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01.
arXiv (CS.CV) 2026-06-16

Closed-Loop Triplet Synergistic Generation for Long-Form Video

Multi-shot long-form video generation remains challenging due to identity drift and compounding inconsistencies across shots. While storyboard-driven pipelines improve controllability, they are often executed in a feed-forward manner, with limited mechanisms to incorporate generated visual evidence back into subsequent conditioning. We propose CoTriSyGen, an agentic framework that formulates multi-shot long video generation as a closed-loop visual-text-memory synergy process, where planned intent, persistent memory, and generated visuals are jointly leveraged for iterative correction and long-range coherence. A vision-language-model-based analyzer reasons over this triplet and produces updates to both prompts and memory along two pathways: (i) intra-shot refinement, which triggers targeted regeneration when semantic or compositional violations are detected and refines image-to-video prompt for coherent motions; and (ii) inter-shot refinement, which rewrites subsequent-shot prompts to propagate newly manifested entities or attributes and improve prompt quality (e.g., compositional grounding and cinematic fluency) based on generated evidence. The loop is grounded in an entity-centric memory modeled as a mutable visual state that evolves as the story progresses, which is continuously updated by both the generator and the analyzer by adding new and evolved entities to reflect appearance changes, accumulated multi-view evidence, and multi-entity compositions. Experiments on our curated StoryBench benchmark demonstrate substantial improvements in cross-shot consistency, prompt adherence, and cinematic continuity over representative methods.

02.
arXiv (CS.AI) 2026-06-17

LLM-Aided Joint Secrecy Precoding and Trajectory for RSMA-Based Heterogeneous UAV Networks

arXiv:2507.17188v3 Announce Type: replace-cross Abstract: This paper investigates secure communications in rate-splitting multiple access (RSMA) enabled heterogeneous UAV networks, where multiple UAVs collaboratively serve ground terminals in the presence of eavesdroppers. By jointly considering secrecy rate maximization and propulsion energy consumption minimization, we formulate a multi-objective optimization problem involving UAV trajectory design, service association, power allocation, and secrecy precoding under mobility, collision-avoidance, service-capacity, and communication constraints. The formulated problem is highly non-convex due to the coupling among UAV trajectories, RSMA transmission variables, and secrecy constraints.To address the resulting non-convex and highly coupled optimization problem, we propose a hierarchical optimization framework. The inner layer uses a semidefinite relaxation (SDR)-based S2DC algorithm combining penalty functions and difference-of-convex (D.C.) programming to solve the secrecy precoding problem with fixed UAV positions. The outer layer introduces a Large Language Model (LLM)-guided heuristic multi-agent reinforcement learning approach (LLM-HeMARL) for trajectory optimization. LLM-HeMARL efficiently incorporates LLM-generated expert heuristic policy, enabling UAVs to learn energy-aware, security-driven trajectories without the inference overhead of real-time LLM calls. The simulation results show that our method outperforms existing baselines in secrecy rate and energy efficiency, with consistent robustness across varying UAV swarm sizes and random seeds.

03.
arXiv (quant-ph) 2026-06-12

Roto-Reflection Geometry of Pure Two-Qubit Entanglement

arXiv:2606.12637v1 Announce Type: new Abstract: Pure two-qubit entanglement is usually characterized by scalar quantities such as concurrence. Here we show that it also has a natural geometric form. In the Pauli correlation tensor, maximally entangled states appear as improper orthogonal maps between two local Bloch spheres. These maps are roto-reflections. For partially entangled pure states, the same roto-reflection geometry is recovered after separating the contraction associated with concurrence. We call the corresponding geometric object the Entanglement Roto-Reflection Plane (ERRP). It organizes the maximally correlated directions of the two-qubit state and provides a covariant geometric complement to the scalar magnitude of entanglement.

04.
arXiv (CS.CL) 2026-06-16

LLM-based Visual Code Completion for Aerospace Geometric Design

Recent advances in both Large Language Models (LLMs) and Vision Language Models (VLMs) have seen a step change in their ability to perform visual code completion, but the aerospace industry, which prioritizes safety and explainabilty over rapid LLM adoption, currently has no publicly announced LLM-based geometric design copilot systems in commercial use by aerospace Original Equipment Manufacturers (OEMs). This paper presents a LLM-based visual programming copilot application for aerospace engineering design tasks, using a visual programming variant of the ReAct methodology and GPT 5.4. In addition to the copilot, we describe Wingbuilder, a new Grasshopper plugin library with custom components for aerospace-specific geometry abstraction, and an associated Aerospace Visual Programming Dataset (AVPD) with 18 aerospace expert designed tasks at different levels of difficulty alongside ground truth solutions. We evaluate our copilot application with a user trial involving two experienced aerospace engineers from a large aircraft manufacturing company. We find our copilot visual programming ReAct methodology was successful in generating suggestions that participants found helpful, but slow ReAct inference times limit its usefulness to more complex time-consuming tasks where waiting for good copilot solution suggestion was worthwhile. Participants reported they liked the tool and would be willing to use it in the future.

05.
arXiv (quant-ph) 2026-06-19

Propagating Collective Spin-valley Modes in Twisted WSe2

arXiv:2507.18770v2 Announce Type: replace-cross Abstract: The emergence of neutral collective modes is a hallmark of correlated quantum phases but is often challenging to probe experimentally. In two-dimensional flatband systems, charge responses have been intensively investigated yet neutral excitations remain largely unexplored. In particular, intervalley coherent state (IVC) features a neutral Goldstone mode due to spontaneously broken valley U(1) symmetry. While IVC state has been proposed as a unifying theme across graphene and semiconductor based systems, its defining feature, the neutral Goldstone mode, remains elusive in experiment. Here we investigate space and time resolved transport of neutral modes in twisted WSe2 moire superlattices through a novel ultrafast imaging technique. We uncover two new propagating collective modes with very different velocities, which emerge near the van Hove singularity (VHS) in both intermediate (3.5 to 4 degree) and large (around 5 degree) angle twisted WSe2. The fast-propagating mode has a large speed of about 3 km/s and is consistent with a Goldstone mode for an IVC state, while the slow-moving mode is likely a gapped amplitude mode. They can be understood as the spin-valley analogues of collective modes of a superfluid, whose propagation is imaged for the first time in a condensed matter system. Our study demonstrates a powerful new approach for probing charge-neutral modes in quantum materials and offers key insights into the interplay between charge and spin-valley physics in moire superlattices.

06.
arXiv (CS.AI) 2026-06-15

Moonlight in Latent Space: Chirality and Structural Correspondence Between Beethoven's Op. 27 No. 2 and Machine Learning Mechanisms

arXiv:2606.14612v1 Announce Type: cross Abstract: We show that the three movements of Beethoven's "Moonlight Sonata" (Op. 27 No. 2) instantiate three distinct machine learning architectures – not by analogy, but by structural correspondence. Through computational analysis of the score (entropy, Jensen-Shannon divergence, dissonance, hand distributional overlap, self-similarity matrices, temporal memory decay, and contextual pitch embeddings), we establish four counterintuitive findings: (1) perceived musical "temperature" is governed by throughput, not distributional width; (2) the lightest movement carries the highest dissonance; (3) the movements implement streaming, recurrent, and periodic positional encoding memory architectures; and (4) the same pitch class acquires different contextual identities across movements, analogous to contextual vs.static embeddings in NLP – and unsupervised clustering recovers the tonal structure without music-theoretic input. We construct a reverse sonification (decoding analytical features back into MIDI) and quantify the chirality of the encode-decode cycle: what distributions preserve and sequential ordering destroys. Prompted by a listener's observation that the decoded piece sounds like "mirror isomers that can't be superimposed," the chirality measurement reveals reconstruction loss increasing monotonically with n-gram order. Bootstrap baselines and subsample checks confirm all movements carry sequential information above noise, though raw values are confounded by sample size. Cross-domain comparison shows natural language has higher chirality than music, reflecting stronger sequential constraints.

07.
arXiv (CS.AI) 2026-06-16

QoS-Aware Token Scheduling and Private Data Valuation for Multi-Modal Agentic Networks

arXiv:2606.15573v1 Announce Type: new Abstract: In agentic systems, human-generated data records anchor the value of AI services. Yet cloud compute pipelines centralize processing on remote servers. Data centralization reduces personal data sovereignty and may potentially degrade the quality of service (QoS). Meanwhile, user contributions are diverse in quantity and quality: decentralized records can be biased, noisy, and heterogeneously distributed. To address the data challenge, we study fair token allocation and private data valuation for decentralized and resource-constrained agentic systems. Our approach embeds multi-modal representations in a shared semantic space and releases differentially private (DP) prototypes to preserve utility while reducing semantic leakage. With the DP guarantee, we design a fair token allocation scheme that rewards effective contributions and remains robust to data heterogeneity and AI resource scarcity. Extensive simulations demonstrate improved contribution-based fairness and QoS compared to standard benchmarks. The improved resistance to image reconstruction attacks indicates enhanced privacy for multi-modal personal data.

09.
arXiv (CS.CV) 2026-06-17

Structured Adversarial Camouflage via Voronoi Diagrams

Pixel-wise adversarial patches are computationally heavy and often visually detectable, limiting utility in security-critical systems. We present adversarial Voronoi camouflage that optimizes only seed-point locations under fixed, printable palettes using a soft assignment, producing structured, splinter camouflage-like patterns without additional regularization. Evaluated on person detection with COCO-style AP@[.5:.95], naive placement (Inria -> COCO) performs comparably bad, while garment-level application via segmentation mask (3DPeople) results in a significant AP drop. The attack transfers to out-of-domain backgrounds and across detector families (YOLOv9/10/11/12), indicating robustness in black-box settings. Repainting with different palettes largely nullifies the effect, and single-color tweaks show limited tolerance (

10.
arXiv (quant-ph) 2026-06-15

New Identity for Cayley's First Hyperdeterminant with Applications to Symmetric Tensors and Entanglement

作者:

arXiv:2512.03093v3 Announce Type: replace Abstract: In this article, a new formula for computing Cayley's first hyperdeterminant in terms of the Levi-Civita symbol is given. It is then shown that this formula can be used to compute the hyperdeterminant of symmetric tensors in polynomial time with respect to their order (assuming fixed side length). Applications to quantifying the entanglement of states of bosonic quantum systems are then discussed. Additionally, in order to obtain the fast calculation of the hyperdeterminant on symmetric tensors, generalized elimination and duplication matrices are defined and their explicit formulas are derived.

11.
medRxiv (Medicine) 2026-06-20

EpiLink: a simulation-based compatibility model for genomic transmission clustering in infectious disease surveillance

Identifying recently linked infections from pathogen genome sequences is central to infectious disease surveillance, yet many clustering approaches rely on fixed genetic distance thresholds whose relationship to transmission is often unclear. This limitation is especially important in rapidly growing outbreaks and superspreading events, where many cases may be sampled close together in time and share little genetic variation, making true transmission links difficult to distinguish from other closely related infections. Supervised models can improve discrimination, but they require labelled transmission data that are rarely available during outbreak response. We developed EpiLink, a threshold-free method that estimates whether two cases are compatible with recent transmission. Here, compatibility means how well the observed genetic distance and sampling-time difference between two cases fit what would be expected if they were linked by defined recent transmission scenarios. EpiLink simulates plausible recent transmission histories while accounting for uncertainty in infection timing, testing delay, and mutation accumulation, then assigns higher scores to pairs whose observed differences are typical of those simulations. EpiLink was evaluated using both synthetic and empirical SARS-CoV-2 outbreak data from the 2020 Boston epidemic. Two EpiLink variants were compared to a logistic regression model trained on labelled transmission data. One EpiLink variant assumed deterministic mutation accumulation, with genetic differences proportional to elapsed evolutionary time; the other accounted for stochasticity by sampling mutation counts from a Poisson distribution. The logistic regression model performed better at distinguishing linked from unlinked pairs, but EpiLink achieved comparable clustering accuracy. In the Boston data, EpiLink recovered clusters enriched for documented conference and skilled nursing facility outbreaks. EpiLink thus provides an interpretable, simulation-based approach for identifying recent transmission clusters when fixed thresholds are difficult to justify and labelled transmission data are unavailable.

12.
arXiv (CS.AI) 2026-06-19

Reinforcement-aware Knowledge Distillation for LLM Reasoning

arXiv:2602.22495v3 Announce Type: replace-cross Abstract: Reinforcement learning (RL) post-training has recently driven major gains in long chain-of-thought reasoning large language models (LLMs), but the high inference cost of such models motivates distillation into smaller students. Most existing knowledge distillation (KD) methods are designed for supervised fine-tuning (SFT), relying on fixed teacher traces or teacher-student Kullback-Leibler (KL) divergence-based regularization. When combined with RL, these approaches often suffer from distribution mismatch and objective interference: teacher supervision may not align with the student's evolving rollout distribution, and the KL regularizer can compete with reward maximization and require careful loss balancing. To address these issues, we propose RL-aware distillation (RLAD), which performs selective imitation during RL – guiding the student toward the teacher only when it improves the current policy update. Our core component, Trust Region Ratio Distillation (TRRD), replaces the teacher-student KL regularizer with a PPO/GRPO-style likelihood-ratio objective anchored to a teacher–old-policy mixture, yielding advantage-aware, trust-region-bounded distillation on student rollouts and naturally balancing exploration, exploitation, and imitation. Across diverse logic reasoning and math benchmarks, RLAD consistently outperforms offline distillation, standard GRPO, and KL-based on-policy teacher-student knowledge distillation.

13.
arXiv (CS.AI) 2026-06-17

Constitutional On-Policy Safe Distillation

arXiv:2606.03089v2 Announce Type: replace-cross Abstract: On-policy self-distillation (OPSD) has emerged as an efficient post-training paradigm by using a teacher conditioned on privileged information to provide dense token-level supervision. Prior work has shown that OPSD can collapse in verifiable reasoning tasks, but safety alignment differs in that it is guided by high-level constitutions rather than explicit target answers, making it a natural setting to revisit dense distillation. However, our pilot study show that safety OPSD still suffers from severe collapse: constitutional conditioning contracts the teacher distribution toward short and overly conservative responses, and Reverse KL further amplifies this contraction into reduced expressiveness. We formalize this effect as geometric leakage under safety boundaries in a non-orthogonal semantic space, where safety pressure transfers into the expressiveness dimension. Based on this analysis, we propose Constitutional On-Policy Safe Distillation (COPSD), which first calibrates the teacher through a Cross-SFT cold-start and then performs constitution-conditioned on-policy distillation. Experiments on 12 benchmarks show that COPSD achieves a consistently stronger safety–helpfulness trade-off than baselines while substantially reducing the safety tax on general reasoning ability.

14.
arXiv (CS.CV) 2026-06-18

Semantic Robustness Certification for Vision-Language Models

Vision-language models (VLMs) are now widely used in downstream tasks. However, real-world applications often expose VLMs to distribution shifts induced by semantic variation (e.g., shape, size, and style). Robustness certification determines if a model's prediction changes when transformations are applied to its input. While most certification frameworks study geometric or pixel-level transformations over inputs, this work proposes a novel framework that enables certifying VLM robustness under semantic-level transformations. Leveraging the open-vocabulary capability of VLMs, we use text prompts as semantic proxies to construct transformations parameterized by an extent that controls the degree of semantic variation. By characterizing the VLM decision boundary in closed form, our framework quantitatively certifies extent intervals for which the predicted class remains unchanged under the semantic transformation. Our framework is the first to certify VLM robustness under semantic-level variations without requiring additional data for each variation, making it practical to apply. Experiments on both synthetic and real-world data show that our framework enables certifying robustness under diverse semantic variations across scenarios.

15.
arXiv (quant-ph) 2026-06-11

Quantum thermodynamics of the Caldeira-Leggett model with non-equilibrium Gaussian reservoirs

arXiv:2405.00215v5 Announce Type: replace Abstract: We introduce a non-equilibrium version of the Caldeira-Leggett model in which a quantum particle is strongly coupled to a set of engineered reservoirs. The reservoirs are composed by collections of squeezed and displaced thermal modes, in contrast to the standard case in which the modes are assumed to be at equilibrium. The model proves to be very versatile. Strongly displaced/squeezed reservoirs can be used to generate an effective time dependence in the system Hamiltonian and can be identified as sources of pure work. In the case of squeezing, the time dependence is stochastic and breaks the fluctuation-dissipation relation, this can be reconciled with the second law of thermodynamics by correctly accounting for the energy used to generate the initial non-equilibrium conditions. To go beyond the average description and compute the full heat statistics, we treat squeezing and displacement as generalized Hamiltonians on a modified Keldysh contour. As an application of this technique, we show the quantum-classical correspondence between the heat statistics in the non-equilibrium Caldeira-Leggett model and the statistics of a classical Langevin particle under the action of squeezed and displaced colored noises. Finally, we discuss thermodynamic symmetries of the heat generating function, proving a fluctuation theorem for the energy balance and showing that the conservation of energy at the trajectory level emerges in the classical limit.

16.
arXiv (quant-ph) 2026-06-16

Quantum coherence and Leggett-Garg inequality

arXiv:2606.15717v1 Announce Type: new Abstract: In this paper, we attempt to establish the relationship between quantum coherence and the violation of the Leggett-Garg inequality. In particular, employing the Lindblad equation, we obtain the pseudo-density matrix for a damping system to study the effect of environment interaction on the violation of this inequality in a two-state quantum system. It is shown that the violation of the Leggett-Garg inequality can be observed as long as temporal evolution does not induce decoherence. This statement is independent of the initial state of the system. Furthermore, similar to the Horodecki criterion for the CHSH inequality (R. Horodecki et al. Phys. Lett. {\bf A200}, 340), we study necessary and sufficient conditions for violating the Leggett-Garg inequality. Hereby, under the circumstance that the inequality violation occurs, an upper bound for the time interval between consecutive measurements with respect to the time scale of interaction with the environment (the relaxation time) is obtained.

17.
arXiv (CS.CV) 2026-06-19

HY-WU (Part I): An Extensible Functional Neural Memory Framework and An Instantiation in Text-Guided Image Editing

Foundation models are transitioning from offline predictors to deployed systems expected to operate over long time horizons. In real deployments, objectives are not fixed: domains drift, user preferences evolve, and new tasks appear after the model has shipped. This elevates continual learning and instant personalization from optional features to core architectural requirements. Yet most adaptation pipelines still follow a static weight paradigm: after training (or after any adaptation step), inference executes a single parameter vector regardless of user intent, domain, or instance-specific constraints. This treats the trained or adapted model as a single point in parameter space. In heterogeneous and continually evolving regimes, distinct objectives can induce separated feasible regions over parameters, forcing any single shared update into compromise, interference, or overspecialization. As a result, continual learning and personalization are often implemented as repeated overwriting of shared weights, risking degradation of previously learned behaviors. We propose HY-WU (Weight Unleashing), a memory-first adaptation framework that shifts adaptation pressure away from overwriting a single shared parameter point. HY-WU implements functional (operator-level) memory as a neural module: a generator that synthesizes weight updates on-the-fly from the instance condition, yielding instance-specific operators without test-time optimization.

18.
arXiv (quant-ph) 2026-06-17

Manipulation of Topological Corner States via Subchiral Symmetry

arXiv:2606.17975v1 Announce Type: new Abstract: Higher-order topological phases provide robust corner modes, but their use requires controllable creation, isolation, and transfer of individual modes and their superpositions. Here we demonstrate, using the two-dimensional Benalcazar-Bernevig-Hughes model as an example, that subchiral symmetry provides a general control principle for manipulating topological corner modes. The conventional chiral symmetry decomposes into four subchiral symmetries, each associated with one zero-energy corner mode. By selectively breaking these subsymmetries with controlled intercell hoppings, we reduce the fourfold corner-state manifold step by step to single isolated modes. We further design adiabatic protocols that transfer either a single corner state or a superposition of two corner states between selected corners, while preserving the relative phase in the latter case. Both numerical simulations and IBM quantum-processor implementations show that the proposed protocols can be executed with high fidelity, establishing subchiral symmetry as a route to programmable higher-order topological state manipulation.

19.
arXiv (CS.CV) 2026-06-11

Right Regions, Wrong Labels: Semantic Label Flips in Segmentation under Correlation Shift

The robustness of machine learning models can be compromised by spurious correlations between non-causal features in the input data and target labels. A common way to test for such correlations is to train on data where the label is strongly tied to some non-causal cue, then evaluate on examples where that tie no longer holds. This idea is well established for classification tasks, but for semantic segmentation the specific failure modes are not well understood. We show that a model may achieve reasonable overlap while assigning the wrong semantic label, swapping one plausible foreground class for another, even when object boundaries are largely correct. We focus on this semantic label-flip behaviour and quantify it with a simple diagnostic (Flip) that counts how often ground truth foreground pixels are assigned the wrong foreground identity while remaining predicted as foreground. In a setting where category and scene are correlated during training, increasing the correlation consistently widens the gap between common and rare test conditions and increases these within-object label swaps on counterfactual groups. Overall, our results motivate assessing segmentation robustness under distribution shift beyond overlap by decomposing foreground errors into correct pixels, flipped-identity pixels, and missed-to-background pixels. We also propose an entropy-based, ground truth label-free `flip-risk' score, which is computed from foreground identity uncertainty, and show that it can flag flip-prone cases at inference time. Code is available at https://github.com/acharaakshit/label-flips.

20.
arXiv (CS.AI) 2026-06-16

Ranking Abuse via Strategic Pairwise Data Perturbations

arXiv:2604.17805v2 Announce Type: replace-cross Abstract: Pairwise ranking systems based on Maximum Likelihood Estimation (MLE), such as the Bradley-Terry model, are widely used to aggregate preferences from pairwise comparisons. However, their robustness under strategic data manipulation remains insufficiently understood. In this paper, we study the vulnerability of MLE-based ranking systems to adversarial perturbations. We formulate the manipulation task as a constrained combinatorial optimization problem and propose an Adaptive Subset Selection Attack (ASSA) to efficiently identify high-impact perturbations. Experimental results on both synthetic data and real-world election datasets show that MLE-based rankings exhibit a sharp phase-transition behavior: beyond a small perturbation budget, a limited number of strategic voters can significantly alter the global ranking. In particular, our method consistently outperforms random and greedy baselines under constrained budgets. These findings reveal a fundamental sensitivity of MLE-based ranking mechanisms to structured perturbations and highlight the need for more robust aggregation methods in collective decision-making systems.

21.
arXiv (CS.CL) 2026-06-19

CzechDocs: A Multiway Parallel Dataset of Formatted Documents for Minority Languages in Czechia

We present CzechDocs, a multiway parallel dataset of formatted documents (HTML, DOCX, and PDF) covering Czech and minority languages used in Czechia-primarily Ukrainian and English, with smaller portions of Vietnamese, Russian and other languages. The dataset is designed to support the evaluation of machine translation systems that aim to preserve document formatting during translation. We provide a comparison of the most common approaches to format-preserving machine translation on a validation subset of the dataset. This validation split, together with the evaluation toolkit, is publicly released for further research. A held-out test split will be reserved for a future shared task focused on document-level translation with formatting preservation.

22.
arXiv (CS.CL) 2026-06-19

Learning to Prompt: Improving Student Engagement with Adaptive LLM-based High-School Tutoring

LLMs can personalize education, although current static-prompt tutoring systems struggle to adapt to diverse academic disciplines. We develop and test a system with subject-aware prompting, based on 14 pedagogical features (e.g., tutor scaffolding, student understanding) extracted from raw transcripts. We first train a prompt routing model in a simulation environment, and then deploy it for online adaptation with actual high-school students. The simulation benchmark shows the router outperforming two static baselines ($0.694$ vs. $0.647$ and $0.64$, $p

23.
arXiv (CS.LG) 2026-06-15

The Program Is Still There: A Conservation Law for Program Discovery

arXiv:2606.13799v1 Announce Type: cross Abstract: Finding the shortest program that generates a sequence is uncomputable, and for six decades that fact has been mistaken for a wall around finding any generating program. It is not a wall but a price, and this paper measures it. For every algorithm that learns about a candidate program only through its score, a class spanning Levin search, evolutionary methods, simulated annealing, and the cross-entropy method, we define the coupling width of a search problem and prove an unconditional worst-case lower bound, exponential in that width with base one less than the domain size. From it follows a conservation law: structural knowledge injected into a search trades one for one against the search it removes, and their sum can never fall below the length of the program sought. Levin's 1973 upper bound and the lower bound proved here are the two ends of one conserved quantity, closing on each other as the instruction set grows. The only escape is to read a candidate's structure rather than its score, and its price, which we prove for generic targets, is incompleteness. A deterministic engine built on this theory recovers a generating program, certified by compressing its data and predicting an unseen continuation, for 2,383 of 3,914 sequences across four independent populations, including 244 of the 256 elementary cellular automata, with measured discovery cost rising along program length more than an order of magnitude inside the score-oracle worst case.

24.
arXiv (math.PR) 2026-06-11

A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model

arXiv:2606.11237v1 Announce Type: cross Abstract: We study Bermudan option pricing under the Gatheral Double Mean-Reverting (GDMR) stochastic volatility model. The model features a variance process together with a stochastic long-run mean variance process and allows Constant Elasticity of Variance (CEV)-type exponents in the diffusion coefficients. This model is attractive since it provides a flexible specification for volatility dynamics. However, the pricing of early-exercise derivatives under the GDMR model remains largely unexplored in the literature. To address this challenge, we adapt a Hybrid Least-Squares Monte Carlo-Partial Differential Equation (LSMC-PDE) framework to the GDMR model and provide a detailed model-specific implementation. Conditioning on simulated variance paths, the pricing problem reduces to a one-dimensional problem in the asset price, which is solved by a Fourier-based approach, while the remaining dependence on the variance variables is approximated by least-squares regression. Our numerical experiments demonstrate that the Hybrid LSMC-PDE approach yields accurate pricing estimates and often lower pricing errors than plain LSMC, particularly for low and moderate numbers of simulation paths, showing the benefit of using the model structure in early-exercise option pricing.

25.
arXiv (quant-ph) 2026-06-19

Quantum-Accelerated Self-Consistent Field: A Hybrid Algorithm

arXiv:2606.20176v1 Announce Type: new Abstract: We present the Grover adaptive search self-consistent field (GAS-SCF) algorithm. GAS-SCF leverages quantum arithmetic to construct an efficient oracle that marks target states (Fock states) which improve upon some initial classical energy estimate. Amplitude amplification then increases the probability of measuring these states. This approach offers a theoretical quadratic speed-up for the optimization problem encountered in SCF quantum chemistry and establishes a baseline against which structured optimization algorithms, such as QAOA and DQI may be compared. In this work, we classically simulate three examples as proofs of concept of the algorithm, the largest consisting of 26 qubits. We then extend our analysis to two larger systems, with O3 representing the largest case at 330 qubits. These examples are chosen to probe classically challenging SCF regimes. Achieving chemically relevant applications of GAS-SCF will require large-scale, fault-tolerant quantum hardware.