Related papers: Quantum Variational Solving of Nonlinear and Multi…
Partial differential equations (PDEs) play a crucial role in financial mathematics, particularly in portfolio optimization, and solving them using classical numerical or neural network methods has always posed significant challenges. Here,…
The numerical solution of differential equations using machine learning-based approaches has gained significant popularity. Neural network-based discretization has emerged as a powerful tool for solving differential equations by…
There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…
Following the recent great advance of quantum computing technology, there are growing interests in its applications to industries, including finance. In this paper, we focus on derivative pricing based on solving the Black-Scholes partial…
We introduce and study a new class of partial differential equations (PDEs) with hybrid fuzzy-stochastic parameters, coined fuzzy-stochastic PDEs. Compared to purely stochastic PDEs or purely fuzzy PDEs, fuzzy-stochastic PDEs offer powerful…
We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…
In this paper we describe a quantum algorithm to solve sparse systems of nonlinear differential equations whose nonlinear terms are polynomials. The algorithm is nondeterministic and its expected resource requirements are polylogarithmic in…
Can neural networks learn to solve partial differential equations (PDEs)? We investigate this question for two (systems of) PDEs, namely, the Poisson equation and the steady Navier--Stokes equations. The contributions of this paper are…
We propose a physics-informed quantum algorithm to solve nonlinear and multidimensional differential equations (DEs) in a quantum latent space. We suggest a strategy for building quantum models as state overlaps, where exponentially large…
Solving non-Hermitian quantum many-body systems on a quantum computer by minimizing the variational energy is challenging as the energy can be complex. Here, based on energy variance, we propose a variational method for solving the…
Current universal quantum computers have a limited number of noisy qubits. Because of this, it is difficult to use them to solve large-scale complex optimization problems. In this paper we tackle this issue by proposing a quantum…
We present the variational multiscale (VMS) method for partial differential equations (PDEs) with stochastic coefficients and source terms. We use it as a method for generating accurate coarse-scale solutions while accounting for the effect…
Variational quantum algorithms have been proposed to solve static and dynamic problems of closed many-body quantum systems. Here we investigate variational quantum simulation of three general types of tasks---generalised time evolution with…
Quantum computing holds significant promise for scientific computing due to its potential for polynomial to even exponential speedups over classical methods, which are often hindered by the curse of dimensionality. While neural networks…
Different hybrid quantum-classical algorithms have recently been developed as a near-term way to solve linear systems of equations on quantum devices. However, the focus has so far been mostly on the methods, rather than the problems that…
Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…
Quantum computers have the potential to deliver speed-ups for solving certain important problems that are intractable for classical counterparts, making them a promising avenue for advancing modern computation. However, many quantum…
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
The variational quantum eigensolver (VQE) is a hybrid quantum-classical algorithm designed for current and near-term quantum devices. Despite its initial success, there is a lack of understanding involving several of its key aspects. There…
We introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining…