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Numerical algorithms for the integration of stochastic differential equations in the presence of white noise are introduced and compared. Algorithms for the integration of stochastic correlated forces are also briefly reviewed. Finally, a…

Statistical Mechanics · Physics 2008-02-03 Riccardo Mannella

The set of continuous norm-preserving stochastic Schrodinger equations associated with the Lindblad master equation is introduced. This set is used to describe the localization properties of the state vector toward eigenstates of the…

Quantum Physics · Physics 2008-11-26 M. Rigo , F. Mota-Furtado , P. F. O'Mahony

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

Quantum counterparts of Schrodinger's classical bridge problem have been around for the better part of half a century. During that time, several quantum approaches to this multifaceted classical problem have been introduced. In the present…

Quantum Physics · Physics 2025-03-11 Olga Movilla Miangolarra , Ralph Sabbagh , Tryphon T. Georgiou

The paper is devoted to the study of nonlinear stochastic Schr\"{o}dinger equations driven by standard cylindrical Brownian motions (NSSEs) arising from the unraveling of quantum master equations. Under the Born--Markov approximations, this…

Probability · Mathematics 2008-12-18 Carlos M. Mora , Rolando Rebolledo

We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…

Probability · Mathematics 2010-09-30 Inés Armendáriz

An efficient algorithm to simulate dynamics of open quantum system is presented. The method describes the dynamics by unraveling stochastic wave functions converging to a density operator description. The stochastic techniques are based on…

Quantum Physics · Physics 2022-09-21 Ronnie Kosloff Uriel Shafir

Study of far-from-equilibrium thermalization dynamics in quantum materials, including the dynamics of different types of quasiparticles, is becoming increasingly crucial. However, the inherent complexity of either the full quantum…

Computational Physics · Physics 2021-03-17 Indrajit Wadgaonkar , Rishabh Jain , Marco Battiato

Non-Markovian master equations describe general open quantum systems when no approximation is made. We provide the exact closed master equation for the class of Gaussian, completely positive, trace preserving, non-Markovian dynamics. This…

Quantum Physics · Physics 2016-03-30 L. Ferialdi

Owing to their long-lifetimes at cryogenic temperatures, mechanical oscillators are recognized as an attractive resource for quantum information science and as a testbed for fundamental physics. Key to these applications is the ability to…

Quantum Physics · Physics 2022-11-07 Ryan O. Behunin , Peter T. Rakich

Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…

Numerical Analysis · Mathematics 2022-08-10 Jialin Hong , Baohui Hou , Qiang Li , Liying Sun

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Probability · Mathematics 2024-08-22 R. Vilela Mendes

Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…

Soft Condensed Matter · Physics 2009-11-07 M. Mayorga , L. Romero-Salazar , J. M. Rubi

Recent developments in quantum physics make heavy use of so-called "quantum trajectories." Mathematically, this theory gives rise to "stochastic Schr\"odinger equations", that is, perturbation of Schr\"odinger-type equations under the form…

Probability · Mathematics 2009-04-02 Clément Pellegrini

We solve the time-dependent Schr\"odinger equation by learning the score function, the gradient of the log-probability density, on Bohmian trajectories. In Bohm's formulation of quantum mechanics, particles follow deterministic paths under…

Quantum Physics · Physics 2026-04-29 Lei Wang

Quantum computers are known for their potential to achieve up-to-exponential speedup compared to classical computers for certain problems. To exploit the advantages of quantum computers, we propose quantum algorithms for linear stochastic…

Quantum Physics · Physics 2025-06-26 Shi Jin , Nana Liu , Wei Wei

A systematic first-order correction to the standard Markov master equation for open quantum systems interacting with a bosonic bath is presented. It extends the Markov Lindblad master equation to the more general case of non-Markovian…

Quantum Physics · Physics 2009-10-31 Ting Yu , Lajos Diosi , Nicolas Gisin , Walter T. Strunz

Given a stochastic differential equation (SDE) in $\mathbb{R}^n$ whose solution is constrained to lie in some manifold $M \subset \mathbb{R}^n$, we propose a class of numerical schemes for the SDE whose iterates remain close to $M$ to high…

Numerical Analysis · Mathematics 2020-09-24 John Armstrong , Tim King

We present iterative solvers to approximate the solution of numerical schemes for stochastic Stefan problems. After briefly talking about the convergence results, we tackle the question of efficient strategies for solving the nonlinear…

Numerical Analysis · Mathematics 2025-08-12 Muhammad Awais Khan , Jérôme Droniou , Kim-Ngan Le , Iuliu Sorin Pop

Stochastic Schr\"odinger equations that govern the dynamics of open quantum systems are given by the equations for signal processing. In particular, the Brownian motion that drives the wave function of the system does not represent noise,…

Biological Physics · Physics 2022-09-28 Dorje C. Brody
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