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In this paper, we construct quantum circuits for the Black-Scholes equations, a cornerstone of financial modeling, based on a quantum algorithm that overcome the cure of high dimensionality. Our approach leverages the Schr\"odingerisation…

Quantum Physics · Physics 2025-05-08 Shi Jin , Zihao Tang , Xu Yin , Lei Zhang

A general class of discrete unitary models are described whose behavior in the continuum limit corresponds to a many-body Schrodinger equation. On a quantum computer, these models could be used to simulate quantum many-body systems with an…

Quantum Physics · Physics 2009-10-30 Bruce M. Boghosian , Washington Taylor

The numerical integration of the Schr\"odinger equation by discretization of time is explored for the curved manifolds arising from finite representations based on evolving basis states. In particular, the unitarity of the evolution is…

Computational Physics · Physics 2021-11-29 Jessica F. K. Halliday , Emilio Artacho

A standard way to solve a Schr\"odinger equation is to discreteize the radial coordinates and apply a numerical method for a differential equation, such as the Runge-Kutta method or the Numerov method. Here I employ a discrete basis…

Nuclear Theory · Physics 2024-01-22 K. Hagino

We study in this paper the continuous and discrete Euler-Lagrange equations arising from a quadratic lagrangian. Those equations may be thought as numerical schemes and may be solved through a matrix based framework. When the lagrangian is…

Optimization and Control · Mathematics 2011-06-28 Philippe Ryckelynck , Laurent Smoch

We develop in this paper a new framework for discrete calculus of variations when the actions have densities involving an arbitrary discretization operator. We deduce the discrete Euler-Lagrange equations for piecewise continuous critical…

Optimization and Control · Mathematics 2011-06-28 Philippe Ryckelynck , Laurent Smoch

We discuss the variety of coordinates often used to characterize the coherent state classical limit of an algebraic model. We show selection of appropriate coordinates naturally motivates a procedure to generate a single particle…

Chemical Physics · Physics 2007-05-23 Michael W. N. Ibrahim

A flexible unified framework for both classical and quantum Schubert calculus is proposed. It is based on a natural combinatorial approach relying on the Hasse-Schmidt extension of a certain family of pairwise commuting endomorphisms of an…

Algebraic Geometry · Mathematics 2007-05-23 Letterio Gatto

We introduce the Umbral calculus into Clifford analysis starting from the abstract of the Heisenberg commutation relation $[\frac{d}{dx}, x] = {\bf id}$. The Umbral Clifford analysis provides an effective framework in continuity and…

Classical Analysis and ODEs · Mathematics 2011-03-02 Guangbin Ren , Nelson Faustino

We analyze the Schr\"odingerization method for quantum simulation of a general class of non-unitary dynamics with inhomogeneous source terms. The Schr\"odingerization technique, introduced in [31], transforms any linear ordinary and partial…

Numerical Analysis · Mathematics 2025-04-15 Shi Jin , Nana Liu , Chuwen Ma

Differential flatness serves as a powerful tool for controlling continuous time nonlinear systems in problems such as motion planning and trajectory tracking. A similar notion, called difference flatness, exists for discrete-time systems.…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Ashutosh Jindal , Florentina Nicolau , David Martin Diego , Ravi Banavar

This work considers numerical methods for the time-dependent Schr\"{o}dinger equation of incommensurate systems. By using a plane wave method for spatial discretization, the incommensurate problem is lifted to a higher dimension that…

Computational Physics · Physics 2021-03-30 Ting Wang , Huajie Chen , Aihui Zhou , Yuzhi Zhou

We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…

Analysis of PDEs · Mathematics 2015-12-17 Fatiha Alabau-Boussouira , Yannick Privat , Emmanuel Trélat

Quantum computing has emerged as a promising avenue for achieving significant speedup, particularly in large-scale PDE simulations, compared to classical computing. One of the main quantum approaches involves utilizing Hamiltonian…

Quantum Physics · Physics 2024-12-18 Junpeng Hu , Shi Jin , Nana Liu , Lei Zhang

This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schroedinger equation or complex wavefunctions. Unlike the standard…

Quantum Physics · Physics 2015-06-03 Antonio Sciarretta

The method of separation of variables is shown to apply to both the classical and quantum Neumann model. In the classical case this nicely yields the linearization of the flow on the Jacobian of the spectral curve. In the quantum case the…

High Energy Physics - Theory · Physics 2009-10-22 O. Babelon , M. Talon

Discrete mathematics, the study of finite structures, is one of the fastest growing areas in mathematics and optimization. Discrete fractional calculus (DFC) theory that is an important subject of the fractional calculus includes the…

Classical Analysis and ODEs · Mathematics 2018-03-15 Okkes Ozturk

Path integrals are usually formulated in discrete Euclidean time using the Trotter formula. We propose a new method to study discrete quantum systems, in which we work directly in the Euclidean time continuum. The method is of general…

Condensed Matter · Physics 2014-10-13 B. B. Beard , U. -J. Wiese

Solving linear and nonlinear differential equations with large degrees of freedom is an important task for scientific and industrial applications. In order to solve such differential equations on a quantum computer, it is necessary to embed…

Quantum Physics · Physics 2023-12-27 Yuki Ito , Yu Tanaka , Keisuke Fujii

We present quantum algorithms for electromagnetic fields governed by Maxwell's equations. The algorithms are based on the Schr\"odingersation approach, which transforms any linear PDEs and ODEs with non-unitary dynamics into a system…

Quantum Physics · Physics 2023-08-17 Shi Jin , Nana Liu , Chuwen Ma