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Journal of Statistical Physics

Stochastic differential equations in quantum statistical mechanics. Observables and multiple wiener integrals

Hiroshi Nakazawa

Published Dec 1, 1986• 3 citations
Publisher
DOI
10.1007/bf01020588

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We present a universal framework for simulating NNN-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)Xt dt+∑j=1JBj(t)Xt dWtj dX_t = A(t) X_t\,dt + \sum_{j=1}^J B_j(t)X_t\,dW_t^j dXt​=A(t)Xt​dt+∑j=1J​Bj​(t)Xt​dWtj​ 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.