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We present a methodology to price options and portfolios of options on a gate-based quantum computer using amplitude estimation, an algorithm which provides a quadratic speedup compared to classical Monte Carlo methods. The options that we…

Based on quantum statistical mechanics and microscopic quantum dynamics, we prove Planck's and Kelvin's principles for macroscopic systems in a general and realistic setting. We consider a hybrid quantum system that consists of the…

Statistical Mechanics · Physics 2016-05-04 Hal Tasaki

We give a corrected version of the algorithm presented within the commented paper by M.A. Novotny, Phys. Rev. Lett. Vol. 74, 1 (1995) (cond-mat/9411086)

Condensed Matter · Physics 2016-08-31 Kurt Broderix , Reiner Kree

We use the eigenstate thermalization hypothesis to derive a quantum master equation for a system weakly coupled to a chaotic finite-sized bath prepared in a pure state. We show that the emergence of Markovianity is controlled by the…

Quantum Physics · Physics 2025-09-03 Peter O'Donovan , Philipp Strasberg , Kavan Modi , John Goold , Mark T. Mitchison

We devise a numerical scheme for the time evolution of matrix product operators by adapting the time-dependent variational principle for matrix product states [J. Haegeman et al, Phys. Rev. B 94, 165116 (2016)]. A simple augmentation of the…

Quantum Physics · Physics 2019-01-01 Christian B. Mendl

This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…

Optimization and Control · Mathematics 2021-03-02 Muhammad Adil , Sasan Tavakkol , Ramtin Madani

We apply the methodology of optimal control theory to the problem of implementing quantum gates in continuous variable systems with quadratic Hamiltonians. We demonstrate that it is possible to define a fidelity measure for continuous…

Quantum Physics · Physics 2009-11-13 Rebing Wu , Raj Chakrabarti , Herschel Rabitz

Stochastic optimization is a vital field in the realm of mathematical optimization, finding applications in diverse areas ranging from operations research to machine learning. In this paper, we introduce a novel first-order optimization…

Optimization and Control · Mathematics 2024-09-17 Vladimir Solodkin , Savelii Chezhegov , Ruslan Nazikov , Aleksandr Beznosikov , Alexander Gasnikov

Krylov complexity is a novel measure of operator complexity that exhibits universal behavior and bounds a large class of other measures. In this letter, we generalize Krylov complexity from a closed system to an open system coupled to a…

Strongly Correlated Electrons · Physics 2023-08-11 Chang Liu , Haifeng Tang , Hui Zhai

We introduce the Markovian matrix product density operator, which is a special subclass of the matrix product density operator. We show that the von Neumann entropy of such ansatz can be computed efficiently on a classical computer. This is…

Quantum Physics · Physics 2017-09-28 Isaac H. Kim

In this paper, we present efficient quantum algorithms that are exponentially faster than classical algorithms for solving the quantum optimal control problem. This problem involves finding the control variable that maximizes a physical…

Quantum Physics · Physics 2023-10-02 Xiantao Li , Chunhao Wang

Quantum simulation is a promising application of future quantum computers. Product formulas, or Trotterization, are the oldest and still remain an appealing method to simulate quantum systems. For an accurate product formula approximation,…

Quantum Physics · Physics 2024-11-04 Chi-Fang , Chen , Fernando G. S. L. Brandão

We present a quantum optimal control problem which exhibits a chattering phenomenon. This is the first instance of such a process in quantum control. Using the Pontryagin Maximum Principle and a general procedure due to V. F. Borisov and M.…

Quantum Physics · Physics 2023-01-11 R. Robin , U. Boscain , M. Sigalotti , D. Sugny

We propose a new algorithm for computing validated bounds for the solutions to the first order variational equations associated to ODEs. These validated solutions are the kernel of numerics computer-assisted proofs in dynamical systems…

Numerical Analysis · Mathematics 2020-10-15 Irmina Walawska , Daniel Wilczak

We use classical tools from calculus of variations to formally derive necessary conditions for a Markov control to be optimal in a standard finite time horizon stochastic control problem. As an example, we solve the well-known Merton…

Optimization and Control · Mathematics 2026-05-27 Matthew Lorig

The preparation of quantum states, especially cooling, is a fundamental technology for nanoscale devices. The past decade has seen important results related to both the limits of state transformation and the limits to their efficiency --…

Quantum Physics · Physics 2024-12-11 Ralph Silva , Pharnam Bakhshinezhad , Fabien Clivaz

We study ergodic properties of certain piecewise smooth two-dimensional systems by constructing countable Markov partitions. Using thermodynamic formalism we prove exponential decay of correleations.

Dynamical Systems · Mathematics 2016-01-25 Michael Jakobson

For many quantum systems of interest, the classical computational cost of simulating their time evolution scales exponentially in the system size. At the same time, quantum computers have been shown to allow for simulations of some of these…

Quantum Physics · Physics 2023-01-25 Dorota M. Grabowska , Christopher Kane , Benjamin Nachman , Christian W. Bauer

The precise description of quantum nuclear fluctuations in atomistic modelling is possible by employing path integral techniques, which involve a considerable computational overhead due to the need of simulating multiple replicas of the…

Chemical Physics · Physics 2017-03-23 Venkat Kapil , Jörg Behler , Michele Ceriotti

It is now well established that there is no lower bound for the energy dissipated during a computation. The relevance of the zero-energy limit is unclear, however, because it entails computations that are unreliable or infinitely slow, or…

Statistical Mechanics · Physics 2018-02-21 Dominique Chu
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