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We study the trajectory optimization problem under chance constraints for continuous-time stochastic systems. To address chance constraints imposed on the entire stochastic trajectory, we propose a framework based on the set erosion…

Optimization and Control · Mathematics 2025-04-08 Zishun Liu , Liqian Ma , Yongxin Chen

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

Estimation of physical observables for unknown quantum states is an important problem that underlies a wide range of fields, including quantum information processing, quantum physics, and quantum chemistry. In the context of quantum…

Quantum Physics · Physics 2024-05-21 Yuma Nakamura , Yoshichika Yano , Nobuyuki Yoshioka

We propose physical interpretations for stochastic methods which have been developed recently to describe the evolution of a quantum system interacting with a reservoir. As opposed to the usual reduced density operator approach, which…

Quantum Physics · Physics 2015-06-26 Tarso B. L. Kist , M. Orszag , T. A. Brun , L. Davidovich

Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…

Optimization and Control · Mathematics 2025-05-08 Jan Bartsch , Alfio Borzi , Gabriele Ciaramella , Jan Reichle

Control of the stochastic dynamics of a quantum system is indispensable in fields such as quantum information processing and metrology. However, there is no general ready-made approach to the design of efficient control strategies. Here, we…

Quantum Physics · Physics 2021-04-26 Frank Schäfer , Pavel Sekatski , Martin Koppenhöfer , Christoph Bruder , Michal Kloc

We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classical problem setting in which the variance of noise is…

Optimization and Control · Mathematics 2024-08-23 Sasila Ilandarideva , Anatoli Juditsky , Guanghui Lan , Tianjiao Li

Many processes in nature seem to be entirely controlled by transition rates and the corresponding statistical dynamics. Some of them are in essence quantum, like the decay of excited states, the tunneling through barriers or the decay of…

Quantum Physics · Physics 2007-05-23 Jochen Gemmer , Mathias Michel

The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…

Quantum Physics · Physics 2016-09-08 L. Accardi , S. V. Kozyrev , I. V. Volovich

We first use the quantum method to replicate the well-known results of a single atom relaxing, whilst demonstrating the intuitive picture it provides for dissipative dynamics. By use of individual "quantum trajectories", the method allows…

Quantum Physics · Physics 2022-02-10 Charles A. McDermott

The optimization of Variational Quantum Eigensolver is severely challenged by finite-shot sampling noise, which distorts the cost landscape, creates false variational minima, and induces statistical bias called winner's curse. We…

Quantum Physics · Physics 2025-11-12 Vojtěch Novák , Silvie Illésová , Tomáš Bezděk , Ivan Zelinka , Martin Beseda

We study the effect of local unitary noise on the entanglement evolution of a two-qubit system subject to local monitoring and inter-qubit coupling. We construct a stochastic Hamiltonian by incorporating the noise into the…

Quantum Physics · Physics 2024-03-14 Dominic Shea , Alessandro Romito

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together…

Machine Learning · Computer Science 2017-06-21 Qianxiao Li , Cheng Tai , Weinan E

This paper provides a detailed account of the numerical implementation of the stochastic equation of motion (SEOM) method for the dissipative dynamics of fermionic open quantum systems. To enable direct stochastic calculations, a minimal…

Statistical Mechanics · Physics 2020-06-24 Arif Ullah , Lu Han , Yun-An Yan , Xiao Zheng , YiJing Yan , Vladimir Chernyak

Quantum systems of interest are typically coupled to several quantum channels (more generally environments). In this paper, we develop an exact stochastic Schr\"{o}dinger equation for an open quantum system coupled to a hybrid environment…

Quantum Physics · Physics 2017-05-11 Xinyu Zhao , Wufu Shi , J. Q. You , Ting Yu

This work establishes two versions of the Pontryagin-type maximum principles for partially observed optimal control of coupled forward stochastic partial differential equations (FSPDEs) and backward stochastic differential equations (BSDEs)…

Optimization and Control · Mathematics 2026-03-03 Hongjiang Qian , George Yin , Yanzhao Cao , Guannan Zhang

We present a method to study rare nonadiabatic dynamics in open quantum systems using transition path sampling and quantum jump trajectories. As with applications of transition path sampling to classical dynamics, the method does not rely…

Statistical Mechanics · Physics 2021-12-08 Addison J. Schile , David T. Limmer

The emergence of the exit events from a bounded domain containing a stable fixed point induced by non-Gaussian L\'evy fluctuations plays a pivotal role in practical physical systems. In the limit of weak noise, we develop a Hamiltonian…

Statistics Theory · Mathematics 2020-07-15 Yang Li , Jinqiao Duan , Xianbin Liu , Yanxia Zhang

We study pathwise approximation of scalar stochastic differential equations at a single point. We provide the exact rate of convergence of the minimal errors that can be achieved by arbitrary numerical methods that are based (in a…

Probability · Mathematics 2007-05-23 Thomas Muller-Gronbach