Universal Dilation of Linear Itô SDEs: Quantum Trajectories and Lindblad Simulation of Second Moments
We present a universal framework for simulating N-dimensional linear Ito stochastic differential equations (SDEs) on quantum computers with additive or multiplicative noises. Building on a unitary dilation technique, we establish a rigorous mapping from the general linear SDEs
dXt=A(t)Xtdt+j=1∑JBj(t)XtdWtj
to stochastic Schrodinger equations (SSEs) on a dilated Hilbert space. Crucially, this embedding is pathwise exact in that the classical solution is recovered as a projection of the dilated quantum state for each fixed noise realization. We demonstrate that the resulting SSEs are naturally implementable on digital quantum processors, where the stochastic Wiener increments are encoded directly by preparing the ancillary qubits. Exploiting this physical mapping, we develop two algorithmic strategies: (1) a trajectory-based approach that uses sequential weak measurements to realize efficient stochastic integrators, including a second-order scheme; and (2) an ensemble-based approach that maps moment evolution to a deterministic Lindblad quantum master equation, enabling simulation without Monte Carlo sampling. We provide error bounds based on a stochastic light-cone analysis and validate the framework with numerical experiments.

