A variational quantum algorithm for numerically solving partial differential equations (PDEs) on a quantum computer was proposed by Lubasch et al. [Phys. Rev. A 101, 010301(R) (2020)]. In this paper we generalize the method introduced by Lubasch et al. to cover a broader class of nonlinear PDEs as well as multidimensional PDEs and study the performance of the variational quantum algorithm on several example equations. Specifically, we show via numerical simulations that the algorithm can solve instances of the single-asset Black-Scholes equation with a nontrivial nonlinear volatility model, the double-asset Black-Scholes equation, the Buckmaster equation, and the deterministic Kardar-Parisi-Zhang equation. Our simulations use up to $n=12$ Ansatz qubits, computing PDE solutions with ${2}^{n}$ grid points. We also perform proof-of-concept demonstrations with a trapped-ion quantum processor from IonQ [Nat. Commun. 10, 5464 (2019)], showing accurate computation of two representative expectation values needed for the calculation of a single time step of the nonlinear Black-Scholes equation. Through our classical simulations and demonstrations on quantum hardware, we identify and discuss several open challenges for using quantum variational methods to solve PDEs in a regime with a large number (much greater than ${2}^{20}$) of grid points, but also a practical number of gates per circuit and circuit shots.
A variational quantum algorithm for numerically solving partial differential equations (PDEs) on a quantum computer was proposed by Lubasch et al. [Phys. Rev. A 101, 010301(R) (2020)]. In this paper we generalize the method introduced by Lubasch et al. to cover a broader class of nonlinear PDEs as well as multidimensional PDEs and study the performance of the variational quantum algorithm on several example equations. Specifically, we show via numerical simulations that the algorithm can solve instances of the single-asset Black-Scholes equation with a nontrivial nonlinear volatility model, the double-asset Black-Scholes equation, the Buckmaster equation, and the deterministic Kardar-Parisi-Zhang equation. Our simulations use up to n=12 Ansatz qubits, computing PDE solutions with 2n grid points. We also perform proof-of-concept demonstrations with a trapped-ion quantum processor from IonQ [Nat. Commun. 10, 5464 (2019)], showing accurate computation of two representative expectation values needed for the calculation of a single time step of the nonlinear Black-Scholes equation. Through our classical simulations and demonstrations on quantum hardware, we identify and discuss several open challenges for using quantum variational methods to solve PDEs in a regime with a large number (much greater than 220) of grid points, but also a practical number of gates per circuit and circuit shots.
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.
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 computing has the potential to solve certain compute-intensive problems faster than classical computing by leveraging the quantum mechanical properties of superposition and entanglement. This capability can be particularly useful for solving Partial Differential Equations (PDEs), which are challenging to solve even for High-Performance Computing (HPC) systems, especially for multidimensional PDEs. This led researchers to investigate the usage of Quantum-Centric High-Performance Computing (QC-HPC) to solve multidimensional PDEs for various applications. However, the current quantum computing-based PDE-solvers, especially those based on Variational Quantum Algorithms (VQAs) suffer from limitations, such as low accuracy, long execution times, and limited scalability. In this work, we propose an innovative algorithm to solve multidimensional PDEs with two variants. The first variant uses Finite Difference Method (FDM), Classical-to-Quantum (C2Q) encoding, and numerical instantiation, whereas the second variant utilizes FDM, C2Q encoding, and Column-by-Column Decomposition (CCD). We evaluated the proposed algorithm using the Poisson equation as a case study and validated it through experiments conducted on noise-free and noisy simulators, as well as hardware emulators and real quantum hardware from IBM. Our results show higher accuracy, improved scalability, and faster execution times in comparison to variational-based PDE-solvers, demonstrating the advantage of our approach for solving multidimensional PDEs.
Mathematical models of electrochemical systems such as batteries or fuel cells consist of sets of coupled nonlinear partial differential equations. We describe how variational quantum algorithms (VQAs) can be used to solve these equations on a quantum computer [1]. VQAs are hybrid quantum-classical algorithms, where a cost function is calculated on a quantum computer and its parameters are optimised classically. We present a spacetime representation, inspired by the Feynman--Kitaev Hamiltonian [2], where the solution to a PDE at all times is obtained by minimising just one function. [1] A.J. Pool, A.D. Somoza, C. Mc Keever, M. Lubasch, B. Horstmann, Phys. Rev. Res. 6 (2024), 3, 033257 [2] S. Barison, F. Vicentini, J.I. Cirac, G. Carleo, Phys. Rev. Res. 4 (2022), 4, 043161
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. Currently, the most promising route to useful deployment of quantum processors in the short to near term are so-called hybrid variational quantum algorithms (VQAs). Thus, variational methods for PDEs have been proposed as a candidate for quantum advantage in the noisy intermediate-scale quantum (NISQ) era. In this work, we conduct an extensive study of utilizing VQAs on real quantum devices to solve the simplest prototype of a PDE---the Poisson equation. Although results on noiseless simulators for small problem sizes may seem deceivingly promising, the performance on quantum computers is very poor. We argue that direct resolution of PDEs via an amplitude encoding of the solution is not a good use case within reach of today's quantum devices---especially when considering large system sizes and more complicated nonlinear PDEs that are required in order to be competitive with classical high-end solvers.