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arXiv:2309.17299

Quantum Amplitude Estimation for Probabilistic Methods in Power Systems

Jong, Emilie, Brynjar Sævarsson, Hjörtur Jóhannsson, Spyros Chatzivasileiadis

Published Sep 29, 2023• 2 citations
arXivHTMLPDF

Abstract

This paper introduces quantum computing methods for Monte Carlo simulations in power systems which are expected to be exponentially faster than their classical computing counterparts. Monte Carlo simulations is a fundamental method, widely used in power systems to estimate key parameters of unknown probability distributions, such as the mean value, the standard deviation, or the value at risk. It is, however, very computationally intensive. Approaches based on Quantum Amplitude Estimation can offer a quadratic speedup, requiring orders of magnitude less samples to achieve the same accuracy. This paper explains three Quantum Amplitude Estimation methods to replace the Classical Monte Carlo method, namely the Iterative Quantum Amplitude Estimation (IQAE), Maximum Likelihood Amplitude Estimation (MLAE), and Faster Amplitude Estimation (FAE), and compares their performance for three different types of probability distributions for power systems.

DOI
10.48550/arxiv.2309.17299

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This paper introduces quantum computing methods for Monte Carlo simulations in power systems which are expected to be exponentially faster than their classical computing counterparts. Monte Carlo simulations is a fundamental method, widely used in power systems to estimate key parameters of unknown probability distributions, such as the mean value, the standard deviation, or the value at risk. It is, however, very computationally intensive. Approaches based on Quantum Amplitude Estimation can offer a quadratic speedup, requiring orders of magnitude less samples to achieve the same accuracy. This paper explains three Quantum Amplitude Estimation methods to replace the Classical Monte Carlo method, namely the Iterative Quantum Amplitude Estimation (IQAE), Maximum Likelihood Amplitude Estimation (MLAE), and Faster Amplitude Estimation (FAE), and compares their performance for three different types of probability distributions for power systems.
The approximation of an integral with numerical integration methods is a relevant problem in many fields, from finance to chemistry. Monte Carlo methods are a family of methods widely used for numerical integration but which are not always applicable to industrial tasks. Instead, there are quantum computing methods such as Quantum Amplitude Estimation able to offer a speed-up compared to the Monte Carlo methods for numerical integration which promise a significant impact, especially in finance. The Quantum Amplitude Estimation algorithm is a fundamental quantum algorithm with the potential to achieve a quadratic speed-up. Unfortunately, being competitive over classical Monte Carlo methods would require hardware performances currently not available. Therefore, alternative methods have been developed in order to exploit fewer resources while maintaining an advantageous theoretical scaling. We present a comparison between the standard QAE algorithm and two NISQ-friendly versions of the QAE on a numerical integration task. The Monte Carlo technique of Metropolis-Hastings instead is used as a classical benchmark. The scaling of the different algorithms are evaluated in terms of estimation error as a function of the number of samples, computational time, and length of the quantum circuits required by the quantum solutions. The conclusion highlights that an alternative approach is preferable with respect to employng the phase estimation routine. Indeed, the maximum likelihood estimation guarantees the best trade-off between the length of the quantum circuits and the precision in the integral estimation.
To enable an in-depth study of power system operation and planning, the assessment of standard reliability indices is inevitable. The Monte Carlo Simulation (MCS) approach is a broadly used method in replacing the analytical methods in reliability indices assessment. The accuracy of MCS, however, highly depends on the sampling size, and hence, a complicated system with large number of components requires a large sampling size and daunting computational effort. To address this shortcoming, this paper attempts to take advantage of potentials of the quantum computing (QC) for power system reliability assessment by realizing the following contributions: 1) an innovative quantum model designed for reliability assessment; 2) a quantum circuit that achieves the quadratic speed up compared to the classical MCS method; 3) an efficient quantum amplitude estimation (QAE) algorithm to accurately evaluate the reliability indices. The accuracy and efficacy of the quantum reliability method are extensively verified and demonstrated on both radial and mesh distribution systems.
We introduce a variant of Quantum Amplitude Estimation (QAE), called Iterative QAE (IQAE), which does not rely on Quantum Phase Estimation (QPE) but is only based on Grover’s Algorithm, which reduces the required number of qubits and gates. We provide a rigorous analysis of IQAE and prove that it achieves a quadratic speedup up to a double-logarithmic factor compared to classical Monte Carlo simulation with provably small constant overhead. Furthermore, we show with an empirical study that our algorithm outperforms other known QAE variants without QPE, some even by orders of magnitude, i.e., our algorithm requires significantly fewer samples to achieve the same estimation accuracy and confidence level.
Abstract We introduce a variant of Quantum Amplitude Estimation (QAE) , called Iterative QAE (IQAE), which does not rely on Quantum Phase Estimation (QPE) but is only based on Grover’s Algorithm , which reduces the required number of qubits and gates. We provide a rigorous analysis of IQAE and prove that it achieves a quadratic speedup up to a double-logarithmic factor compared to classical Monte Carlo simulation with provably small constant overhead. Furthermore, we show with an empirical study that our algorithm outperforms other known QAE variants without QPE, some even by orders of magnitude, i.e., our algorithm requires significantly fewer samples to achieve the same estimation accuracy and confidence level.
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Modern power systems face substantial uncertainty due to the high penetration of renewable energy resources, whose diverse dynamic behaviors further complicate operational management. This paper presents a quantum Monte Carlo (QMC) framework that leverages quantum amplitude estimation to deliver a quadratic speedup over classical Monte Carlo methods for probabilistic disturbance analysis. The QMC methodology is presented in detail, covering system-state encoding into quantum registers, amplitude estimation, and extensions to joint normal probability density functions. Feasibility is demonstrated on a representative microgrid case study, in which voltage expectation values weighted by a probabilistic distribution of load characteristics are computed. A subsequent discussion outlines how the QMC approach can be generalized to arbitrary load distributions and expectation metrics. Given the rapid evolution of quantum hardware, this approach promises to become a powerful tool for uncertainty quantification, an essential capability for enabling robust planning and operation of power systems under stochastic conditions.