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arXiv:2304.06902 · Multiscale Modeling and Simulation

Quantum Algorithms for Multiscale Partial Differential Equations

Junpeng Hu, Shi Jin, Lei Zhang

Published Jul 30, 2024• 6 citations
arXivHTMLPDF

Abstract

Abstract. 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 solve due to prohibitively small mesh and time step sizes limited by the scaling parameter and CFL condition. Another challenge in scientific computing could come from curse-of-dimensionality. In this paper, we aim to provide a quantum algorithm, based on either direct approximations of the original PDEs or their homogenized models, for prototypical multiscale problems inPDEs, including elliptic, parabolic, and hyperbolic PDEs. To achieve this, we will lift these problems to higher dimensions and leverage the recently developed Schrödingerization based quantum simulation algorithms to efficiently reduce the computational cost of the resulting high-dimensional and multiscale problems. We will examine the error contributions arising from discretization, homogenization, and relaxation, and analyze and compare the complexities of these algorithms in order to identify the best algorithms in terms of complexities for different equations in different regimes.

DOI
10.1137/23m1566340

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Abstract. 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 solve due to prohibitively small mesh and time step sizes limited by the scaling parameter and CFL condition. Another challenge in scientific computing could come from curse-of-dimensionality. In this paper, we aim to provide a quantum algorithm, based on either direct approximations of the original PDEs or their homogenized models, for prototypical multiscale problems inPDEs, including elliptic, parabolic, and hyperbolic PDEs. To achieve this, we will lift these problems to higher dimensions and leverage the recently developed Schrödingerization based quantum simulation algorithms to efficiently reduce the computational cost of the resulting high-dimensional and multiscale problems. We will examine the error contributions arising from discretization, homogenization, and relaxation, and analyze and compare the complexities of these algorithms in order to identify the best algorithms in terms of complexities for different equations in different regimes.
Quantum computing has the potential to revolutionize computational problem-solving by leveraging the quantum mechanical phenomena such as superposition and entanglement, enabling fundamentally different computational strategies compared to classical computing. Classical methods for solving complex and high dimensional partial differential equations (PDEs), crucial for modeling diverse physical phenomena, suffer from an exponential growth in computational complexity known as the curse of dimensionality. This can limit their effectiveness for certain high-resolution simulations and real-time computational applications. In contrast, quantum computing inherently exploits superposition and entanglement to efficiently represent and simultaneously manipulate large-scale discretized PDEs, using exponentially fewer resources compared to classical systems. There are currently many quantum techniques available for solving partial differential equations (PDEs), which are mainly based on variational quantum circuits. However, the existing quantum PDE solvers, particularly those based on variational quantum eigensolver (VQE) techniques, suffer from several limitations. These include low accuracy, high execution times, and low scalability on quantum simulators as well as on noisy intermediate-scale quantum (NISQ) devices, especially for multidimensional PDEs. In this work, we propose an efficient and scalable algorithm for solving multidimensional PDEs. We present two variants of our algorithm: the first leverages finite-difference method (FDM), classical-to-quantum (C2Q) encoding, and numerical instantiation, while the second employs FDM, C2Q, and column-by-column decomposition (CCD). Both variants are designed to enhance accuracy and scalability while reducing execution times. We have validated and evaluated our proposed concepts using a number of case studies including multidimensional Poisson equation, multidimensional heat equation, Black Scholes equation for financial option pricing, and Navier-Stokes equation for computational fluid dynamics (CFD), achieving promising results. Our results demonstrate higher accuracy, higher scalability, and faster execution times compared to VQE-based solvers on noise-free and noisy quantum simulators from IBM. Additionally, we validated our approach on hardware emulators and actual quantum hardware, employing noise mitigation techniques. This work establishes a practical and effective approach for solving PDEs using quantum computing for engineering and scientific applications.
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 linear ordinary differential equations are well established, the best previous quantum algorithms for linear partial differential equations (PDEs) have complexity p o l y ( 1 / ϵ ) , where ϵ is the error tolerance. By developing quantum algorithms based on adaptive-order finite difference methods and spectral methods, we improve the complexity of quantum algorithms for linear PDEs to be p o l y ( d , log ⁡ ( 1 / ϵ ) ) , where d is the spatial dimension. Our algorithms apply high-precision quantum linear system algorithms to systems whose condition numbers and approximation errors we bound. We develop a finite difference algorithm for the Poisson equation and a spectral algorithm for more general second-order elliptic equations.
Quantum methods for solving partial differential equations (PDEs) generally fall into a few general categories, each leveraging different quantum mechanisms to achieve potential speedups. One well-known approach is the quantum linear system solver, epitomized by the Harrow-Hassidim-Lloyd (HHL) algorithm, which uses phase estimation and eigenvalue inversion to solve large, sparse linear systems arising from discretized linear PDEs [1]. This method can yield exponential improvements over classical solvers under certain conditions (mostly when the matrix is well-conditioned and sparse). More recent developments, such as Quantum Singular Value Transformation (QSVT), provide a framework for matrix inversion in a more flexible way, often improving on the cost and error dependence of earlier solvers [2]. Time-dependent PDEs can be tackled via Hamiltonian simulations. The Trotter-Suzuki method decomposes the exponential of a Hamiltonian into products of exponentials of simpler sub-Hamiltonians, allowing a piecewise approximation of continuous dynamics [3]. Continuous-time quantum walks, which treat a PDE operator as a Hamiltonian that governs the walk, similarly simulate processes like diffusion or wave propagation on discretized grids or graphs [4]. Beyond direct simulation, variational quantum algorithms have emerged as a promising route in the noisy intermediate-scale quantum era. These approaches encode the PDE solution as a parameterized quantum state and optimize the parameters via classical feedback, thereby minimizing a cost function tied to the PDE residual or energy functional [5]. Quantum annealing or adiabatic methods, meanwhile, can solve optimization problems derived from PDE constraints by adiabatically evolving a simple initial Hamiltonian to the final problem Hamiltonian and staying in the system's ground state [3]. In our study, we implement a new parameterized quantum model, specifically designed to solve large linear systems on quantum hardware. This model is less deep and computationally faster than the proposed one in [5], reducing the complexity and speeding up convergence times. Such improvements are particularly valuable in cases where classical algorithms may fail due to the problem's size or complexity. Ongoing research is focusing on generalized quantum models that can be adapted to practical PDE problems for solving large electromagnetic problems where classical computers can fail.
Partial differential equations (PDEs) play a central role in scientific and engineering analysis, with applications spanning fluid dynamics, heat and mass transfer, electromagnetism, quantum mechanics, and financial modeling, where they are used to describe diffusion processes, wave propagation, and the evolution of complex systems over space and time. Solving multidimensional partial differential equations (PDEs) is a computationally challenging problem, even for the most advanced classical systems. Over the past decade, quantum computing has attracted significant interest as a potential approach for solving complex computational problems, including multidimensional PDEs. Although a variety of approaches have been proposed for solving PDEs, most of the existing techniques are based on variational quantum algorithms (VQAs). Despite being promising, these VQA-based approaches suffer from low accuracy, long execution times, and limited scalability. In this work, we propose a scalable and efficient quantum algorithm for solving multidimensional PDEs. Our algorithm has two variants. One variant is based on the finite difference method (FDM), classical-to-quantum (C2Q) encoding, and numerical instantiation, whereas the other is based on FDM, C2Q, and column-by-column decomposition (CCD). We have also evaluated our algorithm using several practical case studies; namely, Poisson, heat, Black–Scholes, and Navier–Stokes equations. The results show that our proposed approach achieves higher accuracy, greater scalability, and faster execution time than the VQA-based approaches. We validated these findings on both noise-free and noisy simulators, as well as on a hardware emulator and real IBM quantum hardware.
Quantum computing has the potential to transform computational problem-solving by leveraging quantum mechanical principles of superposition and entanglement. This capability is particularly important for the numerical solution of complex and/or multidimensional partial differential equations (PDEs). There are currently many quantum techniques available for solving PDEs, which are mainly based on variational quantum algorithms (VQAs). However, the existing quantum PDE solvers, particularly those based on VQAs suffer from limitations such as low accuracy, high execution times, and low scalability on both simulators as well as on real quantum devices. In this work, we propose an efficient and scalable algorithm for solving multidimensional PDEs. We present two variants of our algorithm: the first leverages finite-difference method (FDM), classical-to-quantum (C2Q) encoding, and numerical instantiation, while the second employs FDM, C2Q, and column-by-column decomposition (CCD). Both variants are designed to enhance accuracy and scalability while reducing execution times. We have validated our proposed algorithm by solving several practically useful PDEs such as Poisson, heat, Black-Scholes, and Navier-Stokes equations. Our results demonstrate higher accuracy, higher scalability, and faster execution times compared to VQA-based solvers on noise-free and noisy quantum simulators from IBM and achieved promising results on real quantum hardware.
Abstract. We introduce a simple and stable computational method for ill-posed partial differential equation (PDE) problems. The method is based on Schrödingerization, introduced in [S. Jin, N. Liu, and Y. Yu, Phys. Rev. Lett., 133 (2024), 230602; S. Jin, N. Liu, and Y. Yu, Phys. Rev. A, 108 (2023), 032603], which maps all linear PDEs into Schrödinger-type equations in one higher dimension, for quantum simulations of these PDEs. Although the original problem is ill-posed, the Schrödingerized equations are Hamiltonian systems and time-reversible, allowing stable computation both forward and backward in time. The original variable can be recovered by data from suitably chosen domain in the extended dimension. We will use the (constant and variable coefficient) backward heat equation and the linear convection equation with imaginary wave speed as examples. Error analysis of these algorithms are conducted and verified numerically. The methods are applicable to both classical and quantum computers, and we also lay out quantum algorithms for these methods. Moreover, we introduce a smooth initialization for the Schrödingerized equation, which will lead to essentially spectral accuracy for the approximation in the extended space, if a spectral method is used. Consequently, the extra qubits needed due to the extra dimension, if a qubit-based quantum algorithm is used, for both well-posed and ill-posed problems, becomes almost [Formula: see text] where [Formula: see text] is the desired precision. This optimizes the complexity of the Schrödingerization based quantum algorithms for any nonunitary dynamical system introduced in [S. Jin, N. Liu, and Y. Yu, Phys. Rev. Lett., 133 (2024), 230602; S. Jin, N. Liu, and Y. Yu, Phys. Rev. A, 108 (2023), 032603].