Pulsating Front Speed-up and Quenching of Reaction by Fast Advection

We consider reaction-diffusion equations with combustion-type non-linearities in two dimensions and study speed-up of their pulsating fronts by general periodic incompressible flows with a cellular structure. We show that the occurence of front speed-up in the sense $\lim_{A\to\infty} c_*(A)=\infty$, with $A$ the amplitude of the flow and $c_*(A)$ the (minimal) front speed, only depends on the geometry of the flow and not on the reaction function. In particular, front speed-up happens for KPP reactions if and only if it does for ignition reactions. We also show that the flows which achieve this speed-up are precisely those which, when scaled properly, are able to quench any ignition reaction.Comment: 16p

Gaussian approximation and single-spin measurement in OSCAR MRFM with spin noise

A promising technique for measuring single electron spins is magnetic resonance force microscopy (MRFM), in which a microcantilever with a permanent magnetic tip is resonantly driven by a single oscillating spin. If the quality factor of the cantilever is high enough, this signal will be amplified over time to the point that it can be detected by optical or other techniques. An important requirement, however, is that this measurement process occur on a time scale short compared to any noise which disturbs the orientation of the measured spin. We describe a model of spin noise for the MRFM system, and show how this noise is transformed to become time-dependent in going to the usual rotating frame. We simplify the description of the cantilever-spin system by approximating the cantilever wavefunction as a Gaussian wavepacket, and show that the resulting approximation closely matches the full quantum behavior. We then examine the problem of detecting the signal for a cantilever with thermal noise and spin with spin noise, deriving a condition for this to be a useful measurement.Comment: 12 pages, 8 figures in EPS format, RevTeX 4.

Precautionary Measures for Credit Risk Management in Jump Models

Sustaining efficiency and stability by properly controlling the equity to asset ratio is one of the most important and difficult challenges in bank management. Due to unexpected and abrupt decline of asset values, a bank must closely monitor its net worth as well as market conditions, and one of its important concerns is when to raise more capital so as not to violate capital adequacy requirements. In this paper, we model the tradeoff between avoiding costs of delay and premature capital raising, and solve the corresponding optimal stopping problem. In order to model defaults in a bank's loan/credit business portfolios, we represent its net worth by Levy processes, and solve explicitly for the double exponential jump diffusion process and for a general spectrally negative Levy process.Comment: 31 pages, 4 figure

Noncommutative geometry and stochastic processes

The recent analysis on noncommutative geometry, showing quantization of the volume for the Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising by a stochastic process on it. A class of stochastic processes can be devised, arising as fractional powers of an ordinary Wiener process, that reproduce in a proper way a stochastic process on a noncommutative geometry. These processes are characterized by producing complex values and so, the corresponding Fokker-Planck equation resembles the Schroedinger equation. Indeed, by a direct numerical check, one can recover the kernel of the Schroedinger equation starting by an ordinary Brownian motion. This class of stochastic processes needs a Clifford algebra to exist. In four dimensions, the full set of Dirac matrices is needed and the corresponding stochastic process in a noncommutative geometry is easily recovered as is the Dirac equation in the Klein-Gordon form being it the Fokker--Planck equation of the process.Comment: 16 pages, 2 figures. Updated a reference. A version of this paper will appear in the proceedings of GSI2017, Geometric Science of Information, November 7th to 9th, Paris (France

Continuous quantum feedback of coherent oscillations in a solid-state qubit

We have analyzed theoretically the operation of the Bayesian quantum feedback of a solid-state qubit, designed to maintain perfect coherent oscillations in the qubit for arbitrarily long time. In particular, we have studied the feedback efficiency in presence of dephasing environment and detector nonideality. Also, we have analyzed the effect of qubit parameter deviations and studied the quantum feedback control of an energy-asymmetric qubit.Comment: 11 page

Magnetometry via a double-pass continuous quantum measurement of atomic spin

We argue that it is possible in principle to reduce the uncertainty of an atomic magnetometer by double-passing a far-detuned laser field through the atomic sample as it undergoes Larmor precession. Numerical simulations of the quantum Fisher information suggest that, despite the lack of explicit multi-body coupling terms in the system's magnetic Hamiltonian, the parameter estimation uncertainty in such a physical setup scales better than the conventional Heisenberg uncertainty limit over a specified but arbitrary range of particle number N. Using the methods of quantum stochastic calculus and filtering theory, we demonstrate numerically an explicit parameter estimator (called a quantum particle filter) whose observed scaling follows that of our calculated quantum Fisher information. Moreover, the quantum particle filter quantitatively surpasses the uncertainty limit calculated from the quantum Cramer-Rao inequality based on a magnetic coupling Hamiltonian with only single-body operators. We also show that a quantum Kalman filter is insufficient to obtain super-Heisenberg scaling, and present evidence that such scaling necessitates going beyond the manifold of Gaussian atomic states.Comment: 17 pages, updated to match print versio

Errors in quantum optimal control and strategy for the search of easily implementable control pulses

We introduce a new approach to assess the error of control problems we aim to optimize. The method offers a strategy to define new control pulses that are not necessarily optimal but still able to yield an error not larger than some fixed a priori threshold, and therefore provide control pulses that might be more amenable for an experimental implementation. The formalism is applied to an exactly solvable model and to the Landau-Zener model, whose optimal control problem is solvable only numerically. The presented method is of importance for applications where a high degree of controllability of the dynamics of quantum systems is required.Comment: 13 pages, 3 figure

Uncollapsing the wavefunction by undoing quantum measurements

We review and expand on recent advances in theory and experiments concerning the problem of wavefunction uncollapse: Given an unknown state that has been disturbed by a generalized measurement, restore the state to its initial configuration. We describe how this is probabilistically possible with a subsequent measurement that involves erasing the information extracted about the state in the first measurement. The general theory of abstract measurements is discussed, focusing on quantum information aspects of the problem, in addition to investigating a variety of specific physical situations and explicit measurement strategies. Several systems are considered in detail: the quantum double dot charge qubit measured by a quantum point contact (with and without Hamiltonian dynamics), the superconducting phase qubit monitored by a SQUID detector, and an arbitrary number of entangled charge qubits. Furthermore, uncollapse strategies for the quantum dot electron spin qubit, and the optical polarization qubit are also reviewed. For each of these systems the physics of the continuous measurement process, the strategy required to ideally uncollapse the wavefunction, as well as the statistical features associated with the measurement is discussed. We also summarize the recent experimental realization of two of these systems, the phase qubit and the polarization qubit.Comment: 19 pages, 4 figure

A Feynman-Kac Formula for Anticommuting Brownian Motion

Motivated by application to quantum physics, anticommuting analogues of Wiener measure and Brownian motion are constructed. The corresponding Ito integrals are defined and the existence and uniqueness of solutions to a class of stochastic differential equations is established. This machinery is used to provide a Feynman-Kac formula for a class of Hamiltonians. Several specific examples are considered.Comment: 21 page