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Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…

Machine Learning · Statistics 2025-08-18 Akshay Thakur , Sawan Kumar , Matthew Zahr , Souvik Chakraborty

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

To solve nonlinear partial differential equations (PDEs) is one of the most common but important tasks in not only basic sciences but also many practical industries. We here propose a quantum variational (QuVa) PDE solver with the aid of…

Quantum Physics · Physics 2021-09-21 Jaewoo Joo , Hyungil Moon

We propose several approaches for solving differential equations (DEs) with quantum kernel methods. We compose quantum models as weighted sums of kernel functions, where variables are encoded using feature maps and model derivatives are…

Quantum Physics · Physics 2023-04-12 Annie E. Paine , Vincent E. Elfving , Oleksandr Kyriienko

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

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

The curse of dimensionality is commonly encountered in numerical partial differential equations (PDE), especially when uncertainties have to be modeled into the equations as random coefficients. However, very often the variability of…

Numerical Analysis · Mathematics 2021-07-01 Yuehaw Khoo , Jianfeng Lu , Lexing Ying

In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either nonlinear (multilevel) Monte Carlo or deep learning. They are…

Numerical Analysis · Mathematics 2021-12-13 Weinan E , Jiequn Han , Arnulf Jentzen

Quantum algorithms for Hamiltonian simulation and linear differential equations more generally have provided promising exponential speed-ups over classical computers on a set of problems with high real-world interest. However, extending…

Quantum Physics · Physics 2025-05-14 Noah Brüstle , Nathan Wiebe

A variational quantum algorithm for numerically solving partial differential equations (PDEs) on a quantum computer was proposed by Lubasch et al. In this paper, we generalize the method introduced by Lubasch et al. to cover a broader class…

Quantum Physics · Physics 2024-06-26 Abhijat Sarma , Thomas W. Watts , Mudassir Moosa , Yilian Liu , Peter L. McMahon

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 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

Nonlinear partial differential equations (PDEs) are crucial for modeling complex fluid dynamics and are foundational to many computational fluid dynamics (CFD) applications. However, solving these nonlinear PDEs is challenging due to the…

Accurately solving high-dimensional partial differential equations (PDEs) remains a central challenge in computational mathematics. Traditional numerical methods, while effective in low-dimensional settings or on coarse grids, often…

Numerical Analysis · Mathematics 2025-05-26 Lucas Arenstein , Martin Mikkelsen , Michael Kastoryano

Mixed dimensional partial differential equations (PDEs) are equations coupling unknown fields defined over domains of differing topological dimension. Such equations naturally arise in a wide range of scientific fields including geology,…

Mathematical Software · Computer Science 2019-11-05 Cécile Daversin-Catty , Chris N. Richardson , Ada J. Ellingsrud , Marie E. Rognes

Machine learning based partial differential equations (PDEs) solvers have received great attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and…

Numerical Analysis · Mathematics 2025-09-23 Chunyang Liao

We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…

Numerical Analysis · Mathematics 2016-05-04 Daniel Peterseim , Patrick Henning , Philipp Morgenstern

In this article, we introduce an original hybrid quantum-classical algorithm based on a variational quantum algorithm for solving systems of differential equations. The algorithm relies on a spectral decomposition of the trial functions…

Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…

Numerical Analysis · Mathematics 2020-10-16 Mahadevan Ganesh , Stuart C Hawkins , Alexandre Tartakovsky , Ramakrishna Tipireddy
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