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In this paper, using an algorithm based on the retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps,…

Probability · Mathematics 2016-05-27 David Dereudre , Sara Mazzonetto , Sylvie Roelly

The improvement of resummation algorithms for divergent perturbative expansions in quantum field theory by asymptotic information about perturbative coefficients is investigated. Various asymptotically optimized resummation prescriptions…

High Energy Physics - Phenomenology · Physics 2008-11-26 U. D. Jentschura , E. J. Weniger , G. Soff

In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…

Probability · Mathematics 2025-06-18 Huijie Qiao

The precise characterization of dynamics in open quantum systems often presents significant challenges, leading to the introduction of various approximations to simplify a model. One commonly used strategy involves Markovian approximations,…

Quantum Physics · Physics 2024-12-04 Zhao-Ming Wang , S. L. Wu , Mark S. Byrd , Lian-Ao Wu

We formulate a method of performing non-perturbative calculations in quantum field theory, based upon a derivative expansion of the exact renormalization group. We then proceed to apply this method to the calculation of critical exponents…

High Energy Physics - Theory · Physics 2007-05-23 Michael D. Turner

Quantum open systems are described in the Markovian limit by master equations in Lindblad form. I argue that common ``quantum jumps'' techniques, which solve the master equation by unraveling its evolution into stochastic trajectories in…

Quantum Physics · Physics 2009-10-30 Todd A. Brun

We introduce a quantum approximate optimization algorithm (QAOA) for continuous optimization. The algorithm is based on the dynamics of a quantum system moving in an energy potential which encodes the objective function. By approximating…

Quantum Physics · Physics 2019-02-04 Guillaume Verdon , Juan Miguel Arrazola , Kamil Brádler , Nathan Killoran

The use of stochastic models, in effect piecewise deterministic Markov processes (PDMP), has become increasingly popular especially for the modeling of chemical reactions and cell biophysics. Yet, exact simulation methods, for the…

Numerical Analysis · Mathematics 2015-04-28 Romain Veltz

We consider the diffusive limit of a typical pure-jump Markovian control problem as the intensity of the driving Poisson process tends to infinity. We show that the convergence speed is provided by the H\"older constant of the Hessian of…

Optimization and Control · Mathematics 2022-08-19 Marc Abeille , Bruno Bouchard , Lorenzo Croissant

A wide class of exact master equations for a multiple qubit system can be explicitly constructed by using the corresponding exact non-Markovian quantum state diffusion equations. These exact master equations arise naturally from the quantum…

Quantum Physics · Physics 2015-03-02 Yusui Chen , J. Q. You , Ting Yu

Characterization of non-Markovian open quantum dynamics is both of theoretical and practical relevance. In a seminal work [Phys. Rev. Lett. 120, 040405 (2018)], a necessary and sufficient quantum Markov condition is proposed, with a clear…

Quantum Physics · Physics 2022-08-24 Chu Guo

The development and use of Monte Carlo algorithms plays a visible role in the study of non-Markovian quantum dynamics due to the provided insight and powerful numerical methods for solving the system dynamics. In the Markovian case, the…

Quantum Physics · Physics 2011-10-13 Kimmo Luoma , Kalle-Antti Suominen , Jyrki Piilo

We study the error in approximating the minimum of a Brownian motion on the unit interval based on finitely many point evaluations. We construct an algorithm that adaptively chooses the points at which to evaluate the Brownian path. In…

Probability · Mathematics 2016-01-07 James M. Calvin , Mario Hefter , André Herzwurm

When simulating the dynamics of open quantum systems with quantum computers, it is essential to accurately approximate the system's behaviour while preserving the physicality of its evolution. Traditionally, for Markovian open quantum…

Quantum Physics · Physics 2025-12-18 I. J. David , I. Sinayskiy , F. Petruccione

We consider the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and L\"ocherbach (2016) and then further studied in Erny, L\"ocherbach and Loukianova (2021) in a diffusive scaling. The system…

Probability · Mathematics 2022-11-30 Xavier Erny , Eva Löcherbach , Dasha Loukianova

The physics of Markovian open quantum systems can be described by quantum master equations. These are dynamical equations, that incorporate the Hamiltonian and jump operators, and generate the system's time evolution. Reconstructing the…

Quantum Physics · Physics 2020-07-01 Eitan Ben Av , Yotam Shapira , Nitzan Akerman , Roee Ozeri

Bayesian curve fitting plays an important role in inverse problems, and is often addressed using the Reversible Jump Markov Chain Monte Carlo (RJMCMC) algorithm. However, this algorithm can be computationally inefficient without…

Computation · Statistics 2024-02-28 Zhiyao Tian , Anthony Lee , Shunhua Zhou

Quantum approximate optimization algorithms are hybrid quantum-classical variational algorithms designed to approximately solve combinatorial optimization problems such as the MAX-CUT problem. In spite of its potential for near-term quantum…

Quantum Physics · Physics 2024-02-27 Eunok Bae , Soojoon Lee

In this paper we give general criteria on tightness and weak convergence of discrete Markov chains to symmetric jump processes on metric measure spaces under mild conditions. As an application, we investigate discrete approximation for a…

Probability · Mathematics 2010-09-01 Zhen-Qing Chen , Panki Kim , Takashi Kumagai

Understanding the precise interaction mechanisms between quantum systems and their environment is crucial for advancing stable quantum technologies, designing reliable experimental frameworks, and building accurate models of real-world…