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A stochastic approach to the quantum dynamics randomly modulated in time by a discrete state non-Markovian noise, which possesses an arbitrary non-exponential distribution of the residence times, is developed. The formally exact expression…
Simulating the dynamics of complex quantum systems is a central application of quantum devices. Here, we propose leveraging the power of measurements to simulate short-time quantum dynamics of physically prepared quantum states in classical…
Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…
We study a number of filtering schemes for the reduction of the statistical error in non-adiabatic calculations by means of the quantum-classical Liouville equation. In particular, we focus on a scheme based on setting a threshold value on…
We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
The accurate solution of dissipative quantum dynamics plays an important role on the simulation of open quantum systems. Here we propose a machine-learning-based universal solver for the hierarchical equations of motion, one of the most…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
Quantum systems of interest are typically coupled to several quantum channels (more generally environments). In this paper, we develop an exact stochastic Schr\"{o}dinger equation for an open quantum system coupled to a hybrid environment…
Motivated by the search for a quantum analogue of the macroscopic fluctuation theory, we study quantum spin chains dissipatively coupled to quantum noise. The dynamical processes are encoded in quantum stochastic differential equations.…
This study proposes a fast exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model. With the Karhunen-Lo\`eve expansions, the stochastic volatility path (Ornstein-Uhlenbeck process) is expressed as a sine…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
The transport of excitation probabilities amongst weakly coupled subunits is investigated for a class of finite quantum systems. It is demonstrated that the dynamical behavior of the transported quantity depends on the considered length…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
One of the key ingredients to successfully apply Stein's method for distributional approximation are solutions to the Stein equations and their derivatives. Using Barbour's generator approach, one can solve for the solutions to the Stein…
Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…
The weak-coupled two-level open quantum system described by non-Markovian Time-convolution-less master equation is investigated in this paper. The cut-off frequency, coupling constant and transition frequency, which impact on the system's…
We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far…
Given a discrete stochastic process, for example a chemical reaction system or a birth and death process, we often want to find a continuous stochastic approximation so that the techniques of stochastic differential equations may be brought…
The evolution of a mixed quantum-classical system is expressed in the mapping formalism where discrete quantum states are mapped onto oscillator states, resulting in a phase space description of the quantum degrees of freedom. By defining…