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.
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.
Solving high-dimensional parabolic partial differential equations (PDEs) is important in engineering, physics, and stochastic control. Deep BSDE methods reformulate semilinear PDEs as backward stochastic differential equations and admit a model-based reinforcement learning interpretation, where trajectories are generated from known stochastic dynamics while a trainable model learns the gradient-related control process. We propose a Quantum Transformer BSDE solver based on Multi-Layer Fully-Connected Variational Quantum Circuits (FC-VQC). The method treats the normalized state trajectory as time--coordinate tokens and applies causal self-attention to learn interactions in the adapted BSDE gradient process. All trainable model parameters are contained within the FC-VQC embedding, projection, feed-forward, and decoder modules, while attention and structural operations remain classical and parameter-free. Experiments on three d=36 PDE benchmarks show that QTransformer consistently improves over the non-attentive FC-VQC baseline and outperforms the classical Transformer at compact hidden widths, while the wider classical Transformer achieves the best overall accuracy. These results demonstrate that combining causal attention with FC-VQC provides an effective quantum architecture for high-dimensional BSDE trajectory learning.
Partial differential equations (PDEs) play a crucial role in financial mathematics, particularly in portfolio optimization, and solving them using classical numerical or neural network methods has always posed significant challenges. Here, we investigate the potential role of quantum circuits for solving PDEs. We design a parameterized quantum circuit (PQC) for implementing a polynomial based on tensor rank decomposition, reducing the quantum resource complexity from exponential to polynomial when the corresponding tensor rank is moderate. Building on this circuit, we develop a Quantum Physics-Informed Neural Network (QPINN) and a Quantum-inspired PINN, both of which guarantee the existence of an approximation of the PDE solution, and this approximation can be represented as a polynomial that incorporates tensor rank decomposition. Numerical experiments are conducted on the Hamilton--Jacobi--Bellman (HJB) PDE arising from the Merton portfolio optimization problem, which determines the optimal investment fraction between a risky and a risk-free asset. The results show that our quantum models achieve lower losses and approximation errors than a classical fully connected PINN while using substantially fewer trainable parameters. Our quantum models further outperform a classical PINN constructed to share a similar inductive bias, providing experimental evidence of quantum-induced improvement in the tested settings and highlighting a resource-efficient pathway toward classical and near-term quantum solvers for PDEs with exploitable solution structure.
Physics-informed neural networks (PINNs) have emerged as a powerful framework for solving partial differential equations (PDEs) by embedding governing physical laws directly into the training objective. Recent advances in quantum machine learning have motivated hybrid quantum-classical extensions aimed at enhancing representational capacity while remaining compatible with near-term quantum hardware. In this work, we investigate trainable embedding strategies within quantum-assisted PINNs for solving parabolic PDEs, using one- and two-dimensional heat equations as canonical benchmarks. We introduce two quantum-assisted architectures that differ in their embedding components. In the first approach, a classical feed-forward neural network generates trainable feature maps for quantum data encoding (FNN-TE-QPINN). In the second, the embedding stage is realized entirely by a parameterized quantum circuit (QNN-TE-QPINN), yielding a fully quantum feature map. Our findings emphasize the critical role of embedding design and support hybrid quantum-classical approaches for parabolic PDE modeling in the NISQ era.
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 algorithms for partial differential equations (PDEs) face severe practical constraints on near-term hardware: limited qubit counts restrict spatial resolution to coarse grids, while circuit depth limitations prevent accurate long-time integration. These hardware bottlenecks confine quantum PDE solvers to low-fidelity regimes despite their theoretical potential for computational speedup. We introduce a multifidelity learning framework that corrects coarse quantum solutions to high-fidelity accuracy using sparse classical training data, facilitating the path toward practical quantum utility for scientific computing. The approach trains a low-fidelity surrogate on abundant quantum solver outputs, then learns correction mappings through a multifidelity neural architecture that balances linear and nonlinear transformations. Demonstrated on benchmark nonlinear PDEs including viscous Burgers equation and incompressible Navier-Stokes flows via quantum lattice Boltzmann methods, the framework successfully corrects coarse quantum predictions and achieves temporal extrapolation well beyond the classical training window. This strategy illustrates how one can reduce expensive high-fidelity simulation requirements while producing predictions that are competitive with classical accuracy. By bridging the gap between hardware-limited quantum simulations and application requirements, this work establishes a pathway for extracting computational value from current quantum devices in real-world scientific applications, advancing both algorithm development and practical deployment of near-term quantum computing for computational physics.
Nonlinear time-dependent partial differential equations are essential in modeling complex phenomena across diverse fields, yet they pose significant challenges due to their computational complexity, especially in higher dimensions. This study explores Quantum Recurrent Neural Networks within an encoder-decoder framework, integrating Variational Quantum Circuits into Gated Recurrent Units and Long Short-Term Memory networks. Using this architecture, the model efficiently compresses high-dimensional spatiotemporal data into a compact latent space, facilitating more efficient temporal evolution. We evaluate the algorithms on the Hamilton-Jacobi-Bellman equation, Burgers' equation, the Gray-Scott reaction-diffusion system, and the three dimensional Michaelis-Menten reaction-diffusion equation. The results demonstrate the superior performance of the quantum-based algorithms in capturing nonlinear dynamics, handling high-dimensional spaces, and providing stable solutions, highlighting their potential as an innovative tool in solving challenging and complex systems.