Randomized and quantum algorithms yield a speed-up for initial-value problems

Quantum algorithms and complexity have recently been studied not only for discrete, but also for some numerical problems. Most attention has been paid so far to the integration and approximation problems, for which a speed-up is shown in many important cases by quantum computers with respect to deterministic and randomized algorithms on a classical computer. In this paper, we deal with the randomized and quantum complexity of initial-value problems. For this nonlinear problem, we show that both randomized and quantum algorithms yield a speed-up over deterministic algorithms. Upper bounds on the complexity in the randomized and quantum settings are shown by constructing algorithms with a suitable cost, where the construction is based on integral information. Lower bounds result from the respective bounds for the integration problem.