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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 (PDE) and the Wick-rotated Schr{o}dinger equation for this purpose. The results for a $(2+1)$ dimensional Feynman-Kac system, obtained through the variational quantum algorithm are then compared against classical ODE solvers and Monte Carlo simulation. We see a remarkable agreement between the classical methods and the quantum variational method for an illustrative example on six qubits. In the non-trivial case of PDEs which are preserving probability distributions -- rather than preserving the $ell_2$-norm -- we introduce a proxy norm which is efficient in keeping the solution approximately normalized throughout the evolution. The algorithmic complexity and costs associated to this methodology, in particular for the extraction of properties of the solution, are investigated. Future research topics in the areas of quantitative finance and other types of PDEs are also discussed.
Preparation of Gibbs distributions is an important task for quantum computation. It is a necessary first step in some types of quantum simulations and further is essential for quantum algorithms such as quantum Boltzmann training. Despite this, most
The optimization of circuit parameters of variational quantum algorithms such as the variational quantum eigensolver (VQE) or the quantum approximate optimization algorithm (QAOA) is a key challenge for the practical deployment of near-term quantum c
We propose a neural-network variational quantum algorithm to simulate the time evolution of quantum many-body systems. Based on a modified restricted Boltzmann machine (RBM) wavefunction ansatz, the proposed algorithm can be efficiently implemented i
Rapid developments of quantum information technology show promising opportunities for simulating quantum field theory in near-term quantum devices. In this work, we formulate the theory of (time-dependent) variational quantum simulation, explicitly d
We introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining multi-dimensional en