We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos technique represents the density matrix as an expansion in orthogonal polynomials over the principle components of the stochastic process and yields a sparsely coupled hierarchy of linear differential equations. We provide practical heuristics for truncating this expansion based on results from time-dependent perturbation theory and demonstrate, via an experimentally relevant one-qubit numerical example, that our technique can be significantly more computationally efficient than Monte Carlo simulation.
We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos technique represents the density matrix as an expansion in orthogonal polynomials over the principle components of the stochastic process and yields a sparsely coupled hierarchy of linear differential equations. We provide practical heuristics for truncating this expansion based on results from time-dependent perturbation theory and demonstrate, via an experimentally relevant one-qubit numerical example, that our technique can be significantly more computationally efficient than Monte Carlo simulation.
Developing general-purpose numerical methods for non-Markovian quantum state diffusion has long been a challenge in the simulation of open quantum systems. This paper proposes a deterministic polynomial chaos Galerkin method, which is easy to implement, accurate, and efficient. By combining a low-rank decomposition of bath correlations with Galerkin projection onto a polynomial chaos basis, the method yields a deterministic formulation compatible with standard numerical solvers for partial differential equations. The reduced density matrix is obtained from a single deterministic solve at a cost comparable to that of computing one stochastic hierarchy trajectory. Replacing an ensemble of Ntraj trajectories therefore reduces the computational cost by approximately a factor of Ntraj and eliminates statistical sampling error. Benchmark comparisons show that the proposed method achieves smaller errors at lower computational cost than the tested stochastic hierarchy methods. Applications involving nonquadratic potentials, diffraction and interference, and coupled three-dimensional dynamics demonstrate its ability to handle challenging problems.
Nonlinear stochastic differential equations (NSDEs) are a pillar of mathematical modeling for scientific and engineering applications. Accurate and efficient simulation of large-scale NSDEs is prohibitive on classical computers due to the large number of degrees of freedom, and it is challenging on quantum computers due to the linear and unitary nature of quantum mechanics. We develop a quantum algorithm to tackle nonlinear differential equations driven by the Ornstein-Uhlenbeck (OU) stochastic process. The query complexity of our algorithm scales logarithmically with the error tolerance and nearly quadratically with the simulation time. Our algorithmic framework comprises probabilistic Carleman linearization (PCL) to tackle nonlinearity coupled with stochasticity, and stochastic linear combination of Hamiltonian simulations (SLCHS) to simulate stochastic non-unitary dynamics. We obtain probabilistic exponential convergence for the Carleman linearization of Liu et al. [1], provided the NSDE is stable and reaches a steady state. We extend deterministic LCHS to stochastic linear differential equations, retaining near-optimal parameter scaling from An et al. [2] except for the nearly quadratic time scaling. This is achieved by using Monte Carlo integration for time discretization of both the stochastic inhomogeneous term in LCHS and the truncated Dyson series for each Hamiltonian simulation.
Stochastic differential equations (SDEs) model noisy dynamical systems across quantitative finance, chemistry, physics, and climate science. Classical solvers-Euler-Maruyama schemes, Monte Carlo methods, and finite-difference PDE solvers for Fokker-Planck equations-suffer from exponential growth in computational cost with dimension and accuracy requirements. We present a family of quantum algorithms for simulating and solving SDEs with improved scaling. Our approach combines Hamiltonian simulation for drift terms, quantum random number generation for noise increments, and quantum amplitude estimation for computing expectations. For linear and semilinear SDEs with Lipschitz coefficients, we prove that relevant quantities (option prices, expected hitting times, moments) can be estimated to accuracy ε in time Õ(poly(d)polylog(1/ε)), versus classical O(poly(d)/ε 2). For nonlinear SDEs, we introduce variational quantum schemes leveraging parameterized circuits, with a priori error bounds and trainability analysis avoiding barren plateaus. We analyze multi-asset Black-Scholes models, Heston stochastic volatility, and Langevin dynamics for molecular coarse-graining, quantifying resource requirements (qubits, gate depth, oracle calls). Numerical simulations on small instances demonstrate polynomial-to-super-polynomial empirical speedups in accuracy for fixed runtime, establishing SDE solving as a promising quantum-accelerated task with practical applications.
Abstract The formulation of the dynamics of open quantum systems by means of stochastic processes in Hilbert space leads to efficient Monte–Carlo simulation techniques which are introduced and examined in this chapter. Depending on whether the stochastic process is a piecewise deterministic process or a diffusion process, the corresponding individual realizations consist of intervals of deterministic evolution periods interrupted by instantaneous quantum jumps, or of continuous, nowhere differentiable paths. Various Monte Carlo algorithms for both types of processes are described in detail, and their convergence behaviour and their numerical performance is investigated for a number of applications, such as the damped harmonic oscillator, the driven two-level system, and the damped driven Morse oscillator.
This paper presents a novel approach to simulating quantum computing algorithms using Monte Carlo methods, specifically designed to account for the inherent probabilistic nature of quantum systems. Traditional simulation methods often rely on deterministic models, which fail to capture the fundamental uncertainty associated with quantum mechanics. Our method employs a stochastic simulation engine that accurately models the probabilistic behavior of quantum gates and measurements. The core of the approach involves generating a large number of samples, each representing a possible outcome of a quantum computation. By analyzing the statistical distribution of these samples, we can approximate the expected results of the algorithm. This technique offers a practical way to evaluate the performance of quantum algorithms, especially those with high levels of uncertainty, and provides a valuable tool for algorithm design and optimization. The method avoids the limitations of purely deterministic simulations and offers a more realistic representation of quantum computation. Key aspects include the development of a robust sampling strategy and the efficient calculation of probabilities. The approach is demonstrated through a detailed explanation and illustrative examples, focusing on the conceptual framework and the underlying mathematical principles.
We present an efficient quantum algorithm to simulate nonlinear differential equations with polynomial vector fields of arbitrary degree on quantum platforms. Models of physical systems that are governed by ordinary differential equations (ODEs) or partial differential equation (PDEs) can be challenging to solve on classical computers due to high dimensionality, stiffness, nonlinearities, and sensitive dependence to initial conditions. For sparse n-dimensional linear ODEs, quantum algorithms have been developed which can produce a quantum state proportional to the solution in poly(log(nx)) time using the quantum linear systems algorithm (QLSA). Recently, this framework was extended to systems of nonlinear ODEs with quadratic polynomial vector fields by applying Carleman linearization that enables the embedding of the quadratic system into an approximate linear form. A detailed complexity analysis was conducted which showed significant computational advantage under certain conditions. We present an extension of this algorithm to deal with systems of nonlinear ODEs with k-th degree polynomial vector fields for arbitrary (finite) values of k. The steps involve: 1) mapping the k-th degree polynomial ODE to a higher dimensional quadratic polynomial ODE; 2) applying Carleman linearization to transform the quadratic ODE to an infinite-dimensional system of linear ODEs; 3) truncating and discretizing the linear ODE and solving using the forward Euler method and QLSA. Alternatively, one could apply Carleman linearization directly to the k-th degree polynomial ODE, resulting in a system of infinite-dimensional linear ODEs, and then apply step 3. This solution route can be computationally more efficient. We present detailed complexity analysis of the proposed algorithms, prove polynomial scaling of runtime on k and demonstrate the framework on an example.