Related papers: Stochastic wave function approach to the calculati…
Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…
Recent advances in quantum technologies and related experiments have created a need for highly accurate, versatile, and computationally efficient simulation techniques for the dynamics of open quantum systems. Long-lived correlation effects…
We derive the equations of quantum mechanics and quantum thermodynamics from the assumption that a quantum system can be described by an underlying classical system of particles. Each component $\phi_j$ of the wave vector is understood as a…
This paper discusses the technical aspects - mathematical and numerical - associated with the numerical simulations of a mesoscopic system in the time domain (i.e. beyond the single frequency AC limit). After a short review of the state of…
We present a technique for optimizing hundreds of thousands of variational parameters in variational quantum Monte Carlo. By introducing iterative Krylov subspace solvers and by multiplying by the Hamiltonian and overlap matrices as they…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…
The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…
We present a numerical method to compute expectations of functionals of a piecewise-deterministic Markov process. We discuss time dependent functionals as well as deterministic time horizon problems. Our approach is based on the…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
We introduce structured random matrix ensembles, constructed to model many-body quantum systems with local interactions. These ensembles are employed to study equilibration of isolated many-body quantum systems, showing that rather complex…
We study the diffusion process in a Heisenberg chain with correlated spatial disorder, with a power spectrum in the momentum space behaving as $k^{-\beta}$, using a stochastic description. It establishes a direct connection between the…
In this study, we estimate parameters in stochastic oscillatory systems by developing a novel cost function. This function incorporates power spectral density, analytic signal, and position crossings, each weighted to capture distinct…
A method for the systematic construction of few-body damped harmonic oscillator networks accurately reproducing the effect of general bosonic environments in open quantum systems is presented. Under the sole assumptions of a Gaussian…
We solve the problem of resonance statistics in systems with broken time-reversal invariance by deriving the joint probability density of all resonances in the framework of a random matrix approach and calculating explicitly all n-point…
A large class of non-Markovian quantum processes in open systems can be formulated through time-local master equations which are not in Lindblad form. It is shown that such processes can be embedded in a Markovian dynamics which involves a…
We devise a stochastic Hamiltonian formulation of the water wave problem. This stochastic representation is built within the framework of the modelling under location uncertainty. Starting from restriction to the free surface of the general…
We study the efficiency of synchronization in ensembles of identical coupled stochastic oscillator systems. By deriving a chemical Langevin equation, we measure the rate at which the systems synchronize. The rate at which the difference in…
It is well known that the state operator of an open quantum system can be generically represented as the solution of a time-local equation -- a quantum master equation. Unraveling in quantum trajectories offers a picture of open system…
Many systems in physics, chemistry and biology exhibit oscillations with a pronounced random component. Such stochastic oscillations can emerge via different mechanisms, for example linear dynamics of a stable focus with fluctuations,…