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Quantum computers have been proposed as a solution for efficiently solving non-linear differential equations (DEs), a fundamental task across diverse technological and scientific domains. However, a crucial milestone in this regard is to…

Quantum Physics · Physics 2025-03-31 Annie Paine , Casper Gyurik , Antonio Andrea Gentile

Nonlinear stochastic differential equations (NSDEs) are a pillar of mathematical modeling for scientific and engineering applications. Accurate and efficient simulation of large-scale NSDEs is prohibitive on classical computers due to the…

Quantum Physics · Physics 2026-03-16 Xiangyu Li , Ahmet Burak Catli , Ho Kiat Lim , Matthew Pocrnic , Dong An , Jin-Peng Liu , Nathan Wiebe

We consider a class of particular solutions to the (2+1)-dimensional nonlinear partial differential equation (PDE) $u_t +\partial_{x_2}^n u_{x_1} - u_{x_1} u =0$ (here $n$ is any integer) reducing it to the ordinary differential equation…

Exactly Solvable and Integrable Systems · Physics 2015-06-15 A. I. Zenchuk

Quantum computers have the potential to efficiently solve a system of nonlinear ordinary differential equations (ODEs), which play a crucial role in various industries and scientific fields. However, it remains unclear which system of…

Quantum Physics · Physics 2025-04-07 Yu Tanaka , Keisuke Fujii

The finite element method (FEM) is a cornerstone numerical technique for solving partial differential equations (PDEs). Here, we present $\textbf{Qu-FEM}$, a fault-tolerant era quantum algorithm for the finite element method. In contrast to…

Quantum Physics · Physics 2025-10-22 Ahmad M. Alkadri , Tyler D. Kharazi , K. Birgitta Whaley , Kranthi K. Mandadapu

This article aims to develop a direct numerical approach to solve the space-fractional partial differential equations (PDEs) based on a new differential quadrature (DQ) technique. The fractional derivatives are approximated by the weighted…

Numerical Analysis · Mathematics 2017-01-24 X. G. Zhu , Y. F. Nie

We develop a quantum algorithm to price discretely monitored lookback options in the Black-Scholes framework using imaginary time evolution. By rewriting the pricing PDE as a Schrodinger-type equation, the problem becomes the imaginary time…

Computational Finance · Quantitative Finance 2026-04-02 Florence Paquette , Tania Belabbas , Emmanuel Hamel , Anne MacKay

Variational methods are highly valuable computational tools for solving high-dimensional quantum systems. In this paper, we explore the effectiveness of three variational methods: the density matrix renormalization group (DMRG), Boltzmann…

Quantum Physics · Physics 2024-04-18 Daming Li

Computer-aided engineering techniques are indispensable in modern engineering developments. In particular, partial differential equations are commonly used to simulate the dynamics of physical phenomena, but very large systems are often…

Quantum Physics · Physics 2022-04-26 Yuki Sato , Ruho Kondo , Satoshi Koide , Hideki Takamatsu , Nobuyuki Imoto

We propose a quantum-classical hybrid algorithm to simulate the non-equilibrium steady state of an open quantum many-body system, named the dissipative-system Variational Quantum Eigensolver (dVQE). To employ the variational optimization…

Quantum Physics · Physics 2020-12-07 Nobuyuki Yoshioka , Yuya O. Nakagawa , Kosuke Mitarai , Keisuke Fujii

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

We utilize extreme-learning machines for the prediction of partial differential equations (PDEs). Our method splits the state space into multiple windows that are predicted individually using a single model. Despite requiring only few data…

Machine Learning · Computer Science 2024-08-20 Hans Harder , Jean Rabault , Ricardo Vinuesa , Mikael Mortensen , Sebastian Peitz

We propose a quantum algorithm to solve systems of nonlinear differential equations. Using a quantum feature map encoding, we define functions as expectation values of parametrized quantum circuits. We use automatic differentiation to…

Quantum Physics · Physics 2021-05-20 Oleksandr Kyriienko , Annie E. Paine , Vincent E. Elfving

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we…

Optimization and Control · Mathematics 2022-01-05 Maximilien Germain , Mathieu Laurière , Huyên Pham , Xavier Warin

Variational quantum algorithms (VQAs) are a modern family of quantum algorithms designed to solve optimization problems using a quantum computer. Typically VQAs rely on a feedback loop between the quantum device and a classical optimization…

Quantum Physics · Physics 2022-08-26 Alexey Uvarov

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

We present a general method, called Qade, for solving differential equations using a quantum annealer. The solution is obtained as a linear combination of a set of basis functions. On current devices, Qade can solve systems of coupled…

Quantum Physics · Physics 2022-04-11 Juan Carlos Criado , Michael Spannowsky

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Quantum computers promise a great computational advantage over classical computers, yet currently available quantum devices have only a limited amount of qubits and a high level of noise, limiting the size of problems that can be solved…

Quantum Physics · Physics 2026-01-21 Ittay Alfassi , Dekel Meirom , Tal Mor

We proposed a general quantum-computing-based algorithm that harnesses the exponential power of noisy intermediate-scale quantum (NISQ) devices in solving partial differential equations (PDE). This variational quantum eigensolver…

Quantum Physics · Physics 2023-11-06 Dingjie Lu , Zhao Wang , Jun Liu , Yangfan Li , Wei-Bin Ewe , Zhuangjian Liu
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