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We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from…

Condensed Matter · Physics 2009-10-28 T. Blum , A. J. McKane

Differential equations are a powerful tool for evaluating Feynman integrals. Their solution is straightforward if a transformation to a canonical form is found. In this paper, we present an algorithm for finding such a transformation. This…

High Energy Physics - Phenomenology · Physics 2020-06-24 Christoph Dlapa , Johannes Henn , Kai Yan

We consider a system of Forward Backward Stochastic Differential Equations (FBSDEs), with time delayed generator and driven by L\`evy-type noise. We establish a non linear Feynman Kac representation formula associating the solution given by…

Probability · Mathematics 2025-11-27 Luca Di Persio , Matteo Garbelli , Adrian Zălinescu

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Numerical Analysis · Mathematics 2017-10-18 Yan Luo , Zhu Wang

In this paper, we introduce a type of path-dependent quasilinear (parabolic) partial differential equations in which the (continuous) paths on an interval [0,t] becomes the basic variables in the place of classical variables (t,x). This new…

Probability · Mathematics 2011-08-23 Shige Peng , Falei Wang

We investigate the challenge of classical simulation of unitary quantum dynamics with variational Monte Carlo approaches, addressing the instabilities and high computational demands of existing methods. By systematically analyzing the…

Quantum Physics · Physics 2025-07-30 Luca Gravina , Vincenzo Savona , Filippo Vicentini

We introduce a unified framework -- Quantum Neural Ordinary and Partial Differential Equations (QNODEs and QNPDEs) -- which extends the continuous-time formalism of classical neural ordinary and partial differential equations into quantum…

Quantum Physics · Physics 2026-01-13 Yu Cao , Shi Jin , Nana Liu

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

We propose a neural-network variational quantum algorithm to simulate the time evolution of quantum many-body systems. Based on a modified restricted Boltzmann machine (RBM) wavefunction ansatz, the proposed algorithm can be efficiently…

Quantum Physics · Physics 2021-05-12 Chee-Kong Lee , Pranay Patil , Shengyu Zhang , Chang-Yu Hsieh

In this paper we obtain a Feynman-Kac formula for the solution of a fractional stochastic heat equation driven by fractional noise. One of the main difficulties is to show the exponential integrability of some singular nonlinear functionals…

Probability · Mathematics 2014-10-14 Xia Chen , Yaozhong Hu , Jian Song

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

In this paper we use a Variational Quantum Algorithm to solve Initial Value Problems with the Implicit Crank-Nicolson and the Method of Lines (MoL) evolution schemes. The unknown functions use a spectral decomposition with the Fourier…

Quantum Physics · Physics 2024-10-17 Francisco Guzman-Cajica , Francisco S. Guzman

We present an algorithm for determining the minimal order differential equations associated to a given Feynman integral in dimensional or analytic regularisation. The algorithm is an extension of the Griffiths-Dwork pole reduction adapted…

High Energy Physics - Theory · Physics 2024-06-21 Leonardo de la Cruz , Pierre Vanhove

We invent an automated method for computing the divergent part of Feynman integrals in dimensional regularization. Our method exploits simplifications from four-dimensional integration-by-parts identities. Leveraging algorithms from the…

High Energy Physics - Theory · Physics 2023-09-19 Johannes Henn , Rourou Ma , Kai Yan , Yang Zhang

We provide two applications of an elementary (yet seemingly unknown) probabilistic representation of matrix ordered exponentials, which generalizes the Feynman-Kac formula in finite dimensions and the change of measure formula between two…

Probability · Mathematics 2024-05-24 Pierre Yves Gaudreau Lamarre

Variational methods are highly valuable computational tools for solving high-dimensional quantum systems. In this paper, we explore the effectiveness of three variational methods: the density matrix renormalization group (DMRG), Boltzmann…

Quantum Physics · Physics 2024-04-18 Daming Li

Solving non-Hermitian quantum many-body systems on a quantum computer by minimizing the variational energy is challenging as the energy can be complex. Here, based on energy variance, we propose a variational method for solving the…

Quantum Physics · Physics 2024-02-21 Xu-Dan Xie , Zheng-Yuan Xue , Dan-Bo Zhang

Non-Markovian dynamics is ubiquitous in both quantum and classical systems, but the numerical computation of the time-delay dynamics is demanding. In this work, we propose an efficient quantum algorithm for solving linear distributed delay…

Quantum Physics · Physics 2026-03-19 Wataru Setoyama , Keisuke Fujii

In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…

Probability · Mathematics 2022-06-14 Yufeng Shi , Jiaqiang Wen , Jie Xiong

The variational quantum eigensolver (VQE) is a hybrid quantum-classical algorithm designed for current and near-term quantum devices. Despite its initial success, there is a lack of understanding involving several of its key aspects. There…

Quantum Physics · Physics 2023-03-22 Manpreet Singh Jattana , Fengping Jin , Hans De Raedt , Kristel Michielsen