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Schr ¨ odinger bridges for discrete-time, classical and quantum Markovian evolutions

Michele Pavon, Francesco Ticozzi

Published Jan 1, 2010• 1 citation
OpenAlex

Abstract

The theory of Schr¨ odinger bridges for diffusion processes is extended to discrete-time Markov chains, and to some problems for quantum discrete-time processes. Taking into account the past-future lack of symmetry of the discrete-time setting, results bear a striking resemblance to the classical ones. In particular, the solution of the path space maximum entropy problems is always obtained from the model by means of a suitable multiplicative functional transformation. Index Terms—Markov chain, maximum entropy problem, Schr¨ odinger bridge, time reversal evolution, space-time har- monic function, quantum operation. odinger considered, and basically solved, the following abstract probabilistic problem: Suppose a large number N of independent Brownian particles have been observed to have density ρ0(x) at time t0 and density ρ1(x) at some later time t1. Suppose the latter density considerably differs from what is predicted by the law of large numbers. It is apparent that the particles have been transported in an unlikely way. But of the many unlikely ways in which this could have happened, which one is the most likely? In modern terminology, this is a problem of large deviations of the empirical distribution. Using a coarse graining approach, Schrcomputed the most likely endpoint distribution under the prior tran- sition density of the Brownian motion p(s,x,t,y) and with the prescribed marginals. It turned out that the solution, namely the bridge from ρ0 to ρ1 over Brownian motion, has at each time a density q that factors as q(x,t )= ϕ(x,t)ˆ ϕ(x,t), where ϕ and ˆ ϕ are, in the language of Doob, a p-harmonic and a p-coharmonic functions, respectively. The existence and uniqueness of such a pair (ϕ, ˆ ϕ) satisfying the factorization above and the boundary conditions was guessed by Schron the basis of his intuition. He was later shown to be quite right in various degrees of generality by Fortet (9), Beurling (4), Jamison (11), F¨

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The theory of Schr¨ odinger bridges for diffusion processes is extended to discrete-time Markov chains, and to some problems for quantum discrete-time processes. Taking into account the past-future lack of symmetry of the discrete-time setting, results bear a striking resemblance to the classical ones. In particular, the solution of the path space maximum entropy problems is always obtained from the model by means of a suitable multiplicative functional transformation. Index Terms—Markov chain, maximum entropy problem, Schr¨ odinger bridge, time reversal evolution, space-time har- monic function, quantum operation. odinger considered, and basically solved, the following abstract probabilistic problem: Suppose a large number N of independent Brownian particles have been observed to have density ρ0(x) at time t0 and density ρ1(x) at some later time t1. Suppose the latter density considerably differs from what is predicted by the law of large numbers. It is apparent that the particles have been transported in an unlikely way. But of the many unlikely ways in which this could have happened, which one is the most likely? In modern terminology, this is a problem of large deviations of the empirical distribution. Using a coarse graining approach, Schrcomputed the most likely endpoint distribution under the prior tran- sition density of the Brownian motion p(s,x,t,y) and with the prescribed marginals. It turned out that the solution, namely the bridge from ρ0 to ρ1 over Brownian motion, has at each time a density q that factors as q(x,t )= ϕ(x,t)ˆ ϕ(x,t), where ϕ and ˆ ϕ are, in the language of Doob, a p-harmonic and a p-coharmonic functions, respectively. The existence and uniqueness of such a pair (ϕ, ˆ ϕ) satisfying the factorization above and the boundary conditions was guessed by Schron the basis of his intuition. He was later shown to be quite right in various degrees of generality by Fortet (9), Beurling (4), Jamison (11), F¨
The theory of Schrödinger bridges for diffusion processes is extended to classical and quantum Markov chains. Taking into account the past-future lack of symmetry of the discrete-time setting, results bear a striking resemblance to the classical ones. In particular, the solution of the path space maximum entropy problems is always obtained from the a priori model by means of a suitable multiplicative functional transformation. In the quantum case, nonequilibrium time reversal of quantum channels is discussed and space-time harmonic processes are introduced.
The classical Schrödinger bridge seeks the most likely probability law for a diffusion process, in path space, that matches marginals at two end points in time; the likelihood is quantified by the relative entropy between the sought law and a prior. Jamison proved that the new law is obtained through a multiplicative functional transformation of the prior. This transformation is characterised by an automorphism on the space of endpoints probability measures, which has been studied by Fortet, Beurling, and others. A similar question can be raised for processes evolving in a discrete time and space as well as for processes defined over non-commutative probability spaces. The present paper builds on earlier work by Pavon and Ticozzi and begins by establishing solutions to Schrödinger systems for Markov chains. Our approach is based on the Hilbert metric and shows that the solution to the Schrödinger bridge is provided by the fixed point of a contractive map. We approach, in a similar manner, the steering of a quantum system across a quantum channel. We are able to establish existence of quantum transitions that are multiplicative functional transformations of a given Kraus map for the cases where the marginals are either uniform or pure states. As in the Markov chain case, and for uniform density matrices, the solution of the quantum bridge can be constructed from the fixed point of a certain contractive map. For arbitrary marginal densities, extensive numerical simulations indicate that iteration of a similar map leads to fixed points from which we can construct a quantum bridge. For this general case, however, a proof of convergence remains elusive.
The classical Schrödinger bridge seeks the most likely probability law for a diffusion process, in path space, that matches marginals at two end points in time; the likelihood is quantified by the relative entropy between the sought law and a prior. Jamison proved that the new law is obtained through a multiplicative functional transformation of the prior. This transformation is characterised by an automorphism on the space of endpoints probability measures, which has been studied by Fortet, Beurling, and others. A similar question can be raised for processes evolving in a discrete time and space as well as for processes defined over non-commutative probability spaces. The present paper builds on earlier work by Pavon and Ticozzi and begins by establishing solutions to Schrödinger systems for Markov chains. Our approach is based on the Hilbert metric and shows that the solution to the Schrödinger bridge is provided by the fixed point of a contractive map. We approach, in a similar manner, the steering of a quantum system across a quantum channel. We are able to establish existence of quantum transitions that are multiplicative functional transformations of a given Kraus map for the cases where the marginals are either uniform or pure states. As in the Markov chain case, and for uniform density matrices, the solution of the quantum bridge can be constructed from the fixed point of a certain contractive map. For arbitrary marginal densities, extensive numerical simulations indicate that iteration of a similar map leads to fixed points from which we can construct a quantum bridge. For this general case, however, a proof of convergence remains elusive.
Quantum counterparts of Schrodinger's classical bridge problem have been around for the better part of half a century. During that time, several quantum approaches to this multifaceted classical problem have been introduced. In the present work, we unify, extend, and interpret several such approaches through a classical large deviations perspective. To this end, we consider time-symmetric ensembles that are pre- and post-selected before and after a Markovian experiment is performed. The Schrodinger bridge problem is that of finding the most likely joint distribution of initial and final outcomes that is consistent with obtained endpoint results. The derived distribution provides quantum Markovian dynamics that bridge the observed endpoint states in the form of density matrices. The solution retains its classical structure in that density matrices can be expressed as the product of forward-evolving and backward-evolving matrices. In addition, the quantum Schrodinger bridge allows inference of the most likely distribution of outcomes of an intervening measurement with unknown results. This distribution may be written as a product of forward- and backward-evolving expressions, in close analogy to the classical setting, and in a time-symmetric way. The derived results are illustrated through a two-level amplitude damping example.
Our account begins in 1931/1932, when one of the fathers of quantum theory, Erwin Schrodinger, proposed a Gedankenexperiment to comprehend the propagation of a cloud of Brownian particles. He proposed [1], [2] the inference problem to identify the most likely evolution of a large collection of particles as they traverse between two endpoints in time- their distribution being measured and available at the two endpoints. This random evolution, now known as the Schrodinger bridge, entails a flow of one-time distributions that interpolate the known initial and final marginals.