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Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences

Integration of the Fokker–Planck equation on quantum computers: a new path to modelling nonlinear dynamics

Felix Tennie, Luca Magri

Published Nov 1, 2025• 3 citations
Publisher

Abstract

For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that can integrate nonlinear dynamical systems with a quantum advantage, while being realizable on available (or near-term) quantum hardware, is an open challenge. In this paper, we transform a nonlinear dynamical system into a linear system, which we integrate with quantum algorithms. Key to the method is the Fokker–Planck equation, which is a non-normal partial differential equation. Three approaches are proposed: (i) forward-Euler stepping by block encoding; (ii) Schrödingerization and (iii) forward-Euler stepping by a linear combination of unitaries. We emulate the integration of prototypical nonlinear systems with the proposed quantum solvers and compare the output with the benchmark solutions of classical integrators. We find that classical and quantum outputs are in good agreement. This paper opens opportunities for solving nonlinear differential equations with quantum algorithms.

DOI
10.1098/rspa.2025.0016

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For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that can integrate nonlinear dynamical systems with a quantum advantage, while being realizable on available (or near-term) quantum hardware, is an open challenge. In this paper, we transform a nonlinear dynamical system into a linear system, which we integrate with quantum algorithms. Key to the method is the Fokker–Planck equation, which is a non-normal partial differential equation. Three approaches are proposed: (i) forward-Euler stepping by block encoding; (ii) Schrödingerization and (iii) forward-Euler stepping by a linear combination of unitaries. We emulate the integration of prototypical nonlinear systems with the proposed quantum solvers and compare the output with the benchmark solutions of classical integrators. We find that classical and quantum outputs are in good agreement. This paper opens opportunities for solving nonlinear differential equations with quantum algorithms.
For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that can integrate nonlinear dynamical systems with a quantum advantage, whilst being realisable on available (or near-term) quantum hardware, is an open challenge. In this paper, we propose to transform a nonlinear dynamical system into a linear system, which we integrate with quantum algorithms. Key to the method is the Fokker-Planck equation, which is a non-normal partial differential equation. Three integration strategies are proposed: (i) Forward-Euler stepping by unitary block encoding; (ii) Schroedingerisation, and (iii) Forward-Euler stepping by linear addition of unitaries. We emulate the integration of prototypical nonlinear systems with the proposed quantum solvers, and compare the output with the benchmark solutions of classical integrators. We find that classical and quantum outputs are in good agreement. This paper opens opportunities for solving nonlinear differential equations with quantum algorithms.
To approximate solutions of complex nonlinear partial differential equations remains a computational challenge, especially for sets of equations relevant in industry, such as Euler or Navier-Stokes equations. Even the most sophisticated computational fluid dynamic algorithms coupled with powerful supercomputers can not find approximate solutions for several design challenges in both adequate time and scale-resolving accuracy. One difficulty arises from solving high dimensional, strongly nonlinear partial differential equations, such as the Navier-Stokes equations, which capture the underlying physics. For nearly all classical algorithms, methods closely related to Newton's method are used to approximate a solution to the problem. Approximately solving the large-scale linear systems of equations occurring in this iterative scheme is generally a main contributor to the total computational complexity. In this paper a new quantum linear system solver supporting Newton's classical method to solve nonlinear partial differential equations is introduced. We present a new variant of the HHL algorithm, requiring less apriori information regarding the eigenvalues of the corresponding matrix. We apply this quantum linear system solver in a hybrid quantum-classical fashion to solve nonlinear partial differential equations. Moreover, a resource estimation for advanced use-cases of practical relevance is provided. Our results demonstrate how quantum computation may improve existing classical methodologies for solving nonlinear partial differential equations. This approach provides another promising application of quantum computers and presents a possible way forward for handling nonlinearities on inherently linear quantum systems.
Recent advances in quantum hardware and quantum computing algorithms promise significant breakthroughs in computational capabilities. Quantum computers can achieve exponential improvements in speed vs classical computers by employing principles of quantum mechanics like superposition and entanglement. However, designing quantum algorithms to solve the nonlinear partial differential equations governing fluid dynamics is challenging due to the inherent linearity of quantum mechanics, which requires unitary transformation. In this study, we first address in detail several challenges that arise when trying to deal with nonlinearity using quantum algorithms and then propose a novel pure quantum algorithm for solving a nonlinear Burgers' equation. We employed multiple copies of the state vector to calculate the nonlinear term, which is necessary due to the no-cloning theorem. By reusing qubits from the previous time steps, we significantly reduced the number of qubits required for multi-step simulations, from exponential/quadratic scaling in earlier studies to linear scaling in time in the current study. We also employed various advanced quantum techniques, including block-encoding, quantum Hadamard product, and the linear combination of unitaries, to design a quantum circuit for the proposed quantum algorithm. The quantum circuit was executed on quantum simulators, and the obtained results demonstrated excellent agreement with those from classical simulations.
In recent years, significant progress has been made in the development of quantum algorithms for linear ordinary differential equations as well as linear partial differential equations. There has not been similar progress in the development of quantum algorithms for nonlinear differential equations. In the present work, the focus is on nonlinear partial differential equations arising as governing equations in fluid mechanics. First, the key challenges related to nonlinear equations in the context of quantum computing are discussed. Then, as the main contribution of this work, quantum circuits are presented that represent the nonlinear convection terms in the Navier–Stokes equations. The quantum algorithms introduced use encoding in the computational basis, and employ arithmetic based on the Quantum Fourier Transform. Furthermore, a floating-point type data representation is used instead of the fixed-point representation typically employed in quantum algorithms. A complexity analysis shows that even with the limited number of qubits available on current and near-term quantum computers (<100), nonlinear product terms can be computed with good accuracy. The importance of including sub-normal numbers in the floating-point quantum arithmetic is demonstrated for a representative example problem. Further development steps required to embed the introduced algorithms into larger-scale algorithms are discussed.
In this paper, we propose efficient quantum algorithms for solving nonlinear stochastic differential equations (SDE) via the associated Fokker-Planck equation (FPE). We discretize the FPE in space and time using two well-known numerical schemes, namely Chang-Cooper and implicit finite difference. We then compute the solution of the resulting system of linear equations using the quantum linear systems algorithm. We present detailed error and complexity analyses for both these schemes and demonstrate that our proposed algorithms, under certain conditions, provably compute the solution to the FPE within prescribedϵ\epsilonϵerror bounds with polynomial dependence on state dimensionddd. Classical numerical methods scale exponentially with dimension, thus, our approach, under the aforementioned conditions, provides an exponential speed-up over traditional approaches.
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.