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Open quantum systems are ubiquitous in the physical sciences, with widespread applications in the areas of chemistry, condensed matter physics, material science, optics, and many more. Not surprisingly, there is significant interest in…

Quantum Physics · Physics 2023-07-13 Isobel A. Aloisio , Gregory A. L. White , Charles D. Hill , Kavan Modi

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…

Quantum Physics · Physics 2025-07-02 Paul K. Faehrmann , Jens Eisert , Maria Kieferova , Richard Kueng

Because of the complexity of fluid flow solvers, non-intrusive uncertainty quantification techniques have been developed in aerodynamic simulations in order to compute the quantities of interest required in an optimization process, for…

Computational Physics · Physics 2018-03-02 Éric Savin , Béatrice Faverjon

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

Probability · Mathematics 2015-09-29 Konstantinos Spiliopoulos

We present an algorithm for computing sparse, least squares-based polynomial chaos expansions, incorporating both adaptive polynomial bases and sequential experimental designs. The algorithm is employed to approximate stochastic…

Computational Engineering, Finance, and Science · Computer Science 2020-01-13 Dimitrios Loukrezis , Armin Galetzka , Herbert De Gersem

Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time.…

Numerical Analysis · Mathematics 2022-07-22 Hugo Esquivel , Arun Prakash , Guang Lin

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a…

Machine Learning · Statistics 2024-11-11 Dimitris G. Giovanis , Dimitrios Loukrezis , Ioannis G. Kevrekidis , Michael D. Shields

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland

We introduce PoCET: a free and open-scource Polynomial Chaos Expansion Toolbox for Matlab, featuring the automatic generation of polynomial chaos expansion (PCE) for linear and nonlinear dynamic systems with time-invariant stochastic…

Systems and Control · Electrical Eng. & Systems 2020-07-13 Felix Petzke , Ali Mesbah , Stefan Streif

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…

Statistical Mechanics · Physics 2019-03-27 Peter G. Hufton , Yen Ting Lin , Tobias Galla

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

In this work, we consider a probability representation of quantum dynamics for finite-dimensional quantum systems with the use of pseudostochastic maps acting on true probability distributions. These probability distributions are obtained…

Stochastic simulators are ubiquitous in many fields of applied sciences and engineering. In the context of uncertainty quantification and optimization, a large number of simulations is usually necessary, which becomes intractable for…

Computation · Statistics 2022-02-09 X. Zhu , B. Sudret

We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and…

Numerical Analysis · Mathematics 2022-07-27 A. Kalinov , A. I. Osinsky , S. A. Matveev , W. Otieno , N. V. Brilliantov

Dimensionally decomposed generalized polynomial chaos expansion (DD-GPCE) efficiently performs forward uncertainty quantification (UQ) in complex engineering systems with high-dimensional random inputs of arbitrary distributions. However,…

Numerical Analysis · Mathematics 2026-01-06 Hojun Choi , Eunho Heo , Dongjin Lee

This paper proposes an adaptive sparse polynomial chaos expansion(PCE)-based method to quantify the impacts of uncertainties on critical clearing time (CCT) that is an important index in transient stability analysis. The proposed method can…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

We present a quantum algorithm based on repeated measurement to solve initial-value problems for nonlinear ordinary differential equations (ODEs), which may be generated from partial differential equations in plasma physics. We map a…

Quantum Physics · Physics 2025-04-30 Joseph Andress , Alexander Engel , Yuan Shi , Scott Parker

We develop a recently introduced representation of quantum dynamics based on sampling negative Markov chain processes. By introducing particles and antiparticles, this formalism maps generic quantum dynamics onto a Markov process defined…

Quantum Physics · Physics 2026-04-23 Hugo Lóio , Jacopo De Nardis , Tony Jin

By exploiting the complexity intrinsic to quantum dynamics, quantum technologies promise a whole host of computational advantages. One such advantage lies in the field of stochastic modelling, where it has been shown that quantum stochastic…

Quantum Physics · Physics 2024-02-28 Thomas J. Elliott , Mile Gu
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