Quantum Quasi-Monte Carlo: a window for pre-asymptotic quantum advantage
- URL: http://arxiv.org/abs/2609.03625v1
- Date: Thu, 03 Sep 2026 10:14:50 GMT
- Title: Quantum Quasi-Monte Carlo: a window for pre-asymptotic quantum advantage
- Abstract summary: We introduce a quantum quasi-Monte Carlo algorithm that combines low-discrepancy nets with quantum amplitude estimation.<n>The proposed method does not yield an improvement over classical quasi-Monte Carlo, since the total error separates into a discretization error, determined by the finite net, and a quantum estimation error.
- Score: 5.419536837516965
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: Numerical integration with Monte Carlo methods is a central computational task in many scientific and industrial applications, including financial derivative pricing and risk management. Classical Monte Carlo algorithms are computationally demanding: achieving an accuracy $ε$ typically requires a number of function evaluations scaling as $O(1/ε^2)$. Quantum-accelerated Monte Carlo methods based on quantum amplitude estimation can in principle quadratically improve this dependence. However, \textit{quasi}-Monte Carlo methods have not been explored in the quantum context. In this work, we introduce a quantum quasi-Monte Carlo algorithm that combines low-discrepancy nets with quantum amplitude estimation. The proposed method prepares the quasi-random point set coherently in superposition. The method does not yield an asymptotic improvement over classical quasi-Monte Carlo, since the total error separates into a discretization error, determined by the finite net, and a quantum estimation error. Instead, we explore a pre-asymptotic advantage window: for a target accuracy that would classically require $2^q$ low discrepancy points, one can prepare a higher-resolution net of size $2^Q$, with $Q>q$, in superposition and reach the same accuracy using significantly fewer function queries. This window can be controlled by tuning the circuit resolution and amplitude-estimation parameters, making the approach relevant for practical regimes where the number of queries is finite rather than asymptotically large.
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