Conjecture on polynomial-time classical simulation with strong dissipation
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.
Sources & referencesView supporting material
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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