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Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

Quantitative Methods · Quantitative Biology 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova

We develop an analog classical simulation algorithm of noiseless quantum dynamics. By formulating the Schr\"{o}dinger equation into a linear system of real-valued ordinary differential equations (ODEs), the probability amplitudes of a…

Quantum Physics · Physics 2025-02-11 Ka-Wa Yip

Quantum computing has emerged as a promising avenue for achieving significant speedup, particularly in large-scale PDE simulations, compared to classical computing. One of the main quantum approaches involves utilizing Hamiltonian…

Quantum Physics · Physics 2024-12-18 Junpeng Hu , Shi Jin , Nana Liu , Lei Zhang

Stochastic differential equations (SDEs) are well suited to modelling noisy and irregularly sampled time series found in finance, physics, and machine learning. Traditional approaches require costly numerical solvers to sample between…

Machine Learning · Computer Science 2025-10-30 Naoki Kiyohara , Edward Johns , Yingzhen Li

Quantum chemistry applications on quantum computers currently rely heavily on the variational quantum eigensolver (VQE) algorithm. This hybrid quantum-classical algorithm aims at finding ground state solutions of molecular systems based on…

Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and…

Machine Learning · Statistics 2020-07-03 Stijn de Waele

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

Variational quantum algorithms (VQAs) have attracted remarkable interest over the past few years because of their potential computational advantages on near-term quantum devices. They leverage a hybrid approach that integrates classical and…

Quantum algorithms for partial differential equations (PDEs) face severe practical constraints on near-term hardware: limited qubit counts restrict spatial resolution to coarse grids, while circuit depth limitations prevent accurate…

Machine Learning · Computer Science 2025-12-08 Bruno Jacob , Amanda A. Howard , Panos Stinis

In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…

Numerical Analysis · Mathematics 2012-09-11 Igor Cialenco , Gregory E. Fasshauer , Qi Ye

Stochastic differential equations provide a rich class of flexible generative models, capable of describing a wide range of spatio-temporal processes. A host of recent work looks to learn data-representing SDEs, using neural networks and…

Machine Learning · Statistics 2021-10-12 Scott Cameron , Tyron Cameron , Arnu Pretorius , Stephen Roberts

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Numerical Analysis · Mathematics 2025-10-21 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

Conventional classical solvers are commonly used for solving matrix equation systems resulting from the discretization of SIEs in computational electromagnetics (CEM). However, the memory requirement would become a bottleneck for classical…

Quantum Physics · Physics 2025-12-04 Rui Chen , Teng-Yang Ma , Meng-Han Dou , Chao-Fu Wang

We introduce a novel hybrid quantum-classical algorithm for the near-term computation of expectation values in quantum systems at finite temperatures. This is based on two stages: on the first one, a mixed state approximating a fiducial…

Quantum Physics · Physics 2024-01-31 Giuseppe Clemente

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with…

Machine Learning · Computer Science 2026-01-30 Dai Shi , Lequan Lin , Andi Han , Luke Thompson , José Miguel Hernández-Lobato , Zhiyong Wang , Junbin Gao

Analytical and practical evidence indicates the advantage of quantum computing solutions over classical alternatives. Quantum-based heuristics relying on the variational quantum eigensolver (VQE) and the quantum approximate optimization…

Quantum Physics · Physics 2023-01-05 Sarthak Gupta , Vassilis Kekatos

In this paper we study quantum simulation algorithms on the elastic wave equations using the Schr\"odingerisation method. The Schr\"odingerisation method transforms any linear PDEs into a system of Schr\"odinger-type PDEs -with unitary…

Quantum Physics · Physics 2025-05-27 Shi Jin , Chundan Zhang

The de novo design of drug molecules is recognized as a time-consuming and costly process, and computational approaches have been applied in each stage of the drug discovery pipeline. Variational autoencoder is one of the computer-aided…

Quantum Physics · Physics 2021-12-24 Junde Li , Swaroop Ghosh

We consider the problem of variational Bayesian inference in a latent variable model where a (possibly complex) observed stochastic process is governed by the solution of a latent stochastic differential equation (SDE). Motivated by the…

Machine Learning · Computer Science 2024-02-22 Sebastian Zeng , Florian Graf , Roland Kwitt