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It is shown that using the similarity transformations, a set of three-dimensional p-q nonlinear Schrodinger (NLS) equations with inhomogeneous coefficients can be reduced to one-dimensional stationary NLS equation with constant or varying…

Pattern Formation and Solitons · Physics 2017-04-19 Zhenya Yan , V. V. Konotop

The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations…

Numerical Analysis · Mathematics 2017-05-11 Francisco Bernal , Gonçalo dos Reis , Greig Smith

We propose a numerical homogenization method for scalar linear partial differential equations with rough coefficients, that integrates classical coarse-scale solvers with quantum subroutines for fine-scale corrections. Inspired by the…

Numerical Analysis · Mathematics 2026-03-31 Loïc Balazi , Matthias Deiml , Daniel Peterseim

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…

Other Statistics · Statistics 2019-09-24 Junyang Wang , Jon Cockayne , Chris J. Oates

We propose a quantum machine learning framework for approximating solutions to high-dimensional parabolic partial differential equations (PDEs) that can be reformulated as backward stochastic differential equations (BSDEs). In contrast to…

Mathematical Finance · Quantitative Finance 2025-09-04 Howard Su , Huan-Hsin Tseng

Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs). Firstly we provide a quantum algorithm that gives a quadratic…

Quantum Physics · Physics 2021-06-30 Dong An , Noah Linden , Jin-Peng Liu , Ashley Montanaro , Changpeng Shao , Jiasu Wang

The aim of this paper is to find the exact solutions of the Schrodinger equation. As is known, the Schrodinger equation can be reduced to the continuum equation. In this paper, using the non-linear Legendre transform the equation of…

Quantum Physics · Physics 2018-10-17 E. E. Perepelkin , B. I. Sadovnikov , N. G. Inozemtseva , A. A. Tarelkin

In this paper, we present two feasible and efficient methods to numerically solve the quark's Dyson-Schwinger (qDSE), the qDSE is mathematical systems of nonlinear integral equations of the second kind with high degrees of freedom. It is…

Numerical Analysis · Mathematics 2020-12-08 Jing-Hui Huang , Xue-Ying Duan , Xiang-Yun Hu , Huan Chen

Quantum computers have been proposed as a solution for efficiently solving non-linear differential equations (DEs), a fundamental task across diverse technological and scientific domains. However, a crucial milestone in this regard is to…

Quantum Physics · Physics 2025-03-31 Annie Paine , Casper Gyurik , Antonio Andrea Gentile

We are interested in the numerical approximation of non-linear stochastic differential equations (SDEs) with solution in a certain domain. Our goal is to construct explicit numerical schemes that preserve that structure. We generalize the…

Numerical Analysis · Mathematics 2017-06-28 Ioannis S. Stamatiou

Partial differential equations (PDEs) are central to modeling physical and engineering systems, but repeatedly solving parametric PDEs remains computationally expensive. Operator learning enables fast surrogate inference, yet typically…

Quantum Physics · Physics 2026-05-28 Chanyoung Kim , Myeonghwan Seong , Yujin Kim , Daniel K. Park , Youngjoon Hong

We present an algorithm for the numerical solution of systems of fully nonlinear PDEs using stochastic coded branching trees. This approach covers functional nonlinearities involving gradient terms of arbitrary orders, and it requires only…

Numerical Analysis · Mathematics 2022-12-27 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

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

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

Nonlinear stochastic differential equations (NSDEs) are a pillar of mathematical modeling for scientific and engineering applications. Accurate and efficient simulation of large-scale NSDEs is prohibitive on classical computers due to the…

Quantum Physics · Physics 2026-03-16 Xiangyu Li , Ahmet Burak Catli , Ho Kiat Lim , Matthew Pocrnic , Dong An , Jin-Peng Liu , Nathan Wiebe

In this paper we consider the local well-posedness theory for the quadratic nonlinear Schr\"odinger equation with low regularity initial data in the case when the nonlinearity contains derivatives. We work in 2+1 dimensions and prove a…

Analysis of PDEs · Mathematics 2007-05-23 Ioan Bejenaru

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

We discuss stationary solutions of the nonlinear Schrodinger equation (NSE) applicable to several quantum spin, electron and classical lattice systems. We show that there may arise chaotic spatial structures in the form of incommensurate or…

Mathematical Physics · Physics 2007-05-23 F. V. Kusmartsev , K. E. Kurten , H. S. Dhillon

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

Probability · Mathematics 2016-07-14 Ilias Bilionis

We consider a class of fully nonlinear Schr\"odinger equations and we prove the existence and the stability of Cantor families of quasi-periodic, small amplitude solutions. We deal with reversible autonomous nonlinearities and we look for…

Analysis of PDEs · Mathematics 2017-05-23 Roberto Feola , Michela Procesi