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The Stochastic Series Expansion method (SSE) is a Quantum Monte Carlo (QMC) technique working directly in the imaginary time continuum and thus avoiding "Trotter discretization" errors. Using a non-local "operator-loop update" it allows…

Strongly Correlated Electrons · Physics 2007-05-23 A. Dorneich , M. Troyer

Discretizing a distribution function in a phase space for an efficient quantum dynamics simulation is a non-trivial challenge, in particular for a case that a system is further coupled to environmental degrees of freedom. Such open quantum…

Computational Physics · Physics 2021-12-14 Yuki Iwamoto , Yoshitaka Tanimura

Many real-world datasets, such as healthcare, climate, and economics, are often collected as irregular time series, which poses challenges for accurate modeling. In this paper, we propose the Amortized Control of continuous State Space…

Machine Learning · Statistics 2025-03-03 Byoungwoo Park , Hyungi Lee , Juho Lee

In this paper, we elucidate the geometry of Stein's method of moments (SMoM). SMoM is a parameter estimation method based on the Stein operator, and yields a wide class of estimators that do not depend on the normalizing constant. We…

Statistics Theory · Mathematics 2026-03-16 Mitsuki Nagai , Keisuke Yano

We analyze a system of nonlinear stochastic partial differential equations (SPDEs) of mixed elliptic-parabolic type that models the propagation of electric signals and their effect on the deformation of cardiac tissue. The system governs…

Analysis of PDEs · Mathematics 2024-05-29 Mostafa Bendahmane , Kenneth H. Karlsen , Fatima Mroue

Based on recently derived exact stochastic Liouville-von Neumann equations, several strategies for the efficient simulation of open quantum systems are developed and tested on the spin-boson model. The accuracy and efficiency of these…

Condensed Matter · Physics 2007-05-23 J. T. Stockburger

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

Dynamical Systems · Mathematics 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

Nonlinear stochastic motion presents significant challenges for Bayesian particle tracking. To address this challenge, this paper proposes a framework to construct an invertible transformation that maps the nonlinear state-space model (SSM)…

Methodology · Statistics 2026-04-13 Yonatan L. Ashenafi

In biochemical systems some of the chemical species are present with only small numbers of molecules. In this situation discrete and stochastic simulation approaches are more relevant than continuous and deterministic ones. The fundamental…

Computational Engineering, Finance, and Science · Computer Science 2013-03-18 Tae-Hyuk Ahn , Adrian Sandu , Xiaoying Han

Estimation of parameters is a crucial part of model development. When models are deterministic, one can minimise the fitting error; for stochastic systems one must be more careful. Broadly parameterisation methods for stochastic dynamical…

Statistics Theory · Mathematics 2018-04-12 Asbjørn N. Riseth , Jake P. Taylor-King

The equation of motion method (EOM) is one of the approximations to calculate transport coefficients of interacting electron systems. The method is known to be useful to examine high-temperature properties. However, sometimes a naive…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Akira Oguri

We derive a formalism of stochastic master equations (SME) which describes the decoherence dynamics of a system in spin environments conditioned on the measurement record. Markovian and non-Markovian nature of environment can be revealed by…

Quantum Physics · Physics 2014-09-02 Dong Xie , An Min Wang

We extend the twin-space formulation of the hierarchical equations of motion approach in combination with the matrix product state representation (introduced in J. Chem. Phys. 150, 234102, [2019]) to nonequilibrium scenarios where the open…

Mesoscale and Nanoscale Physics · Physics 2022-06-01 Yaling Ke , Raffaele Borrelli , Michael Thoss

Equation discovery is a fundamental learning task for uncovering the underlying dynamics of complex systems, with wide-ranging applications in areas such as brain connectivity analysis, climate modeling, gene regulation, and physical…

Machine Learning · Computer Science 2026-01-29 Jiaqiang Li , Jianbin Tan , Xueqin Wang

We review progress towards direct simulation of quantum dynamics in many-body systems, using recently developed stochastic gauge techniques. We consider master equations, canonical ensemble calculations and reversible quantum dynamics are…

Condensed Matter · Physics 2017-08-23 P. D. Drummond , P. Deuar , J. F. Corney , K. V. Kheruntsyan

This paper introduces a new stochastic optimization method based on the regularized Fisher information matrix (FIM), named SOFIM, which can efficiently utilize the FIM to approximate the Hessian matrix for finding Newton's gradient update…

Machine Learning · Computer Science 2024-05-02 Mrinmay Sen , A. K. Qin , Gayathri C , Raghu Kishore N , Yen-Wei Chen , Balasubramanian Raman

We propose an energy-stable parametric finite element method (ES-PFEM) for simulating solid-state dewetting of thin films in two dimensions via a sharp-interface model, which is governed by surface diffusion and contact line (point)…

Numerical Analysis · Mathematics 2020-06-08 Quan Zhao , Wei Jiang , Weizhu Bao

The theory of open quantum systems plays a fundamental role in several scientific and technological disciplines, from quantum computing and information science to molecular electronics and quantum thermodynamics. Despite its widespread…

Quantum Physics · Physics 2026-02-16 Stefano Giordano , Fabrizio Cleri , Ralf Blossey

Interacting spin-boson models encompass a large class of physical systems, spanning models with a single spin interacting with a bosonic bath -- a paradigm of quantum impurity problems -- to models with many spins interacting with a cavity…

Quantum Physics · Physics 2023-09-22 Naushad A. Kamar , Mohammad Maghrebi

The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…

Statistics Theory · Mathematics 2025-06-17 Toni Karvonen , Fehmi Cirak , Mark Girolami