Functional it{\^o} versus banach space stochastic calculus and strict solutions of semilinear path-dependent equations

Functional It\^o calculus was introduced in order to expand a functional $F(t, X\_{\cdot+t}, X\_t)$ depending on time $t$, past and present values of the process $X$. Another possibility to expand $F(t, X\_{\cdot+t}, X\_t)$ consists in considering the path $X\_{\cdot+t}=\{X\_{x+t},\,x\in[-T,0]\}$ as an element of the Banach space of continuous functions on $C([-T,0])$ and to use Banach space stochastic calculus. The aim of this paper is threefold. 1) To reformulate functional It\^o calculus, separating time and past, making use of the regularization procedures which matches more naturally the notion of horizontal derivative which is one of the tools of that calculus. 2) To exploit this reformulation in order to discuss the (not obvious) relation between the functional and the Banach space approaches. 3) To study existence and uniqueness of smooth solutions to path-dependent partial differential equations which naturally arise in the study of functional It\^o calculus. More precisely, we study a path-dependent equation of Kolmogorov type which is related to the window process of the solution to an It\^o stochastic differential equation with path-dependent coefficients. We also study a semilinear version of that equation.Comment: This paper is a substantial improvement with additional research material of the first part of the unpublished paper arXiv:1401.503

Qutrit Dichromatic Calculus and Its Universality

We introduce a dichromatic calculus (RG) for qutrit systems. We show that the decomposition of the qutrit Hadamard gate is non-unique and not derivable from the dichromatic calculus. As an application of the dichromatic calculus, we depict a quantum algorithm with a single qutrit. Since it is not easy to decompose an arbitrary d by d unitary matrix into Z and X phase gates when d > 2, the proof of the universality of qudit ZX calculus for quantum mechanics is far from trivial. We construct a counterexample to Ranchin's universality proof, and give another proof by Lie theory that the qudit ZX calculus contains all single qudit unitary transformations, which implies that qudit ZX calculus, with qutrit dichromatic calculus as a special case, is universal for quantum mechanics.Comment: In Proceedings QPL 2014, arXiv:1412.810

Pseudo-differential operators with nonlinear quantizing functions

In this paper we develop the calculus of pseudo-differential operators corresponding to the quantizations of the form $$Au(x)=\int_{\mathbb{R}^n}\int_{\mathbb{R}^n}e^{i(x-y)\cdot\xi}\sigma(x+\tau(y-x),\xi)u(y)dyd\xi,$$ where $\tau:\mathbb{R}^n\to\mathbb{R}^n$ is a general function. In particular, for the linear choices $\tau(x)=0$, $\tau(x)=x$, and $\tau(x)=\frac{x}{2}$ this covers the well-known Kohn-Nirenberg, anti-Kohn-Nirenberg, and Weyl quantizations, respectively. Quantizations of such type appear naturally in the analysis on nilpotent Lie groups for polynomial functions $\tau$ and here we investigate the corresponding calculus in the model case of $\mathbb{R}^n$. We also give examples of nonlinear $\tau$ appearing on the polarised and non-polarised Heisenberg groups, inspired by the recent joint work with Marius Mantoiu.Comment: 26 page