Lindblad form. More specifically, we show how the algebraic generators satisfy the theorem of Lindblad and Gorini, Kossakowski and Sudarshan, even though the dynamical generators do not. These proofs ensure the mathematical viability and physical soundness of solutions to non-Markovian processes. Within the same formalism we also expand upon known results for non-Markovian corrections to the quantum regression theorem. Several directions where these results can be usefully applied to are also described, including the analysis of near-resonant systems where the RWA is inapplicable and the calculation of the reduced equilibrium state of open systems.
We solve the model of N quantum Brownian oscillators linearly coupled to an environment of quantum oscillators at finite temperature, with no extra assumptions about the structure of the system-environment coupling. Using a compact phase-space formal ism, we give a rather quick and direct derivation of the master equation and its solutions for general spectral functions and arbitrary temperatures. Since our framework is intrinsically nonperturbative, we are able to analyze the entanglement dynamics of two oscillators coupled to a common scalar field in previously unexplored regimes, such as off resonance and strong coupling.
We derive from a microscopic Hamiltonian a set of stochastic equations of motion for a system of spinless charged particles in an electromagnetic (EM) field based on a consistent application of a dimensionful 1/c expansion of quantum electrodynamics (QED). All relativistic corrections up to order 1/c^3 are captured by the dynamics, which includes electrostatic interactions (Coulomb), magnetostatic backreaction (Biot-Savart), dissipative backreaction (Abraham-Lorentz) and quantum field fluctuations at zero and finite temperatures. With self-consistent backreaction of the EM field included we show that this approach yields causal and runaway-free equations of motion, provides new insights into charged particle backreaction, and naturally leads to equations consistent with the (classical) Darwin Hamiltonian and has quantum operator ordering consistent with the Breit Hamiltonian. To order 1/c^3 the approach leads to a nonstandard mass renormalization which is associated with magnetostatic self-interactions, and no cutoff is required to prevent runaways. Our new results also show that the pathologies of the standard Abraham-Lorentz equations can be seen as a consequence of applying an inconsistent (i.e. incomplete, mixed-order) expansion in 1/c, if, from the start, the analysis is viewed as generating a low-energy effective theory rather than an exact solution. Finally, we show that the 1/c expansion within a Hamiltonian framework yields well-behaved noise and dissipation, in addition to the multiple-particle interactions.
The dependence of the dynamics of open quantum systems upon initial correlations between the system and environment is an utterly important yet poorly understood subject. For technical convenience most prior studies assume factorizable initial states where the system and its environments are uncorrelated, but these conditions are not very realistic and give rise to peculiar behaviors. One distinct feature is the rapid build up or a sudden jolt of physical quantities immediately after the system is brought in contact with its environments. The ultimate cause of this is an initial imbalance between system-environment correlations and coupling. In this note we demonstrate explicitly how to avoid these unphysical behaviors by proper adjustments of correlations and/or the coupling, for setups of both theoretical and experimental interest. We provide simple analytical results in terms of quantities that appear in linear (as opposed to affine) master equations derived for factorized initial states.
We derive the stochastic equations and consider the non-Markovian dynamics of a system of multiple two-level atoms in a common quantum field. We make only the dipole approximation for the atoms and assume weak atom-field interactions. From these assu mptions we use a combination of non-secular open- and closed-system perturbation theory, and we abstain from any additional approximation schemes. These more accurate solutions are necessary to explore several regimes: in particular, near-resonance dynamics and low-temperature behavior. In detuned atomic systems, small variations in the system energy levels engender timescales which, in general, cannot be safely ignored, as would be the case in the rotating-wave approximation (RWA). More problematic are the second-order solutions, which, as has been recently pointed out, cannot be accurately calculated using any second-order perturbative master equation, whether RWA, Born-Markov, Redfield, etc.. This latter problem, which applies to all perturbative open-system master equations, has a profound effect upon calculation of entanglement at low temperatures. We find that even at zero temperature all initial states will undergo finite-time disentanglement (sometimes termed sudden death), in contrast to previous work. We also use our solution, without invoking RWA, to characterize the necessary conditions for Dickie subradiance at finite temperature. We find that the subradiant states fall into two categories at finite temperature: one that is temperature independent and one that acquires temperature dependence. With the RWA there is no temperature dependence in any case.
The fluctuation-dissipation relation is usually formulated for a system interacting with a heat bath at finite temperature in the context of linear response theory, where only small deviations from the mean are considered. We show that for an open qu antum system interacting with a non-equilibrium environment, where temperature is no longer a valid notion, a fluctuation-dissipation inequality exists. Clearly stated, quantum fluctuations are bounded below by quantum dissipation, whereas classically the fluctuations can be made to vanish. The lower bound of this inequality is exactly satisfied by (zero-temperature) quantum noise and is in accord with the Heisenberg uncertainty principle, both in its microscopic origins and its influence upon systems. Moreover, it is shown that the non-equilibrium fluctuation-dissipation relation determines the non-equilibrium uncertainty relation in the weak-damping limit.
It is known that one can characterize the decoherence strength of a Markovian environment by the product of its temperature and induced damping, and order the decoherence strength of multiple environments by this quantity. We show that for non-Markov ian environments in the weak coupling regime there also exists a natural (albeit partial) ordering of environment-induced irreversibility within a perturbative treatment. This measure can be applied to both low-temperature and non-equilibrium environments.
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