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This paper explores advancements in quantum algorithms for derivative pricing of exotics, a computational pipeline of fundamental importance in quantitative finance. For such cases, the classical Monte Carlo integration procedure provides…

The method is introduced for fast data processing by reducing the probability amplitudes of undesirable elements. The algorithm has a mathematical description and circuit implementation on a quantum processor. The idea is to make a quick…

Quantum Physics · Physics 2025-04-24 Karina Zakharova , Artem Chernikov , Sergey Sysoev

In this thesis, we investigate whether quantum algorithms can be used in the field of machine learning for both long and near term quantum computers. We will first recall the fundamentals of machine learning and quantum computing and then…

Quantum Physics · Physics 2021-11-08 Jonas Landman

The Variational Monte Carlo method has recently seen important advances through the use of neural network quantum states. While more and more sophisticated ans\"atze have been designed to tackle a wide variety of quantum many-body problems,…

Nuclear Theory · Physics 2025-07-09 M. Drissi , J. W. T. Keeble , J. Rozalén Sarmiento , A. Rios

We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force…

Other Condensed Matter · Physics 2015-05-20 Sandro Sorella , Luca Capriotti

In former work, we showed that a quantum algorithm requires the number of operations (oracle's queries) of a classical algorithm that knows in advance 50% of the information that specifies the solution of the problem. We gave a preliminary…

Quantum Physics · Physics 2010-04-07 Giuseppe Castagnoli

Two-stage stochastic programming is a problem formulation for decision-making under uncertainty. In the first stage, the actor makes a best "here and now" decision in the presence of uncertain quantities that will be resolved in the future,…

A compression algorithm is introduced for multi-determinant wave functions which can greatly reduce the number of determinants that need to be evaluated in quantum Monte Carlo calculations. We have devised an algorithm with three levels of…

Computational Physics · Physics 2015-06-17 Gihan L. Weerasinghe , Pablo Lopez Rios , Richard J. Needs

Quantum algorithms present a quadratically improved complexity over classical ones for certain sampling tasks. For instance, the Quantum Amplitude Estimation (QAE) algorithm promises to speedup the estimation of the mean of certain…

Quantum Physics · Physics 2026-03-13 Baptiste Claudon , Sergi Ramos-Calderer , Jean-Philip Piquemal

The anticipated applications of quantum computers span across science and industry, ranging from quantum chemistry and many-body physics to optimization, finance, and machine learning. Proposed quantum solutions in these areas typically…

In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

We explore to what extent path-integral quantum Monte Carlo methods can efficiently simulate the tunneling behavior of quantum adiabatic optimization algorithms. Specifically we look at symmetric cost functions defined over n bits with a…

Quantum Physics · Physics 2016-03-09 Lucas T. Brady , Wim van Dam

Computations of chemical systems' equilibrium properties and non-equilibrium dynamics have been suspected of being a "killer app" for quantum computers. This review highlights the recent advancements of quantum algorithms tackling complex…

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…

Quantum Physics · Physics 2017-11-07 Dominic W. Berry , Andrew M. Childs , Aaron Ostrander , Guoming Wang

Quantum computers have attracted much attention in recent years. This is because the development of the actual quantum machine is accelerating. Research on how to use quantum computers is active in the fields such as quantum chemistry and…

Quantum Physics · Physics 2024-12-02 Kazumasa Ueno , Hiroaki Miura

We build a quantum algorithm which uses the Grover quantum search procedure in order to sample the exact equilibrium distribution of a wide range of classical statistical mechanics systems. The algorithm is based on recently developed exact…

Quantum Physics · Physics 2014-11-20 Nicolas Destainville , Bertrand Georgeot , Olivier Giraud

Quantum computation and quantum information are of great current interest in computer science, mathematics, physical sciences and engineering. They will likely lead to a new wave of technological innovations in communication, computation…

Methodology · Statistics 2012-10-03 Yazhen Wang

By decomposing the important sampled imaginary time Schr\"odinger evolution operator to fourth order with positive coefficients, we derived a number of distinct fourth order Diffusion Monte Carlo algorithms. These sophisticated algorithms…

Nuclear Theory · Physics 2009-11-06 Harald A. Forbert , Siu A. Chin

Monte Carlo integration using quantum computers has been widely investigated, including applications to concrete problems. It is known that quantum algorithms based on quantum amplitude estimation (QAE) can compute an integral with a…

Quantum Physics · Physics 2021-05-25 Kazuya Kaneko , Koichi Miyamoto , Naoyuki Takeda , Kazuyoshi Yoshino