Improved Bounds on the Randomized and Quantum Complexity of Initial-Value Problems

We deal with the problem, initiated in [8], of finding randomized and quantum complexity of initial-value problems. We showed in [8] that a speed-up in both settings over the worst-case deterministic complexity is possible. In the present paper we prove, by defining new algorithms, that further improvement in upper bounds on the randomized and quantum complexity can be achieved. In the H\"older class of right-hand side functions with r continuous bounded partial derivatives, with r-th derivative being a H\"older function with exponent \rho, the \epsilon-complexity is shown to be O((1/\epsilon)^{1/(r+\rho+1/3)}) in the randomized setting, and O((1/\epsilon)^{1/(r+\rho+1/2)}) on a quantum computer (up to logarithmic factors). This is an improvement for the general problem over the results from [8]. The gap still remaining between upper and lower bounds on the complexity is further discussed for a special problem. We consider scalar autonomous problems, with the aim of computing the solution at the end point of the interval of integration. For this problem, we fill up the gap by establishing (essentially) matching upper and lower complexity bounds. We show that the complexity in this case is of order (1/\epsilon)^{1/(r+\rho+1/2)} in the randomized setting, and (1/\epsilon)^{1/(r+\rho+1)} in the quantum setting (again up to logarithmic factors).Comment: 17 pages, extended version (new section added), to appear in the Journal of Complexit

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

The Quantum Query Complexity of Algebraic Properties

We present quantum query complexity bounds for testing algebraic properties. For a set S and a binary operation on S, we consider the decision problem whether $S$ is a semigroup or has an identity element. If S is a monoid, we want to decide whether S is a group. We present quantum algorithms for these problems that improve the best known classical complexity bounds. In particular, we give the first application of the new quantum random walk technique by Magniez, Nayak, Roland, and Santha that improves the previous bounds by Ambainis and Szegedy. We also present several lower bounds for testing algebraic properties.Comment: 13 pages, 0 figure

Three Puzzles on Mathematics, Computation, and Games

In this lecture I will talk about three mathematical puzzles involving mathematics and computation that have preoccupied me over the years. The first puzzle is to understand the amazing success of the simplex algorithm for linear programming. The second puzzle is about errors made when votes are counted during elections. The third puzzle is: are quantum computers possible?Comment: ICM 2018 plenary lecture, Rio de Janeiro, 36 pages, 7 Figure

Randomized Low-Memory Singular Value Projection

Affine rank minimization algorithms typically rely on calculating the gradient of a data error followed by a singular value decomposition at every iteration. Because these two steps are expensive, heuristic approximations are often used to reduce computational burden. To this end, we propose a recovery scheme that merges the two steps with randomized approximations, and as a result, operates on space proportional to the degrees of freedom in the problem. We theoretically establish the estimation guarantees of the algorithm as a function of approximation tolerance. While the theoretical approximation requirements are overly pessimistic, we demonstrate that in practice the algorithm performs well on the quantum tomography recovery problem.Comment: 13 pages. This version has a revised theorem and new numerical experiment