An approximate analytical solution is derived for a certain class of stochastic differential equations with constant diffusion, but nonlinear drift coefficients. Specifically, a closed form expression is derived for the response process transition probability density function (PDF) based on the concept of the Wiener path integral and on a Cauchy–Schwarz inequality treatment. This is done in conjunction with formulating and solving an error minimisation problem by relying on the associated Fokker–Planck equation operator. The developed technique, which requires minimal computational cost for the determination of the response process PDF, exhibits satisfactory accuracy and is capable of capturing the salient features of the PDF as demonstrated by comparisons with pertinent Monte Carlo simulation data. In addition to the mathematical merit of the approximate analytical solution, the derived PDF can be used also as a benchmark for assessing the accuracy of alternative, more computationally demanding, numerical solution techniques. Several examples are provided for assessing the reliability of the proposed approximation.

Applicability of Feynman path integral approach to numerical simulations of quantum dynamics of an electron in real time domain is examined. Coherent quantum dynamics is demonstrated with one dimensional test cases (quantum dot models) and performance of the Trotter kernel as compared with the exact kernels is tested. Also, a novel approach for finding the ground state and other stationary sates is presented. This is based on the incoherent propagation in real time. For both approaches the Monte Carlo grid and sampling are tested and compared with regular grids and sampling. We asses the numerical prerequisites for all of the above.