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Noise is ubiquitous in real quantum systems, leading to non-Hermitian quantum dynamics, and may affect the fundamental states of matter. Here we report in experiment a quantum simulation of the two-dimensional non-Hermitian quantum…

Quantum Physics · Physics 2022-07-01 Zidong Lin , Lin Zhang , Xinyue Long , Yu-ang Fan , Yishan Li , Kai Tang , Jun Li , XinFang Nie , Tao Xin , Xiong-Jun Liu , Dawei Lu

In this work, we present a numerical framework for modeling single photon emission from a two level system in open and dissipative systems beyond the Markovian approximation. The method can be readily integrated into standard computational…

Quantum Physics · Physics 2025-11-06 Hyunwoo Choi , Jisang Seo , Weng C. Chew , Dong-Yeop Na

A nonperturbative theory is developed, aiming at an exact and efficient evaluation of a general quantum system interacting with arbitrary bath environment at any temperature and in the presence of arbitrary time-dependent external fields.…

Statistical Mechanics · Physics 2007-05-23 Rui-Xue Xu , YiJing Yan

Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…

Probability · Mathematics 2025-08-06 Eric José Ávila-Vales , José Villa-Morales

In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…

Soft Condensed Matter · Physics 2023-02-28 P. J. Atzberger , P. R. Kramer , C. S. Peskin

We introduce a foundational model for brain dynamics that utilizes stochastic optimal control (SOC) and amortized inference. Our method features a continuous-discrete state space model (SSM) that can robustly handle the intricate and noisy…

Machine Learning · Computer Science 2025-02-10 Joonhyeong Park , Byoungwoo Park , Chang-Bae Bang , Jungwon Choi , Hyungjin Chung , Byung-Hoon Kim , Juho Lee

In this paper, a stochastic Hamiltonian formulation (SHF) is proposed and applied to dissipative particle dynamics (DPD) simulations. As an extension of Hamiltonian dynamics to stochastic dissipative systems, the SHF provides necessary…

Numerical Analysis · Mathematics 2022-04-26 Linyu Peng , Noriyoshi Arai , Kenji Yasuoka

The minimum action method (MAM) is to calculate the most probable transition path in randomly perturbed stochastic dynamics, based on the idea of action minimization in the path space. The accuracy of the numerical path between different…

Computational Physics · Physics 2017-05-26 Y Sun , X Zhou

We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…

Mathematical Physics · Physics 2026-02-11 C. Chen , M. Colangeli , M. H. Duong , M. Serva

We propose a computationally efficient method to solve the dynamics of operators of bosonic quantum systems coupled to their environments. The method maps the operator under interest to a set of complex-valued functions, and its adjoint…

We extend a standard stochastic theory to study open quantum systems coupled to generic quantum environments including the three fundamental classes of noninteracting particles: bosons, fermions and spins. In this unified stochastic…

Chemical Physics · Physics 2018-01-17 Chang-Yu Hsieh , Jianshu Cao

This paper deals with the construction of a metamodel (i.e. a simplified mathematical model) for a stochastic computer code (also called stochastic numerical model or stochastic simulator), where stochastic means that the code maps the…

Statistics Theory · Mathematics 2015-09-15 Thomas Browne , Bertrand Iooss , Loïc Le Gratiet , Jérome Lonchampt

The exact quantum state evolution of a fermionic gas with binary interactions is obtained as the stochastic average of BCS-state trajectories. We find the most general Ito stochastic equations which reproduce exactly the dynamics of the…

Other Condensed Matter · Physics 2009-02-05 Alberto Montina , Yvan Castin

We use the Gaussian Phase-Space Representation to solve the real-time dynamic of interacting fermions in 1D, 2D, and 3D systems. The method is exact up to a spiking point, which represents a limit on the practical simulation time. The…

Mathematical Physics · Physics 2025-12-02 F Rousse , M Fasi , A Dmytryshyn , M Gulliksson , J F Corney , M Ogren

This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These…

Probability · Mathematics 2015-03-13 Nawaf Bou-Rabee , Eric Vanden-Eijnden

Simulating time evolution is one of the most natural applications of quantum computers and is thus one of the most promising prospects for achieving practical quantum advantage. Here, we develop quantum algorithms to extract thermodynamic…

Quantum Physics · Physics 2026-03-10 Matthew L. Goh , Bálint Koczor

The present paper introduces stochastic velocity as improvement for moving particle semi-implicit (MPS) method. This improvement is to overcome energy loss caused by numerical dissipation in the basic MPS that brings about rapid decay of…

Fluid Dynamics · Physics 2013-09-16 Christian Fredy Naa , Seiro Omata , Masaki Kazama

This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems. The proposed approach relies on the nonlinear Feynman-Kac theorem that establishes a connection between parabolic deterministic…

Optimization and Control · Mathematics 2019-06-13 Ziyi Wang , Keuntaek Lee , Marcus A. Pereira , Ioannis Exarchos , Evangelos A. Theodorou

Uncertainty in the prediction of future weather is commonly assessed through the use of forecast ensembles that employ a numerical weather prediction model in distinct variants. Statistical postprocessing can correct for biases in the…

Applications · Statistics 2016-06-16 Annette Möller , Thordis L. Thorarinsdottir , Alex Lenkoski , Tilmann Gneiting

We develop a discrete fermion approach for modelling the strong interaction of an arbitrary system interacting with continuum electronic reservoirs. The approach is based on a pseudo-fermion decomposition of the continuum bath correlation…

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