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

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

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

On a Problem in Quantum Summation

We consider the computation of the mean of sequences in the quantum model of computation. We determine the query complexity in the case of sequences which satisfy a $p$-summability condition for $1\le p<2$. This settles a problem left open in Heinrich (2001).Comment: 21 pages, paper submitted to the Journal of Complexit

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

On the Use of Multipole Expansion in Time Evolution of Non-linear Dynamical Systems and Some Surprises Related to Superradiance

A new numerical method is introduced to study the problem of time evolution of generic non-linear dynamical systems in four-dimensional spacetimes. It is assumed that the time level surfaces are foliated by a one-parameter family of codimension two compact surfaces with no boundary and which are conformal to a Riemannian manifold C. The method is based on the use of a multipole expansion determined uniquely by the induced metric structure on C. The approach is fully spectral in the angular directions. The dynamics in the complementary 1+1 Lorentzian spacetime is followed by making use of a fourth order finite differencing scheme with adaptive mesh refinement. In checking the reliability of the introduced new method the evolution of a massless scalar field on a fixed Kerr spacetime is investigated. In particular, the angular distribution of the evolving field in to be superradiant scattering is studied. The primary aim was to check the validity of some of the recent arguments claiming that the Penrose process, or its field theoretical correspondence---superradiance---does play crucial role in jet formation in black hole spacetimes while matter accretes onto the central object. Our findings appear to be on contrary to these claims as the angular dependence of a to be superradiant scattering of a massless scalar field does not show any preference of the axis of rotation. In addition, the process of superradiance, in case of a massless scalar field, was also investigated. On contrary to the general expectations no energy extraction from black hole was found even though the incident wave packets was fine tuned to be maximally superradiant. Instead of energy extraction the to be superradiant part of the incident wave packet fails to reach the ergoregion rather it suffers a total reflection which appears to be a new phenomenon.Comment: 49 pages, 11 figure