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In this paper, we explore the embedding of nonlinear dynamical systems into linear ordinary differential equations (ODEs) via the Carleman linearization method. Under dissipative conditions, numerous previous works have established rigorous…

Quantum Physics · Physics 2025-02-03 Hsuan-Cheng Wu , Jingyao Wang , Xiantao Li

Near-future experiments with Petawatt class lasers are expected to produce a high flux of gamma-ray photons and electron-positron pairs through Strong Field Quantum Electrodynamical processes. Simulations of the expected regime of…

Plasma Physics · Physics 2025-09-16 Óscar Amaro , Lucas I. Iñigo Gamiz , Marija Vranic

A numerical framework based on network partition and operator splitting is developed to solve nonlinear differential equations of large-scale dynamic processes encountered in physics, chemistry and biology. Under the assumption that those…

Computational Physics · Physics 2018-01-22 Shucheng Pan , Jianhang Wang , Xiangyu Hu , Nikolaus A. Adams

We present an algorithm for the numerical solution of nonlinear parabolic partial differential equations. This algorithm extends the classical Feynman-Kac formula to fully nonlinear partial differential equations, by using random trees that…

Probability · Mathematics 2022-12-15 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

Due to recent technological advances, actual quantum devices are being constructed and used to perform computations. As a result, many classical problems are being restated so as to be solved on quantum computers. Some examples include…

Number Theory · Mathematics 2021-10-27 Matthew B. Crawford

In this work, we present a second-order numerical scheme to address the solution of optimal control problems constrained by the evolution of nonlinear Fokker-Planck equations arising from socio-economic dynamics. In order to design an…

Numerical Analysis · Mathematics 2025-10-20 Giacomo Albi , Elisa Calzola

The time-dependent one-dimensional nonlinear Schr\"odinger equation (NLSE) is solved numerically by a hybrid pseudospectral-variational quantum algorithm that connects a pseudospectral step for the Hamiltonian term with a variational step…

We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend the numerical scheme proposed and studied recently by the…

Numerical Analysis · Mathematics 2018-05-03 Elisabetta Carlini , Francisco J. Silva

Quantum entanglement is the cornerstone of quantum technology and enables quantum devices to outperform classical systems in terms of performance. However, detecting entanglement in high-dimensional systems remains a significant challenge…

Quantum Physics · Physics 2025-09-08 Mahmoud Mahdian , Zahra Mousavi

Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…

Numerical Analysis · Mathematics 2023-11-23 Giacomo Dimarco , Lorenzo Pareschi , Mattia Zanella

The quest for real-time dynamic optimization solutions in the process industry represents a formidable computational challenge, particularly within the realm of applications like model-predictive control, where rapid and reliable…

Optimization and Control · Mathematics 2024-04-29 Dennis Michael Nenno , Adrian Caspari

We introduce a quantum algorithm for simulating the dynamics of electrical circuits consisting of resistors, inductors and capacitors (aka RLC circuits) along with power sources. Given oracle access to the connectivity of the circuit and…

Quantum Physics · Physics 2026-04-30 Arkopal Dutt , Anirban Chowdhury , Kristan Temme , Hari Krovi

Quantum algorithms provide an exponential speedup for solving certain classes of linear systems, including those that model geologic fracture flow. However, this revolutionary gain in efficiency does not come without difficulty. Quantum…

Quantum Physics · Physics 2023-10-05 Jessie M. Henderson , John Kath , John K. Golden , Allon G. Percus , Daniel O'Malley

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

In this paper we introduce an alternative approach to studying the evolution of a quantum harmonic oscillator subject to an arbitrary time dependent force. With the purpose of finding the evolution operator, certain unitary transformations…

The solution of option-pricing problems may turn out to be computationally demanding due to non-linear and path-dependent payoffs, the high dimensionality arising from multiple underlying assets, and sophisticated models of price dynamics.…

Quantum Physics · Physics 2025-11-10 Nikita Guseynov , Mikel Sanz , Ángel Rodríguez-Rozas , Nana Liu , Javier Gonzalez-Conde

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

Optimization and Control · Mathematics 2018-11-16 Kenneth F. Caluya , Abhishek Halder

The classical method to solve a quadratic optimization problem with nonlinear equality constraints is to solve the Karush-Kuhn-Tucker (KKT) optimality conditions using Newton's method. This approach however is usually computationally…

Optimization and Control · Mathematics 2016-03-17 Tuan T. Nguyen , Mircea Lazar , Hans Butler

We develop a method for generating solutions to large classes of evolutionary partial differential systems with nonlocal nonlinearities. For arbitrary initial data, the solutions are generated from the corresponding linearized equations.…

Analysis of PDEs · Mathematics 2018-05-09 Margaret Beck , Anastasia Doikou , Simon J. A. Malham , Ioannis Stylianidis

We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…

Statistical Mechanics · Physics 2019-01-31 S. De Nicola , B. Doyon , M. J. Bhaseen
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