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We propose the deep parametric PDE method to solve high-dimensional parametric partial differential equations. A single neural network approximates the solution of a whole family of PDEs after being trained without the need of sample…

Computational Finance · Quantitative Finance 2020-12-14 Kathrin Glau , Linus Wunderlich

We present a hybrid quantum-classical framework for solving general time-dependent parabolic partial differential equations (PDEs) using quantum variational circuits. Building on the QPINN approach, this method applies broadly to parabolic…

Quantum Physics · Physics 2025-08-26 Nahid Binandeh Dehaghani , Ban Tran , A. Pedro Aguiar , Rafal Wisniewski , Susan Mengel

The role of differential equations (DEs) in science and engineering is of paramount importance, as they provide the mathematical framework for a multitude of natural phenomena. Since quantum computers promise significant advantages over…

Quantum Physics · Physics 2025-04-11 Niclas Schillo , Andreas Sturm

Variational quantum algorithms are a promising tool for solving partial differential equations. The standard approach for its numerical solution are finite difference schemes, which can be reduced to the linear algebra problem. We consider…

Quantum Physics · Physics 2023-10-10 N. M. Guseynov , A. A. Zhukov , W. V. Pogosov , A. V. Lebedev

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

We design a variational quantum algorithm to solve multi-dimensional Poisson equations with mixed boundary conditions that are typically required in various fields of computational science. Employing an objective function that is formulated…

Quantum Physics · Physics 2025-05-26 Minjin Choi , Hoon Ryu

Variational quantum algorithms offer a promising new paradigm for solving partial differential equations on near-term quantum computers. Here, we propose a variational quantum algorithm for solving a general evolution equation through…

Quantum Physics · Physics 2022-06-28 Fong Yew Leong , Wei-Bin Ewe , Dax Enshan Koh

The paper presents a variational quantum algorithm to solve initial-boundary value problems described by second-order partial differential equations. The approach uses hybrid classical/quantum hardware that is well suited for quantum…

The method of separation of variables can be used to solve many separable linear partial differential equations (LPDEs). Moreover, variable separation solutions usually are some trigonometric series. In the paper, base on some ideas of this…

Analysis of PDEs · Mathematics 2016-02-02 Tao Zhang , Alatancang Chen

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

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

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 propose a divide-and-conquer method for the quantum-classical hybrid algorithm to solve larger problems with small-scale quantum computers. Specifically, we concatenate a variational quantum eigensolver (VQE) with a reduction in the…

Quantum Physics · Physics 2022-01-26 Keisuke Fujii , Kaoru Mizuta , Hiroshi Ueda , Kosuke Mitarai , Wataru Mizukami , Yuya O. Nakagawa

Differential equations (DEs) serve as the cornerstone for a wide range of scientific endeavors, their solutions weaving through the core of diverse fields such as structural engineering, fluid dynamics, and financial modeling. DEs are…

Quantum Physics · Physics 2025-06-10 Josephine Hunout , Sylvain Laizet , Lorenzo Iannucci

We investigate the potential of near-term quantum algorithms for solving partial differential equations (PDEs), focusing on a linear one-dimensional advection-diffusion equation as a test case. This study benchmarks a ground-state…

Quantum Physics · Physics 2025-04-29 A. Barış Özgüler

Most problems in uncertainty quantification, despite its ubiquitousness in scientific computing, applied mathematics and data science, remain formidable on a classical computer. For uncertainties that arise in partial differential equations…

Quantum Physics · Physics 2022-09-29 Francois Golse , Shi Jin , Nana Liu

In this paper, we propose simple numerical algorithms for partial differential equations (PDEs) defined on closed, smooth surfaces (or curves). In particular, we consider PDEs that originate from variational principles defined on the…

Numerical Analysis · Mathematics 2017-12-27 Jay Chu , Richard Tsai

Partial differential equations (PDEs) are fundamental across numerous scientific fields. As these problems scale to high dimensions, classical numerical schemes introduce severe computational bottlenecks, known as the curse of…

Quantum Physics · Physics 2026-04-29 Chih-Kang Huang , Giacomo Antonioli , Frédéric Barbaresco

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

Quantum computers can produce a quantum encoding of the solution of a system of differential equations exponentially faster than a classical algorithm can produce an explicit description. However, while high-precision quantum algorithms for…

Quantum Physics · Physics 2021-11-10 Andrew M. Childs , Jin-Peng Liu , Aaron Ostrander