Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Log inSign up
Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Blog
Job Board
Q3AS

© 2026 Aqora Quantum S.A.S.

TermsPrivacyLegal Notice

Springer eBooks

Diffusion Processes

Wolfgang Paul, Jörg Baschnagel

Published Jan 1, 2013• 1 citation
Publisher
DOI
10.1007/978-3-319-00327-6_3

Related papers

Bounded diffusion

Yun Li

Nature Physics•Oct 1, 2017•1 citation

Title: Quantum-Enhanced Diffusion Processes (QEP)

Jincheng Zhang

Quantum-Enhanced Diffusion Processes (QEP) presents a novel approach to diffusion modeling, utilizing quantum mechanics to accelerate and control the spread of information. This research explores the potential of quantum tunneling to enhance the exploration of the state space, leading to significantly faster and more accurate results compared to traditional diffusion algorithms. The core mechanism involves an algorithm that guides the diffusion process using quantum tunneling, enabling a more efficient and targeted spread of data. The development of this QEP framework has implications for various data analysis and drug discovery applications, offering a potential paradigm shift in these fields. This paper details the theoretical framework, algorithm implementation, and preliminary results demonstrating the efficacy of QEP in accelerating diffusion processes.

•Sep 1, 2026•0 citations

Relaxation Processes

V. M. Akulin, N. V. Karlov

Springer eBooks•Jan 1, 1992•0 citations

Stochastic dynamical interpolation formula to time-reversible diffusion processes

Tetsuya Misawa

A diffusion process of which the diffusion property is preserved under time reversal is called a time-reversible diffusion process. A typical example of such a process is found in Nelson’s stochastic mechanics. Within the extended framework of stochastic integrals proposed by Itô, a sort of the interpolation formula, called a stochastic dynamical interpolation formula, to the time-reversible diffusion process, is derived from a pinned process for the diffusion process. It is shown that the stochastic interpolation formula is regarded as an extention of Lévy’s interpolation formula, which is obtained on the basis of a pinned Brownian motion.

Journal of Mathematical Physics•Feb 1, 1993•5 citations

On Nelson processes with boundary condition

Minoru W. Yoshida

In Nelson [10], it is shown that for each solution of a Schr\"odinger equation $\phi(x, t),$ $x\in R^{d},$ $t\geqq 0$ , with $\Vert\phi\Vert=1$ , there exists a diffusion process which has ... probability density at time $t$ given byMore precisely the following is shown in [10]: suppose that we are given a real valued function $V(x),$ $x\in R^{d}$ , and a complex valued function $\phi_{0}(x),$ $x\in R^{d}$ , with $\Vert\phi_{0}\Vert=1$ , and consider the Schrodinger equation Then, under the assumption that $\phi$ and $\tilde{b}$ are sufficiently regular, there exists a diffusion process $\{X_{t}\},$ $t\geqq 0$ , with initial density $|\phi_{0}(x)|^{2}$ and generator $(1/2)\Delta+\tilde{b}(x, t)\cdot\nabla$ such that the probability density of this diffusion at time $t\geqq 0$ is $|\phi(x, t)|^{2}$ .In addition, in [10] it is also shown that the diffusion process $\{X_{t}\},$ $t\geqq 0$ , solves the second order stochastic differential equation $(1/2)(D_{*}D+DD_{*})X_{t}=-\nabla V(X_{t})$ , where $D$ and $D_{*}$ are Nelson's forward and backward stochastic derivatives.Generally sPeaking, the functions $\phi$ and $\tilde{b}$ may be singular, and the existence of the corresponding diffusion process must be studied carefully.Carlen $[1, 2]$ , Meyer and Zheng [8] and Nagasawa [9] considered rigorously the construction of a diffusion process with a given initial density and a generator.$ln$ order to construct a Markovian propagator for the diffusion process, Carlen $[1, 2]$ used partial differential equation methods.Meyer and Zheng [8] restricted themselves to the case when $\phi(x, t)=\phi_{0}(x),$ $\forall_{t\geqq 0}$ and considered the construction of the diffusion process through the relationships between Markov processes and Dirichlet forms.We may consult Nagasawa [9] about recent developments of this area.In Carlen [1], it is assumed that $V(x),$ $x\in R^{d}$ , is a Rellich class potential and $\Vert\nabla\phi_{0}\Vert^{2}<\infty$ , and shown that there exists a diffusion process $\{X_{t}\},$ $t\geqq 0$ , which has the probability density $|\phi(x, t)|^{2}$ at time $t\geqq 0$ and admits the representation

Journal of the Mathematical Society of Japan•Apr 1, 1990•0 citations

Conservative diffusions

Eric A. Carlen

Communications in Mathematical Physics•Sep 1, 1984•197 citations
Quantum-Enhanced Diffusion Processes (QEP) presents a novel approach to diffusion modeling, utilizing quantum mechanics to accelerate and control the spread of information. This research explores the potential of quantum tunneling to enhance the exploration of the state space, leading to significantly faster and more accurate results compared to traditional diffusion algorithms. The core mechanism involves an algorithm that guides the diffusion process using quantum tunneling, enabling a more efficient and targeted spread of data. The development of this QEP framework has implications for various data analysis and drug discovery applications, offering a potential paradigm shift in these fields. This paper details the theoretical framework, algorithm implementation, and preliminary results demonstrating the efficacy of QEP in accelerating diffusion processes.
A diffusion process of which the diffusion property is preserved under time reversal is called a time-reversible diffusion process. A typical example of such a process is found in Nelson’s stochastic mechanics. Within the extended framework of stochastic integrals proposed by Itô, a sort of the interpolation formula, called a stochastic dynamical interpolation formula, to the time-reversible diffusion process, is derived from a pinned process for the diffusion process. It is shown that the stochastic interpolation formula is regarded as an extention of Lévy’s interpolation formula, which is obtained on the basis of a pinned Brownian motion.
In Nelson [10], it is shown that for each solution of a Schr\"odinger equation ϕ(x,t),\phi(x, t),ϕ(x,t), x∈Rd,x\in R^{d},x∈Rd, t≧0t\geqq 0t≧0 , with ∥ϕ∥=1\Vert\phi\Vert=1∥ϕ∥=1 , there exists a diffusion process which has ... probability density at time ttt given byMore precisely the following is shown in [10]: suppose that we are given a real valued function V(x),V(x),V(x), x∈Rdx\in R^{d}x∈Rd , and a complex valued function ϕ0(x),\phi_{0}(x),ϕ0​(x), x∈Rdx\in R^{d}x∈Rd , with ∥ϕ0∥=1\Vert\phi_{0}\Vert=1∥ϕ0​∥=1 , and consider the Schrodinger equation Then, under the assumption that ϕ\phiϕ and b~\tilde{b}b~ are sufficiently regular, there exists a diffusion process {Xt},\{X_{t}\},{Xt​}, t≧0t\geqq 0t≧0 , with initial density ∣ϕ0(x)∣2|\phi_{0}(x)|^{2}∣ϕ0​(x)∣2 and generator (1/2)Δ+b~(x,t)⋅∇(1/2)\Delta+\tilde{b}(x, t)\cdot\nabla(1/2)Δ+b~(x,t)⋅∇ such that the probability density of this diffusion at time t≧0t\geqq 0t≧0 is ∣ϕ(x,t)∣2|\phi(x, t)|^{2}∣ϕ(x,t)∣2 .In addition, in [10] it is also shown that the diffusion process {Xt},\{X_{t}\},{Xt​}, t≧0t\geqq 0t≧0 , solves the second order stochastic differential equation (1/2)(D∗D+DD∗)Xt=−∇V(Xt)(1/2)(D_{*}D+DD_{*})X_{t}=-\nabla V(X_{t})(1/2)(D∗​D+DD∗​)Xt​=−∇V(Xt​) , where DDD and D∗D_{*}D∗​ are Nelson's forward and backward stochastic derivatives.Generally sPeaking, the functions ϕ\phiϕ and b~\tilde{b}b~ may be singular, and the existence of the corresponding diffusion process must be studied carefully.Carlen [1,2][1, 2][1,2] , Meyer and Zheng [8] and Nagasawa [9] considered rigorously the construction of a diffusion process with a given initial density and a generator.lnlnln order to construct a Markovian propagator for the diffusion process, Carlen [1,2][1, 2][1,2] used partial differential equation methods.Meyer and Zheng [8] restricted themselves to the case when ϕ(x,t)=ϕ0(x),\phi(x, t)=\phi_{0}(x),ϕ(x,t)=ϕ0​(x), ∀t≧0\forall_{t\geqq 0}∀t≧0​ and considered the construction of the diffusion process through the relationships between Markov processes and Dirichlet forms.We may consult Nagasawa [9] about recent developments of this area.In Carlen [1], it is assumed that V(x),V(x),V(x), x∈Rdx\in R^{d}x∈Rd , is a Rellich class potential and ∥∇ϕ0∥2<∞\Vert\nabla\phi_{0}\Vert^{2}<\infty∥∇ϕ0​∥2<∞ , and shown that there exists a diffusion process {Xt},\{X_{t}\},{Xt​}, t≧0t\geqq 0t≧0 , which has the probability density ∣ϕ(x,t)∣2|\phi(x, t)|^{2}∣ϕ(x,t)∣2 at time t≧0t\geqq 0t≧0 and admits the representation