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The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…

Computational Physics · Physics 2020-08-27 Shikhar Mittal , Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky

This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional…

Pricing of Securities · Quantitative Finance 2025-02-26 Giacomo Case

High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…

Quantum Physics · Physics 2025-02-28 Euimin Lee , Sangmin Lee , Shiho Kim

A limited number of qubits, high error rates, and limited qubit connectivity are major challenges for effective near-term quantum computations. Quantum circuit partitioning divides a quantum computation into a set of computations that…

Quantum Physics · Physics 2023-08-21 Sebastian Brandhofer , Ilia Polian , Kevin Krsulich

We present universal building blocks for the quantum integration of generic cross sections in high-energy physics. We make use of Fourier quantum Monte Carlo integration (MCI) as implemented in Quantinuum's quantum MCI engine to provide an…

Quantum Physics · Physics 2025-08-18 Ifan Williams , Mathieu Pellen

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

Quantum embedding is an appealing route to fragment a large interacting quantum system into several smaller auxiliary `cluster' problems to exploit the locality of the correlated physics. In this work we critically review approaches to…

Strongly Correlated Electrons · Physics 2023-07-19 Max Nusspickel , Basil Ibrahim , George H. Booth

This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's algorithm for unstructured search to build intuition. We then…

Quantum Physics · Physics 2025-09-24 Jose Blanchet , Mark S. Squillante , Mario Szegedy , Guanyang Wang

Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faster rate than the usual Central Limit Theorem, resulting in…

Econometrics · Economics 2019-11-22 Jean-Jacques Forneron

Simulating quantum dynamics is one of the central applications of quantum computing. For Hamiltonians written as a sum of many terms, deterministic Trotter--Suzuki product formulas can require applying a large number of term-wise evolutions…

Quantum Physics · Physics 2026-05-20 Pegah Mohammadipour , Xiantao Li

In this paper, we analyse a method for approximating the distribution function and density of a random variable that depends in a non-trivial way on a possibly high number of independent random variables, each with support on the whole real…

Numerical Analysis · Mathematics 2022-10-07 Alexander D. Gilbert , Frances Y. Kuo , Ian H. Sloan

Noisy, intermediate-scale quantum computers come with intrinsic limitations in terms of the number of qubits (circuit "width") and decoherence time (circuit "depth") they can have. Here, for the first time, we demonstrate a recently…

Quantum Physics · Physics 2020-09-02 Thomas Ayral , François-Marie Le Régent , Zain Saleem , Yuri Alexeev , Martin Suchara

Financial derivative pricing is a significant challenge in finance, involving the valuation of instruments like options based on underlying assets. While some cases have simple solutions, many require complex classical computational methods…

Computational Finance · Quantitative Finance 2025-05-15 Robert Scriba , Yuying Li , Jingbo B Wang

Simulating quantum circuits (QC) on high-performance computing (HPC) systems has become an essential method to benchmark algorithms and probe the potential of large-scale quantum computation despite the limitations of current quantum…

Quantum neural networks are expected to be a promising application in near-term quantum computing, but face challenges such as vanishing gradients during optimization and limited expressibility by a limited number of qubits and shallow…

Quantum Physics · Physics 2026-04-06 Yoshiaki Kawase

The ongoing progress in quantum technologies has fueled a sustained exploration of their potential applications across various domains. One particularly promising field is quantitative finance, where a central challenge is the pricing of…

Quantum Physics · Physics 2025-10-23 Fernando Alonso , Álvaro Leitao , Carlos Vázquez

For a long time, people have been focusing on how to extract more information, such as off-diagonal observables, from the quantum Monte Carlo (QMC) simulation of the partition function, but there have been numerous difficulties, and many of…

Strongly Correlated Electrons · Physics 2026-03-13 Zhiyan Wang , Zhe Wang , Bin-Bin Mao , Zheng Yan

In the noisy intermediate-scale quantum (NISQ) era, quantum error mitigation (QEM) is essential for producing reliable outputs from quantum circuits. We present a statistical signal processing approach to QEM that estimates the most likely…

Unitary coupled cluster (UCC), originally developed as a variational alternative to the popular traditional coupled cluster method, has seen a resurgence as a functional form for use on quantum computers. However, the number of excitors…

Chemical Physics · Physics 2021-01-07 Maria-Andreea Filip , Alex J. W. Thom

Unitary Coupled Cluster (UCC) approaches are an appealing route to utilising quantum hardware to perform quantum chemistry calculations, as quantum computers can in principle perform UCC calculations in a polynomially scaling fashion, as…

Quantum Physics · Physics 2022-06-15 Maria-Andreea Filip , Nathan Fitzpatrick , David Muñoz Ramo , Alex J. W. Thom