activity
20172026
collaborators

5 papers

math.PR2026

Renyi's Relative Entropy Lyapunov Functional for Convergence to Invariant Measure in Dissipative Stochastic Hamiltonian Systems

Igor G. Vladimirov

This paper is concerned with multivariable stochastic Hamiltonian systems governed by an ordinary differential equation for the position and an Ito stochastic differential equation…

math.OC2026

Pointwise and dynamic programming control synthesis for finite-level open quantum memory systems

Igor G. Vladimirov, Ian R. Petersen, Guodong Shi

This paper is concerned with finite-level quantum memory systems for retaining initial dynamic variables in the presence of external quantum noise. The system variables have an alg…

eess.SY2025

Filtering and 1/3 Power Law for Optimal Time Discretisation in Numerical Integration of Stochastic Differential Equations

Igor G. Vladimirov

This paper is concerned with the numerical integration of stochastic differential equations (SDEs) which govern diffusion processes driven by a standard Wiener process. With the la…

math-ph2023

Position-momentum conditioning, relative entropy decomposition and convergence to equilibrium in stochastic Hamiltonian systems

Igor G. Vladimirov

This paper is concerned with a class of multivariable stochastic Hamiltonian systems whose generalised position is related by an ordinary differential equation to the momentum gove…

math.OC2017

Effects of parametric uncertainties in cascaded open quantum harmonic oscillators and robust generation of Gaussian invariant states

Igor G. Vladimirov, Ian R. Petersen, Matthew R. James

This paper is concerned with the generation of Gaussian invariant states in cascades of open quantum harmonic oscillators governed by linear quantum stochastic differential equatio…