A variational quantum algorithm for the Feynman-Kac formula

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 differential equations. We utilize the correspondence between the Feynman-Kac partial differential equation (...

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Bibliographic Details
Main Authors: Hedayat Alghassi, Amol Deshmukh, Noelle Ibrahim, Nicolas Robles, Stefan Woerner, Christa Zoufal
Format: Article
Language:English
Published: Verein zur Förderung des Open Access Publizierens in den Quantenwissenschaften 2022-06-01
Series:Quantum
Online Access:https://quantum-journal.org/papers/q-2022-06-07-730/pdf/