arXiv subjects

Nikita Guseynov

Publications and source records attributed to Nikita Guseynov.

8 recordsLinked to original sources

arXiv2026

Analog photonic simulator for large-scale transport

Transport equations describe how physical quantities -- such as mass, energy, momentum, concentration, probability, or fields -- are carried, propagated, or redistributed through space and time, forming a foundational class of partial differential equations across science and engineering. However, high-dimensional partial differential equations are difficult to represent on digital grids because the number of degrees of freedom grows exponentially with dimension. Continuous-variable quantum photonics on the other hand can represent and evolve these large-scale fields without first discretizing space into a discrete grid. We demonstrate a large-scale analog photonic simulator for the constant-coefficient advection equation, a transport equation that is a fundamental benchmark for scientific computing. The solution of a $d$-variable advection equation is encoded into $d$ optical modes, so that the partial differential equation evolution maps directly to programmable phase-space displacements generated by optical quadrature momenta. Using a time-domain continuous-variable quantum photonic platform, we validate programmable control with $20,000$ single-mode squeezed states and $20,000$ two-mode squeezed states, and implement transport dynamics on a $20,000$-mode cluster-state resource. Homodyne measurements then verifies mode-resolved displacement control, which can provide first and second-order moment information of the solution to the advection equation, with final achievable relative error as low as $0.8\%$ and $0.92\%$ for first and second-order moment observables respectively. Our results establish continuous-variable photonics as a suitable programmable analog platform for large-scale advection equations.

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arXiv2026

End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility

Multi-asset option pricing under local- and stochastic-volatility models leads naturally to high-dimensional parabolic PDEs. We develop an end-to-end quantum PDE framework for European option pricing under local-volatility Black--Scholes and Heston models. The framework takes classical contract and model data as input and returns classical estimates of selected option values. We solve the pricing PDEs after finite-difference discretization on spatial grids. For $N=2^n$ grid points per spatial direction and $d$ assets, the end-to-end gate complexity for single-point recovery, counted in elementary CNOT gates and one-qubit Pauli-axis rotations, has leading grid-size dependence $\widetilde{O}(d^2 N^{2+d/2})$ for local-volatility Black--Scholes and $\widetilde{O}(d^2 N^{d+2})$ for Heston. Relative to grid-based finite-difference baselines, these scalings correspond to polynomial improvement factors $N^{d/2}$ and $N^d$, respectively. These estimates translate to Clifford+T resources via standard compilation. We complement the complexity analysis with numerical benchmarks against standard classical methods. In the Heston setting, the framework recovers option prices across strikes together with the associated implied-volatility smile/skew. Overall, this work provides a complete end-to-end quantum pricing pipeline with explicit resource accounting and theoretical performance guarantees.

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arXiv2026

Coherent-State Propagation: A Computational Framework for Simulating Bosonic Quantum Systems

We introduce coherent-state propagation, a computational framework for simulating bosonic systems. We focus on bosonic circuits composed of displaced linear optics augmented by Kerr nonlinearities, a universal model of bosonic quantum computation that is also physically motivated by driven Bose-Hubbard dynamics. The method works in the Schrödinger picture representing the evolving state as a sparse superposition of coherent states. We develop approximation strategies that keep the simulation cost tractable in physically relevant regimes, notably when the number of Kerr gates is small or the Kerr nonlinearities are weak, and prove rigorous guarantees for both observable estimation and sampling. In particular, bosonic circuits with logarithmically many Kerr gates admit quasi-polynomial-time classical simulation at exponentially small error in trace distance. We further identify a weak-nonlinearity regime in which the runtime is polynomial for arbitrarily small constant precision. We complement these results with numerical benchmarks on the Bose-Hubbard model with all-to-all connectivity. The method reproduces Fock-basis and matrix-product-state reference data, suggesting that it offers a useful route to the classical simulation of bosonic systems.

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arXiv2025

Efficient explicit circuit for quantum state preparation of piecewise continuous functions

Efficiently uploading data into quantum states is essential for many quantum algorithms to achieve advantage across various applications. In this paper, we address this challenge by developing a method to upload a polynomial function $f(x)$ on the interval $x \in [-1,1]$ into a pure quantum state consisting of qubits, where a discretized $f(x)$ is the amplitude of this state. The preparation cost has $\mathcal{O}(n\log n)$ scaling in the number of qubits $n$ and linear scaling with the degree of the polynomial $Q$. This efficiency allows the preparation of states whose amplitudes correspond to high-degree polynomials (up to $10^4$), enabling accurate approximation of functions that admit efficient polynomial series representations and whose amplitude profiles are not extremely localized. We provide a fully explicit circuit realization, based on four real polynomials that meet specific parity and boundedness conditions. We extend this construction to cover piece-wise polynomial functions, a case not previously addressed explicitly in the literature, the algorithm scaling linearly with the number of piecewise parts. Our method achieves efficient quantum circuit implementation and we present detailed gate counting and resource analysis.

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arXiv2025

Quantum Algorithm for Local-Volatility Option Pricing via the Kolmogorov Equation

The solution of option-pricing problems may turn out to be computationally demanding due to non-linear and path-dependent payoffs, the high dimensionality arising from multiple underlying assets, and sophisticated models of price dynamics. In this context, quantum computing has been proposed as a means to address these challenges efficiently. Prevailing approaches either simulate the stochastic differential equations governing the forward dynamics of underlying asset prices or directly solve the backward pricing partial differential equation. Here, we present an end-to-end quantum algorithmic framework that solves the Kolmogorov forward (Fokker-Planck) partial differential equation for local-volatility models by mapping it to a Hamiltonian-simulation problem via the Schrödingerisation technique. The algorithm specifies how to prepare the initial quantum state, perform Hamiltonian simulation, and how to efficiently recover the option price via a swap test. In particular, the efficiency of the final solution recovery is an important advantage of solving the forward versus the backward partial differential equation. Thus, our end-to-end framework offers a potential route toward quantum advantage for challenging option-pricing tasks. In particular, we obtain a polynomial advantage in grid size for the discretization of a single dimension. Nevertheless, the true power of our methodology lies in pricing high-dimensional systems, such as baskets of options, because the quantum framework admits an exponential speedup with respect to dimension, overcoming the classical curse of dimensionality.

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arXiv2025

Quantum Framework for Simulating Linear PDEs with Robin Boundary Conditions

We propose an explicit, oracle-free quantum framework for numerically simulating general linear partial differential equations (PDEs), extending previous work to incorporate (a) Robin boundary conditions - which include Neumann and Dirichlet conditions as special cases - (b) inhomogeneous terms, and (c) variable coefficients in space and time. Our approach begins with a general finite-difference discretization and applies the Schrodingerisation technique to transform the resulting system into one that admits unitary quantum evolution, enabling quantum simulation. For the Schrodinger equation corresponding to the discretized PDE, we construct an efficient block-encoding of the Hamiltonian $H$ that scales polylogarithmically with the number of grid points $N$. This encoding is compatible with quantum signal processing and allows for the implementation of the evolution operator $e^{-iHt}$. The oracle-free nature of our method permits complexity to be measured in fundamental gate units-namely, CNOT gates and single-qubit rotations-bypassing the inefficiencies of oracle queries. Consequently, the overall algorithm scales polynomially with $N$ and linearly with the spatial dimension $d$, achieving a polynomial speedup in $N$ and an exponential advantage in $d$, thereby mitigating the classical curse of dimensionality. The validity and efficiency of the proposed approach are further substantiated by numerical simulations. By explicitly defining the quantum operations and quantifying their resource requirements, our approach offers a practical alternative for numerically solving PDEs, distinct from others that rely on oracle queries and purely asymptotic scaling methods.

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arXiv2025

Efficient explicit gate construction of block-encoding for Hamiltonians needed for simulating partial differential equations

One of the most promising applications of quantum computers is solving partial differential equations (PDEs). By using the Schrodingerisation technique - which converts non-conservative PDEs into Schrodinger equations - the problem can be reduced to Hamiltonian simulations. The particular class of Hamiltonians we consider is shown to be sufficient for simulating almost any linear PDE. In particular, these Hamiltonians consist of discretizations of polynomial products and sums of position and momentum operators. This paper addresses an important gap by efficiently loading these Hamiltonians into the quantum computer through block-encoding. The construction is explicit and efficient in terms of one- and two-qubit operations, forming a fundamental building block for constructing the unitary evolution operator for that class of Hamiltonians. The proposed algorithm demonstrates a squared logarithmic scaling with respect to the spatial partitioning size, offering a polynomial speedup over classical finite-difference methods in the context of spatial partitioning for PDE solving. Furthermore, the algorithm is extended to the multi-dimensional case, achieving an exponential acceleration with respect to the number of dimensions, alleviating the curse of dimensionality problem. This work provides an essential foundation for developing explicit and efficient quantum circuits for PDEs, Hamiltonian simulations, and ground state and thermal state preparation.

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arXiv2022

Quantum simulation of fermionic systems using hybrid digital-analog quantum computing approach

We consider a hybrid digital-analog quantum computing approach, which allows implementing any quantum algorithm without standard two-qubit gates. This approach is based on the always-on interaction between qubits, which can provide an alternative to such gates. We show how digital-analog approach can be applied to simulate the dynamics of fermionic systems, in particular the Fermi-Hubbard model, using fermionic SWAP network and refocusing technique. We concentrate on the effects of connectivity topology, spread of interaction constants as well as on errors of entangling operations. We find that an optimal connectivity topology of qubits for the digital-analog simulation of fermionic systems of arbitrary dimensionality is a chain for spinless fermions and a ladder for spin-1/2 particles. Such a simple connectivity topology makes digital-analog approach attracting for the fermionic quantum simulation.

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