247 citations · 806 across the 13 of their papers we have counts for
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Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance
Dong An, Noah Linden, Jin-Peng Liu +3
Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs). Firstly…
Efficient quantum algorithm for dissipative nonlinear differential equations
Jin-Peng Liu, Herman Øie Kolden, Hari K. Krovi +3
Nonlinear differential equations model diverse phenomena but are notoriously difficult to solve. While there has been extensive previous work on efficient quantum algorithms for li…
Solving generalized eigenvalue problems by ordinary differential equations on a quantum computer
Changpeng Shao, Jin-Peng Liu
Many eigenvalue problems arising in practice are often of the generalized form $A\x=λB\x$. One particularly important case is symmetric, namely are Hermitian and is posi…
High-precision quantum algorithms for partial differential equations
Andrew M. Childs, Jin-Peng Liu, Aaron Ostrander
Quantum computers can produce a quantum encoding of the solution of a system of differential equations exponentially faster than a classical algorithm can produce an explicit descr…