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Dynamical chaos has recently been shown to exist in the Gaussian approximation in quantum mechanics and in the self-consistent mean field approach to studying the dynamics of quantum fields. In this study, we first show that any variational…

Quantum Physics · Physics 2008-11-26 Fred Cooper , John Dawson , Salman Habib , Robert D. Ryne

We show on the example of the Arnold cat map that classical chaotic systems can be simulated with exponential efficiency on a quantum computer. Although classical computer errors grow exponentially with time, the quantum algorithm with…

Quantum Physics · Physics 2016-09-08 B. Georgeot , D. L. Shepelyansky

In this paper we propose an algorithm for recovering sparse orthogonal polynomials using stochastic collocation. Our approach is motivated by the desire to use generalized polynomial chaos expansions (PCE) to quantify uncertainty in models…

Numerical Analysis · Mathematics 2021-05-04 John D. Jakeman , Akil Narayan , Tao Zhou

The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomial chaos expansions, which model random variables via series…

Optimization and Control · Mathematics 2025-02-14 Ruchuan Ou , Jonas Schießl , Michael Heinrich Baumann , Lars Grüne , Timm Faulwasser

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 A. Bandrivskyy , S. Beri , D. G. Luchinsky , R. Mannella , P. V. E. McClintock

We developed a powerful computational approach to elaborate on onset mechanisms of deterministic chaos due to complex homoclinic bifurcations in diverse systems. Its core is the reduction of phase space dynamics to symbolic binary…

Chaotic Dynamics · Physics 2018-11-07 Krishna Pusuluri , Andrey L Shilnikov

This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can be expressed in function of the first two stochastic…

Optimization and Control · Mathematics 2018-08-22 Tom Lefebvre , Frederik De Belie , Guillaume Crevecoeur

We investigate the problem of simulating classical stochastic processes through quantum dynamics, and present three scenarios where memory or time quantum advantages arise. First, by introducing and analysing a quantum version of the…

Quantum Physics · Physics 2021-04-27 Kamil Korzekwa , Matteo Lostaglio

To simulate bosons on a qubit- or qudit-based quantum computer, one has to regularize the theory by truncating infinite-dimensional local Hilbert spaces to finite dimensions. In the search for practical quantum applications, it is important…

Quantum Physics · Physics 2024-04-03 Masanori Hanada , Junyu Liu , Enrico Rinaldi , Masaki Tezuka

Polynomial chaos expansion (PCE) is a versatile tool widely used in uncertainty quantification and machine learning, but its successful application depends strongly on the accuracy and reliability of the resulting PCE-based response…

Computation · Statistics 2023-06-14 Paul-Christian Bürkner , Ilja Kröker , Sergey Oladyshkin , Wolfgang Nowak

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

Identifying and extracting the past information relevant to the future behaviour of stochastic processes is a central task in the quantitative sciences. Quantum models offer a promising approach to this, allowing for accurate simulation of…

Quantum Physics · Physics 2019-06-26 Qing Liu , Thomas. J. Elliott , Felix. C. Binder , Carlo Di Franco , Mile Gu

We discuss the simulation of a complex dynamical system, the so-called quantum sawtooth map model, on a quantum computer. We show that a quantum computer can be used to efficiently extract relevant physical information for this model. It is…

Quantum Physics · Physics 2007-05-23 Giuliano Benenti , Giulio Casati , Simone Montangero

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of…

Quantum Physics · Physics 2018-03-05 Thomas J. Elliott , Mile Gu

The possibility to simulate the properties of many-body open quantum systems with a large number of degrees of freedom is the premise to the solution of several outstanding problems in quantum science and quantum information. The challenge…

Quantum Physics · Physics 2019-07-03 Alexandra Nagy , Vincenzo Savona

How classical chaos emerges from the underlying quantum world is a fundamental problem in physics. The origin of this question is in the correspondence principle. Classical chaos arises due to non-linear dynamics, whereas quantum mechanics,…

Quantum Physics · Physics 2024-02-02 Sreeram PG

Uncertainties have become a major concern in integrated circuit design. In order to avoid the huge number of repeated simulations in conventional Monte Carlo flows, this paper presents an intrusive spectral simulator for statistical circuit…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Ibrahim , M. Elfadel , Luca Daniel

Quantum algorithms offer the potential for significant computational advantages; however, in many cases, it remains unclear how these advantages can be practically realized. Causal Set Theory is a discrete, Lorentz-invariant approach to…

Quantum Physics · Physics 2025-06-25 Stuart Ferguson , Arad Nasiri , Petros Wallden
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