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Starting from an experimentally feasible atomic setup, we derive a stochastic Schr\"{o}dinger equation that captures the homodyne detection record of a strongly interacting system. Applying the rotating wave approximation to the linear…

Quantum Physics · Physics 2026-03-25 Aniket Patra , Felix Motzoi , Klaus Mølmer

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

We generalize and extend the stochastic path integral formalism and action principle for continuous quantum measurement introduced in [A. Chantasri, J. Dressel and A. N. Jordan, Phys. Rev. A {\bf 88}, 042110 (2013)], where the optimal…

Quantum Physics · Physics 2015-09-23 Areeya Chantasri , Andrew N. Jordan

We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…

Statistical Mechanics · Physics 2019-01-31 S. De Nicola , B. Doyon , M. J. Bhaseen

In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a…

Data Analysis, Statistics and Probability · Physics 2020-04-02 L. T. Giorgini , S. H. Lim , W. Moon , J. S. Wettlaufer

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…

Quantum Physics · Physics 2009-10-31 Alberto Barchielli , Giancarlo Lupieri

Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Jianyu Hu

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

The Stochastic Series Expansion (SSE) technique is a quantum Monte Carlo method that is especially efficient for many quantum spin systems and boson models. It was the first generic method free from the discretization errors affecting…

Strongly Correlated Electrons · Physics 2019-09-25 Anders W. Sandvik

We investigate the trajectory-level dynamics of a double quantum dot system using the newly developed formalism of stochastic excursions. This approach extends full counting statistics by enabling a filtering of complex trajectories into…

We investigate the non-equilibrium dynamics of isolated quantum spin systems via an exact mapping to classical stochastic differential equations. We show that one can address significantly larger system sizes than recently obtained,…

Strongly Correlated Electrons · Physics 2020-12-30 S. E. Begg , A. G. Green , M. J. Bhaseen

We study the asymptotic behaviour, in the small noise limit, of stochastic travelling wave solutions to reaction-diffusion equations perturbed by Wright-Fisher noise. Such equations are predicted to display three distinct responses to noise…

Probability · Mathematics 2026-04-02 Alison Etheridge , Raphaël Forien , Thomas Hughes , Sarah Penington

Quantum stochastic methods based on effective wave functions form a framework for investigating the generally non-Markovian dynamics of a quantum-mechanical system coupled to a bath. They promise to be computationally superior to the…

Statistical Mechanics · Physics 2014-10-15 Robert Biele , Carsten Timm , Roberto D'Agosta

Stochastic perturbation of two-level atoms strongly driven by a coherent light field is analyzed by the quantum trajectory method. A new method is developed for calculating the resonance fluorescence spectra from numerical simulations. It…

Quantum Physics · Physics 2009-11-07 A. Karpati , P. Adam , W. Gawlik , B. Lobodzinski , J. Janszky

We take a new look at the relation between the optimal transport problem and the Schr\"{o}dinger bridge problem from the stochastic control perspective. We show that the connections are richer and deeper than described in existing…

Systems and Control · Computer Science 2014-12-16 Yongxin Chen , Tryphon Georgiou , Michele Pavon

We show that the dynamics of interacting fermions can be exactly replaced by a quantum jump theory in the many-body density matrix space. In this theory, jumps occur between densities formed of pairs of Slater determinants, $D_{ab}=| \Phi_a…

Quantum Physics · Physics 2009-11-10 Denis Lacroix

We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal controls and necessary conditions for optimality are derived. In…

Optimization and Control · Mathematics 2021-10-28 Wilhelm Stannat , Lukas Wessels

In this paper, we compare the performance of two scenario-based numerical methods to solve stochastic optimal control problems: scenario trees and particles. The problem consists in finding strategies to control a dynamical system perturbed…

Optimization and Control · Mathematics 2010-02-10 Pierre Girardeau

The Schwinger model, which describes lattice quantum electrodynamics in $1+1$ space-time dimensions, provides a valuable framework to investigate fundamental aspects of quantum field theory, and a stepping stone towards non-Abelian gauge…

Quantum Physics · Physics 2026-01-19 Angus Kan , Jessica Lemieux , Olga Okrut , Burak Şahinoğlu