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We propose a quantum algorithm for sampling from a solution of stochastic differential equations (SDEs). Using differentiable quantum circuits (DQCs) with a feature map encoding of latent variables, we represent the quantile function for an…

Quantum Physics · Physics 2023-08-21 Annie E. Paine , Vincent E. Elfving , Oleksandr Kyriienko

Partial differential equations (PDEs) are crucial for modeling various physical phenomena such as heat transfer, fluid flow, and electromagnetic waves. In computer-aided engineering (CAE), the ability to handle fine resolutions and large…

Quantum Physics · Physics 2025-01-31 Yuki Sato , Hiroyuki Tezuka , Ruho Kondo , Naoki Yamamoto

In contexts where relevant problems can easily attain configuration spaces of enormous sizes, solving Linear Differential Equations (LDEs) can become a hard achievement for classical computers; on the other hand, the rise of quantum…

Quantum Physics · Physics 2023-01-31 João H. Romeiro , Frederico Brito

Quantum computers are known for their potential to achieve up-to-exponential speedup compared to classical computers for certain problems. To exploit the advantages of quantum computers, we propose quantum algorithms for linear stochastic…

Quantum Physics · Physics 2025-06-26 Shi Jin , Nana Liu , Wei Wei

Partial differential equation (PDE) models with multiple temporal/spatial scales are prevalent in several disciplines such as physics, engineering, and many others. These models are of great practical importance but notoriously difficult to…

Numerical Analysis · Mathematics 2023-04-17 Junpeng Hu , Shi Jin , Lei Zhang

We present an efficient quantum algorithm to simulate nonlinear differential equations with polynomial vector fields of arbitrary degree on quantum platforms. Models of physical systems that are governed by ordinary differential equations…

Dynamical Systems · Mathematics 2023-02-08 Amit Surana , Abeynaya Gnanasekaran , Tuhin Sahai

Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences such as finance. Since SDEs rarely admit analytical…

Quantum Physics · Physics 2021-05-26 Kenji Kubo , Yuya O. Nakagawa , Suguru Endo , Shota Nagayama

In this paper we describe a quantum algorithm to solve sparse systems of nonlinear differential equations whose nonlinear terms are polynomials. The algorithm is nondeterministic and its expected resource requirements are polylogarithmic in…

Quantum Physics · Physics 2008-12-24 Sarah K. Leyton , Tobias J. Osborne

Quantum computers can produce a quantum encoding of the solution of a system of differential equations exponentially faster than a classical algorithm can produce an explicit description. However, while high-precision quantum algorithms for…

Quantum Physics · Physics 2021-11-10 Andrew M. Childs , Jin-Peng Liu , Aaron Ostrander

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

Recent advances in quantum computing and their increased availability has led to a growing interest in possible applications. Among those is the solution of partial differential equations (PDEs) for, e.g., material or flow simulation.…

Quantum Physics · Physics 2023-08-08 Mazen Ali , Matthias Kabel

Quantum computing not only holds the potential to solve long-standing problems in quantum physics, but also to offer speed-ups across a broad spectrum of other fields. However, due to the noise and the limited scale of current quantum…

Quantum Physics · Physics 2024-03-05 Julien Gacon

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

Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by a restricted type of linear differential equations. Here we extend quantum simulation algorithms…

Quantum Physics · Physics 2014-02-21 Dominic W. Berry

In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…

Numerical Analysis · Mathematics 2022-09-13 He Zhang , Ran Zhang , Tao Zhou

In numerical approaches to solving differential equations on a lattice, a representation of the derivative operator that correctly matches the continuum behaviour of functions of momentum up to the band limit must be non-local. We present…

Solving a quadratic nonlinear system of equations (QNSE) is a fundamental, but important, task in nonlinear science. We propose an efficient quantum algorithm for solving $n$-dimensional QNSE. Our algorithm embeds QNSE into a…

Quantum Physics · Physics 2022-10-11 Cheng Xue , Xiao-Fan Xu , Yu-Chun Wu , Guo-Ping Guo

Quantum computing promises to speed up some of the most challenging problems in science and engineering. Quantum algorithms have been proposed showing theoretical advantages in applications ranging from chemistry to logistics optimization.…

Quantum Physics · Physics 2021-11-12 Niklas Heim , Atiyo Ghosh , Oleksandr Kyriienko , Vincent E. Elfving

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

While quantum computing provides an exponential advantage in solving linear differential equations, there are relatively few quantum algorithms for solving nonlinear differential equations. In our work, based on the homotopy perturbation…

Quantum Physics · Physics 2021-12-23 Cheng Xue , Yu-Chun Wu , Guo-Ping Guo
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