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A variational method for the simulation of hydrogen diffusion in metals

We present a new method for the approximate solution of the strongly coupled, nonlinear stress-diffusion problem that appears when modeling hydrogen transport in metals. The most salient feature of the proposed approximation is that it is fully varia

Externí odkaz: http://arxiv.org/abs/2406.12893

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Application of Tensor Neural Networks to Pricing Bermudan Swaptions

Autor: Patel, Raj G., Dominguez, Tomas, Dib, Mohammad, Palmer, Samuel, Cadarso, Andrea, Contreras, Fernando De Lope, Ratnani, Abdelkader, Casanova, Francisco Gomez, Hernández-Santana, Senaida, Díaz-Fernández, Álvaro, Andrés, Eva, Luis-Hita, Jorge, Sánchez-Martínez, Escolástico, Mugel, Samuel, Orus, Roman

The Cheyette model is a quasi-Gaussian volatility interest rate model widely used to price interest rate derivatives such as European and Bermudan Swaptions for which Monte Carlo simulation has become the industry standard. In low dimensions, these a

Externí odkaz: http://arxiv.org/abs/2304.09750

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Multiobjective variational quantum optimization for constrained problems: an application to Cash Management

Autor: Díez-Valle, Pablo, Luis-Hita, Jorge, Hernández-Santana, Senaida, Martínez-García, Fernando, Díaz-Fernández, Álvaro, Andrés, Eva, García-Ripoll, Juan José, Sánchez-Martínez, Escolástico, Porras, Diego

Publikováno v: Quantum Sci. Technol. 8, 045009 (2023)

Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that the solution must satisfy. Variational quantum algorithms have emerge

Externí odkaz: http://arxiv.org/abs/2302.04196

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