Manuel Grimm, Niels Lörch, and Denis V. Vasilyev
30 August 2016
Updated by Eric Giguere March 2018
We solve the stochastic master equation for an oscillator coupled to a 1D field as discussed in [1]. There is a deterministic differential equation for the variances of the oscillator quadratures $\langle\delta X^2\rangle$ and $\langle\delta P^2\rangle$. This allows for a direct comparison between the numerical solution and the exact solution for a single quantum trajectory. In particular, we study scaling of deviations from analytical solution as a function of stepsize for different solvers: 'euler-maruyama', 'pc-euler', 'milstein', 'milstein-imp', 'taylor15', 'taylor15-imp'.
It is important to check the correct scaling since it is very easy to implement a higher order method in a wrong way such that it still works but as a lower order method.
In this section we solve SME with a single Wiener increment:
The steady state solution for the variance $V_{\mathrm{c}} = \langle X^2\rangle - \langle X\rangle^2$ reads
$V_{\mathrm{c}} = \frac1{4\alpha^{2}}\left[\alpha\beta - \gamma + \sqrt{(\gamma-\alpha\beta )^{2} + 4\gamma \alpha^2}\right]$
where $\alpha$ and $\beta$ are parametrizing the interaction between light and the oscillator such that the jump operator is given by $s = \frac{\alpha+\beta}2 a + \frac{\alpha-\beta}2 a^{\dagger}$
[1] D. V. Vasilyev, C. a. Muschik, and K. Hammerer, Physical Review A 87, 053820 (2013). arXiv:1303.5888
In [1]:
%matplotlib inline
%config InlineBackend.figure_formats = ['svg']
from qutip import *
from qutip.ui.progressbar import BaseProgressBar
import numpy as np
import matplotlib.pyplot as plt
from scipy.integrate import odeint
y_sse = None
import time
In [2]:
def arccoth(x):
return 0.5*np.log((1.+x)/(x-1.))
############ parameters #############
th = 0.1 # Interaction parameter
alpha = np.cos(th)
beta = np.sin(th)
gamma = 1.
def gammaf(t):
return 0.25+t/12+t*t/6
def f_gamma(t,*args):
return (0.25+t/12+t*t/6)**(0.5)
################# Solution of the differential equation for the variance Vc ####################
T = 6.
N_store = int(20*T+1)
tlist = np.linspace(0,T,N_store)
y0 = 0.5
def func(y, t):
return -(gammaf(t) - alpha*beta)*y - 2*alpha*alpha*y*y + 0.5*gammaf(t)
y_td = odeint(func, y0, tlist)
y_td = y_td.ravel()
def func(y, t):
return -(gamma - alpha*beta)*y - 2*alpha*alpha*y*y + 0.5*gamma
y = odeint(func, y0, tlist)
############ Exact steady state solution for Vc #########################
Vc = (alpha*beta - gamma + np.sqrt((gamma-alpha*beta)**2 + 4*gamma*alpha**2))/(4*alpha**2)
#### Analytic solution
A = (gamma**2 + alpha**2 * (beta**2 + 4*gamma) - 2*alpha*beta*gamma)**0.5
B = arccoth((-4*alpha**2*y0 + alpha*beta - gamma)/A)
y_an = (alpha*beta - gamma + A / np.tanh(0.5*A*tlist - B))/(4*alpha**2)
f, (ax, ax2) = plt.subplots(2, 1, sharex=True)
ax.set_title('Variance as a function of time')
ax.plot(tlist,y)
ax.plot(tlist,Vc*np.ones_like(tlist))
ax.plot(tlist,y_an)
ax.set_ylim(0,0.5)
ax2.set_title('Deviation of odeint from analytic solution')
ax2.set_xlabel('t')
ax2.set_ylabel(r'$\epsilon$')
ax2.plot(tlist,y_an - y.T[0]);
In [3]:
####################### Model ###########################
N = 30 # number of Fock states
Id = qeye(N)
a = destroy(N)
s = 0.5*((alpha+beta)*a + (alpha-beta)*a.dag())
x = (a + a.dag())/np.sqrt(2)
H = Id
c_op = [np.sqrt(gamma)*a]
c_op_td = [[a,f_gamma]]
sc_op = [s]
e_op = [x, x*x]
rho0 = fock_dm(N,0) # initial vacuum state
#sc_len=1 # one stochastic operator
############## time steps and trajectories ###################
ntraj = 1 #100 # number of trajectories
T = 6. # final time
N_store = int(20*T+1) # number of time steps for which we save the expectation values/density matrix
tlist = np.linspace(0,T,N_store)
ddt = (tlist[1]-tlist[0])
Nsubs = (10*np.logspace(0,1,10)).astype(int)
stepsizes = [ddt/j for j in Nsubs] # step size is doubled after each evaluation
Nt = len(Nsubs) # number of step sizes that we compare
Nsubmax = Nsubs[-1] # Number of intervals for the smallest step size;
dtmin = (tlist[1]-tlist[0])/(Nsubmax)
In [4]:
ntraj = 1
def run_cte_cte(**kwargs):
epsilon = np.zeros(Nt)
std = np.zeros(Nt)
print(kwargs)
for j in range(0,ntraj):
for jj in range(0,Nt):
Nsub = Nsubs[jj]
sol = smesolve(H, rho0, tlist, c_op, sc_op, e_op, nsubsteps=Nsub, **kwargs)
epsilon_j = 1/T * np.sum(np.abs(y_an - (sol.expect[1]-sol.expect[0]*sol.expect[0].conj())))*ddt
epsilon[jj] += epsilon_j
std[jj] += epsilon_j
epsilon/= ntraj
std = np.sqrt(1/ntraj * (1/ntraj * std - epsilon**2))
return epsilon
def get_stats_cte_cte(**kw):
start = time.time()
y = run_cte_cte(**kw)
tag = str(kw["solver"])
x = np.log(stepsizes)
ly = np.log(y)
fit = np.polyfit(x, ly, 1)[0]
return y,tag,fit,time.time()-start
stats_cte_cte = []
stats_cte_cte.append(get_stats_cte_cte(solver='euler-maruyama'))
stats_cte_cte.append(get_stats_cte_cte(solver='platen'))
stats_cte_cte.append(get_stats_cte_cte(solver='pred-corr'))
stats_cte_cte.append(get_stats_cte_cte(solver='milstein'))
stats_cte_cte.append(get_stats_cte_cte(solver='milstein-imp'))
stats_cte_cte.append(get_stats_cte_cte(solver='pred-corr-2'))
stats_cte_cte.append(get_stats_cte_cte(solver='explicit1.5'))
stats_cte_cte.append(get_stats_cte_cte(solver="taylor1.5"))
stats_cte_cte.append(get_stats_cte_cte(solver="taylor1.5-imp", args={"tol":1e-8}))
stats_cte_cte.append(get_stats_cte_cte(solver="taylor2.0"))
stats_cte_cte.append(get_stats_cte_cte(solver="taylor2.0", noiseDepth=500))
In [5]:
fig = plt.figure()
ax = plt.subplot(111)
mark = "o*vspx+^<>1hdD"
for i,run in enumerate(stats_cte_cte):
ax.loglog(stepsizes, run[0], mark[i], label=run[1]+": " + str(run[2]))
ax.loglog(stepsizes, 0.1*np.array(stepsizes)**0.5, label="$\propto\Delta t^{1/2}$")
ax.loglog(stepsizes, 0.1*np.array(stepsizes)**1, label="$\propto\Delta t$")
ax.loglog(stepsizes, 0.1*np.array(stepsizes)**1.5, label="$\propto\Delta t^{3/2}$")
ax.loglog(stepsizes, 0.2*np.array(stepsizes)**2.0, label="$\propto\Delta t^{2}$")
lgd=ax.legend(loc='center left', bbox_to_anchor=(1, 0.64), prop={'size':12})
In [6]:
ntraj = 1
def run_(**kwargs):
epsilon = np.zeros(Nt)
std = np.zeros(Nt)
print(kwargs)
for j in range(0,ntraj):
for jj in range(0,Nt):
Nsub = Nsubs[jj]
sol = smesolve(H, rho0, tlist, c_op_td, sc_op, e_op, nsubsteps=Nsub, **kwargs)
epsilon_j = 1/T * np.sum(np.abs(y_td - (sol.expect[1]-sol.expect[0]*sol.expect[0].conj())))*ddt
epsilon[jj] += epsilon_j
std[jj] += epsilon_j
epsilon/= ntraj
std = np.sqrt(1/ntraj * (1/ntraj * std - epsilon**2))
return epsilon
def get_stats_d1(**kw):
start = time.time()
y = run_(**kw)
tag = str(kw["solver"])
x = np.log(stepsizes)
ly = np.log(y)
fit = np.polyfit(x, ly, 1)[0]
return y,tag,fit,time.time()-start
stat_d1 = []
stat_d1.append(get_stats_d1(solver='euler-maruyama'))
stat_d1.append(get_stats_d1(solver='platen'))
stat_d1.append(get_stats_d1(solver='pc-euler'))
stat_d1.append(get_stats_d1(solver='milstein'))
stat_d1.append(get_stats_d1(solver='milstein-imp'))
stat_d1.append(get_stats_d1(solver='pc-euler-2'))
stat_d1.append(get_stats_d1(solver='explicit1.5'))
stat_d1.append(get_stats_d1(solver="taylor1.5"))
stat_d1.append(get_stats_d1(solver="taylor1.5-imp", args={"tol":1e-8}))
stat_d1.append(get_stats_d1(solver="taylor2.0"))
stat_d1.append(get_stats_d1(solver="taylor2.0", noiseDepth=500))
In [7]:
fig = plt.figure()
ax = plt.subplot(111)
mark = "o*vspx+^<>1hdD"
for i,run in enumerate(stat_d1):
ax.loglog(stepsizes, run[0], mark[i], label=run[1]+": " + str(run[2]))
ax.loglog(stepsizes, 0.1*np.array(stepsizes)**0.5, label="$\propto\Delta t^{1/2}$")
ax.loglog(stepsizes, 0.05*np.array(stepsizes)**1, label="$\propto\Delta t$")
ax.loglog(stepsizes, 0.12*np.array(stepsizes)**1.5, label="$\propto\Delta t^{3/2}$")
ax.loglog(stepsizes, 0.7*np.array(stepsizes)**2.0, label="$\propto\Delta t^{2}$")
lgd=ax.legend(loc='center left', bbox_to_anchor=(1, 0.64), prop={'size':12})
In [8]:
def f(t, args):
return 0.5+0.25*t-t*t*0.125
Nsubs = (15*np.logspace(0,0.8,10)).astype(int)
stepsizes = [ddt/j for j in Nsubs] # step size is doubled after each evaluation
Nt = len(Nsubs) # number of step sizes that we compare
Nsubmax = Nsubs[-1] # Number of intervals for the smallest step size;
dtmin = (tlist[1]-tlist[0])/(Nsubmax)
sc_op_td = [[sc_op[0],f]]
sol = smesolve(H, rho0, tlist, c_op_td, sc_op_td, e_op, nsubsteps=1000, method="homodyne",solver="taylor15")
y_btd = sol.expect[1]-sol.expect[0]*sol.expect[0].conj()
plt.plot(y_btd)
Out[8]:
In [9]:
ntraj = 1
def run_(**kwargs):
epsilon = np.zeros(Nt)
std = np.zeros(Nt)
print(kwargs)
for j in range(0,ntraj):
for jj in range(0,Nt):
Nsub = Nsubs[jj]
sol = smesolve(H, rho0, tlist, c_op_td, sc_op_td, e_op, nsubsteps=Nsub, **kwargs)
epsilon_j = 1/T * np.sum(np.abs(y_btd - (sol.expect[1]-sol.expect[0]*sol.expect[0].conj())))*ddt
epsilon[jj] += epsilon_j
std[jj] += epsilon_j
epsilon/= ntraj
std = np.sqrt(1/ntraj * (1/ntraj * std - epsilon**2))
return epsilon
def get_stats_d2(**kw):
start = time.time()
y = run_(**kw)
tag = str(kw["solver"])
x = np.log(stepsizes)
ly = np.log(y)
fit = np.polyfit(x, ly, 1)[0]
return y,tag,fit,time.time()-start
stats_d2 = []
stats_d2.append(get_stats_d2(solver='euler-maruyama'))
stats_d2.append(get_stats_d2(solver='platen'))
stats_d2.append(get_stats_d2(solver='pc-euler'))
stats_d2.append(get_stats_d2(solver='milstein'))
stats_d2.append(get_stats_d2(solver='milstein-imp'))
stats_d2.append(get_stats_d2(solver='pc-euler-2'))
stats_d2.append(get_stats_d2(solver='explicit1.5'))
stats_d2.append(get_stats_d2(solver='taylor1.5'))
stats_d2.append(get_stats_d2(solver='taylor1.5-imp', args={"tol":2e-9}))
In [10]:
fig = plt.figure()
ax = plt.subplot(111)
mark = "o*vspx+^<>1hdD"
for i,run in enumerate(stats_d2):
ax.loglog(stepsizes, run[0], mark[i], label=run[1]+": " + str(run[2]))
ax.loglog(stepsizes, 0.1*np.array(stepsizes)**0.5, label="$\propto\Delta t^{1/2}$")
ax.loglog(stepsizes, 0.05*np.array(stepsizes)**1, label="$\propto\Delta t$")
ax.loglog(stepsizes, 0.1*np.array(stepsizes)**1.5, label="$\propto\Delta t^{3/2}$")
lgd=ax.legend(loc='center left', bbox_to_anchor=(1, 0.64), prop={'size':12})
In [11]:
def f(t, args):
return 0.5+0.25*t-t*t*0.125
def g(t, args):
return 0.25+0.25*t-t*t*0.125
Nsubs = (20*np.logspace(0,0.6,8)).astype(int)
stepsizes = [ddt/j for j in Nsubs] # step size is doubled after each evaluation
Nt = len(Nsubs) # number of step sizes that we compare
Nsubmax = Nsubs[-1] # Number of intervals for the smallest step size;
dtmin = (tlist[1]-tlist[0])/(Nsubmax)
sc_op2_td = [[sc_op[0],f],[sc_op[0],g]]
sol = smesolve(H, rho0, tlist, c_op_td, sc_op2_td, e_op, nsubsteps=1000, method="homodyne",solver=152)
y_btd2 = sol.expect[1]-sol.expect[0]*sol.expect[0].conj()
plt.plot(y_btd2)
Out[11]:
In [12]:
ntraj = 1
def run_multi(**kwargs):
epsilon = np.zeros(Nt)
std = np.zeros(Nt)
print(kwargs)
for j in range(0,ntraj):
for jj in range(0,Nt):
Nsub = Nsubs[jj]
sol = smesolve(H, rho0, tlist, c_op_td, sc_op2_td, e_op, nsubsteps=Nsub, **kwargs)
epsilon_j = 1/T * np.sum(np.abs(y_btd2 - (sol.expect[1]-sol.expect[0]*sol.expect[0].conj())))*ddt
epsilon[jj] += epsilon_j
std[jj] += epsilon_j
epsilon/= ntraj
std = np.sqrt(1/ntraj * (1/ntraj * std - epsilon**2))
return epsilon
def get_stats_multi(**kw):
start = time.time()
y = run_multi(**kw)
tag = str(kw["solver"])
x = np.log(stepsizes)
ly = np.log(y)
fit = np.polyfit(x, ly, 1)[0]
return y,tag,fit,time.time()-start
stats_multi = []
stats_multi.append(get_stats_multi(solver='euler-maruyama'))
stats_multi.append(get_stats_multi(solver='platen'))
stats_multi.append(get_stats_multi(solver='pc-euler'))
stats_multi.append(get_stats_multi(solver='milstein'))
stats_multi.append(get_stats_multi(solver='milstein-imp'))
stats_multi.append(get_stats_multi(solver='pc-euler-2'))
stats_multi.append(get_stats_multi(solver='explicit1.5'))
stats_multi.append(get_stats_multi(solver="taylor1.5"))
stats_multi.append(get_stats_multi(solver="taylor1.5-imp"))
In [13]:
fig = plt.figure()
ax = plt.subplot(111)
mark = "o*vspx+^<>1hdD"
for i,run in enumerate(stats_multi):
ax.loglog(stepsizes, run[0], mark[i], label=run[1]+": " + str(run[2]))
ax.loglog(stepsizes, 0.1*np.array(stepsizes)**0.5, label="$\propto\Delta t^{1/2}$")
ax.loglog(stepsizes, 0.1*np.array(stepsizes)**1, label="$\propto\Delta t$")
ax.loglog(stepsizes, 0.2*np.array(stepsizes)**1.5, label="$\propto\Delta t^{3/2}$")
lgd=ax.legend(loc='center left', bbox_to_anchor=(1, 0.64), prop={'size':12})
In [14]:
from qutip.ipynbtools import version_table
version_table()
Out[14]: