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The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…
Sampling-based approaches are widely used in systems without analytic models to estimate risk or find optimal control. However, gathering sufficient data in such scenarios can be prohibitively costly. On the other hand, in many situations,…
This work addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized…
In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…
In this article we develop a multi-grid multi-level Monte Carlo (MGMLMC) method for the stochastic Stokes-Darcy interface model with random hydraulic conductivity both in the porous media domain and on the interface. Because the randomness…
Modeling non-Hermitian Hamiltonians is increasingly important in classical and quantum domains, especially when studying open systems, $PT$ symmetry, and resonances. However, the quantum simulation of these models has been limited by the…
In this paper, we evaluate the performance of the multilevel Monte Carlo method (MLMC) for deterministic and uncertain hyperbolic systems, where randomness is introduced either in the modeling parameters or in the approximation algorithms.…
The current generation of quantum computing technologies call for quantum algorithms that require a limited number of qubits and quantum gates, and which are robust against errors. A suitable design approach are variational circuits where…
In this paper, we investigate the use of multilevel Monte Carlo (MLMC) methods for estimating the expectation of discretized random fields. Specifically, we consider a setting in which the input and output vectors of numerical simulators…
We develop a fourth-order Magnus expansion based quantum algorithm for the simulation of many-body problems involving two-level quantum systems with time-dependent Hamiltonians, $\mathcal{H}(t)$. A major hurdle in the utilization of the…
Quantum simulation has begun to penetrate the field of quantum chemistry in hopes of efficiently calculating ground state energies and approximating real-time evolution. With modern research highlighting nonadiabatic dynamics, tunably…
Quantum computers can efficiently simulate Lindbladian dynamics, enabling powerful applications in open system simulation, thermal and ground-state preparation, autonomous quantum error correction, dissipative engineering, and more. Despite…
As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…
We discuss a Quantum Non-Demolition Measurement (QNDM) protocol to estimate the derivatives of a cost function with a quantum computer. %This is a key step for the implementation of variational quantum circuits. The cost function, which is…
Current and near-term quantum hardware is constrained by limited qubit counts, circuit depth, and the high cost of repeated measurements. We address these challenges for solid state Hamiltonians by introducing a logarithmic-qubit encoding…
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…
The simulation of quantum dynamics calls for quantum algorithms working in first quantized grid encodings. Here, we propose a variational quantum algorithm for performing quantum dynamics in first quantization. In addition to the usual…
Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…
Finding gradients is a crucial step in training machine learning models. For quantum neural networks, computing gradients using the parameter-shift rule requires calculating the cost function twice for each adjustable parameter in the…
This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…