Conjecture on polynomial-time classical simulation with strong dissipation

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 λiip\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 ϵ1\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.

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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