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We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…

We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success…

Computational Finance · Quantitative Finance 2016-09-29 Gili Rosenberg , Poya Haghnegahdar , Phil Goddard , Peter Carr , Kesheng Wu , Marcos López de Prado

We explore the potential of D-Wave's quantum annealers for computing some of the basic components required for quantum simulations of Standard Model physics. By implementing a basic multigrid (including "zooming") and specializing…

Quantum Physics · Physics 2022-11-16 Marc Illa , Martin J. Savage

Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such…

Probability · Mathematics 2019-02-28 Djalil Chafaï , Grégoire Ferré

Hybrid-quantum classical optimization has emerged as a promising direction for addressing financial decision problems under current quantum hardware constraints. In this work we present a practical end-to-end portfolio optimization pipeline…

We present a highly optimized implementation of a Monte Carlo (MC) simulator for the three-dimensional Ising spin-glass model with bimodal disorder, i.e., the 3D Edwards-Anderson model running on CUDA enabled GPUs. Multi-GPU systems…

Disordered Systems and Neural Networks · Physics 2016-05-04 Matteo Lulli , Massimo Bernaschi , Giorgio Parisi

Quantum annealing targets low-energy solutions of Ising/QUBO problems, but reliable assessment requires more than best-energy comparisons. This dissertation develops a benchmarking framework for D-Wave quantum annealers that combines strong…

Quantum Physics · Physics 2026-05-01 Tomasz Śmierzchalski

A recent Google study [Phys. Rev. X, 6:031015 (2016)] compared a D-Wave 2X quantum processing unit (QPU) to two classical Monte Carlo algorithms: simulated annealing (SA) and quantum Monte Carlo (QMC). The study showed the D-Wave 2X to be…

A continuous-time projection quantum Monte Carlo algorithm is employed to simulate the ground state of a short-range quantum spin-glass model, namely, the two-dimensional Edwards-Anderson Hamiltonian with transverse field, featuring…

Disordered Systems and Neural Networks · Physics 2024-12-24 L. Brodoloni , S. Pilati

Quantum annealing is a heuristic algorithm that solves combinatorial optimization problems, and D-Wave Systems Inc. has developed hardware implementation of this algorithm. However, in general, we cannot embed all the logical variables of a…

Quantum Physics · Physics 2019-04-01 Shuntaro Okada , Masayuki Ohzeki , Masayoshi Terabe , Shinichiro Taguchi

In this paper, we introduce stochastic simulated quantum annealing (SSQA) for large-scale combinatorial optimization problems. SSQA is designed based on stochastic computing and quantum Monte Carlo, which can simulate quantum annealing (QA)…

Quantum Physics · Physics 2024-07-25 Naoya Onizawa , Ryoma Sasaki , Duckgyu Shin , Warren J. Gross , Takahiro Hanyu

In this work we investigate the capabilities of a hybrid quantum-classical procedure to explore the solution space using the D-Wave $2000Q^{TM}$ Quantum Annealer device. Here we study the ability of the Quantum hardware to solve the Number…

Quantum Physics · Physics 2020-03-10 Luca Asproni , Davide Caputo , Blanca Silva , Giovanni Fazzi , Marco Magagnini

Quantum processing units (QPUs) executing annealing algorithms have shown promise in optimization and simulation applications. Hybrid algorithms are a natural bridge to additional applications of larger scale. We present a straightforward…

The strongest evidence for superiority of quantum annealing on spin glass problems has come from comparing simulated quantum annealing using quantum Monte Carlo (QMC) methods to simulated classical annealing [G. Santoro et al., Science 295,…

Disordered Systems and Neural Networks · Physics 2015-08-19 Bettina Heim , Troels F. Rønnow , Sergei V. Isakov , Matthias Troyer

We study the spin-glass transition in several Ising models of relevance for quantum annealers. We extract the spin-glass critical temperature by extrapolating the pseudo-critical properties obtained with Replica-Exchange Monte-Carlo for…

Quantum Physics · Physics 2025-01-09 Gabriel Jaumà , Juan José García-Ripoll , Manuel Pino

Lattice spin models are useful for studying critical phenomena and allow the extraction of equilibrium and dynamical properties. Simulations of such systems are usually based on Monte Carlo (MC) techniques, and the main difficulty is often…

Computational Physics · Physics 2012-09-13 Tal Levy , Guy Cohen , Eran Rabani

A quantum annealer heuristically minimizes quadratic unconstrained binary optimization (QUBO) problems, but is limited by the physical hardware in the size and density of the problems it can handle. We have developed a meta-heuristic solver…

Discrete Mathematics · Computer Science 2016-05-20 Gili Rosenberg , Mohammad Vazifeh , Brad Woods , Eldad Haber

We develop a GPU-accelerated hybrid quantum Monte Carlo (QMC) algorithm to solve the fundamental yet difficult problem of $U(1)$ gauge field coupled to fermions, which gives rise to a $U(1)$ Dirac spin liquid state under the description of…

Strongly Correlated Electrons · Physics 2026-02-27 Kexin Feng , Chuang Chen , Zi Yang Meng

Hybrid algorithms that combine quantum and classical resources have become commonplace in quantum computing. The variational quantum eigensolver (VQE) is routinely used to solve prototype problems. Currently, hybrid algorithms use no more…

Quantum Physics · Physics 2024-08-27 Manpreet Singh Jattana

Motivated by recent efforts to develop quantum computing for practical, industrial-scale challenges, we demonstrate the effectiveness of state-of-the-art hybrid (not necessarily quantum) solvers in addressing the business-centric…