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Solving linear systems of equations is ubiquitous in all areas of science and engineering. With rapidly growing data sets, such a task can be intractable for classical computers, as the best known classical algorithms require a time…

For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that…

Quantum Physics · Physics 2024-01-25 Felix Tennie , Luca Magri

Recent years have seen unprecedented advance in the design and control of quantum computers. Nonetheless, their applicability is still restricted and access remains expensive. Therefore, a substantial amount of quantum algorithms research…

Quantum Physics · Physics 2020-12-11 Thomas Grurl , Richard Kueng , Jürgen Fuß , Robert Wille

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

We present a novel uncertainty quantification approach for high-dimensional stochastic partial differential equations that reduces the computational cost of polynomial chaos methods by decomposing the computational domain into…

Numerical Analysis · Mathematics 2017-09-11 Ramakrishna Tipireddy , Panos Stinis , Alexandre Tartakovsky

In this work, we present a novel forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs). Motivated by the fact that differential deep learning can…

Numerical Analysis · Mathematics 2024-08-13 Lorenc Kapllani , Long Teng

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…

Quantitative Methods · Quantitative Biology 2016-04-29 Jonathan U. Harrison , Christian A. Yates

We describe a quantum algorithm for preparing states that encode solutions of non-homogeneous linear partial differential equations. The algorithm is a continuous-variable version of matrix inversion: it efficiently inverts differential…

Quantum Physics · Physics 2019-09-11 Juan Miguel Arrazola , Timjan Kalajdzievski , Christian Weedbrook , Seth Lloyd

A large spectrum of problems in classical physics and engineering, such as turbulence, is governed by nonlinear differential equations, which typically require high-performance computing to be solved. Over the past decade, however, the…

Fluid Dynamics · Physics 2024-06-10 Felix Tennie , Sylvain Laizet , Seth Lloyd , Luca Magri

Quantum-phase-estimation algorithms are critical subroutines in many applications for quantum computers and in quantum-metrology protocols. These algorithms estimate the unknown strength of a unitary evolution. By using coherence or…

Quantum Physics · Physics 2023-03-06 Joseph G. Smith , Crispin H. W. Barnes , David R. M. Arvidsson-Shukur

In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…

Numerical Analysis · Mathematics 2024-12-19 Katharina Klioba , Mark Veraar

In this survey we review some recent rigorous results on large N problems in quantum field theory, stochastic quantization and singular stochastic PDEs, and their mean field limit problems. In particular we discuss the O(N) linear sigma…

Probability · Mathematics 2022-09-07 Hao Shen

We present a quantum algorithm to solve systems of linear equations of the form $A\mathbf{x}=\mathbf{b}$, where $A$ is a tridiagonal Toeplitz matrix and $\mathbf{b}$ results from discretizing an analytic function, with a circuit complexity…

Quantum Physics · Physics 2022-01-17 Almudena Carrera Vazquez , Ralf Hiptmair , Stefan Woerner

We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…

Numerical Analysis · Mathematics 2023-09-12 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

We propose a simple method for simulating a general class of non-unitary dynamics as a linear combination of Hamiltonian simulation (LCHS) problems. LCHS does not rely on converting the problem into a dilated linear system problem, or on…

Quantum Physics · Physics 2023-10-24 Dong An , Jin-Peng Liu , Lin Lin

Stochastic differential equations (SDEs) are a staple of mathematical modelling of temporal dynamics. However, a fundamental limitation has been that such models have typically been relatively inflexible, which recent work introducing…

Machine Learning · Computer Science 2021-05-12 Patrick Kidger , James Foster , Xuechen Li , Harald Oberhauser , Terry Lyons

The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…

Numerical Analysis · Mathematics 2024-12-20 Jiachuan Cao , Buyang Li , Katharina Schratz

Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and…

Machine Learning · Statistics 2020-07-03 Stijn de Waele

The Carleman embedding method is a widely used technique for linearizing a system of nonlinear differential equations, but fails to converge in regions where there are multiple fixed points. We propose and test three different versions of a…

Quantum Physics · Physics 2025-10-20 Ivan Novikau , Ilon Joseph

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…