3 citations · 4 across the 7 of their papers we have counts for
8 papers
Quantum algorithm for high-dimensional nonlinear stochastic differential equations based on Carleman linearization
Koichi Miyamoto
Addressing nonlinear numerical problems in quantum computing remains challenging, but several approaches, including Carleman linearization (CL), have been proposed to construct qua…
Calculating the squeezed bispectrum in stochastic inflation by Monte Carlo simulation
Koichi Miyamoto, Yuichiro Tada
The bispectrum of cosmological perturbations is an important probe of inflation and the underlying particle physics. However, calculating it becomes challenging in inflation models…
Quantum algorithm for solving high-dimensional linear stochastic differential equations via amplitude encoding of the noise term
Koichi Miyamoto
This work studies quantum algorithms to solve high-dimensional stochastic differential equations (SDEs) $\mathrm{d} \mathbf{X}_t = A(t) \mathbf{X}_t \mathrm{d} t + B(t) \mathrm{d}…
Quantum analog-encoding for correlated Gaussian vectors and their exponentiation with application to rough volatility
Tassa Thaksakronwong, Koichi Miyamoto
Quantum computing may speed up numerical problems involving large matrices that are demanding for classical computers, and active research on this possibility is ongoing. In this w…
Calculating the power spectrum in stochastic inflation by Monte Carlo simulation and least squares curve fitting
Koichi Miyamoto, Yuichiro Tada
The stochastic- formalism is widely used to study inflation models in which the quantum diffusion of inflatons dominates the background dynamics, leading to interesti…
Quantum algorithm for solving McKean-Vlasov stochastic differential equations
Koichi Miyamoto
Quantum Monte Carlo integration, a quantum algorithm for calculating expectations that provides a quadratic speed-up compared to its classical counterpart, is now attracting increa…
Improved quantum algorithm for calculating eigenvalues of differential operators and its application to estimating the decay rate of the perturbation distribution tail in stochastic inflation
Koichi Miyamoto, Yuichiro Tada
Quantum algorithms for scientific computing and their applications have been studied actively. In this paper, we propose a quantum algorithm for estimating the first eigenvalue of…
Dividing quantum circuits for time evolution of stochastic processes by orthogonal series density estimation
Koichi Miyamoto
Quantum Monte Carlo integration (QMCI) is a quantum algorithm to estimate expectations of random variables, with applications in various industrial fields such as financial derivat…