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SPIE Quantum Technologies for Defence and Security

Quantum computing for partial differential equations in practice

Niels M. P. Neumann, Jasper Verbree, Carmen Rosa Hoek

Published Nov 15, 2024• 1 citation
Publisher

Abstract

Quantum computers have the potential to solve some complex problems much faster than classical equivalents. Significant research efforts are aimed at determining which algorithms give which advantages for different use-cases. An application where quantum computers can possibly bring great advantages is solving (partial) differential equations, which has a broad set of applications, for instance in wave-propagation models. Few differential equations admit an analytical solution. For most heuristic methods are required to approximate a solution. Well-known heuristic techniques include the finite element and finite difference method, where the considered space is partitioned and systems of linear equations resulting from this partitioning need to be solved. Quantum computing puts forward new methods to solve these systems of linear equations and hence these differential equations. First, the HHL algorithm gives an efficient way to solve a linear system of equations. The HHL algorithm comes with drawbacks, but in this specific use-case some of these objections might be circumvented. Quantum computers furthermore offer the variational approach: an optimization-based path to solving differential equations. With this approach, the devices might even ‘learn’ the noise patterns emerging in present day quantum computers and compensate for it. In this work we revisit quantum methods for solving partial differential equations and consider how well they work in solving differential equations in practice. We also discuss possible caveats and bottlenecks of the approaches.

DOI
10.1117/12.3033212

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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.
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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 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.
Contemporary quantum computers open up novel possibilities for tackling intricate problems, encompassing quantum system modeling and solving partial differential equations (PDEs). This paper explores the optimization of quantum algorithms aimed at resolving PDEs, presenting a significant challenge within the realm of computational science. The work delves into the application of the Variational Quantum Eigensolver (VQE) for addressing equations such as Poisson's equation. It employs a Hamiltonian constructed using a modified Feynman-Kitaev formalism for a VQE, which represents a quantum system and encapsulates information pertaining to the classical system. By optimizing the parameters of the quantum circuit that implements this Hamiltonian, it becomes feasible to achieve minimization, which corresponds to the solution of the original classical system. The modification optimizes quantum circuits by minimizing the cost function associated with the VQE. The efficacy of this approach is demonstrated through the illustrative example of solving the Poisson equation. The prospects for its application to the integration of more generalized PDEs are discussed in detail. This study provides an in-depth analysis of the potential advantages of quantum algorithms in the domain of numerical solutions for the Poisson equation and emphasizes the significance of continued research in this direction. By leveraging quantum computing capabilities, the development of more efficient methodologies for solving these equations is possible, which could significantly transform current computational practices. The findings of this work underscore not only the practical advantages but also the transformative potential of quantum computing in addressing complex PDEs. Moreover, the results obtained highlight the critical need for ongoing research to refine these techniques and extend their applicability to a broader class of PDEs, ultimately paving the way for advancements in various scientific and engineering domains.