Related papers: Numerical solution of stochastic master equations …
A generalization of the stochastic wave function method to quantum master equations which are not in Lindblad form is developed. The proposed stochastic unravelling is based on a description of the reduced system in a doubled Hilbert space…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
In this paper, we consider a stochastic differential equation driven by a fractional Brownian motion (fBm) and a Wiener process and having jumps. We prove that this equation has a unique solution and show that all its moments are finite.
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. By proving an It\^{o}-Wentzell formula for jump…
Quantum Monte Carlo methods are first-principle approaches that approximately solve the Schr\"odinger equation stochastically. As compared to traditional quantum chemistry methods, they offer important advantages such as the ability to…
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.
Stochastic Master equations or quantum filtering equations for mixed states are well known objects in quantum physics. Building a mathematically rigorous theory of these equations in infinite-dimensional spaces is a long standing open…
This article explains and illustrates the use of a set of coupled dynamical equations, second order in a fictitious time, which converges to solutions of stationary Schr\"{o}dinger equations with additional constraints. We include three…
By using the recent mathematical tools developed in quaternionic differential operator theory, we solve the Schroedinger equation in presence of a quaternionic step potential. The analytic solution for the stationary states allows to…
Inspired on the continued-fraction technique to solve the classical Fokker--Planck equation, we develop continued-fraction methods to solve quantum master equations in phase space (Wigner representation of the density matrix). The approach…
Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…
The stochastic dissipative Schrodinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the…
The Lindblad master equation is a fundamental tool for describing the evolution of open quantum systems, but its computational complexity poses a significant challenge, especially for large systems. This article introduces a stochastic…
Recently a generalized master equation was derived that extends the Lindblad theory to highly non-Markovian quantum processes (H.-P. Breuer, Phys. Rev. A \textbf{75}, 022103 (2007)). We perform a stochastic unravelling of this master…
We show how a large family of master equations, describing quantum Brownian motion of a harmonic oscillator with translationally invariant damping, can be derived within a phenomenological approach, based on the assumption that an…
We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…
We develop a systematic and efficient approach for numerically solving the non-Markovian quantum state diffusion equations for open quantum systems coupled to an environment up to arbitrary orders of noises or coupling strengths. As an…
In this paper we consider the numerical solutions for a class of jump diffusions with Markovian switching. After briefly reviewing necessary notions, a new jump-adapted efficient algorithm based on the Euler scheme is constructed for…
A generalization of the stochastic wave function method is presented which allows the unravelling of arbitrary linear quantum master equations which are not necessarily in Lindblad form and, moreover, the explicit treatment of memory…
We discuss mapping the Bloch-Redfield master-equation to Lindblad form and then unravelling the resulting evolution into a stochastic Schr\"odinger equation according to the quantum-jump method. We give two approximations under which this…