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In this work, we show the characterization of quantum iterations that would generally construct quantum amplitude amplification algorithms with a quadratic speedup, namely, quantum amplitude amplification operators (QAAOs). Exact quantum…

Quantum Physics · Physics 2021-12-30 Hyeokjea Kwon , Joonwoo Bae

High-throughput approximations of quantum mechanics calculations and combinatorial experiments have been traditionally used to reduce the search space of possible molecules, drugs and materials. However, the interplay of structural and…

Quantum Physics · Physics 2019-10-29 Alain Tchagang , Julio Valdés

Classical Monte Carlo algorithms can theoretically be sped up on a quantum computer by employing amplitude estimation (AE). To realize this, an efficient implementation of state-dependent functions is crucial. We develop a straightforward…

Quantum Physics · Physics 2024-03-26 Mark-Oliver Wolf , Tom Ewen , Ivica Turkalj

The Quantum Fourier Transform (QFT) grants competitive advantages, especially in resource usage and circuit approximation, for performing arithmetic operations on quantum computers, and offers a potential route towards a numerical…

Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…

Quantum Physics · Physics 2023-03-14 Adam Bouland , Aditi Dandapani , Anupam Prakash

We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…

Numerical Analysis · Mathematics 2026-03-17 Xinran Liu , Zhenyu Zhao , Benxue Gong

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

Computational methods both open the frontiers of economic analysis and serve as a bottleneck in what can be achieved. We are the first to study whether Quantum Monte Carlo (QMC) algorithm can improve the runtime of economic applications and…

Quantum Physics · Physics 2024-09-24 Vladimir Skavysh , Sofia Priazhkina , Diego Guala , Thomas R. Bromley

Quantum computers (QCs) must implement quantum error correcting codes (QECCs) to protect their logical qubits from errors, and modeling the effectiveness of QECCs on QCs is an important problem for evaluating the QC architecture. The…

Quantum Physics · Physics 2009-11-13 Eric Chi , Stephen A. Lyon , Margaret Martonosi

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

This work introduces an end-to-end framework for multi-asset option pricing that combines market-consistent risk-neutral density recovery with quantum-accelerated numerical integration. We first calibrate arbitrage-free marginal…

Computational Finance · Quantitative Finance 2026-01-08 Julien Hok , Álvaro Leitao

This paper studies a generalization of hyperinterpolation over the high-dimensional unit cube. Hyperinterpolation of degree \( m \) serves as a discrete approximation of the \( L_2 \)-orthogonal projection of the same degree, using Fourier…

Numerical Analysis · Mathematics 2025-07-08 Congpei An , Mou Cai , Takashi Goda

We introduce methodologies for highly scalable quantum Monte Carlo simulations of electron-phonon models, and report benchmark results for the Holstein model on the square lattice. The determinant quantum Monte Carlo (DQMC) method is a…

Strongly Correlated Electrons · Physics 2022-07-18 Benjamin Cohen-Stead , Owen Bradley , Cole Miles , George Batrouni , Richard Scalettar , Kipton Barros

We present a continuous-variable photonic quantum algorithm for the Monte Carlo evaluation of multi-dimensional integrals. Our algorithm encodes n-dimensional integration into n+3 modes and can provide a quadratic speedup in runtime…

Quantum Physics · Physics 2018-09-10 Patrick Rebentrost , Brajesh Gupt , Thomas R. Bromley

Nested integration problems arise in various scientific and engineering applications, including Bayesian experimental design, financial risk assessment, and uncertainty quantification. These nested integrals take the form $\int f\left(\int…

Numerical Analysis · Mathematics 2025-06-17 Arved Bartuska , André Gustavo Carlon , Luis Espath , Sebastian Krumscheid , Raúl Tempone

Nested integration of the form $\int f\left(\int g(\bs{y},\bs{x})\di{}\bs{x}\right)\di{}\bs{y}$, characterized by an outer integral connected to an inner integral through a nonlinear function $f$, is a challenging problem in various fields,…

Numerical Analysis · Mathematics 2026-05-19 Arved Bartuska , André Gustavo Carlon , Luis Espath , Sebastian Krumscheid , Raúl Tempone

Implementing general functions of operators is a powerful tool in quantum computation. It can be used as the basis for a variety of quantum algorithms including matrix inversion, real and imaginary-time evolution, and matrix powers. Quantum…

Quantum Physics · Physics 2022-06-08 Thais de Lima Silva , Lucas Borges , Leandro Aolita

The rapid advancement of quantum computing (QC) and machine learning (ML) has given rise to the burgeoning field of quantum machine learning (QML), aiming to capitalize on the strengths of quantum computing to propel ML forward. Despite its…

Quantum Physics · Physics 2024-07-30 Xin Dai , Tzu-Chieh Wei , Shinjae Yoo , Samuel Yen-Chi Chen

Fourier acceleration is a technique used in Hybrid Monte Carlo simulations to decrease the autocorrelation between subsequent field configurations in the generated ensemble. It has been shown, in the perturbative limit, to eliminate the…

High Energy Physics - Lattice · Physics 2025-04-25 Cameron Cianci , Luchang Jin , Joshua Swaim

Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…

Methodology · Statistics 2022-08-30 Chaofan Huang , V. Roshan Joseph , Simon Mak
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