Nonlinear stochastic differential equations (SDEs) underlie molecular modeling and drug discovery, quantitative finance, stochastic learning, and uncertainty quantification. Their expectations, event probabilities, and time correlations are therefore natural targets for quantum computation, but nonlinear drift and averaging over noise realizations obstruct a direct quantum representation. We develop an exact \emph{Kolmogorov--Lindblad mapping} (KLM) at the level of the probability law, encoded natively as a trace-one quantum density operator. For each Brownian realization, the pathwise density admits a half-density whose evolution is a stochastic Schrödinger equation. Averaging the associated pure states yields a Lindblad equation for $Γ(t)$ whose diagonal kernel is exactly the Fokker--Planck density, $p(t,x)=Γ(t;x,x)$, with classical diffusion represented by decoherence through Hermitian jump operators. Statistical observables become quantum expectations without the unknown time-dependent normalization introduced by direct amplitude encoding of the density, and classical two-time correlations admit an exact quantum regression formula. A structure-preserving Galerkin projection retains the Lindblad form at finite dimension, placing classical SDEs and open quantum dynamics on the same quantum-native computational footing. Numerical experiments for double-well Langevin dynamics and noisy Lorenz--63 exhibit rapid convergence of statistical observables. KLM thus provides a mathematically controlled path from general nonlinear stochastic dynamics to quantum channels, while isolating function approximation and coherent operator access as the remaining determinants of algorithmic efficiency.
Nonlinear stochastic differential equations (SDEs) underlie molecular modeling and drug discovery, quantitative finance, stochastic learning, and uncertainty quantification. Their expectations, event probabilities, and time correlations are therefore natural targets for quantum computation, but nonlinear drift and averaging over noise realizations obstruct a direct quantum representation. We develop an exact \emph{Kolmogorov--Lindblad mapping} (KLM) at the level of the probability law, encoded natively as a trace-one quantum density operator. For each Brownian realization, the pathwise density admits a half-density whose evolution is a stochastic Schrödinger equation. Averaging the associated pure states yields a Lindblad equation for Γ(t) whose diagonal kernel is exactly the Fokker--Planck density, p(t,x)=Γ(t;x,x), with classical diffusion represented by decoherence through Hermitian jump operators. Statistical observables become quantum expectations without the unknown time-dependent normalization introduced by direct amplitude encoding of the density, and classical two-time correlations admit an exact quantum regression formula. A structure-preserving Galerkin projection retains the Lindblad form at finite dimension, placing classical SDEs and open quantum dynamics on the same quantum-native computational footing. Numerical experiments for double-well Langevin dynamics and noisy Lorenz--63 exhibit rapid convergence of statistical observables. KLM thus provides a mathematically controlled path from general nonlinear stochastic dynamics to quantum channels, while isolating function approximation and coherent operator access as the remaining determinants of algorithmic efficiency.
We develop a Bayesian formulation of diffusive quantum-classical dynamics by treating the wave function and classical variables as components of an ordinary stochastic process. The joint probability density P(psi,x,t) obeys a classical Fokker-Planck equation, while the quantum state appears as its second moment. Requiring autonomous second-moment evolution and trace preservation, together with a full-column-rank quantum-classical noise correlation matrix, forces the ensemble dynamics into hybrid Lindblad form. The same result also determines the general class of diffusive stochastic unravelings compatible with this hybrid evolution. Notably, this construction makes positivity immediate and does not take complete positivity or an underlying unitary quantum dilation as assumptions, but instead relies on the presence of a sufficiently coupled classical sector.
We formulate quantum measurement, filtering and smoothing of hybrid quantum-classical dynamics as standard Bayesian inference and show how to correlation between the quantum and classical noise fully explains the differences between quantum smoothing and smoothing in classical time series models. We recover the stochastic master equation from the Kushner-Stratonovich equation with correlated noise and show how the quantum effect operator is related to the Bayesian backward message through the adjoint dynamics of the linear unraveling. The Bayesian posterior also defines a smoothed density matrix and, more generally, a posterior distribution over latent quantum-classical trajectories.
These quantities can be approximated with standard particle filtering and smoothing methods. Numerical examples show that smoothing improves reconstruction of a hidden quantum-classical trajectory and that the full trajectory posterior can retain structure, such as multimodality, that is absent from its density-matrix second moment.
We present a universal framework for simulating N-dimensional linear Itô stochastic differential equations (SDEs) on quantum computers with additive or multiplicative noises. Building on a unitary dilation technique, we establish a rigorous mapping from the general linear SDEs dXt=A(t)Xtdt+∑j=1JBj(t)XtdWtj to stochastic Schrödinger equations (SSE) on a dilated Hilbert space. Crucially, this embedding is pathwise exact in that the classical solution is recovered as a projection of the dilated quantum state for each fixed noise realization. We demonstrate that the resulting SSEs are {naturally implementable} on digital quantum processors, where the stochastic Wiener increments are encoded directly by preparing the ancillary qubits. Exploiting this physical mapping, we develop two algorithmic strategies: (1) a trajectory-based approach that uses sequential weak measurements to realize efficient stochastic integrators, including a second-order scheme, and (2) an ensemble-based approach that maps moment evolution to a deterministic Lindblad quantum master equation, enabling simulation without Monte Carlo sampling. We provide error bounds based on a stochastic light-cone analysis and validate the framework with numerical experiments.
Addressing nonlinear numerical problems in quantum computing remains challenging, but several approaches, including Carleman linearization (CL), have been proposed to construct quantum algorithms for such problems. In this work, we develop a CL-based method for a high-dimensional nonlinear stochastic differential equation (SDE) dXt=(A(t)Xt+F(t)Xt⊗s)dt+B(t)dWt for an RN-valued random process Xt, aiming at quantum speed-up with respect to the dimension N. We introduce auxiliary processes Ytj that approximate Xt⊗j, derive a linearized system of SDEs for them, and obtain the linear ordinary differential equation (ODE) governing their expectations. We then apply a quantum ODE solver to it and, from the resulting quantum state, extract an estimate for the expectation of a linear function of Xt by overlap estimation. We show that, provided the nonlinear and noise terms in the SDE are sufficiently small relative to the linear term, the CL error decreases exponentially with the truncation order J in CL, and we can estimate the target expectation with a polylog(N) number of queries to unitaries encoding coefficient matrices A, F, and B. Finally, we also run a numerical demonstration for an SDE related to Langevin dynamics, observing the exponential decay of the CL error as J increases.
The solution of option-pricing problems may turn out to be computationally demanding due to non-linear and path-dependent payoffs, the high dimensionality arising from multiple underlying assets, and sophisticated models of price dynamics. In this context, quantum computing has been proposed as a means to address these challenges efficiently. Prevailing approaches either simulate the stochastic differential equations governing the forward dynamics of underlying asset prices or directly solve the backward pricing partial differential equation. Here, we present an end-to-end quantum algorithmic framework that solves the Kolmogorov forward (Fokker-Planck) partial differential equation for local-volatility models by mapping it to a Hamiltonian-simulation problem via the Schrödingerisation technique. The algorithm specifies how to prepare the initial quantum state, perform Hamiltonian simulation, and how to efficiently recover the option price via a swap test. In particular, the efficiency of the final solution recovery is an important advantage of solving the forward versus the backward partial differential equation. Thus, our end-to-end framework offers a potential route toward quantum advantage for challenging option-pricing tasks. In particular, we obtain a polynomial advantage in grid size for the discretization of a single dimension. Nevertheless, the true power of our methodology lies in pricing high-dimensional systems, such as baskets of options, because the quantum framework admits an exponential speedup with respect to dimension, overcoming the classical curse of dimensionality.
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 dynamics of Gaussian states for open quantum systems described by Lindblad equations can be solved analytically for systems with quadratic Hamiltonians and linear Lindbladians, showing the familiar phenomena of dissipation and decoherence. It is well known that the Lindblad dynamics can be expressed as an ensemble average over stochastic pure-state dynamics, which can be interpreted as individual experimental implementations, where the form of the stochastic dynamics depends on the measurement setup. Here we consider quantum-jump and stochastic Schrödinger dynamics for initially Gaussian states. While both unravellings converge to the same Lindblad dynamics when averaged, the individual dynamics can differ qualitatively. For the stochastic Schrödinger equation, Gaussian states remain Gaussian during the evolution, with stochastic differential equations governing the evolution of the phase-space centre and a deterministic evolution of the covariance matrix. In contrast to this, individual pure-state dynamics arising from the quantum-jump evolution do not remain Gaussian in general. Applying results developed in the non-Hermitian context for Hagedorn wavepackets, we formulate a method to generate quantum-jump trajectories that is described entirely in terms of the evolution of an underlying Gaussian state. To illustrate the behaviours of the different unravellings in comparison to the Lindblad dynamics, we consider two examples in detail, which can be largely treated analytically, a harmonic oscillator subject to position measurement and a damped harmonic oscillator. In both cases, we highlight the differences as well as the similarities of the stochastic Schrödinger and the quantum-jump dynamics.