Some Results on the Complexity of Numerical Integration

This is a survey (21 pages, 124 references) written for the MCQMC 2014 conference in Leuven, April 2014. We start with the seminal paper of Bakhvalov (1959) and end with new results on the curse of dimension and on the complexity of oscillatory integrals. Some small errors of earlier versions are corrected

Quantum Integration in Sobolev Classes

We study high dimensional integration in the quantum model of computation. We develop quantum algorithms for integration of functions from Sobolev classes $W^r_p([0,1]^d)$ and analyze their convergence rates. We also prove lower bounds which show that the proposed algorithms are, in many cases, optimal within the setting of quantum computing. This extends recent results of Novak on integration of functions from H\"older classes.Comment: Paper submitted to the Journal of Complexity. 28 page

Quantum logarithmic Sobolev inequalities and rapid mixing

A family of logarithmic Sobolev inequalities on finite dimensional quantum state spaces is introduced. The framework of non-commutative \bL_p-spaces is reviewed and the relationship between quantum logarithmic Sobolev inequalities and the hypercontractivity of quantum semigroups is discussed. This relationship is central for the derivation of lower bounds for the logarithmic Sobolev (LS) constants. Essential results for the family of inequalities are proved, and we show an upper bound to the generalized LS constant in terms of the spectral gap of the generator of the semigroup. These inequalities provide a framework for the derivation of improved bounds on the convergence time of quantum dynamical semigroups, when the LS constant and the spectral gap are of the same order. Convergence bounds on finite dimensional state spaces are particularly relevant for the field of quantum information theory. We provide a number of examples, where improved bounds on the mixing time of several semigroups are obtained; including the depolarizing semigroup and quantum expanders.Comment: Updated manuscript, 30 pages, no figure

Quantum Complexity of Parametric Integration

We study parametric integration of functions from the class C^r([0,1]^{d_1+d_2}) to C([0,1]^{d_1}) in the quantum model of computation. We analyze the convergence rate of parametric integration in this model and show that it is always faster than the optimal deterministic rate and in some cases faster than the rate of optimal randomized classical algorithms.Comment: Paper submitted to the Journal of Complexity, 28 page