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Time-dependent linear differential equations are a common type of problem that needs to be solved in classical physics. Here we provide a quantum algorithm for solving time-dependent linear differential equations with logarithmic dependence…

Quantum Physics · Physics 2024-06-19 Dominic W. Berry , Pedro C. S. Costa

The variational principle serves as a fundamental framework for describing equilibrium states of physical systems via the minimization or extremization of an energy-like functional. While quantum algorithms have demonstrated promising…

Quantum Physics · Physics 2025-08-26 Katsuhiro Endo , Kazuaki Z. Takahashi

Finding the solution to linear ordinary differential equations of the form $\partial_t u(t) = -A(t)u(t)$ has been a promising theoretical avenue for \textit{asymptotic} quantum speedups. However, despite the improvements to existing quantum…

Quantum Physics · Physics 2025-11-06 Matthew Pocrnic , Peter D. Johnson , Amara Katabarwa , Nathan Wiebe

Stochastic differential equations such as the Ornstein-Uhlenbeck process have long been used to model realworld probablistic events such as stock prices and temperature fluctuations. While statistical methods such as Maximum Likelihood…

Machine Learning · Computer Science 2026-02-05 Aroon Sankoh , Victor Wickerhauser

A hybrid quantum-classical algorithm is a computational scheme in which quantum circuits are used to extract information that is then processed by a classical routine to guide subsequent quantum operations. These algorithms are especially…

Quantum Physics · Physics 2025-09-03 Alon Levi , Ziv Ossi , Eliahu Cohen , Amit Te'eni

The Vlasov-Maxwell system of equations, which describes classical plasma physics, is extremely challenging to solve, even by numerical simulation on powerful computers. By linearizing and assuming a Maxwellian background distribution…

Quantum Physics · Physics 2019-12-19 Alexander Engel , Graeme Smith , Scott E. Parker

We present quantum algorithms for electromagnetic fields governed by Maxwell's equations. The algorithms are based on the Schr\"odingersation approach, which transforms any linear PDEs and ODEs with non-unitary dynamics into a system…

Quantum Physics · Physics 2023-08-17 Shi Jin , Nana Liu , Chuwen Ma

We present a quantum algorithm for simulating the dynamics of Hamiltonians that are not necessarily sparse. Our algorithm is based on the input model where the entries of the Hamiltonian are stored in a data structure in a quantum random…

Quantum Physics · Physics 2020-06-11 Chunhao Wang , Leonard Wossnig

Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…

We revisit the numerical stability of four well-established explicit stochastic integration schemes through a new generic benchmark stochastic differential equation designed to assess asymptotic statistical accuracy and stability…

Numerical Analysis · Mathematics 2026-05-20 Thomas Hudson , Sarah Helfert , Xingjie Helen Li

Discrete time analogues of ergodic stochastic differential equations (SDEs) are one of the most popular and flexible tools for sampling high-dimensional probability measures. Non-asymptotic analysis in the $L^2$ Wasserstein distance of…

Probability · Mathematics 2019-10-11 Mateusz B. Majka , Aleksandar Mijatović , Lukasz Szpruch

Computational Fluid Dynamics simulations are crucial in industrial applications but require extensive computational resources, particularly for extreme turbulent regimes. While classical digital approaches remain the standard, quantum…

Quantum Physics · Physics 2025-04-18 Francesco Turro , Alessandra Lignarolo , Daniele Dragoni

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

We explore how the analysis of the Carleman linearization can be extended to dynamical systems on infinite-dimensional Hilbert spaces with quadratic nonlinearities. We demonstrate the well-posedness and convergence of the truncated Carleman…

Numerical Analysis · Mathematics 2025-10-02 Bernhard Heinzelreiter , John W. Pearson

Non-smooth optimization models play a fundamental role in various disciplines, including engineering, science, management, and finance. However, classical algorithms for solving such models often struggle with convergence speed,…

Optimization and Control · Mathematics 2025-03-21 Jiaqi Leng , Yufan Zheng , Zhiyuan Jia , Lei Fan , Chaoyue Zhao , Yuxiang Peng , Xiaodi Wu

To approximate solutions of complex nonlinear partial differential equations remains a computational challenge, especially for sets of equations relevant in industry, such as Euler or Navier-Stokes equations. Even the most sophisticated…

Quantum Physics · Physics 2026-03-25 Maximilian Mandelt Buxadé , Stefan Langer , Philipp Bekemeyer

Quantum computers are known to provide an exponential advantage over classical computers for the solution of linear differential equations in high-dimensional spaces. Here, we present a quantum algorithm for the solution of nonlinear…

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

We introduce a new quantum optimization algorithm for dense Linear Programming problems, which can be seen as the quantization of the Interior Point Predictor-Corrector algorithm \cite{Predictor-Corrector} using a Quantum Linear System…

Quantum Physics · Physics 2020-10-15 P. A. M. Casares , M. A. Martin-Delgado

Solving partial differential equations for extremely large-scale systems within a feasible computation time serves in accelerating engineering developments. Quantum computing algorithms, particularly the Hamiltonian simulations, present a…

Quantum Physics · Physics 2024-09-10 Yuki Sato , Ruho Kondo , Ikko Hamamura , Tamiya Onodera , Naoki Yamamoto