Almost Optimal Solution of Initial-Value Problems by Randomized and Quantum Algorithms

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 algorithms yield new upper complexity bounds, which differ from known lower bounds by only an arbitrarily small positive parameter in the exponent, and a logarithmic factor. In both the randomized and quantum settings, initial-value problems turn out to be essentially as difficult as scalar integration.Comment: 16 pages, minor presentation change

Implicit Hybrid Quantum-Classical CFD Calculations using the HHL Algorithm

Implicit methods are attractive for hybrid quantum-classical CFD solvers as the flow equations are combined into a single coupled matrix that is solved on the quantum device, leaving only the CFD discretisation and matrix assembly on the classical device. In this paper, an implicit hybrid solver is investigated using emulated HHL circuits. The hybrid solutions are compared with classical solutions including full eigen-system decompositions. A thorough analysis is made of how the number of qubits in the HHL eigenvalue inversion circuit affect the CFD solver's convergence rates. Loss of precision in the minimum and maximum eigenvalues have different effects and are understood by relating the corresponding eigenvectors to error waves in the CFD solver. An iterative feed-forward mechanism is identified that allows loss of precision in the HHL circuit to amplify the associated error waves. These results will be relevant to early fault tolerant CFD applications where every (logical) qubit will count. The importance of good classical estimators for the minimum and maximum eigenvalues is also relevant to the calculation of condition number for Quantum Singular Value Transformation approaches to matrix inversion

Complexity of randomized algorithms for underdamped Langevin dynamics

We establish an information complexity lower bound of randomized algorithms for simulating underdamped Langevin dynamics. More specifically, we prove that the worst $L^2$ strong error is of order $\Omega(\sqrt{d}\, N^{-3/2})$, for solving a family of $d$-dimensional underdamped Langevin dynamics, by any randomized algorithm with only $N$ queries to $\nabla U$, the driving Brownian motion and its weighted integration, respectively. The lower bound we establish matches the upper bound for the randomized midpoint method recently proposed by Shen and Lee [NIPS 2019], in terms of both parameters $N$ and $d$.Comment: 27 pages; some revision (e.g., Sec 2.1), and new supplementary materials in Appendice