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We present a computational alternative to probabilistic simulations for non-smooth stochastic dynamical systems that are prevalent in engineering mechanics. As examples, we target (1) stochastic elasto-plastic problems, which involve…

Probability · Mathematics 2019-05-23 Laurent Mertz , Georg Stadler , Jonathan Wylie

We discuss path integrals for quantum mechanics with a potential which is a perturbation of the upside-down oscillator. We express the path integral (in the real time) by the Wiener measure. We obtain the Feynman integral for perturbations…

High Energy Physics - Theory · Physics 2023-05-23 Z. Haba

A complex notion of backward stochastic differential equation (BSDE) is proposed in this paper to give a probabilistic interpretation for linear first order complex partial differential equation (PDE). By the uniqueness and existence of…

Probability · Mathematics 2015-05-15 Yuhong Xu

The path integral approach to quantum mechanics requires a substantial generalisation to describe the dynamics of systems confined to bounded domains. Non-local boundary conditions can be introduced in Feynman's approach by means of…

Quantum Physics · Physics 2008-11-26 M. Asorey , J. Clemente-Gallardo , J. M. Munoz-Castaneda

Is there a general theorem that tells us when we can hope for exponential speedups from quantum algorithms, and when we cannot? In this paper, we make two advances toward such a theorem, in the black-box model where most quantum algorithms…

Quantum Physics · Physics 2014-02-07 Scott Aaronson , Andris Ambainis

Feynman path integrals are now a standard tool in quantum physics and their use in differential geometry leads to new mathematical insights. A logical treatment of quantum phenomena seems to require a sustained mathematical analysis of path…

Mathematical Physics · Physics 2022-04-18 B. R. F. Jefferies

The book deals with a stochastic formulation of path integration in real time, by rotating the_space_ variables over exp(i pi/4). Preliminary chapters deal with quantum and classical mechanics, probability theory and stochastic calculus,…

Quantum Physics · Physics 2007-05-23 Alec Maassen van den Brink

A fundamental pursuit in complexity theory concerns reducing worst-case problems to average-case problems. There exist complexity classes such as PSPACE that admit worst-case to average-case reductions. However, for many other classes such…

Quantum Physics · Physics 2020-09-02 Nai-Hui Chia , Sean Hallgren , Fang Song

The Feynman path integral of ordinary quantum mechanics is complexified and it is shown that possible integration cycles for this complexified integral are associated with branes in a two-dimensional A-model. This provides a fairly direct…

High Energy Physics - Theory · Physics 2010-10-01 Edward Witten

The task of approximating a function of d variables from its evaluations at a given number of points is ubiquitous in numerical analysis and engineering applications. When d is large, this task is challenged by the so-called curse of…

Numerical Analysis · Mathematics 2016-12-21 Albert Cohen , Giovanni Migliorati

We propose a Fully Polynomial-Time Approximation Scheme (FPTAS) for stochastic dynamic programs with multidimensional action, scalar state, convex costs and linear state transition function. The action spaces are polyhedral and described by…

Discrete Mathematics · Computer Science 2020-06-11 Nir Halman , Giacomo Nannicini

The synthesis of classical Computational Complexity Theory with Recursive Analysis provides a quantitative foundation to reliable numerics. Here the operators of maximization, integration, and solving ordinary differential equations are…

Numerical Analysis · Computer Science 2012-11-22 Akitoshi Kawamura , Norbert Th. Müller , Carsten Rösnick , Martin Ziegler

Quantum computation represents a computational paradigm whose distinctive attributes confer the ability to devise algorithms with asymptotic performance levels significantly superior to those achievable via classical computation. Recent…

Data Structures and Algorithms · Computer Science 2023-08-24 Domenico Cantone , Simone Faro , Arianna Pavone , Caterina Viola

We establish essentially optimal bounds on the complexity of initial-value problems in the randomized and quantum settings. For this purpose we define a sequence of new algorithms whose error/cost properties improve from step to step. These…

Quantum Physics · Physics 2007-05-23 Boleslaw Kacewicz

We present randomized algorithms for some well-studied, hard combinatorial problems: the k-path problem, the p-packing of q-sets problem, and the q-dimensional p-matching problem. Our algorithms solve these problems with high probability in…

Data Structures and Algorithms · Computer Science 2010-07-08 Andreas Björklund , Thore Husfeldt , Petteri Kaski , Mikko Koivisto

Consistent dynamics which couples classical and quantum degrees of freedom exists. This dynamics is linear in the hybrid state, completely positive and trace preserving. Starting from completely positive classical-quantum master equations,…

Quantum Physics · Physics 2025-02-24 Jonathan Oppenheim , Zachary Weller-Davies

Multivariate quantum signal processing (M-QSP) has recently been shown to be applicable for non-Hermitian Hamiltonian simulation, opening several problems regarding the optimization landscape, angle-finding, and constant-factor analysis. We…

Quantum Physics · Physics 2026-05-14 Joshua M. Courtney

The simulation of large-scale classical systems in exponentially small space on quantum computers has gained attention. The prior work demonstrated that a quantum algorithm offers an exponential speedup over any classical algorithm in…

Quantum Physics · Physics 2026-03-02 Kazuki Sakamoto , Keisuke Fujii

We study quantum caustics in $d$-dimensional systems with quadratic Lagrangians. Based on Schulman's procedure in the path-integral we derive the transition amplitude on caustics in a closed form for generic multiplicity $f$, and thereby…

High Energy Physics - Theory · Physics 2009-10-31 Kenichi Horie , Hitoshi Miyazaki , Izumi Tsutsui

We study the parameterized complexity of the following fundamental geometric problems with respect to the dimension $d$: i) Given $n$ points in $\Rd$, compute their minimum enclosing cylinder. ii) Given two $n$-point sets in $\Rd$, decide…

Computational Geometry · Computer Science 2015-02-18 Panos Giannopoulos , Christian Knauer , Gunter Rote , Daniel Werner