Optimal Summation and Integration by Deterministic, Randomized, and Quantum Algorithms

We survey old and new results about optimal algorithms for summation of finite sequences and for integration of functions from Hoelder or Sobolev spaces. First we discuss optimal deterministic and randomized algorithms. Then we add a new aspect, which has not been covered before on conferences about (quasi-) Monte Carlo methods: quantum computation. We give a short introduction into this setting and present recent results of the authors on optimal quantum algorithms for summation and integration. We discuss comparisons between the three settings. The most interesting case for Monte Carlo and quantum integration is that of moderate smoothness k and large dimension d which, in fact, occurs in a number of important applied problems. In that case the deterministic exponent is negligible, so the n^{-1/2} Monte Carlo and the n^{-1} quantum speedup essentially constitute the entire convergence rate. We observe that -- there is an exponential speed-up of quantum algorithms over deterministic (classical) algorithms, if k/d tends to zero; -- there is a (roughly) quadratic speed-up of quantum algorithms over randomized classical algorithms, if k/d is small.Comment: 13 pages, contribution to the 4th International Conference on Monte Carlo and Quasi-Monte Carlo Methods, Hong Kong 200

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 Approximation II. Sobolev Embeddings

A basic problem of approximation theory, the approximation of functions from the Sobolev space W_p^r([0,1]^d) in the norm of L_q([0,1]^d), is considered from the point of view of quantum computation. We determine the quantum query complexity of this problem (up to logarithmic factors). It turns out that in certain regions of the domain of parameters p,q,r,d quantum computation can reach a speedup of roughly squaring the rate of convergence of classical deterministic or randomized approximation methods. There are other regions were the best possible rates coincide for all three settings.Comment: 23 pages, paper submitted to the Journal of Complexit

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

Tensor Product Approximation (DMRG) and Coupled Cluster method in Quantum Chemistry

We present the Copupled Cluster (CC) method and the Density matrix Renormalization Grooup (DMRG) method in a unified way, from the perspective of recent developments in tensor product approximation. We present an introduction into recently developed hierarchical tensor representations, in particular tensor trains which are matrix product states in physics language. The discrete equations of full CI approximation applied to the electronic Schr\"odinger equation is casted into a tensorial framework in form of the second quantization. A further approximation is performed afterwards by tensor approximation within a hierarchical format or equivalently a tree tensor network. We establish the (differential) geometry of low rank hierarchical tensors and apply the Driac Frenkel principle to reduce the original high-dimensional problem to low dimensions. The DMRG algorithm is established as an optimization method in this format with alternating directional search. We briefly introduce the CC method and refer to our theoretical results. We compare this approach in the present discrete formulation with the CC method and its underlying exponential parametrization.Comment: 15 pages, 3 figure