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Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Solving linear ordinary differential equations (ODE) is one of the most promising applications for quantum computers to demonstrate exponential advantages. The challenge of designing a quantum ODE algorithm is how to embed non-unitary…

Quantum Physics · Physics 2025-10-30 Zhong-Xia Shang , Naixu Guo , Dong An , Qi Zhao

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

Recently J. M. Arrazola et al. [Phys. Rev. A 100, 032306 (2019)] proposed a quantum algorithm for solving nonhomogeneous linear partial differential equations of the form $A\psi(\textbf{r})=f(\textbf{r})$. Its nonhomogeneous solution is…

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

The prosperous development of both hardware and algorithms for quantum computing (QC) potentially prompts a paradigm shift in scientific computing in various fields. As an increasingly active topic in QC, the variational quantum algorithm…

Quantum Physics · Physics 2022-11-30 Yangyang Liu , Zhen Chen , Chang Shu , Siou Chye Chew , Boo Cheong Khoo , Xiang Zhao

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

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,…

Quantum Physics · Physics 2026-04-07 Letao Wang , Abdel Lisser , Sreejith Sreekumar , Zeno Toffano

Accurately solving high-dimensional partial differential equations (PDEs) remains a central challenge in computational mathematics. Traditional numerical methods, while effective in low-dimensional settings or on coarse grids, often…

Numerical Analysis · Mathematics 2025-05-26 Lucas Arenstein , Martin Mikkelsen , Michael Kastoryano

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

This paper explores the explicit design of quantum circuits for quantum simulation of partial differential equations (PDEs) with physical boundary conditions. These equations and/or their discretized forms usually do not evolve via unitary…

Quantum Physics · Physics 2025-01-14 Shi Jin , Nana Liu , Yue Yu

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 present a quantum algorithm based on repeated measurement to solve initial-value problems for nonlinear ordinary differential equations (ODEs), which may be generated from partial differential equations in plasma physics. We map a…

Quantum Physics · Physics 2025-04-30 Joseph Andress , Alexander Engel , Yuan Shi , Scott Parker

Mixed dimensional partial differential equations (PDEs) are equations coupling unknown fields defined over domains of differing topological dimension. Such equations naturally arise in a wide range of scientific fields including geology,…

Mathematical Software · Computer Science 2019-11-05 Cécile Daversin-Catty , Chris N. Richardson , Ada J. Ellingsrud , Marie E. Rognes

Nonlinear differential equations exhibit rich phenomena in many fields but are notoriously challenging to solve. Recently, Liu et al. [1] demonstrated the first efficient quantum algorithm for dissipative quadratic differential equations…

Quantum Physics · Physics 2023-11-08 Dong An , Di Fang , Stephen Jordan , Jin-Peng Liu , Guang Hao Low , Jiasu Wang

As quantum hardware rapidly advances toward the early fault-tolerant era, a key challenge is to develop quantum algorithms that are not only theoretically sound but also hardware-friendly on near-term devices. In this work, we propose a…

Quantum Physics · Physics 2025-07-24 Di Fang , David Lloyd George , Yu Tong

Partial differential equations (PDEs) are ubiquitous in science and engineering. Prior quantum algorithms for solving the system of linear algebraic equations obtained from discretizing a PDE have a computational complexity that scales at…

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…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

In scientific computing, the formulation of numerical discretisations of partial differential equations (PDEs) as untrained convolutional layers within Convolutional Neural Networks (CNNs), referred to by some as Neural Physics, has…