English
Related papers

Related papers: Numerical solution of stochastic master equations …

200 papers

The time dependent complex Schr\"odinger equation with cubic nonlinearity is solved by constructing differential quadrature algorithm based on sinc functions. Reduction to a coupled system of real equations enables to approach the space…

Numerical Analysis · Mathematics 2018-04-11 Alper Korkmaz

We establish an integration by parts formula based on jumps times in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps.

Probability · Mathematics 2012-09-14 Vlad Bally , Emmanuelle Clement

We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…

Probability · Mathematics 2021-12-20 Luisa Beghin , Alessandro De Gregorio

We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\"odinger equations driven by additive It\^o noise. The class of nonlinearities of interest includes nonlocal…

Numerical Analysis · Mathematics 2022-11-16 Charles-Edouard Bréhier , David Cohen

We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

Numerical Analysis · Mathematics 2021-06-08 Xiaocheng Shang

We derive a quantum master equation in the context of a polymerized open quantum mechanical system for the scattering of a Brownian particle in an ideal gas environment. The model is formulated in a top-down approach by choosing a…

General Relativity and Quantum Cosmology · Physics 2023-02-17 Kristina Giesel , Michael Kobler

We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equations with jumps (FBSDEJs), where the jump-diffusion…

Numerical Analysis · Mathematics 2023-01-31 Wansheng Wang , Jie Wang , Jinping Li , Feifei Gao , Yi Fu

We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…

Computational Finance · Quantitative Finance 2014-04-15 Andrey Itkin

A new method for stochastic unraveling of general time-local quantum master equations (QME) which involve the reduced density operator at time t only is proposed. The present kind of jump algorithm enables a numerically efficient treatment…

Quantum Physics · Physics 2009-11-07 Ulrich Kleinekathoefer , Ivan Kondov , Michael Schreiber

We derive a quantum master equation from first principles to describe friction in one dimensional, collisional Brownian motion. We are the first to avoid an ill-defined square of the Dirac delta function by using localized wave packets…

Quantum Physics · Physics 2015-05-13 I. Kamleitner , J. Cresser

The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…

Statistics Theory · Mathematics 2007-06-13 Sergey Plyasunov

Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…

Symplectic Geometry · Mathematics 2018-03-30 Chuchu Chen , Jialin Hong , Lihai Ji

We formulate a damped oscillating particle method to solve the stationary nonlinear Schr\"{o}dinger equation (NLSE). The ground state solutions are found by a converging damped oscillating evolution equation that can be discretized with…

Computational Physics · Physics 2016-03-03 P. Sandin , M. Ogren , M. Gulliksson

In this paper, we present quantum algorithms for a class of highly-oscillatory transport equations, which arise in semiclassical computation of surface hopping problems and other related non-adiabatic quantum dynamics, based on the…

Numerical Analysis · Mathematics 2025-09-05 Anjiao Gu , Shi Jin

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

Numerical Analysis · Mathematics 2024-04-22 Dominic Phillips , Charles Matthews , Benedict Leimkuhler

The dynamics of Gaussian states for open quantum systems described by Lindblad equations can be solved analytically for systems with quadratic Hamiltonians and linear Lindbladians, showing the familiar phenomena of dissipation and…

Quantum Physics · Physics 2022-11-23 Robson Christie , Jessica Eastman , Roman Schubert , Eva-Maria Graefe

The convergence problem for scattering states is studied in detail within the framework of the Algebraic Model, a representation of the Schrodinger equation in an L^2 basis. The dynamical equations of this model are reformulated featuring…

Nuclear Theory · Physics 2009-11-06 V. S. Vasilevsky , F. Arickx

This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…

Optimization and Control · Mathematics 2014-07-11 Zhixin Yang , G. Yin , Haibo Li

In this paper, we study backward doubly stochastic differential equations driven by Brownian motions and Poisson process (BDSDEP in short) with non-Lipschitz coefficients on random time interval. The probabilistic interpretation for the…

Probability · Mathematics 2010-05-17 Qingfeng Zhu , Yufeng Shi
‹ Prev 1 3 4 5 6 7 10 Next ›