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Lecture notes in networks and systems

Quantum Algorithms for Partial Differential Equations: A Performance Review and Future Trajectories

Thanh Nguyen

Published Jan 1, 2025• 0 citations
Publisher
DOI
10.1007/978-3-032-11524-9_2

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Partial differential equations (PDEs) play an important role in engineering since various physical phenomena can be well described by PDEs. The key problems in solving PDEs are memory usage and computational time when the size of the system of interest grows. Given the potential of quantum computing, we propose a quantum algorithm for solving PDEs based on the Hamiltonian simulation, which is well known as the possible application of quantum computing for physical simulation. First, we review the method of linear combination of Hamiltonian simulation and propose its implementation via a tensor network technique. Second, we discuss how to deal with the spatially varying physical constants via a logic minimizer technique. Finally, we provide numerical experiments to demonstrate our proposed method.
We propose an algorithm based on variational quantum imaginary time evolution for solving the Feynman-Kac partial differential equation resulting from a multidimensional system of stochastic differential equations. We utilize the correspondence between the Feynman-Kac partial differential equation (PDE) and the Wick-rotated Schrödinger equation for this purpose. The results for a (2+1) dimensional Feynman-Kac system obtained through the variational quantum algorithm are then compared against classical ODE solvers and Monte Carlo simulation. We see a remarkable agreement between the classical methods and the quantum variational method for an illustrative example on six and eight qubits. In the non-trivial case of PDEs which are preserving probability distributions – rather than preserving the ℓ2 -norm – we introduce a proxy norm which is efficient in keeping the solution approximately normalized throughout the evolution. The algorithmic complexity and costs associated to this methodology, in particular for the extraction of properties of the solution, are investigated. Future research topics in the areas of quantitative finance and other types of PDEs are also discussed.