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We propose a distinct approach to solving linear and nonlinear differential equations (DEs) on quantum computers by encoding the problem into ground states of effective Hamiltonian operators. Our algorithm relies on constructing such…

Quantum Physics · Physics 2025-04-18 Hsin-Yu Wu , Annie E. Paine , Evan Philip , Antonio A. Gentile , Oleksandr Kyriienko

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…

Probability · Mathematics 2023-03-10 Martin Redmann

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

In this paper, we propose a novel numerical method for Path-Dependent Partial Differential Equations (PPDEs). These equations firstly appeared in the seminal work of Dupire [2009], where the functional It\^o calculus was developed to deal…

Computational Finance · Quantitative Finance 2020-04-07 Yuri F. Saporito , Zhaoyu Zhang

The algebraic geometric approach to $N$-component systems of nonlinear integrable PDE's is used to obtain and analyze explicit solutions of the coupled KdV and Dym equations. Detailed analysis of soliton fission, kink to anti-kink…

Pattern Formation and Solitons · Physics 2015-06-26 Mark S. Alber , Gregory G. Luther , Charles A. Miller

We elaborate on nonmetric geometric flow theory and metric-affine gravity with applications in modern cosmology. Two main motivations for our research follow from the facts that 1) cosmological models for $f(Q)$ modified gravity theories,…

General Relativity and Quantum Cosmology · Physics 2024-10-08 L. Bubuianu , E. Nurlan , J. O. Seti , S. Vacaru , E. V. Veliev

The DG algorithm is a powerful method for solving pdes, especially for evolution equations in conservation form. Since the algorithm involves integration over volume elements, it is not immediately obvious that it will generalize easily to…

General Relativity and Quantum Cosmology · Physics 2016-03-23 Saul A. Teukolsky

The gradient discretisation method (GDM) is a generic framework designed recently, as a discretise in spatial space, to partial differential equations. This paper aims to use the GDM to establish a first general error estimate for numerical…

Numerical Analysis · Mathematics 2020-09-22 Yahya Alnashri

The Carleman embedding method is a widely used technique for linearizing a system of nonlinear differential equations, but fails to converge in regions where there are multiple fixed points. We propose and test three different versions of a…

Quantum Physics · Physics 2025-10-20 Ivan Novikau , Ilon Joseph

Partial Differential Equation (PDE)-constrained optimization problems often take the form of an optimization of an objective function given as a sum of loss terms. Each function or gradient evaluation requires one or more PDE solves, which…

Optimization and Control · Mathematics 2026-03-10 Cash Cherry , Samy Wu Fung , Luis Tenorio , Ebru Bozdağ

We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton…

Optimization and Control · Mathematics 2020-04-28 Richard Y. Zhang , Jacob K. White

The purpose of this research work is to employ the Optimal Auxiliary Function Method (OAFM) for obtaining numerical approximations of time-dependent nonlinear partial differential equations (PDEs) that arise in many disciplines of science…

Numerical Analysis · Mathematics 2023-06-13 Nilormy Gupta Trisha , Md. Shafiqul Islam

Faddeev formulation of general relativity (GR) is considered where the metric is composed of ten vector fields or a ten-dimensional tetrad. Upon partial use of the field equations, this theory results in the usual GR. Earlier we have…

General Relativity and Quantum Cosmology · Physics 2015-09-28 V. M. Khatsymovsky

We study in detail the equations of the geodesic deviation in multidimensional theories of Kaluza-Klein type. We show that their 4-dimensional space-time projections are identical with the equations obtained by direct variation of the usual…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Richard Kerner , Jerome Martin , Salvatore Mignemi , Jan-Willem van Holten

In this paper we use the GeneralizedMultiscale Finite ElementMethod (GMsFEM) framework, introduced in [20], in order to solve nonlinear elliptic equations with high-contrast coefficients. The proposed solution method involves linearizing…

Analysis of PDEs · Mathematics 2016-08-24 Yalchin Efendiev , Juan Galvis , Guanglian Li , Michael Presho

The crucial but undocumented Dolan-McCrea variational method is richly applied. Using the said method, we analytically derived a field equation comprising entirely of geometric structures and we investigate how effectively it describes…

General Relativity and Quantum Cosmology · Physics 2017-04-20 Christian Nwachioma , Farida Tahir

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

This paper focusses on the optimal control problems governed by fourth-order linear elliptic equations with clamped boundary conditions in the framework of the Hessian discretisation method (HDM). The HDM is an abstract framework that…

Numerical Analysis · Mathematics 2022-12-14 Devika Shylaja

We investigate the motion of test particles in quantum-gravitational backgrounds by introducing the concept of q--desics, quantum-corrected analogs of classical geodesics. Unlike standard approaches that rely solely on the expectation value…

General Relativity and Quantum Cosmology · Physics 2025-11-13 Benjamin Koch , Ali Riahinia , Angel Rincon
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