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This article investigates discrete-time approximations of stochastic integrals driven by semimartingales with jumps via weighted bounded mean oscillation (BMO) approach. This approach enables $L_p$-estimates, $p \in (2, \infty)$, for the…

Probability · Mathematics 2021-12-14 Nguyen Tran Thuan

Stochastic methods with quantum jumps are often used to solve open quantum system dynamics. Moreover, they provide insight into fundamental topics, as the role of measurements in quantum mechanics and the description of non-Markovian memory…

Quantum Physics · Physics 2020-05-18 Andrea Smirne , Matteo Caiaffa , Jyrki Piilo

Markov jump processes are widely used to model natural and engineered processes. In the context of biological or chemical applications one typically refers to the chemical master equation (CME), which models the evolution of the probability…

Optimization and Control · Mathematics 2017-07-05 Wei Zhang , Carsten Hartmann , Max von Kleist

An efficient optimal-control theory based on the Krotov method is introduced for a non-Markovian open quantum system with a time-nonlocal master equation in which the control parameter and the bath correlation function are correlated. This…

Quantum Physics · Physics 2015-06-04 Bin Hwang , Hsi-Sheng Goan

The dynamics of finite dimension open quantum systems is studied with the help of the simplest possible form of projection operators, namely the ones which project only onto one dimensional subspaces. The simplicity of the action of the…

Quantum Physics · Physics 2016-08-17 Vitalii Semin , Francesco Petruccione

Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…

Quantum Physics · Physics 2012-06-05 Christopher Ferrie , Christopher E. Granade , D. G. Cory

Many-body systems arising in condensed matter physics and quantum optics inevitably couple to the environment and need to be modelled as open quantum systems. While near-optimal algorithms have been developed for simulating many-body…

Quantum Physics · Physics 2025-09-09 Xie-Hang Yu , Hongchao Li , J. Ignacio Cirac , Rahul Trivedi

A numerically exact Monte Carlo scheme for calculation of open quantum system dynamics is proposed and implemented. The method consists of a Monte-Carlo summation of a perturbation expansion in terms of trajectories in Liouville phase-space…

Chemical Physics · Physics 2014-11-10 Jan Olsina , Tobias Kramer , Christoph Kreisbeck , Tomas Mancal

We present a novel reformulation of nonsmooth differential equations with state jumps which enables their easier simulation and use in optimal control problems without the need of using integer variables. The main idea is to introduce an…

Optimization and Control · Mathematics 2020-06-11 Armin Nurkanović , Tommaso Sartor , Sebastian Albrecht , Moritz Diehl

We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…

Optimization and Control · Mathematics 2026-03-31 Guido Tapia-Riera , Camille Castera , Nicolas Papadakis

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

Numerical Analysis · Mathematics 2016-09-06 Ben Adcock , Jésus Martín-Vaquero , Mark Richardson

Accurate models of the dynamics of quantum circuits are essential for optimizing and advancing quantum devices. Since first-principles models of environmental noise and dissipation in real quantum systems are often unavailable, deriving…

Quantum Physics · Physics 2024-12-17 Zakhar Popovych , Kurt Jacobs , Georgios Korpas , Jakub Marecek , Denys I. Bondar

We study a problem of utility maximization under model uncertainty with information including jumps. We prove first that the value process of the robust stochastic control problem is described by the solution of a quadratic-exponential…

Probability · Mathematics 2016-10-11 Monique Jeanblanc , Anis Matoussi , Armand Ngoupeyou

This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…

Optimization and Control · Mathematics 2026-02-23 Matthew X. Burns , Jiaming Liang

Models for open quantum systems, which play important roles in electron transport problems and quantum computing, must take into account the interaction of the quantum system with the surrounding environment. Although such models can be…

Quantum Physics · Physics 2024-07-17 Ke Wang , Xiantao Li

In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…

Numerical Analysis · Mathematics 2014-09-23 Stefan Engblom , Jamol Pender

We present an approach to the numerical simulation of open quantum many-body systems based on the semiclassical framework of the discrete truncated Wigner approximation. We establish a quantum jump formalism to integrate the quantum master…

Statistical Mechanics · Physics 2022-06-01 Vijay Pal Singh , Hendrik Weimer

Neuroevolution, a field that draws inspiration from the evolution of brains in nature, harnesses evolutionary algorithms to construct artificial neural networks. It bears a number of intriguing capabilities that are typically inaccessible…

Quantum Physics · Physics 2021-11-03 Zhide Lu , Pei-Xin Shen , Dong-Ling Deng

Recently, significant connections between compressed sensing problems and optimization of a particular class of functions relating to solutions of Hamilton-Jacobi equation was discovered. In this paper we introduce a fast approximate…

Optimization and Control · Mathematics 2013-11-27 Farzin Barekat , Stanley Osher , Jerome Darbon

Approximation algorithms for classical constraint satisfaction problems are one of the main research areas in theoretical computer science. Here we define a natural approximation version of the QMA-complete local Hamiltonian problem and…

Quantum Physics · Physics 2016-10-25 Sevag Gharibian , Julia Kempe
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