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The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…

Probability · Mathematics 2014-09-03 Huyen Pham

Partial differential equation (PDE)-constrained optimization, where an optimization problem is subject to PDE constraints, arises in various applications such as design, control, and inference. Solving such problems is computationally…

Quantum Physics · Physics 2026-05-29 Yuki Sato , Jumpei Kato , Hiroshi Yano , Kosuke Ito , Naoki Yamamoto

Variational quantum algorithms have found success in the NISQ era owing to their hybrid quantum-classical approach which mitigate the problems of noise in quantum computers. In our study we introduce the dynamic ansatz in the Variational…

Quantum Physics · Physics 2022-02-08 Hrushikesh Patil , Yulun Wang , Predrag Krstic

While variational quantum algorithms (VQAs) have demonstrated considerable success in unconstrained optimization, their application to constrained combinatorial problems face a trade-off. Penalty-based methods, despite their circuit…

Quantum Physics · Physics 2026-03-09 Hui-Min Li , Yuan-Liang Han , Zhi-Xi Wang , Shao-Ming Fei

Variational quantum algorithms are a promising hybrid framework for solving chemistry and physics problems with broad applicability to optimization as well. They are particularly well suited for noisy intermediate scale quantum (NISQ)…

Quantum Physics · Physics 2021-02-18 Lucas Slattery , Benjamin Villalonga , Bryan K. Clark

Recent advances in deep learning makes solving parabolic partial differential equations (PDEs) in high dimensional spaces possible via forward-backward stochastic differential equation (FBSDE) formulations. The implementation of most…

Numerical Analysis · Mathematics 2025-06-19 Wenjun Xu , Wenzhong Zhang

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

The numerical solution of partial differential equations by discretization techniques is ubiquitous in computational physics. In this work we benchmark this approach in the quantum realm by solving the heat equation for a square plate…

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

Despite extensive research efforts, few quantum algorithms for classical optimization demonstrate realizable quantum advantage. The utility of many quantum algorithms is limited by high requisite circuit depth and nonconvex optimization…

Quantum Physics · Physics 2022-01-27 Taylor L. Patti , Jean Kossaifi , Anima Anandkumar , Susanne F. Yelin

In this work, we present a quantum neighborhood preserving embedding and a quantum local discriminant embedding for dimensionality reduction and classification. We demonstrate that these two algorithms have an exponential speedup over their…

Quantum Physics · Physics 2020-03-23 Jin-Min Liang , Shu-Qian Shen , Ming Li , Lei Li

We address a new numerical scheme based on a class of machine learning methods, the so-called Extreme Learning Machines with both sigmoidal and radial-basis functions, for the computation of steady-state solutions and the construction of…

Numerical Analysis · Mathematics 2023-03-17 Gianluca Fabiani , Francesco Calabrò , Lucia Russo , Constantinos Siettos

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

Dynamical Systems · Mathematics 2022-12-28 Tamer Oraby , Harrinson Arrubla , Erwin Suazo

The variational quantum eigensolver (VQE) is a hybrid algorithm that has the potential to provide a quantum advantage in practical chemistry problems that are currently intractable on classical computers. VQE trains parameterized quantum…

Quantum Physics · Physics 2023-11-10 Quoc Hoan Tran , Shinji Kikuchi , Hirotaka Oshima

Power system dynamics are generally modeled by high dimensional nonlinear differential-algebraic equations (DAEs) given a large number of components forming the network. These DAEs' complexity can grow exponentially due to the increasing…

Quantum Physics · Physics 2024-03-06 Huynh T. T. Tran , Hieu T. Nguyen , Long Thanh Vu , Samuel T. Ojetola

Power system dynamics are generally modeled by high dimensional nonlinear differential-algebraic equations (DAEs) given a large number of components forming the network. These DAEs' complexity can grow exponentially due to the increasing…

Systems and Control · Electrical Eng. & Systems 2024-03-05 Huynh Trung Thanh Tran , Hieu T. Nguyen , Long T. Vu , Samuel T. Ojetola

The prosperous development of both hardware and algorithms for quantum computing (QC) potentially prompts a paradigm shift in scientific computing in various fields. As an increasingly active topic in QC, the variational quantum algorithm…

Quantum Physics · Physics 2022-11-30 Yangyang Liu , Zhen Chen , Chang Shu , Siou Chye Chew , Boo Cheong Khoo , Xiang Zhao

The variational quantum eigensolver (VQE), a type of variational quantum algorithm, is a hybrid quantum-classical algorithm to find the lowest-energy eigenstate of a particular Hamiltonian. We investigate ways to optimize the VQE solving…

Quantum Physics · Physics 2024-10-30 Adam Hutchings , Eric Yarnot , Xinpeng Li , Qiang Guan , Ning Xie , Shuai Xu , Vipin Chaudhary

This article discusses the uncertainty quantification (UQ) for time-independent linear and nonlinear partial differential equation (PDE)-based systems with random model parameters carried out using sampling-free intrusive stochastic…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Sudhi Sharma , Pierre Jolivet , Victorita Dolean , Abhijit Sarkar

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou
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