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We present a twofold contribution to the numerical simulation of Lindblad equations. First, an adaptive numerical approach to approximate Lindblad equations using low-rank dynamics is described: a deterministic low-rank approximation of the density operator is computed, and its rank is adjusted dynamically, using an on-the-fly estimator of the error committed when reducing the dimension. On the other hand, when the intrinsic dimension of the Lindblad equation is too high to allow for such a deterministic approximation, we combine classical ensemble averages of quantum Monte Carlo trajectories and a denoising technique. Specifically, a variance reduction method based upon the consideration of a low-rank dynamics as a control variate is developed. Numerical tests for quantum collapse and revivals show the efficiency of each approach, along with the complementarity of the two approaches.
We provide a representation result of parabolic semi-linear PD-Es, with polynomial nonlinearity, by branching diffusion processes. We extend the classical representation for KPP equations, introduced by Skorokhod (1964), Watanabe (1965) and McKean (1
We study an algorithm which has been proposed by Chinesta et al. to solve high-dimensional partial differential equations. The idea is to represent the solution as a sum of tensor products and to compute iteratively the terms of this sum. This algori
A procedure for the numerical approximation of high-dimensional Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control problems for semilinear parabolic equations is proposed. Its main ingredients are a pseudospectral collocat
We propose an approach for the synthesis of robust and optimal feedback controllers for nonlinear PDEs. Our approach considers the approximation of infinite-dimensional control systems by a pseudospectral collocation method, leading to high-dimension
The efficient numerical integration of large-scale matrix differential equations is a topical problem in numerical analysis and of great importance in many applications. Standard numerical methods applied to such problems require an unduly amount of