Conjecture on polynomial-time classical simulation with strong dissipation
Let be an observable depending only on the first coordinates, so that
Let be dissipation rates satisfying for an integer . Let denote the expected value of the observable at time . Classical Euler--Maruyama conjecture. There exists a classical Euler--Maruyama-type numerical algorithm that estimates with runtime polynomial in and . 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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