19,432 research outputs found
Optimal transport over a linear dynamical system
We consider the problem of steering an initial probability density for the state vector of a linear system
to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator () this amounts to a Monge-Kantorovich Optimal Mass Transport (OMT) problem. In general, we show that the problem can again be reduced to solving an OMT problem and that it has a unique solution. In parallel, we study the optimal steering of the state-density of a linear stochastic system with white noise disturbance; this is known to correspond to a Schroedinger bridge. As the white noise intensity tends to zero, the flow of densities converges to that of the deterministic dynamics and can serve as a way to compute the solution of its deterministic counterpart. The solution can be expressed in closed-form for Gaussian initial and final state densities in both cases
A Lévy-Ciesielski expansion for quantum Brownian motion and the construction of quantum Brownian bridges
We introduce "probabilistic" and "stochastic Hilbertian structures". These seem to be a suitable context for developing a theory of "quantum Gaussian processes". The Schauder system is utilised to give a Lévy-Ciesielski representation of quantum (bosonic) Brownian motion as operators in Fock space over a space of square summable sequences. Similar results hold for non-Fock, fermion, free and monotone Brownian motions. Quantum Brownian bridges are defined and a number of representations of these are given
New variational and multisymplectic formulations of the Euler-Poincar\'e equation on the Virasoro-Bott group using the inverse map
We derive a new variational principle, leading to a new momentum map and a
new multisymplectic formulation for a family of Euler--Poincar\'e equations
defined on the Virasoro-Bott group, by using the inverse map (also called
`back-to-labels' map). This family contains as special cases the well-known
Korteweg-de Vries, Camassa-Holm, and Hunter-Saxton soliton equations. In the
conclusion section, we sketch opportunities for future work that would apply
the new Clebsch momentum map with -cocycles derived here to investigate a
new type of interplay among nonlinearity, dispersion and noise.Comment: 19 page
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