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Variational quantum simulations of stochastic differential equations

Original authors of the paper: Kenji Kubo, Yuya O. Nakagawa, Suguru Endo, and Shota Nagayama

Link to paper: https://journals.aps.org/pra/abstract/10.1103/PhysRevA.103.052425

Author of notebook: Óscar Amaro

In the notebook we reproduce the Geometric Brownian motion and Ornstein-Uhlenbeck processes, using variational quantum simulation.

Data was retrieved from the original plots using the tool WebPlotDigitizer https://apps.automeris.io/wpd/