Stochastic differential equation (SDE) and Fokker-Planck equation (FPE) are two general approaches to describe the stochastic drift-diffusion processes. Solving SDEs relies on the Monte Carlo samplings of individual system trajectory, whereas FPEs describe the time evolution of overall distributions via path integral alike methods. The large state space and required small step size are the major challenges of computational efficiency in solving FPE numerically. In this paper, a generic continuous-time quantum walk formulation is developed to simulate stochastic diffusion processes. Stochastic diffusion in one-dimensional state space is modeled as the dynamics of an imaginary-time quantum system. The proposed quantum computational approach also drastically accelerates the path integrals with large step sizes. The new approach is compared with the traditional path integral method and the Monte Carlo trajectory sampling.
Drilling head knives degradation modelling based on stochastic diffusion processes backed up by state space models
