We present a simplified analog quantum simulation protocol for preparing quantum states that embed solutions of parabolic partial differential equations, including the heat, Black-Scholes and Fokker-Planck equations. The key idea is to approximate the heat equations by a system of hyperbolic heat equations that involve only first-order differential operators. This scheme requires relatively simple interaction terms in the Hamiltonian, which are the electric and magnetic dipole moment-like interaction terms that would be present in a Jaynes-Cummings-like model. For a d-dimensional problem, we show that it is much more appropriate to use a single d-level quantum system - a qudit - instead of its qubit counterpart, and d+1 qumodes. The total resource cost is efficient in d and precision error, and has potential for realisability for instance in cavity and circuit QED systems.
We present a simplified analog quantum simulation protocol for preparing quantum states that embed solutions of parabolic partial differential equations, including the heat, Black-Scholes and Fokker-Planck equations. The key idea is to approximate the heat equations by a system of hyperbolic heat equations that involve only first-order differential operators. This scheme requires relatively simple interaction terms in the Hamiltonian, which are the electric and magnetic dipole moment-like interaction terms that would be present in a Jaynes-Cummings-like model. For a d-dimensional problem, we show that it is much more appropriate to use a single d-level quantum system - a qudit - instead of its qubit counterpart, and d+1 qumodes. The total resource cost is efficient in d and precision error, and has potential for realisability for instance in cavity and circuit QED systems.
Abstract Quantum simulators were originally proposed for simulating one partial differential equation (PDE) in particular—Schrödinger’s equation. Can quantum simulators also efficiently simulate other PDEs? While most computational methods for PDEs—both classical and quantum—are digital (they must be discretised first), PDEs have continuous degrees of freedom. This suggests that an analog representation can be more natural. While digital quantum degrees of freedom are usually described by qubits, the analog or continuous quantum degrees of freedom can be captured by qumodes. Based on a method called Schrödingerisation, we show how to directly map D-dimensional linear PDEs onto a ( D + 1 ) -qumode quantum system where analog or continuous-variable (CV) Hamiltonian simulation on D + 1 qumodes can be used. This very simple methodology does not require one to discretise PDEs first, and it is not only applicable to linear PDEs but also to some nonlinear PDEs and systems of nonlinear ordinary differential equations. We show some examples using this method, including the Liouville equation, heat equation, Fokker–Planck equation, Black–Scholes equations, wave equation and Maxwell’s equations. We also devise new protocols for linear PDEs with random coefficients, important in uncertainty quantification, where it is clear how the analog or CV framework is most natural. This also raises the possibility that some PDEs may be simulated directly on analog quantum systems by using Hamiltonians natural for those quantum systems.
We study a recently introduced simple method [S. Jin, N. Liu, and Y. Yu, Quantum simulation of partial differential equations via Schr\"odingerisation, arXiv:2212.13969] for solving general linear partial differential equations with quantum simulation. This method converts linear partial differential equations into a Hamiltonian system, using a simple transformation called the warped phase transformation. Here we provide a more-in-depth technical discussion and expand on this approach in a more detailed and pedagogical way. We apply this to examples of partial differential equations, including heat, convection, Fokker-Planck, linear Boltzmann, and Black-Scholes equations. This approach can also be extended to general linear partial differential equations, including the Vlasov-Fokker-Planck equation and the Liouville representation equation for nonlinear ordinary differential equations. Extension to higher-order time derivatives is also possible.
We propose a quantum machine learning framework for approximating solutions to high-dimensional parabolic partial differential equations (PDEs) that can be reformulated as backward stochastic differential equations (BSDEs). In contrast to popular quantum-classical network hybrid approaches, this study employs the pure Variational Quantum Circuit (VQC) as the core solver without trainable classical neural networks. The quantum BSDE solver performs pathwise approximation via temporal discretization and Monte Carlo simulation, framed as model-based reinforcement learning. We benchmark VQCbased and classical deep neural network (DNN) solvers on two canonical PDEs as representatives: the Black-Scholes and nonlinear Hamilton-Jacobi-Bellman (HJB) equations. The VQC achieves lower variance and improved accuracy in most cases, particularly in highly nonlinear regimes and for out-of-themoney options, demonstrating greater robustness than DNNs. These results, obtained via quantum circuit simulation, highlight the potential of VQCs as scalable and stable solvers for highdimensional stochastic control problems.
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.
We present a novel new way-called Schrödingerization-to simulate general (quantum and nonquantum) systems of linear ordinary and partial differential equations (PDEs) via quantum simulation. We introduce a new transform, referred to as the warped phase transformation, where any linear-including nonautonamous-system of ordinary or partial differential equation can be recast into a system of Schrödinger's equations, in real time, in a straightforward way. This approach is not only applicable to PDEs for classical problems but is also useful for quantum problems, including the preparation of quantum ground states and Gibbs thermal states, the simulation of quantum states in random media in the semiclassical limit, simulation of Schrödinger's equation in a bounded domain with artificial boundary conditions, and other non-Hermitian physics. This formulation is versatile enough to be applicable in a simple way to both digital quantum simulation as well as to analog quantum simulation, and using either qubits or continuous-variable quantum systems (qumodes).
This paper studies a quantum simulation technique for solving the Fokker-Planck equation. Traditional semi-discretization methods often fail to preserve the underlying Hamiltonian dynamics and may even modify the Hamiltonian structure, particularly when incorporating boundary conditions. We address this challenge by employing the Schrödingerization method – it converts any linear partial and ordinary differential equation with non-Hermitian dynamics into systems of Schrödinger-type equations. It does so via the so-called warped phase transformation that maps the equation into one higher dimension. We explore the application in two distinct forms of the Fokker-Planck equation. For the conservation form, we show that the semi-discretization-based Schrödingerization is preferable, especially when dealing with non-periodic boundary conditions. Additionally, we analyze the Schrödingerization approach for unstable systems that possess positive eigenvalues in the real part of the coefficient matrix or differential operator. Our analysis reveals that the direct use of Schrödingerization has the same effect as a stabilization procedure. For the heat equation form, we propose a quantum simulation procedure based on the time-splitting technique, and give explicitly its corresponding quantum circuit. We discuss the relationship between operator splitting in the Schrödingerization method and its application directly to the original problem, illustrating how the Schrödingerization method accurately reproduces the time-splitting solutions at each step. Furthermore, we explore finite difference discretizations of the heat equation form using shift operators. Utilizing Fourier bases, we diagonalize the shift operators, enabling efficient simulation in the frequency space. Providing additional guidance on implementing the diagonal unitary operators, we conduct a comparative analysis between diagonalizations in the Bell and the Fourier bases, and show that the former generally exhibits greater efficiency than the latter.