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Related papers: Importance Sampling Scheme for the Stochastic Simu…

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Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling in the framework of diffusion process and consider the change…

Probability · Mathematics 2018-03-28 Carsten Hartmann , Christof Schütte , Marcus Weber , Wei Zhang

IBM quantum computers are used to simulate the dynamics of small systems of interacting quantum spins. For time-independent systems with fewer than three spins, we compute the exact time evolution at arbitrary times and measure spin…

Physics Education · Physics 2024-12-24 Jarrett L. Lancaster , D. Brysen Allen

Quantum algorithms for quantum dynamics simulations are traditionally based on implementing a Trotter-approximation of the time-evolution operator. This approach typically relies on deep circuits and is therefore hampered by the substantial…

Quantum Physics · Physics 2022-01-06 Alexander Miessen , Pauline J. Ollitrault , Ivano Tavernelli

Generic open quantum systems are notoriously difficult to simulate unless one looks at specific regimes. In contrast, classical dissipative systems can often be effectively described by stochastic processes, which are generally less…

Quantum Physics · Physics 2025-12-02 Charlie R. Hogg , Jonas Glatthard , Federico Cerisola , Janet Anders

The stochastic-gauge representation is a method of mapping the equation of motion for the quantum mechanical density operator onto a set of equivalent stochastic differential equations. One of the stochastic variables is termed the…

Quantum Physics · Physics 2010-11-02 Mark R. Dowling , Matthew J. Davis , Peter D. Drummond , Joel F. Corney

Any quasi-probability representation of a no-signaling system -- including quantum systems -- can be simulated via a purely classical scheme by allowing signed events and a cancellation procedure. This raises a fundamental question: What…

Quantum Physics · Physics 2025-08-11 Adam Brandenburger , Pierfrancesco La Mura

In this manuscript, we investigate importance sampling methods for rare-event simulation in diffusion processes. We show, from a large-deviation perspective, that the resulting importance sampling estimator is log-efficient. This connection…

Numerical Analysis · Mathematics 2025-12-22 Zhiwei Gao

We analyze the complexity of classically simulating continuous-time dynamics of locally interacting quantum spin systems with a constant rate of entanglement breaking noise. We prove that a polynomial time classical algorithm can be used to…

Quantum Physics · Physics 2022-11-11 Rahul Trivedi , J. Ignacio Cirac

We develop a recently introduced representation of quantum dynamics based on sampling negative Markov chain processes. By introducing particles and antiparticles, this formalism maps generic quantum dynamics onto a Markov process defined…

Quantum Physics · Physics 2026-04-23 Hugo Lóio , Jacopo De Nardis , Tony Jin

This paper provides an introductory overview of how one may employ importance sampling effectively as a tool for solving stochastic optimization formulations incorporating tail risk measures such as Conditional Value-at-Risk. Approximating…

Risk Management · Quantitative Finance 2023-07-11 Anand Deo , Karthyek Murthy

We describe an efficient numerical method for simulating the dynamics of interacting spin ensembles in the presence of dephasing and decay. The method builds on the discrete truncated Wigner approximation for isolated systems, which…

Quantum Physics · Physics 2022-02-01 Julian Huber , Ana Maria Rey , Peter Rabl

Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…

Methodology · Statistics 2013-02-11 Cheng-Der Fuh , Huei-Wen Teng , Ren-Her Wang

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare

Macroscopic dynamical descriptions of complex physical systems are crucial for understanding and controlling material behavior. With the growing availability of data and compute, machine learning has become a promising alternative to…

Computational Physics · Physics 2026-03-24 Mengyi Chen , Pengru Huang , Kostya S. Novoselov , Qianxiao Li

Spin-dynamics techniques can now be used to study the deterministic time-dependent behavior of magnetic systems containing over 10^5 spins with quite good accuracy. This approach will be introduced, including the theoretical foundations of…

Statistical Mechanics · Physics 2009-10-31 D. P. Landau , Alex Bunker , Hans Gerd Evertz , M. Krech , Shan-Ho Tsai

Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…

Quantum Physics · Physics 2023-03-14 Adam Bouland , Aditi Dandapani , Anupam Prakash

By exploiting the complexity intrinsic to quantum dynamics, quantum technologies promise a whole host of computational advantages. One such advantage lies in the field of stochastic modelling, where it has been shown that quantum stochastic…

Quantum Physics · Physics 2024-02-28 Thomas J. Elliott , Mile Gu

We present a numerical method to simulate the time evolution, according to a Hamiltonian made of local interactions, of quantum spin chains and systems alike. The efficiency of the scheme depends on the amount of the entanglement involved…

Quantum Physics · Physics 2009-11-10 G. Vidal

Inspired by path integral molecular dynamics, we build a spin model, in terms of spin coherent states, from which we can compute the quantum expectation values of a spin in a constant magnetic field, at finite temperature. This formulation…

Materials Science · Physics 2023-11-02 Thomas Nussle , Stam Nicolis , Joseph Barker

Quantum devices require precisely calibrated analog signals, a process that is complex and time-consuming. Many calibration strategies exist, and all require careful analysis and tuning to optimize system availability. To enable rigorous…

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