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We present a numerical method for the approximation of solutions for the class of stochastic differential equations driven by Brownian motions which induce stochastic variation in fixed directions. This class of equations arises naturally…

Numerical Analysis · Mathematics 2010-06-15 David F. Anderson , Jonathan C. Mattingly

We present a stochastic method for solving the time-dependent Schr\"odinger equation, generalizing a ground-state full configuration interaction Quantum Monte Carlo method. By performing the time-integration in the complex plane close to…

Strongly Correlated Electrons · Physics 2018-08-08 Kai Guther , Werner Dobrautz , Olle Gunnarsson , Ali Alavi

For a mixed stochastic differential equation involving standard Brownian motion and an almost surely H\"older continuous process $Z$ with H\"older exponent $\gamma>1/2$, we establish a new result on its unique solvability. We also establish…

Probability · Mathematics 2012-11-13 Yuliya Mishura , Georgiy Shevchenko

In this paper we consider an alternative formulation of a class of stochastic wave and master equations with scalar noise that are used in quantum optics for modelling open systems and continuously monitored systems. The reformulation is…

Quantum Physics · Physics 2009-11-10 I. Kurniawan , M. R. James

A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a…

Dynamical Systems · Mathematics 2012-06-22 Xingye Kan , Jinqiao Duan , Ioannis G. Kevrekidis , Anthony J. Roberts

We present a general approach to derive Lindblad master equations for a subsystem whose dynamics is coupled to dissipative bosonic modes. The derivation relies on a Schrieffer-Wolff transformation which allows to eliminate the bosonic…

Quantum Physics · Physics 2022-08-17 Simon B. Jäger , Tom Schmit , Giovanna Morigi , Murray J. Holland , Ralf Betzholz

Adiabatic Quantum Computing relies on the quantum adiabatic theorem, which states that a quantum system evolves along its ground state with time if the governing Hamiltonian varies infinitely slowly. However, practical limitations force…

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…

Numerical Analysis · Mathematics 2016-10-19 Christopher. N. Angstmann , Bruce I. Henry , Byron A. Jacobs , Anna V. McGann

We study the problem of optimal control for mean-field stochastic partial differential equations (stochastic evolution equations) driven by a Brownian motion and an independent Poisson random measure, in the case of \textit{partial…

Optimization and Control · Mathematics 2017-04-12 Roxana Dumitrescu , Bernt Øksendal , Agnès Sulem

This paper aims to establish second order necessary conditions for optimal control in quantum stochastic systems. We employ a variational approach, analogous to methods in classical stochastic control, to analyze systems governed by quantum…

Optimization and Control · Mathematics 2026-03-17 Penghui Wang , Shan Wang

In this article, we consider a set of trial wave-functions denoted by $| Q \right>$ and an associated set of operators $A_\alpha$ which generate transformations connecting those trial states. Using variational principles, we show that we…

Quantum Physics · Physics 2016-09-08 Denis Lacroix

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…

Optimization and Control · Mathematics 2019-04-17 Emil M. Constantinescu , Noemi Petra , Julie Bessac , Cosmin G. Petra

In this paper we present a novel multiscale splitting approach to solve multiscale Schroedinger equation, which have large different time-scales. The energy potential is based on highly oscillating functions, which are magnitudes faster…

Numerical Analysis · Mathematics 2018-05-31 Juergen Geiser , Amirbahador Nasari

Solving the electronic Schrodinger equation for strongly correlated ground states is a long-standing challenge. We present quantum algorithms for the variational optimization of wavefunctions correlated by products of unitary operators,…

Quantum Physics · Physics 2024-08-06 Mario Motta , Kevin J. Sung , James Shee

We investigate the multi-chain version of the Chemical Master Equation, when there are transitions between different states inside the long chains, as well as transitions between (a few) different chains. In the discrete version, such a…

Statistical Mechanics · Physics 2015-06-12 Vahe Galstyan , David B. Saakian

We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…

Numerical Analysis · Mathematics 2015-08-06 Weidong Zhao , Wei Zhang , Guannan Zhang

A stochastic simulation algorithm for the computation of multitime correlation functions which is based on the quantum state diffusion model of open systems is developed. The crucial point of the proposed scheme is a suitable extension of…

Quantum Physics · Physics 2009-10-31 Heinz-Peter Breuer , Bernd Kappler , Francesco Petruccione

We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…

Numerical Analysis · Mathematics 2014-11-27 V. Reshniak , A. Q. M. Khaliq , D. A. Voss , G. Zhang

We present embedding procedures for the non-Markovian stochastic Schr\"{o}dinger equations, arising from studies of quantum systems coupled with bath environments. By introducing auxiliary wave functions, it is demonstrated that the…

Computational Physics · Physics 2020-05-04 Xiantao Li

A logarithmic Schr\"odinger equation with time-dependent coupling to the non-linearity is presented as a model of collisional decoherence of the wavefunction of a quantum particle in position-space. The particular mathematical form of the…

Quantum Physics · Physics 2021-10-12 Rory van Geleuken , Andrew V. Martin