5 papers
Quantum Speedups for Derivative Pricing Beyond Black-Scholes
Dylan Herman, Yue Sun, Jin-Peng Liu +5
This paper explores advancements in quantum algorithms for derivative pricing of exotics, a computational pipeline of fundamental importance in quantitative finance. For such cases…
Toward end-to-end quantum simulation of rapidly distorted turbulence
Zhaoyuan Meng, Leyu Chen, Jin-Peng Liu +1
We propose an end-to-end quantum algorithm to simulate rapidly distorted turbulence via linear combination of Hamiltonian (LCHS). The algorithm comprises three primary stages: the…
Variational quantum simulation of many-body dissipative dynamics on a superconducting quantum processor
Huan-Yu Liu, Tai-Ping Sun, Zhao-Yun Chen +7
Open quantum systems host a wide range of intriguing phenomena, yet their simulation on well-controlled quantum devices is challenging, owing to the exponential growth of the Hilbe…
Circuit-Efficient Randomized Quantum Simulation of Non-Unitary Dynamics with Observable-Driven and Symmetry-Aware Designs
Songqinghao Yang, Jin-Peng Liu
We introduce random-LCHS, a circuit-efficient randomized-compilation framework for simulating linear non-unitary dynamics of the form built on…
Arbitrary Boundary Conditions and Constraints in Quantum Algorithms for Differential Equations via Penalty Projections
Philipp Schleich, Tyler Kharazi, Xiangyu Li +3
Complicated boundary conditions are essential to accurately describe phenomena arising in nature and engineering. Recently, the investigation of a potential speedup through quantum…