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Nati Erez

Publications and source records attributed to Nati Erez.

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Quantum-Based Optimization of Gas Throughput in Natural Gas Transmission Networks Under Hydraulic Constraints Using QAOA

Maximizing gas throughput in transmission networks under hydraulic and operational constraints is a combinatorial problem whose complexity grows exponentially with network size, making it computationally intensive to solve exactly. This paper addresses the graph-based optimization problem by optimizing nodal-pressure assignments under the Panhandle-B hydraulic equation. By framing the problem as a search over discretized nodal-pressure assignments coupled with a cost Hamiltonian that encodes both the delivery objective and physical-constraint penalties, we establish a unified formulation suitable for the Quantum Approximate Optimization Algorithm (QAOA). The mathematical model is adapted to a Quadratic Unconstrained Binary Optimization (QUBO) formulation and implemented using the Classiq quantum software platform. In simulator-based experiments, QAOA recovered the maximum-throughput valid operating point, consistent with classical exhaustive evaluation and classical hydraulic simulation reference solutions. A distinctive contribution of this work is the end-to-end execution of a reduced problem instance on the IonQ Forte-1 trapped-ion quantum processor. Remarkably, the hardware implementation used only $p=2$ QAOA layers, substantially fewer than the $p=30$ layers used in the simulator-based study. Despite this significant reduction in circuit depth, the QPU produced physically valid and interpretable candidate solutions that bracketed the continuous classical optimum, with each located within one pressure-discretization step of it. These results demonstrate that meaningful gas-network optimization behavior can be obtained using considerably shallower QAOA circuits than initially expected and provide an end-to-end proof of concept for near-term quantum-assisted gas-network optimization.

quant-ph

Quantum Counterparty Credit Risk: A Study of Path-Dependent Derivatives

Estimating potential future exposure (PFE) for path-dependent derivatives, such as FX Target Redemption Forwards (TARFs), represents a formidable computational challenge due to the demand of nested Monte Carlo simulations. We present a hybrid quantum-classical framework that leverages Iterative Quantum Amplitude Estimation (IQAE) to address this via a reduced-order counterparty credit risk model. Our methodology maps the non-linear TARF payoff -- including cumulative gains and knock-out features -- into a quantum circuit via a two-step formulation, whereby a first-step percentile is computed classically and then used to condition quantum evaluation of subsequent exposure. We employ discretisation of the FX process and a linearised additive approximation of dynamics to enable implementation on current quantum platforms. Developed via the Classiq platform and validated on NVIDIA CUDA-Q and Amazon Braket SV1, our approach achieves relative errors of 1%-8% against classical benchmarks at the 97.5% and 99% confidence levels. While discretisation constraints and approximate monotonicity assumption may introduce bias and limit recovery of the full exposure distribution, our framework offers a tractable testbed for quantum acceleration. Scaling analysis suggests that $\sim$300 logical qubits could enable full 52-week exposure estimation, reducing sample complexity for tail-risk estimation via amplitude estimation at the cost of increased circuit depth.

quant-ph

Quantum-Based Resilient Routing in Networks: Minimizing Latency Under Dual-Link Failures

Network optimization problems represent large combinatorial search spaces that grow exponentially with network size, making them computationally intensive to solve. This paper addresses the latency-resilient Layer 3 routing optimization problem in telecommunications networks with predefined Layer 1 optical links. We formulate this problem as a graph-based optimization problem with the objective of minimizing latency, creating vertex-disjoint paths from each site to the internet backbone, and maximizing overall resiliency by limiting the impact of dual-link failures. By framing the problem as finding two disjoint shortest paths, coupled together with a resiliency component to the objective function, we establish a single formulation to produce optimal path design. The mathematical formulation was adapted to solve the problem using quantum approximate optimization algorithm (QAOA) executed over both quantum simulator and quantum hardware. QAOA was tested on a toy graph topology with 5 vertices and 7 edges and considering two limiting scenarios respectively representing independent (uncorrelated) link failures and highly correlated failure for one pair of edges. Both explored scenarios produced the optimal network design-corresponding to the valid solution with highest frequency of occurrence and minimum energy state, hence, validating the proposed formulation for optimizing Layer 3 routing on quantum systems of the future.

cs.ET

Design and synthesis of scalable quantum programs

We present a scalable, robust approach to creating quantum programs of arbitrary size and complexity. The approach is based on the true abstraction of the problem. The quantum program is expressed in terms of a high-level model together with constraints and objectives on the final program. Advanced synthesis algorithms transform the model into a low-level quantum program that meets the user's specification and is directed at a stipulated hardware. This separation of description from implementation is essential for scale. The technology adapts electronic design automation methods to quantum computing, finding feasible implementations in a virtually unlimited functional space. The results show clear superiority over the compilation and transpilation methods used today. We expect that this technological approach will take over and prevail as quantum software become more demanding, complex, and essential.

quant-ph