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This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…

Numerical Analysis · Mathematics 2018-09-18 Muhammad Abbas

In this paper, we investigate the numerical solutions of the cubic nonlinear Schrodinger equation via the exponential B-spline collocation method. Crank-Nicolson formulas are used for time discretization of the target equation. A…

Numerical Analysis · Mathematics 2016-07-04 Ozlem Ersoy , Idris Dag , Ali Sahin

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

We obtain novel nonlinear Schr\"{o}dinger-Pauli equations through a formal non-relativistic limit of appropriately constructed nonlinear Dirac equations. This procedure automatically provides a physical regularisation of potential…

Quantum Physics · Physics 2010-03-30 Wei Khim Ng , Rajesh R. Parwani

Quantum simulators were originally proposed for simulating one partial differential equation (PDE) in particular - Schrodinger's equation. Can quantum simulators also efficiently simulate other PDEs? While most computational methods for…

Quantum Physics · Physics 2025-04-22 Shi Jin , Nana Liu

We consider a one parameter family of a PT symmetric two dimensional system with quadratic non-linearities. Such systems are shown to perform periodic oscillations due to existing centers. We describe this systems by constructing a…

Quantum Physics · Physics 2021-07-20 Bhabani Prasad Mandal , Brijesh Kumar Mourya , Aman Kumar Singh

We propose a hybrid quantum-classical algorithm, originated from quantum chemistry, to price European and Asian options in the Black-Scholes model. Our approach is based on the equivalence between the pricing partial differential equation…

Computational Finance · Quantitative Finance 2021-02-08 Filipe Fontanela , Antoine Jacquier , Mugad Oumgari

Partial differential equations (PDEs) are crucial for modeling various physical phenomena such as heat transfer, fluid flow, and electromagnetic waves. In computer-aided engineering (CAE), the ability to handle fine resolutions and large…

Quantum Physics · Physics 2025-01-31 Yuki Sato , Hiroyuki Tezuka , Ruho Kondo , Naoki Yamamoto

Stochastic Differential Equations (SDEs) in high dimension, having the structure of finite dimensional approximation of Stochastic Partial Differential Equations (SPDEs), are considered. The aim is to compute numerically expected values and…

Probability · Mathematics 2024-04-25 Franco Flandoli , Dejun Luo , Cristiano Ricci

Recently, Jin et al. proposed a quantum simulation technique for ANY linear partial differential equations (PDEs), called Schr\"{o}dingerisation [1,2,3]. In this paper, the Schr\"{o}dingerisation technique for quantum simulation is expanded…

Quantum Physics · Physics 2025-10-28 Shijun Liao

This paper explores the explicit design of quantum circuits for quantum simulation of partial differential equations (PDEs) with physical boundary conditions. These equations and/or their discretized forms usually do not evolve via unitary…

Quantum Physics · Physics 2025-01-14 Shi Jin , Nana Liu , Yue Yu

In this paper a nonlinear coupled Schrodinger system in the presence of mixed cubic and superlinear power laws is considered. A non standard numerical method is developed to approximate the solutions in higher dimensional case. The idea…

Numerical Analysis · Mathematics 2018-05-16 Abdurahman F. Aljohani , Anouar Ben Mabrouk

We examine nonlinear Kolmogorov partial differential equations (PDEs). Here the nonlinear part of the PDE comes from its Hamiltonian where one maximizes over all possible drift and diffusion coefficients which fall within a…

Numerical Analysis · Mathematics 2026-04-15 Daniel Bartl , Ariel Neufeld , Kyunghyun Park

Quantum computing promises to speed up some of the most challenging problems in science and engineering. Quantum algorithms have been proposed showing theoretical advantages in applications ranging from chemistry to logistics optimization.…

Quantum Physics · Physics 2021-11-12 Niklas Heim , Atiyo Ghosh , Oleksandr Kyriienko , Vincent E. Elfving

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

We show that the thermodynamics of the focusing cubic discrete nonlinear Schrodinger equation are exactly solvable in dimensions three and higher. A number of explicit formulas are derived.

Analysis of PDEs · Mathematics 2015-03-17 Sourav Chatterjee , Kay Kirkpatrick

Many nonlinear PDEs have singular or oscillatory solutions or may exhibit physical instabilities or uncertainties. This requires a suitable concept of physically relevant generalized solutions. Dissipative measure-valued solutions have been…

Quantum Physics · Physics 2026-04-15 Shi Jin , Nana Liu , Maria Lukacova-Medvidova , Yuhuan Yuan

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

Probability · Mathematics 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

This article aims to develop a direct numerical approach to solve the space-fractional partial differential equations (PDEs) based on a new differential quadrature (DQ) technique. The fractional derivatives are approximated by the weighted…

Numerical Analysis · Mathematics 2017-01-24 X. G. Zhu , Y. F. Nie

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov