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We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

Systems modeled by partial differential equations (PDEs) are at least as ubiquitous as systems that are by nature finite-dimensional and modeled by ordinary differential equations (ODEs). And yet, systematic and readily usable…

Optimization and Control · Mathematics 2025-09-11 Rafael Vazquez , Jean Auriol , Federico Bribiesca-Argomedo , Miroslav Krstic

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

Solving high-dimensional partial differential equations (PDEs) is a major challenge in scientific computing. We develop a new numerical method for solving elliptic-type PDEs by adapting the Q-learning algorithm in reinforcement learning.…

Numerical Analysis · Mathematics 2023-06-27 Samuel N. Cohen , Deqing Jiang , Justin Sirignano

A variational quantum algorithm for numerically solving partial differential equations (PDEs) on a quantum computer was proposed by Lubasch et al. In this paper, we generalize the method introduced by Lubasch et al. to cover a broader class…

Quantum Physics · Physics 2024-06-26 Abhijat Sarma , Thomas W. Watts , Mudassir Moosa , Yilian Liu , Peter L. McMahon

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

Invariant linearization criteria of square systems of second-order quadratically semi-linear ordinary differential equations (ODEs) that can be represented as geodesic equations are extended to square systems of ODEs cubically nonlinear in…

Classical Analysis and ODEs · Mathematics 2007-11-09 F. M. Mahomed , Asghar Qadir

We extend the family of problems that may be implemented on an adiabatic quantum optimizer (AQO). When a quadratic optimization problem has at least one set of discrete controls and the constraints are linear, we call this a quadratic…

Quantum Physics · Physics 2014-07-16 Rishabh Chandra , N. Tobias Jacobson , Jonathan E. Moussa , Steven H. Frankel , Sabre Kais

We present an algorithm that transforms, if possible, a given ODE or PDE with radical function coefficients into one with rational coefficients by means of a rational change of variables. It also applies to systems of linear ODEs. It is…

Classical Analysis and ODEs · Mathematics 2020-03-16 Jorge Caravantes , J. Rafael Sendra , David Sevilla , Carlos Villarino

Neighborhood Preserving Embedding (NPE) is an important linear dimensionality reduction technique that aims at preserving the local manifold structure. NPE contains three steps, i.e., finding the nearest neighbors of each data point,…

Quantum Physics · Physics 2022-06-29 Shi-Jie Pan , Lin-Chun Wan , Hai-Ling Liu , Yu-Sen Wu , Su-Juan Qin , Qiao-Yan Wen , Fei Gao

In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…

Methodology · Statistics 2025-07-01 Ziyuan Chen , Shunxing Yan , Fang Yao

The Partial Integral Equation (PIE) framework was developed to computationally analyze linear Partial Differential Equations (PDEs) where the PDE is first converted to a PIE and then the analysis problem is solved by solving operator-valued…

Numerical Analysis · Mathematics 2022-04-04 Sachin Shivakumar , Matthew Peet

Surface partial differential equations arise in numerous scientific and engineering applications. Their numerical solution on static and evolving surfaces remains challenging due to geometric complexity and, for evolving geometries, the…

Numerical Analysis · Mathematics 2026-03-03 Jingbo Sun , Fei Wang

This article introduces a general purpose framework and software to approximate partial differential equations (PDEs). The sparsity patterns of finite element discretized operators is identified automatically using the tools from…

Numerical Analysis · Mathematics 2024-10-17 Kiefer Green , Harbir Antil

For the solution of partial differential equations (PDEs), we show that the quantum Fourier transform (QFT) can enable the design of quantum circuits that are particularly simple, both conceptually and with regard to hardware requirements.…

Quantum Physics · Physics 2025-12-23 Michael Lubasch , Yuta Kikuchi , Lewis Wright , Conor Mc Keever

We consider a one parameter family of a PT symmetric two dimensional system with quadratic non-linearities. Such systems are shown to perform periodic oscillations due to existing centers. We describe this systems by constructing a…

Quantum Physics · Physics 2021-07-20 Bhabani Prasad Mandal , Brijesh Kumar Mourya , Aman Kumar Singh

A pseudo-Boolean function is a real-valued function $f(x)=f(x_1,x_2,\ldots,x_n)$ of $n$ binary variables; that is, a mapping from $\{0,1\}^n$ to $\mathbb{R}$. For a pseudo-Boolean function $f(x)$ on $\{0,1\}^n$, we say that $g(x,y)$ is a…

Optimization and Control · Mathematics 2014-04-29 Martin Anthony , Endre Boros , Yves Crama , Aritanan Gruber

A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure…

Numerical Analysis · Mathematics 2019-07-10 Yous van Halder , Benjamin Sanderse , Barry Koren

In this paper, we propose simple numerical algorithms for partial differential equations (PDEs) defined on closed, smooth surfaces (or curves). In particular, we consider PDEs that originate from variational principles defined on the…

Numerical Analysis · Mathematics 2017-12-27 Jay Chu , Richard Tsai

Nonlinear partial differential equations (PDEs) are crucial for modeling complex fluid dynamics and are foundational to many computational fluid dynamics (CFD) applications. However, solving these nonlinear PDEs is challenging due to the…