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arXiv:quant-ph/0105114 · Springer eBooks

Optimal Summation and Integration by Deterministic, Randomized, and Quantum Algorithms

Stefan Heinrich, Erich Novak

Published Jan 1, 2002• 32 citations
arXivHTMLPDF
DOI
10.1007/978-3-642-56046-0_4

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The thesis contains an analysis of two computational problems. The first problem is discrete quantum Boolean summation. This problem is a building block of quantum algorithms for many continuous problems, such as integration, approximation, differential equations and path integration. The second problem is continuous multivariate Feynman-Kac path integration, which is a special case of path integration. The quantum Boolean summation problem can be solved by the quantum summation (QS) algorithm of Brassard, Hí yer, Mosca and Tapp, which approximates the arithmetic mean of a Boolean function. We improve the error bound of Brassard et al. for the worst-probabilistic setting. Our error bound is sharp. We also present new sharp error bounds in the average-probabilistic and worst-average settings. Our average-probabilistic error bounds prove the optimality of the QS algorithm for a certain choice of its parameters. The study of the worst-average error shows that the QS algorithm is not optimal in this setting; we need to use a certain number of repetitions to regain its optimality. The multivariate Feynman-Kac path integration problem for smooth multivariate functions suffers from the provable curse of dimensionality in the worst-case deterministic setting, i.e., the minimal number of function evaluations needed to compute an approximation depends exponentially on the number of variables. We show that in both the randomized and quantum settings the curse of dimensionality is vanquished, i.e., the minimal number of function evaluations and/or quantum queries required to compute an approximation depends only polynomially on the reciprocal of the desired accuracy and has a bound independent of the number of variables. The exponents of these polynomials are 2 in the randomized setting and 1 in the quantum setting. These exponents can be lowered at the expense of the dependence on the number of variables. Hence, the quantum setting yields exponential speedup over the worst-case deterministic setting, and quadratic speedup over the randomized setting.
Quantum computing was so far mainly concerned with discrete problems. Recently, E. Novak and the author studied quantum algorithms for high dimensional integration and dealt with the question, which advantages quantum computing can bring over classical deterministic or randomized methods for this type of problem. In this paper we give a short introduction to the basic ideas of quantum computing and survey recent results on high dimensional integration. We discuss connections to the Monte Carlo methology and compare the optimal error rates of quantum algorithms to those of classical deterministic and randomized algorithms.
We obtain the optimal order of high-dimensional integration complexity in the quantum computation model in anisotropic Sobolev classes W∞r([0,1]d)W_{\infty}^{\bf r}([0,1]^d)W∞r​([0,1]d) and Hölder Nikolskii classes H∞r([0,1]d)H_{\infty}^{\bf r}([0,1]^d)H∞r​([0,1]d). It is proved that for these classes of functions there is a speed-up of quantum algorithms over deterministic classical algorithms due to factor n−1n^{-1}n−1 and over randomized classical methods due to factor n−1/2n^{-1/2}n−1/2. Moreover, we give an estimation for optimal query complexity in the class H∞Λ(D)H_{\infty}^{\Lambda}(D)H∞Λ​(D) whose smoothness index is the boundary of some complete set in Z+d\mathbb{Z}_+^dZ+d​.