A variational quantum algorithm for the Feynman-Kac formula
نویسندگان
چکیده
We propose an algorithm based on variational quantum imaginary time evolution for solving the Feynman-Kac partial differential equation resulting from a multidimensional system of stochastic equations. utilize correspondence between (PDE) and Wick-rotated Schr\"{o}dinger this purpose. The results $(2+1)$ dimensional obtained through are then compared against classical ODE solvers Monte Carlo simulation. see remarkable agreement methods method illustrative example six eight qubits. In non-trivial case PDEs which preserving probability distributions -- rather than $\ell_2$-norm we introduce proxy norm is efficient in keeping solution approximately normalized throughout evolution. algorithmic complexity costs associated to methodology, particular extraction properties solution, investigated. Future research topics areas quantitative finance other types also discussed.
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ژورنال
عنوان ژورنال: Quantum
سال: 2022
ISSN: ['2521-327X']
DOI: https://doi.org/10.22331/q-2022-06-07-730