20 citations · 44 across the 9 of their papers we have counts for
9 papers · 1 filter
End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility
Nikita Guseynov, Nana Liu, Chi Seng Pun +1
Multi-asset option pricing under local- and stochastic-volatility models leads naturally to high-dimensional parabolic PDEs. We develop an end-to-end quantum PDE framework for Euro…
Coherent-State Propagation: A Computational Framework for Simulating Bosonic Quantum Systems
Nikita Guseynov, Zoë Holmes, Armando Angrisani
We introduce coherent-state propagation, a computational framework for simulating bosonic systems. We focus on bosonic circuits composed of displaced linear optics augmented by Ker…
Quantum Algorithm for Local-Volatility Option Pricing via the Kolmogorov Equation
Nikita Guseynov, Mikel Sanz, Ángel Rodríguez-Rozas +2
The solution of option-pricing problems may turn out to be computationally demanding due to non-linear and path-dependent payoffs, the high dimensionality arising from multiple und…
Quantum Framework for Simulating Linear PDEs with Robin Boundary Conditions
Nikita Guseynov, Xiajie Huang, Nana Liu
We propose an explicit, oracle-free quantum framework for numerically simulating general linear partial differential equations (PDEs), extending previous work to incorporate (a) Ro…
Efficient explicit circuit for quantum state preparation of piecewise continuous functions
Nikita Guseynov, Nana Liu
Efficiently uploading data into quantum states is essential for many quantum algorithms to achieve advantage across various applications. In this paper, we address this challenge b…
Efficient explicit gate construction of block-encoding for Hamiltonians needed for simulating partial differential equations
Nikita Guseynov, Xiajie Huang, Nana Liu
One of the most promising applications of quantum computers is solving partial differential equations (PDEs). By using the Schrodingerisation technique - which converts non-conserv…
Dynamical quantum Ansatz tree approach for the heat equation
N. M. Guseynov, W. V. Pogosov, A. V. Lebedev
Quantum computers can be used for the solution of various problems of mathematical physics. In the present paper, we consider a discretized version of the heat equation and address…
Depth analysis of variational quantum algorithms for heat equation
N. M. Guseynov, A. A. Zhukov, W. V. Pogosov +1
Variational quantum algorithms are a promising tool for solving partial differential equations. The standard approach for its numerical solution are finite difference schemes, whic…
Quantum simulation of fermionic systems using hybrid digital-analog quantum computing approach
Nikita Guseynov, Walter Pogosov
We consider a hybrid digital-analog quantum computing approach, which allows implementing any quantum algorithm without standard two-qubit gates. This approach is based on the alwa…