Exact and approximate many-body dynamics with stochastic one-body density matrix evolution

We show that the dynamics of interacting fermions can be exactly replaced by a quantum jump theory in the many-body density matrix space. In this theory, jumps occur between densities formed of pairs of Slater determinants, $D_{ab}=| \Phi_a > < \Phi_b |$, where each state evolves according to the Stochastic Schr\"odinger Equation (SSE) given in ref. \cite{Jul02}. A stochastic Liouville-von Neumann equation is derived as well as the associated Bogolyubov-Born-Green-Kirwood-Yvon (BBGKY) hierarchy. Due to the specific form of the many-body density along the path, the presented theory is equivalent to a stochastic theory in one-body density matrix space, in which each density matrix evolves according to its own mean field augmented by a one-body noise. Guided by the exact reformulation, a stochastic mean field dynamics valid in the weak coupling approximation is proposed. This theory leads to an approximate treatment of two-body effects similar to the extended Time-Dependent Hartree-Fock (Extended TDHF) scheme. In this stochastic mean field dynamics, statistical mixing can be directly considered and jumps occur on a coarse-grained time scale. Accordingly, numerical effort is expected to be significantly reduced for applications.Comment: 12 pages, 1 figur

The non-Markovian quantum behavior of open systems: An exact Monte Carlo method employing stochastic product states

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo wave function method that enables the stochastic treatment of the full non-Markovian behavior of open quantum systems. Numerical simulations are carried out which demonstrate that the method is applicable to open systems strongly coupled to a bosonic reservoir, as well as to the interaction with a spin bath. Full details of the simulation algorithms are given, together with an investigation of the dynamics of fluctuations. Several potential generalizations of the method are outlined.Comment: 14 pages, 5 figure

Feynman-Kac representation of fully nonlinear PDEs and applications

The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for solving linear PDEs by Monte Carlo simulations of random processes. The extension to (fully)nonlinear PDEs led in the recent years to important developments in stochastic analysis and the emergence of the theory of backward stochastic differential equations (BSDEs), which can be viewed as nonlinear Feynman-Kac formulas. We review in this paper the main ideas and results in this area, and present implications of these probabilistic representations for the numerical resolution of nonlinear PDEs, together with some applications to stochastic control problems and model uncertainty in finance

Quantum projection filter for a highly nonlinear model in cavity QED

Both in classical and quantum stochastic control theory a major role is played by the filtering equation, which recursively updates the information state of the system under observation. Unfortunately, the theory is plagued by infinite-dimensionality of the information state which severely limits its practical applicability, except in a few select cases (e.g. the linear Gaussian case.) One solution proposed in classical filtering theory is that of the projection filter. In this scheme, the filter is constrained to evolve in a finite-dimensional family of densities through orthogonal projection on the tangent space with respect to the Fisher metric. Here we apply this approach to the simple but highly nonlinear quantum model of optical phase bistability of a stongly coupled two-level atom in an optical cavity. We observe near-optimal performance of the quantum projection filter, demonstrating the utility of such an approach.Comment: 19 pages, 6 figures. A version with high quality images can be found at http://minty.caltech.edu/papers.ph

Algebraic Structures and Stochastic Differential Equations driven by Levy processes

We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders and independent of the governing vector fields. This holds provided the driving processes possess moments of all orders and the vector fields are sufficiently smooth. Moreover the efficient integrator in question is optimal within a broad class of perturbations for half-integer global root mean-square orders of convergence. We obtain these results using the quasi-shuffle algebra of multiple iterated integrals of independent Levy processes.Comment: 41 pages, 11 figure

Simulation of stochastic Volterra equations driven by space--time L\'evy noise

In this paper we investigate two numerical schemes for the simulation of stochastic Volterra equations driven by space--time L\'evy noise of pure-jump type. The first one is based on truncating the small jumps of the noise, while the second one relies on series representation techniques for infinitely divisible random variables. Under reasonable assumptions, we prove for both methods $L^p$- and almost sure convergence of the approximations to the true solution of the Volterra equation. We give explicit convergence rates in terms of the Volterra kernel and the characteristics of the noise. A simulation study visualizes the most important path properties of the investigated processes

Physical interpretation of stochastic Schroedinger equations in cavity QED

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 refers to ensemble averages, these methods deal with the dynamics of single realizations, and involve the solution of stochastic Schr\"odinger equations. These procedures have been shown to be completely equivalent to the master equation approach when ensemble averages are taken over many realizations. We show that these techniques are not only convenient mathematical tools for dissipative systems, but may actually correspond to concrete physical processes, for any temperature of the reservoir. We consider a mode of the electromagnetic field in a cavity interacting with a beam of two- or three-level atoms, the field mode playing the role of a small system and the atomic beam standing for a reservoir at finite temperature, the interaction between them being given by the Jaynes-Cummings model. We show that the evolution of the field states, under continuous monitoring of the state of the atoms which leave the cavity, can be described in terms of either the Monte Carlo Wave-Function (quantum jump) method or a stochastic Schr\"odinger equation, depending on the system configuration. We also show that the Monte Carlo Wave-Function approach leads, for finite temperatures, to localization into jumping Fock states, while the diffusion equation method leads to localization into states with a diffusing average photon number, which for sufficiently small temperatures are close approximations to mildly squeezed states.Comment: 12 pages RevTeX 3.0 + 6 figures (GIF format; for higher-resolution postscript images or hardcopies contact the authors.) Submitted to Phys. Rev.