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QUANTUM ALGORITHMS FOR DIFFERENTIAL EQUATIONS

Aaron Ostrander

Published Jan 1, 2019• 0 citations
Publisher

Abstract

This thesis describes quantum algorithms for Hamiltonian simulation, ordinary differential equations (ODEs), and partial differential equations (PDEs). Product formulas are used to simulate Hamiltonians which can be expressed as a sum of terms which can each be simulated individually. By simulating each of these terms in sequence, the net effect approximately simulates the total Hamiltonian. We find that the error of product formulas can be improved by randomizing over the order in which the Hamiltonian terms are simulated. We prove that this approach is asymptotically better than ordinary product formulas and present numerical comparisons for small numbers of qubits. The ODE algorithm applies to the initial value problem for time-independent first order linear ODEs. We approximate the propagator of the ODE by a truncated Taylor series, and we encode the initial value problem in a large linear system. We solve this linear system with a quantum linear system algorithm (QLSA) whose output we perform a post-selective measurement on. The resulting state encodes the solution to the initial value problem. We prove that our algorithm is asymptotically optimal with respect to several system parameters. The PDE algorithms apply the finite difference method (FDM) to Poisson's equation, the wave equation, and the Klein-Gordon equation. We use high order FDM approximations of the Laplacian operator to develop linear systems for Poisson's equation in cubic volumes under periodic, Neumann, and Dirichlet boundary conditions. Using QLSAs, we output states encoding solutions to Poisson's equation. We prove that our algorithm is exponentially faster with respect to the spatial dimension than analogous classical algorithms. We also consider how high order Laplacian approximations can be used for simulating the wave and Klein-Gordon equations. We consider under what conditions it suffices to use Hamiltonian simulation for time evolution, and we propose an algorithm for these cases that uses QLSAs for state preparation and post-processing.

DOI
10.13016/f6s5-natd

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This thesis describes quantum algorithms for Hamiltonian simulation, ordinary differential equations (ODEs), and partial differential equations (PDEs). Product formulas are used to simulate Hamiltonians which can be expressed as a sum of terms which can each be simulated individually. By simulating each of these terms in sequence, the net effect approximately simulates the total Hamiltonian. We find that the error of product formulas can be improved by randomizing over the order in which the Hamiltonian terms are simulated. We prove that this approach is asymptotically better than ordinary product formulas and present numerical comparisons for small numbers of qubits. The ODE algorithm applies to the initial value problem for time-independent first order linear ODEs. We approximate the propagator of the ODE by a truncated Taylor series, and we encode the initial value problem in a large linear system. We solve this linear system with a quantum linear system algorithm (QLSA) whose output we perform a post-selective measurement on. The resulting state encodes the solution to the initial value problem. We prove that our algorithm is asymptotically optimal with respect to several system parameters. The PDE algorithms apply the finite difference method (FDM) to Poisson's equation, the wave equation, and the Klein-Gordon equation. We use high order FDM approximations of the Laplacian operator to develop linear systems for Poisson's equation in cubic volumes under periodic, Neumann, and Dirichlet boundary conditions. Using QLSAs, we output states encoding solutions to Poisson's equation. We prove that our algorithm is exponentially faster with respect to the spatial dimension than analogous classical algorithms. We also consider how high order Laplacian approximations can be used for simulating the wave and Klein-Gordon equations. We consider under what conditions it suffices to use Hamiltonian simulation for time evolution, and we propose an algorithm for these cases that uses QLSAs for state preparation and post-processing.
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.
We present a quantum algorithm for simulating the wave equation under Dirichlet and Neumann boundary conditions. The algorithm uses Hamiltonian simulation and quantum linear system algorithms as subroutines. It relies on factorizations of discretized Laplacian operators to allow for polynomially improved scaling in truncation errors and improved scaling for state preparation relative to general purpose quantum algorithms for solving linear differential equations. Relative to classical algorithms for simulating the DDD-dimensional wave equation, our quantum algorithm achieves exponential space savings and achieves a speedup which is polynomial for fixed DDD and exponential in DDD. We also consider using Hamiltonian simulation for Klein-Gordon equations and Maxwell's equations.
Current classical simulations of physical phenomena face many limitations, particularly when dealing with complex systems such as turbulent fluids, plasmas or strongly correlated quantum materials. These simulations often struggle with high computational costs, limited scalability across multiple dimensions and time scales, and difficulties in capturing inherently non-linear or chaotic behaviors. Even with access to powerful high performance computing (HPC) resources, accurately resolving fine-scale dynamics or long time evolutions remains a significant challenge. The development of novel numerical methods is therefore essential for both academic research and industrial applications. Quantum computers emerge as novel numerical tools for studying such systems and solving the partial differential equations that model them. Thanks to the superposition and entanglement properties of qubits, digital computations can be performed in novel ways, offering promising theoretical speedups for certain problems. In this context, this thesis contributes to the development and understanding of quantum algorithms, ranging from the design of quantum circuits to the numerical solutions of partial and ordinary differential equations. First, efficient quantum circuits are presented for the implementation of crucial routines that are prevalent in quantum algorithms (multi-controlled operations, quantum state preparation, diagonal operations), and for a novel routine: the quantum Laplace transform. These routines limited the efficiency of quantum algorithms due to generic implementations that required complexities scaling exponentially with the number of qubits. Now, these tasks can be performed with tailored quantum circuits that leverage the structure of the physical problems. In the second part, quantum numerical schemes are introduced to address anisotropic transport equations and non-linear Hamiltonian ODEs. These schemes are composed of three steps (initialization, evolution, and measurement) and are based on high-ordered finite-difference and product formula approximations, also known as Trotterization. Efficient protocols to measure quantities of interest are presented, and a novel numerical analysis based on the vector norm instead of the generic operator norm is introduced, proving that the number of time-steps can be reduced by a factor that scales exponentially with the number of qubits while reaching similar accuracy. Additionally, non-linear Madelung transforms are studied to solve fluid equations on quantum computers. The various results of this thesis are illustrated with classical simulations of the quantum algorithms and simulations on real quantum hardware. This work lays the foundations for the practical simulations of classical physical systems on both current noisy-intermediate-scale quantum devices and future fault-tolerant quantum computers.
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.
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 (ODEs) or partial differential equation (PDEs) can be challenging to solve on classical computers due to high dimensionality, stiffness, nonlinearities, and sensitive dependence to initial conditions. For sparse nnn-dimensional linear ODEs, quantum algorithms have been developed which can produce a quantum state proportional to the solution in poly(log(nx)) time using the quantum linear systems algorithm (QLSA). Recently, this framework was extended to systems of nonlinear ODEs with quadratic polynomial vector fields by applying Carleman linearization that enables the embedding of the quadratic system into an approximate linear form. A detailed complexity analysis was conducted which showed significant computational advantage under certain conditions. We present an extension of this algorithm to deal with systems of nonlinear ODEs with kkk-th degree polynomial vector fields for arbitrary (finite) values of kkk. The steps involve: 1) mapping the kkk-th degree polynomial ODE to a higher dimensional quadratic polynomial ODE; 2) applying Carleman linearization to transform the quadratic ODE to an infinite-dimensional system of linear ODEs; 3) truncating and discretizing the linear ODE and solving using the forward Euler method and QLSA. Alternatively, one could apply Carleman linearization directly to the kkk-th degree polynomial ODE, resulting in a system of infinite-dimensional linear ODEs, and then apply step 3. This solution route can be computationally more efficient. We present detailed complexity analysis of the proposed algorithms, prove polynomial scaling of runtime on kkk and demonstrate the framework on an example.