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IEEE International Conference on Quantum Computing and Engineering (QCE)

Continuous Variables Quantum Algorithm for Solving Ordinary Differential Equations

Alice Barthe, Michele Grossi, Jordi Tura, Vedran Dunjko

Published Sep 17, 2023• 5 citations
Publisher

Abstract

Solving Ordinary Differential Equations (ODE) is important for a broad range of domains, such as engineering, weather forecast, and finance. Most quantum algorithms proposed to solve them revolve around transforming ODEs into a system of linear equations, in order to benefit from the exponential advantage promised by the HHL algorithm. However, there are known limitations to this subroutine such as the linear scaling with condition number. In particular, for HHL-based ODE solvers, this dependency yields a complexity that generally grows exponentially with the integration time. In this paper, we present a scheme that does not rely on the HHL subroutine. We use the Koopman Von Neumann (KvN) formalism that maps arbitrary nonlinear dynamics to a Hilbert space where the dynamics are unitary. This effectively reduces the ODE problem to a Hamiltonian time evolution, which is a well-known problem in quantum computing. However, this comes at a cost as the KvN formalism is expressed in an infinite-dimensional Hilbert space, and involves nonphysical states with infinite energies. Previous works have tackled this by truncating the Hilbert space, and by approximating all the relevant states and operations on qubit-based systems. Instead of mapping to qubit-based computations, in this paper, we investigate the direct use of continuous-variable quantum computers for this problem. We provide an algorithm to compile a sequence of Gaussian and non-Gaussian continuous variables gates to solve an arbitrary one-dimensional polynomial ODE. We analyze the algorithm and propose that it is intrinsically better suited for solving so-called initial distribution problems, rather than initial condition problems. We propose the first steps towards a comprehensive complexity and specify which steps need to be developed for a complete analysis.

DOI
10.1109/qce57702.2023.10183

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Solving Ordinary Differential Equations (ODE) is important for a broad range of domains, such as engineering, weather forecast, and finance. Most quantum algorithms proposed to solve them revolve around transforming ODEs into a system of linear equations, in order to benefit from the exponential advantage promised by the HHL algorithm. However, there are known limitations to this subroutine such as the linear scaling with condition number. In particular, for HHL-based ODE solvers, this dependency yields a complexity that generally grows exponentially with the integration time. In this paper, we present a scheme that does not rely on the HHL subroutine. We use the Koopman Von Neumann (KvN) formalism that maps arbitrary nonlinear dynamics to a Hilbert space where the dynamics are unitary. This effectively reduces the ODE problem to a Hamiltonian time evolution, which is a well-known problem in quantum computing. However, this comes at a cost as the KvN formalism is expressed in an infinite-dimensional Hilbert space, and involves nonphysical states with infinite energies. Previous works have tackled this by truncating the Hilbert space, and by approximating all the relevant states and operations on qubit-based systems. Instead of mapping to qubit-based computations, in this paper, we investigate the direct use of continuous-variable quantum computers for this problem. We provide an algorithm to compile a sequence of Gaussian and non-Gaussian continuous variables gates to solve an arbitrary one-dimensional polynomial ODE. We analyze the algorithm and propose that it is intrinsically better suited for solving so-called initial distribution problems, rather than initial condition problems. We propose the first steps towards a comprehensive complexity and specify which steps need to be developed for a complete analysis.
Quantum computers have the potential to efficiently solve a system of nonlinear ordinary differential equations (ODEs), which play a crucial role in various industries and scientific fields. However, it remains unclear which system of nonlinear ODEs, and under what assumptions, can achieve exponential speedup using quantum computers. In this work, we introduce a class of systems of nonlinear ODEs that can be efficiently solved on quantum computers, where the efficiency is defined as solving the system with computational complexity of O(Tlog(N)polylog(1/ε))O(T {\rm log}(N) {\rm polylog}(1/ε))O(Tlog(N)polylog(1/ε)), where TTT is the evolution time, εεε is the allowed error, and NNN is the number of variables in the system. Specifically, we employ the Koopman-von Neumann linearization to map the system of nonlinear ODEs to Hamiltonian dynamics and find conditions where the norm of the mapped Hamiltonian is preserved and the Hamiltonian is sparse. This allows us to use the optimal Hamiltonian simulation technique for solving the nonlinear ODEs with O(log(N))O({\rm log}(N))O(log(N)) overhead. Furthermore, we show that the nonlinear ODEs include a wide range of systems of nonlinear ODEs, such as the nonlinear harmonic oscillators and the short-range Kuramoto model. This is the first concrete example of solving systems of nonlinear ODEs with exponential quantum speedup by the Koopman-von Neumann linearization, although it is noted that this assumes efficient preparation of the initial state and computation of the output. These findings contribute significantly to the application of quantum computers in solving nonlinear problems.
The Koopman-von Neumann (KvN) formalism recasts classical mechanics in a Hilbert space framework using complex wavefunctions and linear operators, akin to quantum mechanics. Instead of evolving probability densities in phase space (as in Liouville's equation), KvN uses a Schrödinger-like equation for a classical wavefunction, with commuting position and momentum operators. Mapped to quantum computing, KvN offers a promising route to simulate classical dynamical systems using quantum algorithms by leveraging unitary evolution and quantum linear algebra tools, potentially enabling efficient classical-to-quantum mappings without invoking full quantum uncertainty. In this work, we specifically explore the implementation of the KvN approach on continuous-variable photonic quantum computing architectures, with the goals of leveraging quantum simulation for both sampling and computing intractable nonlinear dynamics. We will demonstrate its implementation and feasibility with two problems: the harmonic oscillator and a 1D partial differential equation governing nonlinear dynamics.
Quantum algorithms offer an exponential advantage with respect to the number of dependent variables for solving certain nonlinear ordinary differential equations (ODEs). These algorithms typically begin by transforming the original nonlinear ODE into a higher-dimensional linear ODE using a linearization technique, most commonly Carleman linearization. Existing works restrict their analysis to ODEs where the nonlinearities are polynomial functions of the dependent variables, significantly limiting their applicability. In this work we construct an efficient quantum algorithm for solving ODEs with `Fourier' nonlinear terms expressible as du/dt=G0+G1eiud{\bf u}/dt = G_0 + G_1 e^{i{\bf u}}du/dt=G0​+G1​eiu, where u{\bf u}u denotes a vector of nnn complex variables evolving with ttt, G0G_0G0​ is an nnn-dimensional complex vector, G1G_1G1​ is an n×nn \times nn×n complex matrix and eiue^{i{\bf u}}eiu denotes the vector with entries {eiuj}\{e^{iu_j}\}{eiuj​}. To tackle the Fourier nonlinear term, which is not expressible as a finite sum of polynomials of u{\bf u}u, our algorithm employs a generalization of the Carleman linearization technique known as Koopman linearization. We also make other methodological advances towards relaxing the stringent dissipativity condition required for efficient solution extraction and towards integrated readout of classical quantities from the solution state. Our results open avenues to the development of efficient quantum algorithms for a significantly wider class of high-dimensional nonlinear ODEs, thereby broadening the scope of their applications.
The simulation of nonlinear ordinary differential equations on quantum computers is inherently challenging, as quantum gates are linear operators on qubit states. In this paper, we put forth a Koopman-von Neumann (KvN) operator based algorithm for solving nonlinear ordinary differential equations on a quantum computer which overcomes the innate limitations of quantum operations. In this approach, a Liouville probability density is embedded into a wavefunction, the evolution of which is governed by an operator dual to the Koopman operator. The trajectories corresponding to the nonlinear differential equations are reconstructed from the average value of Koopman observables evaluated through quantum measurements. We specifically evaluate the computational limitations of solving nonlinear equations within this Liouville embedding framework. An Ehrenfest-type estimate is derived that relates the reconstruction error to the covariance of the transported density, highlighting the competition between linear stretching and Hessian-induced folding.This leads to a key stability criterion, which depends on the local Ehrenfest-Reynolds number. We discuss the effects of measurement-induced errors including those due to Hadamard-test sampling, amplitude estimation, and bias due to covariance in probabilistic Grover-type inference on the evaluation of trajectories. The limiting bounds on the accuracy of quantum computations are numerically verified for the Lotka-Volterra system and for the quartic oscillator. We observe a rapid growth in computational errors when the Ehrenfest-Reynolds number approaches the predicted threshold. The bounds resulting from our analysis provide key guidelines for selecting the width of the initial Gaussian probability distribution associated with a system of nonlinear ordinary differential equations.
Quantum computers have long been expected to efficiently solve complex classical differential equations. Most digital, fault-tolerant approaches use Carleman linearization to map nonlinear systems to linear ones and then apply quantum linear-system solvers. However, provable speedups typically require digital truncation and full fault tolerance, rendering such linearization approaches challenging to implement on current hardware. Here we present an analog, continuous-variable algorithm based on coupled bosonic modes with qubit-based adaptive measurements that avoids Hilbert-space digitization. This method encodes classical fields as coherent states and, via Kraus-channel composition derived from the Koopman-von Neumann (KvN) formalism, maps nonlinear evolution to linear dynamics. Unlike many analog schemes, the algorithm is provably efficient: advancing a first-order, LLL-grid point, ddd-dimensional, order-KKK spatial-derivative, degree-rrr polynomial-nonlinearity, strongly dissipative partial differential equations (PDEs) for TTT time steps costs O(T(log⁡L+drlog⁡K))\mathcal{O}\left(T(\log L + d r \log K)\right)O(T(logL+drlogK)). The capability of the scheme is demonstrated by using it to simulate the one-dimensional Burgers' equation and two-dimensional Fisher-KPP equation. The resilience of the method to photon loss is shown under strong-dissipation conditions and an analytic counterterm is derived that systematically cancels the dominant, experimentally calibrated noise. This work establishes a continuous-variable framework for simulating nonlinear systems and identifies a viable pathway toward practical quantum speedup on near-term analog 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.