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This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

Computation · Statistics 2018-03-05 Phaedon-Stelios Koutsourelakis

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…

Quantum Physics · Physics 2021-06-30 Dong An , Noah Linden , Jin-Peng Liu , Ashley Montanaro , Changpeng Shao , Jiasu Wang

A large spectrum of problems in classical physics and engineering, such as turbulence, is governed by nonlinear differential equations, which typically require high-performance computing to be solved. Over the past decade, however, the…

Fluid Dynamics · Physics 2024-06-10 Felix Tennie , Sylvain Laizet , Seth Lloyd , Luca Magri

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

Many nonlinear PDEs have singular or oscillatory solutions or may exhibit physical instabilities or uncertainties. This requires a suitable concept of physically relevant generalized solutions. Dissipative measure-valued solutions have been…

Quantum Physics · Physics 2026-04-15 Shi Jin , Nana Liu , Maria Lukacova-Medvidova , Yuhuan Yuan

The simulation of large-scale classical systems in exponentially small space on quantum computers has gained attention. The prior work demonstrated that a quantum algorithm offers an exponential speedup over any classical algorithm in…

Quantum Physics · Physics 2026-03-02 Kazuki Sakamoto , Keisuke Fujii

Quantum algorithms for both differential equation solving and for machine learning potentially offer an exponential speedup over all known classical algorithms. However, there also exist obstacles to obtaining this potential speedup in…

Quantum Physics · Physics 2022-05-03 Bobak T. Kiani , Giacomo De Palma , Dirk Englund , William Kaminsky , Milad Marvian , Seth Lloyd

It is known that quantum computers yield a speed-up for certain discrete problems. Here we want to know whether quantum computers are useful for continuous problems. We study the computation of the integral of functions from the classical…

Quantum Physics · Physics 2013-04-16 Erich Novak

In this paper we describe a quantum algorithm to solve sparse systems of nonlinear differential equations whose nonlinear terms are polynomials. The algorithm is nondeterministic and its expected resource requirements are polylogarithmic in…

Quantum Physics · Physics 2008-12-24 Sarah K. Leyton , Tobias J. Osborne

Anomaly detection plays a critical role in fraud detection, health care, intrusion detection, military surveillance, etc. Anomaly detection algorithm based on density estimation (called ADDE algorithm) is one of widely used algorithms.…

Quantum Physics · Physics 2022-08-17 Ming-Chao Guo , Hai-Ling Liu , Yong-Mei Li , Wen-Min Li , Su-Juan Qin , Qiao-Yan Wen , Fei Gao

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…

Quantum Physics · Physics 2024-06-26 Abhijat Sarma , Thomas W. Watts , Mudassir Moosa , Yilian Liu , Peter L. McMahon

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Quantum Physics · Physics 2021-07-09 Arjan Cornelissen , Sofiene Jerbi

We develop a hybrid classical-quantum algorithm to solve a type of linear reaction-diffusion equation, the neutron diffusion (generalized) k-eigenvalue problem that establishes nuclear criticality. The algorithm handles an equation with…

Quantum Physics · Physics 2026-04-08 Andrew M. Childs , Lincoln Johnston , Brian Kiedrowski , Mahathi Vempati , Jeffery Yu

We present a novel uncertainty quantification approach for high-dimensional stochastic partial differential equations that reduces the computational cost of polynomial chaos methods by decomposing the computational domain into…

Numerical Analysis · Mathematics 2017-09-11 Ramakrishna Tipireddy , Panos Stinis , Alexandre Tartakovsky

Recent research has demonstrated that quantum computers can solve certain types of problems substantially faster than the known classical algorithms. These problems include factoring integers and certain physics simulations. Practical…

Quantum Physics · Physics 2009-10-30 Emanuel Knill , Raymond Laflamme , Wojciech H. Zurek

The role of differential equations (DEs) in science and engineering is of paramount importance, as they provide the mathematical framework for a multitude of natural phenomena. Since quantum computers promise significant advantages over…

Quantum Physics · Physics 2025-04-11 Niclas Schillo , Andreas Sturm

While it seems possible that quantum computers may allow for algorithms offering a computational speed-up over classical algorithms for some problems, the issue is poorly understood. We explore this computational speed-up by investigating…

Quantum Physics · Physics 2010-06-09 Alastair A. Abbott , Cristian S. Calude

We describe a quantum algorithm for preparing states that encode solutions of non-homogeneous linear partial differential equations. The algorithm is a continuous-variable version of matrix inversion: it efficiently inverts differential…

Quantum Physics · Physics 2019-09-11 Juan Miguel Arrazola , Timjan Kalajdzievski , Christian Weedbrook , Seth Lloyd

Suppose one has access to oracles generating samples from two unknown probability distributions P and Q on some N-element set. How many samples does one need to test whether the two distributions are close or far from each other in the…

Quantum Physics · Physics 2011-12-01 Sergey Bravyi , Aram W. Harrow , Avinatan Hassidim

State estimation is a classical problem in quantum information. In optimization of estimation scheme, to find a lower bound to the error of the estimator is a very important step. So far, all the proposed tractable lower bounds use…

Quantum Physics · Physics 2007-05-23 Yoshiyuki Tsuda , Keiji Matsumoto