Given the Hamiltonian, the evaluation of unitary operators has been at the heart of many quantum algorithms. Motivated by existing deterministic and random methods, we present a hybrid approach, where Hamiltonians with large amplitude are evaluated a
t each time step, while the remaining terms are evaluated at random. The bound for the mean square error is obtained, together with a concentration bound. The mean square error consists of a variance term and a bias term, arising respectively from the random sampling of the Hamiltonian terms and the operator splitting error. Leveraging on the bias/variance trade-off, the error can be minimized by balancing the two. The concentration bound provides an estimate on the number of gates. The estimates are verified by using numerical experiments on classical computers.
Long-range interactions play a central role in electron transport. At the same time, they present a challenge for direct computer simulations, since sufficiently large portions of the bath have to be included in the computation to accurately compute
the Coulomb potential. This article presents a reduced-order approach, by deriving an open quantum model for the reduced density-matrix. To treat the transient dynamics, the problem is placed in a reduced-order framework. The dynamics, described by the Liouville von Neumann equation, is projected to subspaces using a Petrov-Galerkin projection. In order to recover the global electron density profile as a vehicle to compute the Coulomb potential, we propose a domain decomposition approach, where the computational domain also includes segments of the bath that are selected using logarithmic grids. This approach leads to a multi-component self-energy that enters the effective Hamiltonian. We demonstrate the accuracy of the reduced model using a molecular junction built from a Lithium chains.
This paper studies the theoretical underpinnings of machine learning of ergodic It^o diffusions. The objective is to understand the convergence properties of the invariant statistics when the underlying system of stochastic differential equations (SD
Es) is empirically estimated with a supervised regression framework. Using the perturbation theory of ergodic Markov chains and the linear response theory, we deduce a linear dependence of the errors of one-point and two-point invariant statistics on the error in the learning of the drift and diffusion coefficients. More importantly, our study shows that the usual $L^2$-norm characterization of the learning generalization error is insufficient for achieving this linear dependence result. We find that sufficient conditions for such a linear dependence result are through learning algorithms that produce a uniformly Lipschitz and consistent estimator in the hypothesis space that retains certain characteristics of the drift coefficients, such as the usual linear growth condition that guarantees the existence of solutions of the underlying SDEs. We examine these conditions on two well-understood learning algorithms: the kernel-based spectral regression method and the shallow random neural networks with the ReLU activation function.
Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the potential ene
rgy, and the two-body terms in the Jastrow factor. In the framework of variational Monte Carlo methods, the random batch algorithm is constructed based on the over-damped Langevin dynamics, so that updating the position of each particle in an $N$-particle system only requires $mathcal{O}(1)$ operations, thus for each time step the computational cost for $N$ particles is reduced from $mathcal{O}(N^2)$ to $mathcal{O}(N)$. For diffusion Monte Carlo methods, the random batch algorithm uses an energy decomposition to avoid the computation of the total energy in the branching step. The effectiveness of the random batch method is demonstrated using a system of liquid ${}^4$He atoms interacting with a graphite surface.
This paper presents a numerical method to implement the parameter estimation method using response statistics that was recently formulated by the authors. The proposed approach formulates the parameter estimation problem of It^o drift diffusions as a
nonlinear least-squares problem. To avoid solving the model repeatedly when using an iterative scheme in solving the resulting least-squares problems, a polynomial surrogate model is employed on appropriate response statistics with smooth dependence on the parameters. The existence of minimizers of the approximate polynomial least-squares problems that converge to the solution of the true least square problem is established under appropriate regularity assumption of the essential statistics as functions of parameters. Numerical implementation of the proposed method is conducted on two prototypical examples that belong to classes of models with wide range of applications, including the Langevin dynamics and the stochastically forced gradient flows. Several important practical issues, such as the selection of the appropriate response operator to ensure the identifiability of the parameters and the reduction of the parameter space, are discussed. From the numerical experiments, it is found that the proposed approach is superior compared to the conventional approach that uses equilibrium statistics to determine the parameters.
