Related papers: Diffusion Computation versus Quantum Computation: …
Motivated by call center practice, we propose a tractable model for $\mbox{GI}/\mbox{GI}/n+\mbox{GI}$ queues in the efficiency-driven (ED) regime. We use a one-dimensional diffusion process to approximate the virtual waiting time process…
In a quantum computer any superposition of inputs evolves unitarily into the corresponding superposition of outputs. It has been recently demonstrated that such computers can dramatically speed up the task of finding factors of large…
We develop a fast divided-and-conquer indirect collocation method for the homogeneous Dirichlet boundary value problem of variable-order space-fractional diffusion equations. Due to the impact of the space-dependent variable order, the…
Let $n = \mathrm{p}\!\cdot\!\mathrm{q}$ (p < q) and $\Delta = \lvert p-q \rvert$, where p,q are odd integers, then, it is hypothesized that factorizing this composite n will take O(1) time once the steady state value is reached for any…
We present a finite element scheme for fractional diffusion problems with varying diffusivity and fractional order. We consider a symmetric integral form of these nonlocal equations defined on general geometries and in arbitrary bounded…
A quantum computer is a multi-particle interferometer that comprises beam splitters at both ends and arms, where the n two-level particles undergo the interactions among them. The arms are designed so that relevant functions required to…
The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…
Order finding is the core subroutine of Shor's algorithm. On NISQ hardware, phase estimation output distributions are often distorted by noise, making correct order recovery difficult. We study recoverability in noisy order finding: given a…
In this paper, we will describe a new factorization algorithm based on the continuous representation of Gauss sums, generalizable to orders j>2. Such an algorithm allows one, for the first time, to find all the factors of a number N in a…
These are pedagogical notes on Shor's factoring algorithm, which is a quantum algorithm for factoring very large numbers (of order of hundreds to thousands of bits) in polynomial time. In contrast, all known classical algorithms for the…
The conventional Quantum Fourier Transform, with exponential speedup compared to the classical Fast Fourier Transform, has played an important role in quantum computation as a vital part of many quantum algorithms (most prominently, the…
The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…
In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…
We present four quantum algorithms for solving a multidimensional drift-diffusion equation. They rely on a quantum linear system solver, a quantum Hamiltonian simulation, a quantum random walk, and the quantum Fourier transform. We compare…
We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…
The hierarchical interpolative factorization (HIF) offers an efficient way for solving or preconditioning elliptic partial differential equations. By exploiting locality and low-rank properties of the operators, the HIF achieves…
In the present paper, we introduce a numerical scheme for the price of a barrier option when the price of the underlying follows a diffusion process. The numerical scheme is based on an extension of a static hedging formula of barrier…
Diffusion-based image compression methods have achieved notable progress, delivering high perceptual quality at low bitrates. However, their practical deployment is hindered by significant inference latency and heavy computational overhead,…
In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…
High-dimensional fractional reaction-diffusion equations have numerous applications in the fields of biology, chemistry, and physics, and exhibit a range of rich phenomena. While classical algorithms have an exponential complexity in the…