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We propose a hybrid quantum-classical algorithm, originated from quantum chemistry, to price European and Asian options in the Black-Scholes model. Our approach is based on the equivalence between the pricing partial differential equation…

Computational Finance · Quantitative Finance 2021-02-08 Filipe Fontanela , Antoine Jacquier , Mugad Oumgari

In this paper, we present a direct quantum adaptation of the classical shifted power method. The method is very similar to the iterative phase estimation algorithm; however, it does not require any initial estimate of an eigenvector and as…

Quantum Physics · Physics 2023-01-13 Ammar Daskin

We investigate the zeros of polynomial solutions to the differential-difference equation \[ P_{n+1}(x)=A_{n}(x)P_{n}^{\prime}(x)+B_{n}(x)P_{n}(x), n=0,1,... \] where $A_{n}$ and $B_{n}$ are polynomials of degree at most 2 and 1…

Classical Analysis and ODEs · Mathematics 2009-02-03 Diego Dominici , Kathy Driver , Kerstin Jordaan

The problem of efficient multiplication of large numbers has been a long-standing challenge in classical computation and has been extensively studied for centuries. It appears that the existing classical algorithms are close to their…

Broadly applicable quantum advantage, particularly in classical data processing and machine learning, has been a fundamental open problem. In this work, we prove that a small quantum computer of polylogarithmic size can perform large-scale…

The method of separation of variables is shown to apply to both the classical and quantum Neumann model. In the classical case this nicely yields the linearization of the flow on the Jacobian of the spectral curve. In the quantum case the…

High Energy Physics - Theory · Physics 2009-10-22 O. Babelon , M. Talon

We present quantum algorithms for the estimation of n-time correlation functions, the local and non-local density of states, and dynamical linear response functions. These algorithms are all based on block-encodings - a versatile technique…

Quantum Physics · Physics 2020-08-19 Patrick Rall

In this article we present applications of smooth numbers to the unconditional derandomization of some well-known integer factoring algorithms. We begin with Pollard's $p-1$ algorithm, which finds in random polynomial time the prime…

Number Theory · Mathematics 2009-05-12 Bartosz Zralek

In a recent paper (Cucker, Krick, Malajovich and Wschebor, A Numerical Algorithm for Zero Counting. I: Complexity and accuracy, J. Compl.,24:582-605, 2008) we analyzed a numerical algorithm for computing the number of real zeros of a…

Numerical Analysis · Mathematics 2012-05-31 Felipe Cucker , Teresa Krick , Gregorio Malajovich , Mario Wschebor

We present a probabilistic algorithm to compute the product of two univariate sparse polynomials over a field with a number of bit operations that is quasi-linear in the size of the input and the output. Our algorithm works for any field of…

Symbolic Computation · Computer Science 2020-09-01 Pascal Giorgi , Bruno Grenet , Armelle Perret du Cray

If the coefficients of polynomials are selected by some random process, the zeros of the resulting polynomials are in some sense random. In this paper the author rephrases the above in more precise language, and calculates the joint…

Probability · Mathematics 2012-11-26 Kerry M. Soileau

Quantum algorithms are touted as a way around some classically intractable problems such as the simulation of quantum mechanics. At the end of all quantum algorithms is a quantum measurement whereby classical data is extracted and utilized.…

Quantum Physics · Physics 2021-03-26 Jun Yang , James Brown , James Daniel Whitfield

Vladimir Shpilrain and Jie-Tai Yu have asked for an effective algorithm to decide if two elements of C[x,y] are related by an automorphism of C[x,y]. We describe here an efficient algorithm that decides this question and finds the…

Algebraic Geometry · Mathematics 2007-05-23 Walter D. Neumann , Penelope G. Wightwick

In this work we resolve conjectures of Beecken, Mitmann and Saxena [BMS13] and Gupta [Gup14], by proving an analog of a theorem of Edelstein and Kelly for quadratic polynomials. As immediate corollary we obtain the first deterministic…

Computational Complexity · Computer Science 2020-06-16 Shir Peleg , Amir Shpilka

The independence polynomial originates in statistical physics as the partition function of the hard-core model. The location of the complex zeros of the polynomial is related to phase transitions, and plays an important role in the design…

Combinatorics · Mathematics 2021-04-26 David de Boer , Pjotr Buys , Lorenzo Guerini , Han Peters , Guus Regts

Shor's algorithm for factoring in polynomial time on a quantum computer\cite{Shor} gives an enormous advantage over all known classical factoring algorithm. We demonstrate how to factor products of large prime numbers using a compiled…

Quantum Physics · Physics 2013-10-28 John A. Smolin , Graeme Smith , Alex Vargo

In this article we present a parallel modular algorithm to compute all solutions with multiplicities of a given zero-dimensional polynomial system of equations over the rationals. In fact, we compute a triangular decomposition using…

Commutative Algebra · Mathematics 2013-06-12 Deeba Afzal , Faira Kanwal , Gerhard Pfister , Stefan Steidel

Quantum computers provide an opportunity to efficiently sample from probability distributions that include non-trivial interference effects between amplitudes. Using a simple process wherein all possible state histories can be specified by…

Quantum Physics · Physics 2019-08-22 Davide Provasoli , Benjamin Nachman , Wibe A. de Jong , Christian W Bauer

We examine several numerical techniques for the calculation of the dynamics of quantum systems. In particular, we single out an iterative method which is based on expanding the time evolution operator into a finite series of Chebyshev…

Strongly Correlated Electrons · Physics 2015-05-13 Holger Fehske , Jens Schleede , Gerald Schubert , Gerhard Wellein , Vladimir S. Filinov , Alan R. Bishop

Quantum algorithms are able to solve particular problems exponentially faster than conventional algorithms, when implemented on a quantum computer. However, all demonstrations to date have required already knowing the answer to construct…

Quantum Physics · Physics 2013-03-22 Xiao-Qi Zhou , Pruet Kalasuwan , Timothy C. Ralph , Jeremy L. O'Brien