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Seminar Talk Statistics-Final
Seminar Talk Statistics-Final
Seminar Talk Statistics-Final
Sophia Vent
June 2023
Seminar on theoretical statistical Physics, SS23 University of Hidelberg
Overview
1. historical background
2. markovian process
Chapman Kolmogorv equation
3. Master equation
1
historical background
Historical background
2
markovian process
Markovian process
Definition
A Markovian process is a sequence of
events or states where the future
depends only on the present state, not
the past. The state is memoryless
3
Markov property
Definition
A sequence Xt of random variables has the Markov property if for all t, the
probability distribution for Xt+1 depends only on Xt , but not on Xt−1 , ..., X0 .
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Markov chain
5
Markov chain
Definition
PAA PAB PAC
Pij = Aij = PBA PBB PBC
PCA PCB PCC
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Markov chain
Transitionprobability matrix
PAA PAB PAC
Aij = PBA PBB PBC |ij
PCA PCB PCC
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Markov chain
Definition
PAA PAB PAC
(1)
Pij = PBA PBB PBC
PCA PCB PCC
two step Probability:
(2)
PBA = PBA PAA + PBB PBA + PBC PCA
' ( PAA
(2)
PBA = PBA PBB PBC · PBA
Figure 5: two step probability PCA
8
Markov chain
Definition
PAA PAB PAC
(1)
Pij = PBA PBB PBC
PCA PCB PCC
two step Probability:
(2)
PBA = PBA PAA + PBB PBA + PBC PCA
' ( PAA
(2)
PBA = PBA PBB PBC · PBA
Figure 5: two step probability PCA
Definition
PAA PAB PAC PAA PAB PAC
= A2ij = [ PBA PBB PBC · PBA PBB PBC ]ij
(2)
Pij
PCA PCB PCC ) PCA PCB PCC
n step probability:
Pij = Anij
(n)
Chapman-Kolmogorov theorem
(n+m)
) (n) (m)
Pij = Pik · Pkj
k
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Proof Chapman-Kolmogorov theorem
[?]
[?] [?]
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Master equation
Master equation
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Master eqaution
Consider the process from going from !x1 at t1 to !x3 at t3 in two steps
Recall Chapman- Kolmogorov theorem
(n+m)
) (n) (m)
Pij = Pik · Pkj
k
with
i = (!x1 , t1 ) j = (!x3 , t3 )
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Derivation of the Master equation
13
Derivation of the master equation
)
P(!xj , t + τ ) = p(!xj , t + τ |!x1 , t)P(!xi , t)
!xi
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master equation
Definition
xj , t) )
dP(! )
= P(!xi , t)wt (!xj ,!xi ) − P(!xj , t)wt (!xi ,!xj )
dt
!xi !xi
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Gain and loss terms in the master equation
xj , t) )
dP(! )
= P(!xi , t)(wt (!xj ,!xi ) − P(!xj , t)wt (!xi ,!xj )
dt i i
+ ,- . + ,- .
Gain Loss
P(!xi , t)wt (!xj ,!xi ) is the probability to go from !xi to !xj per unit of time. → Probability flux
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Gorini-Kossakowski-Sudarshan-Lindblad Master eqaution
Quantum Master equation : describing the time evolution of an open quantum system in
contact with its environment1
dρ )/ 1
0
= −i[H, ρ] + Lk ρL†k − {L†k Lk , ρ}
dt 2
k
1
G. Lindblad, ”On the generators of quantum dynamical semigroups,” Communications in Mathematical
Physics, vol. 48, no. 2, pp. 119–130, 1976.
17
Gorini-Kossakowski-Sudarshan-Lindblad Master eqaution
Quantum Master equation : describing the time evolution of an open quantum system in
contact with its environment2
dρ ) † 1 †
= −i[H, ρ] + Lk ρLk − {Lk Lk , ρ}
dt + ,- . 2 + ,- .
k
Gain Loss
2
G. Lindblad, ”On the generators of quantum dynamical semigroups,” Communications in Mathematical
Physics, vol. 48, no. 2, pp. 119–130, 1976.
18
Gorini-Kossakowski-Sudarshan-Lindblad Master eqaution
Quantum Master equation : describing the time evolution of an open quantum system in
contact with its environment2
dρ ) † 1 †
= −i[H, ρ] + Lk ρLk − {Lk Lk , ρ}
dt + ,- . 2 + ,- .
k
Gain Loss
• Gain: system gains coherence or population in certain states due to the interaction
with the environment tem
rm
• Loss: dissipative processes or decay channels
2
G. Lindblad, ”On the generators of quantum dynamical semigroups,” Communications in Mathematical
Physics, vol. 48, no. 2, pp. 119–130, 1976.
18
non markovian process
non markovian process
19
non markovian process
Embedding Transformation
Introduce augumented space Ht which captures the history. Define the augumented state
as (Xt , Ht ) = Yt
Key idea: choose a higher dimensional space Yt such that the markovian property holds
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Embeddding
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System-bath problem
H = Hs ⊗ Ib + Is ⊗ Hb + Hsb
Quantum Liouville- von Neumann equation for the density operator ρ(t)
dρ(t)
= Lρ(t)
dt
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Projection operator
ρ = Pρ + (1 − P)ρ
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Projection operator
ρ = Pρ + (1 − P)ρ
Pρ(t) = ρs (t)ρb (0) = trb (ρ(t))ρb (0) → projects onto state where the bath does not move
22
Nikajama Zwanzig equation
d(Pρ(t))
= PLPρ + PL(1 − P)ρ
dt
d((1 − P)ρ(t))
= (1 − P)L(1 − P)ρ + (1 − P)LPρ
dt
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Nikajama Zwanzig equation
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Nikajama Zwanzig equation
resulting in
Nikajama-Zwanzig equation
* t
d(Pρ(t))
= PLPρ(t) + dτ K(τ )Pρ(t − τ )
dt 0
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modeling the memory kernel
3
L. Banchi, E. Grant, A. Rocchetto, and S. Severini”Modelling non–markovian quantum processes with
recurrent neural networks”New Journal of Physics 20, 123030 (2018)
25
modeling the memory kernel
3
L. Banchi, E. Grant, A. Rocchetto, and S. Severini”Modelling non–markovian quantum processes with
recurrent neural networks”New Journal of Physics 20, 123030 (2018)
25
RNN’s to model memory kernel
∂ρ(t) 1
= −i[ωσz , ρ(t)] + γ(t)σ− ρ(t)σ+ − σ+ σ− ρ(t)
∂t 2
26
Results
4
L. Banchi, E. Grant, A. Rocchetto, and S. Severini”Modelling non–markovian quantum processes with
recurrent neural networks”New Journal of Physics 20, 123030 (2018) 27
Results
4
4
L. Banchi, E. Grant, A. Rocchetto, and S. Severini”Modelling non–markovian quantum processes with
recurrent neural networks”New Journal of Physics 20, 123030 (2018) 27
Monte Carlo Markov Chain
Monte Carlo Markov Chain
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Metropolis Hastings acceptance criterion
acceptence criterion
∆E
pA = min(1, exp(− ))
kb T
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2D lattice simulation
(a) initital lattice (b) after 100 iterations (c) after 10000 iterations
Figure 8: Simulation of a 2D lattice using the MCMC and Metropolis Hastings algorith,
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magnetization
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References 2
X. Li.
Markovian embedding procedures for non-markovian stochastic schrödinger
equations.
Physics Letters A, 387:127036, 2021.
G. Lindblad.
On the generators of quantum dynamical semigroups.
Communications in Mathematical Physics, 48(2):119–130, 1976.
N. Van Kampen.
Stochastic Processes in Physics and Chemistry.
Elsevier, Amsterdam, third edition edition, 1992.
31
33
References 1
G. Haag.
Modeling with the Master Equation.
Springer, Berlin, Heidelberg, 2008.
A. Klenke.
Probability Theory: A Comprehensive Course.
Springer, London, 2013.
D. Layden, G. Mazzola, R. V. Mishmash, M. Motta, P. Wocjan, J.-S. Kim, and
S. Sheldon.
Quantum-enhanced Markov chain Monte Carlo.
3 2022.
33
34
Projection operator
)
P(ρ) = pk (Is ⊗ |k(|)ρ(Is ⊗ |q(|)
k,q
where |q( is an arbitrary basis of the environment, whereas |k( is the eigenbasis or
ρb = rhob (0)
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References 2
G. Haag.
Modeling with the Master Equation.
Springer, Berlin, Heidelberg, 2008.
A. Klenke.
Probability Theory: A Comprehensive Course.
Springer, London, 2013.
D. Layden, G. Mazzola, R. V. Mishmash, M. Motta, P. Wocjan, J.-S. Kim, and
S. Sheldon.
Quantum-enhanced Markov chain Monte Carlo.
3 2022.
34