Related papers: Variational quantum simulations of stochastic diff…
Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs). Firstly we provide a quantum algorithm that gives a quadratic…
Stochastic differential equations (SDEs) are popular tools to analyse time series data in many areas, such as mathematical finance, physics, and biology. They provide a mechanistic description of the phenomeon of interest, and their…
In this work, we explore modeling change points in time-series data using neural stochastic differential equations (neural SDEs). We propose a novel model formulation and training procedure based on the variational autoencoder (VAE)…
Recent advances in quantum computing and their increased availability has led to a growing interest in possible applications. Among those is the solution of partial differential equations (PDEs) for, e.g., material or flow simulation.…
Quantum Monte Carlo integration, a quantum algorithm for calculating expectations that provides a quadratic speed-up compared to its classical counterpart, is now attracting increasing interest in the context of its industrial and…
We propose a quantum algorithm for sampling from a solution of stochastic differential equations (SDEs). Using differentiable quantum circuits (DQCs) with a feature map encoding of latent variables, we represent the quantile function for an…
A variational quantum algorithm for numerically solving partial differential equations (PDEs) on a quantum computer was proposed by Lubasch et al. In this paper, we generalize the method introduced by Lubasch et al. to cover a broader class…
Partial differential equations (PDEs) are crucial for modeling various physical phenomena such as heat transfer, fluid flow, and electromagnetic waves. In computer-aided engineering (CAE), the ability to handle fine resolutions and large…
In this work, we propose a new stochastic domain decomposition method for solving steady-state partial differential equations (PDEs) with random inputs. Based on the efficiency of the Variable-separation (VS) method in simulating stochastic…
In this article, we introduce an original hybrid quantum-classical algorithm based on a variational quantum algorithm for solving systems of differential equations. The algorithm relies on a spectral decomposition of the trial functions…
Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…
Partial differential equation (PDE) models with multiple temporal/spatial scales are prevalent in several disciplines such as physics, engineering, and many others. These models are of great practical importance but notoriously difficult to…
This work studies quantum algorithms to solve high-dimensional stochastic differential equations (SDEs) $\mathrm{d} \mathbf{X}_t = A(t) \mathbf{X}_t \mathrm{d} t + B(t) \mathrm{d} \mathbf{W}_t$. Aiming for a speed-up in the dimension $N$ of…
Variational quantum algorithms (VQAs) utilize a hybrid quantum-classical architecture to recast problems of high-dimensional linear algebra as ones of stochastic optimization. Despite the promise of leveraging near- to intermediate-term…
Variational quantum algorithms have been proposed to solve static and dynamic problems of closed many-body quantum systems. Here we investigate variational quantum simulation of three general types of tasks---generalised time evolution with…
Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…
Phase-space representations based on coherent states (P, Q, Wigner) have been successful in the creation of stochastic differential equations (SDEs) for the efficient stochastic simulation of high dimensional quantum systems. However many…
Stochastic Gradient Descent (SGD) and its variants underpin modern machine learning by enabling efficient optimization of large-scale models. However, their local search nature limits exploration in complex landscapes. In this paper, we…
Using quantum devices supported by classical computational resources is a promising approach to quantum-enabled computation. One example of such a hybrid quantum-classical approach is the variational quantum eigensolver (VQE) built to…