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This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…

Numerical Analysis · Mathematics 2026-05-05 Mitchell T. Griggs , Kevin Burrage , Pamela M. Burrage

Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…

Statistics Theory · Mathematics 2026-02-17 Paromita Banerjee , Anirban Mondal

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

The collisionless Boltzmann equation (CBE) is a fundamental equation that governs the dynamics of a broad range of astrophysical systems from space plasma to star clusters and galaxies. It is computationally expensive to integrate the CBE…

Quantum Physics · Physics 2024-12-31 Soichiro Yamazaki , Fumio Uchida , Kotaro Fujisawa , Koichi Miyamoto , Naoki Yoshida

We present a universal framework for simulating $N$-dimensional linear It\^o stochastic differential equations (SDEs) on quantum computers with additive or multiplicative noises. Building on a unitary dilation technique, we establish a…

Quantum Physics · Physics 2026-02-19 Hsuan-Cheng Wu , Xiantao Li

Solving the electronic Schrodinger equation for strongly correlated ground states is a long-standing challenge. We present quantum algorithms for the variational optimization of wavefunctions correlated by products of unitary operators,…

Quantum Physics · Physics 2024-08-06 Mario Motta , Kevin J. Sung , James Shee

Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…

Numerical Analysis · Mathematics 2024-09-12 Nathanael Bosch , Adrien Corenflos , Fatemeh Yaghoobi , Filip Tronarp , Philipp Hennig , Simo Särkkä

We present quantum algorithms for simulating the dynamics of a broad class of classical oscillator systems containing $2^n$ coupled oscillators (Eg: $2^n$ masses coupled by springs), including those with time-dependent forces, time-varying…

Quantum Physics · Physics 2025-05-26 Abhinav Muraleedharan , Nathan Wiebe

We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…

Quantum Physics · Physics 2017-11-07 Dominic W. Berry , Andrew M. Childs , Aaron Ostrander , Guoming Wang

We initiate a systematic study of pseudo-deterministic quantum algorithms. These are quantum algorithms that, for any input, output a canonical solution with high probability. Focusing on the query complexity model, our main contributions…

Quantum Physics · Physics 2026-02-20 Hugo Aaronson , Tom Gur , Jiawei Li

Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…

Machine Learning · Statistics 2025-08-18 Akshay Thakur , Sawan Kumar , Matthew Zahr , Souvik Chakraborty

Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…

Optimization and Control · Mathematics 2020-07-22 Albert Berahas , Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

The Vlasov equation is a nonlinear partial differential equation that provides a first-principles description of the dynamics of plasmas. Its linear limit is routinely used in plasma physics to investigate plasma oscillations and stability.…

Plasma Physics · Physics 2023-06-21 Abtin Ameri , Paola Cappellaro , Hari Krovi , Nuno F. Loureiro , Erika Ye

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

Machine Learning · Computer Science 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

Quantum algorithms to integrate nonlinear PDEs governing flow problems are challenging to discover but critical to enhancing the practical usefulness of quantum computing. We present here a near-optimal, robust, and end-to-end quantum…

We introduce a hybrid oscillator-qubit formulation of linear combination of Hamiltonian simulation (LCHS) for solving linear ordinary differential equations. Instead of representing the quadrature rule with a discrete-variable (DV) ancilla…

Quantum Physics · Physics 2026-05-12 Elin Ranjan Das , Muqing Zheng , Rishab Dutta , Ang Li , Timothy Stavenger , Yuan Liu

We present a quantum algorithm for computational fluid dynamics based on the Lattice-Boltzmann method. Our approach involves a novel encoding strategy and a modified collision operator, assuming full relaxation to the local equilibrium…

Partial differential equations (PDEs) are central to computational electromagnetics (CEM) and photonic design, but classical solvers face high costs for large or complex structures. Quantum Hamiltonian simulation provides a framework to…

Quantum Physics · Physics 2025-10-07 Hiroyuki Tezuka , Yuki Sato

We present quantum algorithms to efficiently perform discriminant analysis for dimensionality reduction and classification over an exponentially large input data set. Compared with the best-known classical algorithms, the quantum algorithms…

Quantum Physics · Physics 2016-07-12 Iris Cong , Luming Duan

Quantum algorithms for partial differential equations (PDEs) face severe practical constraints on near-term hardware: limited qubit counts restrict spatial resolution to coarse grids, while circuit depth limitations prevent accurate…

Machine Learning · Computer Science 2025-12-08 Bruno Jacob , Amanda A. Howard , Panos Stinis
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