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Complex systems are embedded in our everyday experience. Stochastic modelling enables us to understand and predict the behaviour of such systems, cementing its utility across the quantitative sciences. Accurate models of highly…

Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…

Mathematical Physics · Physics 2023-05-31 Chris D Greenman

This paper shows a novel way of simulating a Markov process by a quantum computer. The main purpose of the paper is to show a particular application of quantum computing in the field of stochastic processes analysis. Using a Quantum…

Quantum Physics · Physics 2020-01-08 Petar Nikolov

Numerical simulation of individual open quantum systems has proven advantages over density operator computations. Quantum state diffusion with a moving basis (MQSD) provides a practical numerical simulation method which takes full advantage…

Quantum Physics · Physics 2009-10-28 R. Schack , T. A. Brun , I. C. Percival

We propose the generalized stochastic Liouville equation to investigate the coherent dynamics in single molecule systems coupled to environments which exhibit both nonstationary and non-Markovian features. The generalized stochastic…

Quantum Physics · Physics 2020-04-14 Xiangji Cai , Yujun Zheng

The non-Markovian dynamics of a three-level quantum system coupled to a bosonic environment is a difficult problem due to the lack of an exact dynamic equation such as a master equation. We present for the first time an exact quantum…

Quantum Physics · Physics 2010-12-27 Jun Jing , Ting Yu

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

Via a Bismut-Elworthy-Li formula from [KPP23], we derive uniform gradient estimates for transition semigroups associated with stochastic differential equations driven by a large class of cylindrical L\'{e}vy processes which includes the…

Probability · Mathematics 2025-09-09 Thanh Dang , Lingjiong Zhu

In a companion paper we derived a unique time-reversal-invariant stochastic generalization of the Liouville equation and showed that it coincides with the evolution equation for the Husimi $Q$-function in a broad class of bosonic quantum…

Quantum Physics · Physics 2026-04-01 Simon Friederich , Mritunjay Tyagi

Quantum computers can be used to simulate nonlinear non-Hamiltonian classical dynamics on phase space by using the generalized Koopman-von Neumann formulation of classical mechanics. The Koopman-von Neumann formulation implies that the…

Quantum Physics · Physics 2020-10-27 Ilon Joseph

Real-world quantum systems interact with their environments, leading to the irreversible dynamics described by the Lindblad equation. Solutions to the Lindblad equation give rise to quantum channels $\Phi_t$ that characterize the evolution…

Quantum Physics · Physics 2025-03-07 L. Y. Visser , R. J. P. T. de Keijzer , O. Tse , S. J. J. M. F. Kokkelmans

We propose a setup of an open quantum system in which the environment can be tuned such that either Markovian or non-Markovian system dynamics can be achieved. The implementation uses ultracold Rydberg atoms, relying on their strong…

Quantum Physics · Physics 2016-06-22 M. Genkin , D. W. Schönleber , S. Wüster , A. Eisfeld

We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

Statistical Mechanics · Physics 2026-05-19 Alessandro Taloni , Gianni Pagnini , Aleksei Chechkin

L\'evy-driven Ornstein-Uhlenbeck (OU) processes represent an intriguing class of stochastic processes that have garnered interest in the energy sector for their ability to capture typical features of market dynamics. However, in the current…

Computational Finance · Quantitative Finance 2026-05-07 Roberto Baviera , Pietro Manzoni

We investigate the non-Markovian quantum dynamics of a hybrid open system consisting of one qubit and one qutrit by employing a stochastic Schr\"{o}dinger equation to generate diffusive quantum trajectories. We have established an exact…

Quantum Physics · Physics 2011-11-09 Jun Jing , Ting Yu

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura

The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…

Statistical Mechanics · Physics 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi

We present a super-polynomial improvement in the precision scaling of quantum simulations for coupled classical-quantum systems in this paper. Such systems are found, for example, in molecular dynamics simulations within the…

The Gaussian phase-space representation can be used to implement quantum dynamics for fermionic particles numerically. To improve numerical results, we explore the use of dynamical diffusion gauges in such implementations. This is achieved…

Mathematical Physics · Physics 2023-12-07 F Rousse , M Fasi , A Dmytryshyn , M Gulliksson , M Ogren

The simulation of many-body open quantum systems is key to solving numerous outstanding problems in physics, chemistry, material science, and in the development of quantum technologies. Near-term quantum computers may bring considerable…

Quantum Physics · Physics 2025-02-05 Sara Santos , Xinyu Song , Vincenzo Savona
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