Related papers: Quantum Variational Solving of Nonlinear and Multi…
We present a novel variational quantum framework for linear partial differential equation (PDE) constrained optimization problems. Such problems arise in many scientific and engineering domains. For instance, in aerodynamics, the PDE…
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…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
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…
We propose a method to obtain iterative schemes guarantee unique solutions for systems of partial differential equations that are not symmetric with respect to the time by generalizing He variational iteration method and using Banach fixed…
The combination of Monte Carlo methods and deep learning has recently led to efficient algorithms for solving partial differential equations (PDEs) in high dimensions. Related learning problems are often stated as variational formulations…
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…
Quantum computers have long been expected to efficiently solve complex classical differential equations. Most digital, fault-tolerant approaches use Carleman linearization to map nonlinear systems to linear ones and then apply quantum…
The variational quantum eigensolver (VQE) is a method that uses a hybrid quantum-classical computational approach to find eigenvalues and eigenvalues of a Hamiltonian. VQE has been proposed as an alternative to fully quantum algorithms such…
We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods and…
The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…
In this paper we propose a new model-based unsupervised learning method, called VarNet, for the solution of partial differential equations (PDEs) using deep neural networks (NNs). Particularly, we propose a novel loss function that relies…
In the last years, several quantum algorithms that try to address the problem of partial differential equation solving have been devised. On one side, "direct" quantum algorithms that aim at encoding the solution of the PDE by executing one…
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…
Variational Quantum Algorithms (VQAs), such as the Variational Quantum Eigensolver (VQE) and the Quantum Approximate Optimization Algorithm (QAOA), are widely studied as candidates for near-term quantum advantage. Recent work has shown that…
Variational quantum algorithms are proposed to solve relevant computational problems on near term quantum devices. Popular versions are variational quantum eigensolvers and quantum ap- proximate optimization algorithms that solve ground…
Multi-asset option pricing under local- and stochastic-volatility models leads naturally to high-dimensional parabolic PDEs. We develop an end-to-end quantum PDE framework for European option pricing under local-volatility Black--Scholes…
We propose quantum algorithms for complex-valued nonlinear partial differential equations in the strongly nonlinear regime, where the dynamics is governed by vortex cores, phase singularities, and nonlinear vortex interactions. Examples…
Partial differential equations frequently appear in the natural sciences and related disciplines. Solving them is often challenging, particularly in high dimensions, due to the "curse of dimensionality". In this work, we explore the…
In this work, we present a case study in implementing a variational quantum algorithm for solving the Poisson equation, which is a commonly encountered partial differential equation in science and engineering. We highlight the practical…