Conjecture on polynomial-time classical simulation with strong dissipation

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Let u0u_0 be an observable depending only on the first kk coordinates, so that

u0(x1,…,xN)=u0(x1,…,xk,0,…,0).u_0(x_1,\dots,x_N)=u_0(x_1,\dots,x_k,0,\dots,0).

Let λi\lambda_i be dissipation rates satisfying λi∝ip\lambda_i\propto i^p for an integer p∈{1,2,… }p\in\{1,2,\dots\}. Let v(t,x)v(t,x) denote the expected value of the observable at time tt. Classical Euler--Maruyama conjecture. There exists a classical Euler--Maruyama-type numerical algorithm that estimates v(t,x)v(t,x) with runtime polynomial in kk and ϵ−1\epsilon^{-1}. The conjecture is motivated by the reduced effective dimension under increasing dissipation rates, but the supplied text does not establish such an algorithm.

References

Primary source

Sergey Bravyi, Adam Byrne, Mykhaylo Zayats and Sergiy Zhuk, “Quantum algorithms for stochastic nonlinear differential equations”, arXiv:2606.08349 (2026).

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