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Autore principale: Orland, Henri
Natura: Preprint
Pubblicazione: 2025
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Accesso online:https://arxiv.org/abs/2503.09328
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author Orland, Henri
author_facet Orland, Henri
contents A Schrödinger bridge is the most probable time-dependent probability distribution that connects an initial probability distribution $w_{i}$ to a final one $w_{f}$. The problem has been solved and widely used for the case of simple Brownian evolution (non-interacting particles). It is related to the problem of entropy-regularized Wasserstein optimal transport. In this article, we generalize Brownian bridges to systems of interacting particles. We derive some equations for the forward and backward single particle ``wave-functions'' which allow to compute the most probable evolution of the single-particle probability between the initial and final distributions.
format Preprint
id arxiv_https___arxiv_org_abs_2503_09328
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Schrödinger Bridges for Systems of Interacting Particles
Orland, Henri
Statistical Mechanics
Computational Physics
Data Analysis, Statistics and Probability
A Schrödinger bridge is the most probable time-dependent probability distribution that connects an initial probability distribution $w_{i}$ to a final one $w_{f}$. The problem has been solved and widely used for the case of simple Brownian evolution (non-interacting particles). It is related to the problem of entropy-regularized Wasserstein optimal transport. In this article, we generalize Brownian bridges to systems of interacting particles. We derive some equations for the forward and backward single particle ``wave-functions'' which allow to compute the most probable evolution of the single-particle probability between the initial and final distributions.
title Schrödinger Bridges for Systems of Interacting Particles
topic Statistical Mechanics
Computational Physics
Data Analysis, Statistics and Probability
url https://arxiv.org/abs/2503.09328