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Apprentissage des EDP pour l’optimisation de portefeuille avec des réseaux de neurones informés par la physique quantique

Letao Wang, Abdel Lisser, Sreejith Sreekumar, Zeno Toffano

Published Apr 2, 2026• 0 citations
OpenAlex

Abstract

Partial differential equations (PDEs) play a crucial role in financial mathematics, particularly in portfolio optimization, and solving them using classical numerical or neural network methods has always posed significant challenges. Here, we investigate the potential role of quantum circuits for solving PDEs. We design a parameterized quantum circuit (PQC) for implementing a polynomial based on tensor rank decomposition, reducing the quantum resource complexity from exponential to polynomial when the corresponding tensor rank is moderate. Building on this circuit, we develop a Quantum Physics-Informed Neural Network (QPINN) and a Quantum-inspired PINN, both of which guarantee the existence of an approximation of the PDE solution, and this approximation is represented as a polynomial that incorporates tensor rank decomposition. Despite using 80 times fewer parameters in experiments, our quantum models achieve higher accuracy and faster convergence than a classical fully connected PINN when solving the PDE for the Merton portfolio optimization problem, which determines the optimal investment fraction between a risky and a risk-free asset. Our quantum models further outperform a classical PINN constructed to share the same inductive bias, providing experimental evidence of quantum-induced improvement and highlighting a resource-efficient pathway toward classical and near-term quantum PDE solvers.

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Learning PDEs for Portfolio Optimization with Quantum Physics-Informed Neural Networks

Letao Wang, Abdel Lisser, Sreejith Sreekumar +1 more

Partial differential equations (PDEs) play a crucial role in financial mathematics, particularly in portfolio optimization, and solving them using classical numerical or neural network methods has always posed significant challenges. Here, we investigate the potential role of quantum circuits for solving PDEs. We design a parameterized quantum circuit (PQC) for implementing a polynomial based on tensor rank decomposition, reducing the quantum resource complexity from exponential to polynomial when the corresponding tensor rank is moderate. Building on this circuit, we develop a Quantum Physics-Informed Neural Network (QPINN) and a Quantum-inspired PINN, both of which guarantee the existence of an approximation of the PDE solution, and this approximation can be represented as a polynomial that incorporates tensor rank decomposition. Numerical experiments are conducted on the Hamilton--Jacobi--Bellman (HJB) PDE arising from the Merton portfolio optimization problem, which determines the optimal investment fraction between a risky and a risk-free asset. The results show that our quantum models achieve lower losses and approximation errors than a classical fully connected PINN while using substantially fewer trainable parameters. Our quantum models further outperform a classical PINN constructed to share a similar inductive bias, providing experimental evidence of quantum-induced improvement in the tested settings and highlighting a resource-efficient pathway toward classical and near-term quantum solvers for PDEs with exploitable solution structure.

quant-pharXiv:2604.03346•Apr 6, 2026•0 citations

QCPINN: quantum-classical physics-informed neural networks for solving PDEs

Afrah Farea, Saiful Khan, M. Serdar Çelebi

Abstract Physics-informed neural networks (PINNs) have emerged as promising methods for solving partial differential equations (PDEs) by embedding physical laws within neural architectures. However, these classical approaches often require a large number of parameters to achieve reasonable accuracy, particularly for complex PDEs. In this paper, we present a quantum-classical PINNs (QCPINNs) that combines quantum and classical components, allowing us to solve PDEs with significantly fewer parameters while maintaining comparable accuracy and convergence to classical PINNs. We systematically evaluated two quantum circuit architectures across various configurations on five benchmark PDEs to identify optimal QCPINN designs. Our results demonstrate that the QCPINN achieves stable convergence and comparable accuracy, while using only 10%–30% of the trainable parameters required by classical PINNs. This approach also results in a significant reduction in the relative L 2 error for Helmholtz, Klein–Gordon, and Convection–diffusion equations, with reduction ranging from 4% to 64% across various fields. These findings demonstrate the potential of parameter efficiency and solution accuracy in physics-informed machine learning, allowing for a substantial decrease in model complexity without compromising solution quality.

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Hybrid quantum-classical physics-informed neural networks for solving nonlinear PDEs: when and where hybridization is effective?

Kaveh Zabihi, Hamid Montazeri, Akke S. J. Suiker

Physics-informed neural networks (PINNs) often struggle on nonlinear partial differential equations (PDEs) with sharp gradients, stiff dynamics, high-frequency content, or multiscale structure. Such limitations, rooted in spectral bias, ill-conditioned optimization, and unstable convergence, restrict PINN accuracy in regimes where advanced solvers are most needed. In this work, we develop a hybrid quantum-classical physics-informed neural network (HQPINN) that integrates a classical neural-network backbone with a parameterized quantum circuit (PQC) to enrich the solution representation. The framework is benchmarked against a classical PINN on three representative nonlinear PDEs: Burgers' equation, the Allen-Cahn equation, and the Korteweg-de Vries (KdV) equation. The framework is further examined through a systematic sensitivity analysis of qubit count, circuit depth, PQC placement, collocation density, and classical-network width. Across all benchmarks, HQPINNs exhibit smoother training dynamics, reduced loss oscillations, and improved final accuracy, with the largest gains occurring in stiff and multiscale regimes. Relative L2 error decreases by about fourfold for Burgers' equation and fivefold for the Allen-Cahn equation, while improvements for the KdV equation are more moderate. Overall, the results demonstrate that carefully co-designed hybrid quantum-classical architectures can mitigate key limitations of classical PINNs and provide practical design guidance for near-term quantum-enhanced PDE solvers.

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Quantum physics-informed neural networks for Maxwell’s equations: circuit design, “black hole” barren plateaus mitigation, and GPU acceleration

Ziv Chen, Gal G. Shaviner, Hemanth Chandravamsi +3 more

Abstract Physics-Informed Neural Networks (PINNs) have emerged as a promising approach for solving partial differential equations (PDEs) by embedding the governing physics into the loss function associated with a deep neural network. In this work, a Quantum Physics-Informed Neural Network (QPINN) framework is proposed to solve two-dimensional (2D) time-dependent Maxwell’s equations. Our approach utilizes a parametrized quantum circuit (PQC) in conjunction with the classical neural network architecture and enforces physical laws, including a global energy conservation principle, during training. A quantum simulation library, TorQ - Tensor Operations for Research in Quantum systems , was developed to efficiently compute circuit outputs and derivatives by leveraging GPU acceleration based on PyTorch, enabling end-to-end training of the QPINN. The method was evaluated on two 2D electromagnetic wave propagation problems: one in free space (vacuum) and the other has an added dielectric medium. Multiple quantum circuit ansätze, input scales, and an added loss term were compared in a thorough ablation study. Furthermore, recent techniques to enhance PINN convergence, including random Fourier feature embeddings and adaptive time weighting, have been incorporated. Our results demonstrate that the QPINN achieves accuracy comparable to, and even greater than, the classical PINN baseline, while using a significantly smaller number of trainable parameters. This study also demonstrates that adding an energy conservation term to the loss stabilizes training and improves the physical fidelity of the solution in the lossless free-space case. This added term helps mitigate a new kind of barren plateau (BP) related phenomenon - “black hole” (BH) loss landscape for the quantum experiments in that scenario. By optimizing the quantum-circuit ansatz and embedding energy-conservation constraints, our QPINN achieves up to a $$19\%$$ higher accuracy on 2D Maxwell benchmark problems compared to a classical PINN.

arXiv:2506.23246•Quantum Machine Intelligence•Mar 3, 2026•3 citations

Geometric Quantum Physics Informed Neural Network

Wai-Hong Tam, Reza Safari, Hiromichi Matsuyama

Quantum physics-informed neural networks (QPINNs) have recently emerged as a promising framework for the solution of partial differential equations (PDEs), with several studies reporting improved convergence and accuracy relative to classical physics-informed neural networks (PINNs) at reduced training cost. Motivated by these advances, we introduce geometric quantum physics-informed neural networks (GQPINNs), a symmetry-aware extension of QPINNs in which the geometric structure of the underlying PDE is incorporated directly into the quantum-circuit ansatz. Building on the framework of geometric quantum machine learning, we construct parametrized circuits that encode finite-group and compact Lie-group symmetries as inductive biases through problem-specific equivariant generator sets . Using a twirling-based construction, we derive symmetry-preserving gates that ensure that the model predictions respect the symmetries of the governing equation whenever the boundary and initial data are symmetry compatible. We benchmark GQPINNs against standard QPINNs and symmetry-adapted classical PINN baselines under matched training protocols across a representative set of linear and nonlinear PDEs. Across these benchmarks, GQPINNs achieve improved solution accuracy, as quantified by lower mean absolute error, while requiring substantially fewer trainable parameters. These results identify symmetry-aware quantum-circuit design as an effective route toward improved efficiency and generalization in quantum PDE solvers and provide a systematic framework for incorporating geometric inductive biases into quantum-enhanced scientific machine learning.

quant-pharXiv:2605.02352•May 5, 2026•0 citations

Trainable embedding quantum physics informed neural networks for solving nonlinear PDEs

Stefan Berger, Norbert Hosters, Matthias Möller

This paper proposes a novel approach for solving nonlinear partial differential equations (PDEs) with a quantum computer, the trainable embedding quantum physics informed neural network (TE-QPINN). We combine quantum machine learning (QML) with physics informed neural networks (PINNs) in a hybrid approach. By leveraging the advantages of classical and quantum computers, we can create algorithms that have a potential to be run on noisy intermediate-scale quantum devices (NISQ). We use feedforward neural networks (FNN) as problem-agnostic embedding functions, giving the used quantum circuit greater expressibility than previously introduced embedding. This expressibility allows us to solve a wide range of problems without using a problem specific ansatz. Additionally, we introduce a hybrid backpropagation algorithm that allows efficient updates of the used weights and biases in the FNN embedding functions. In this paper we showcase the capabilities of TE-QPINNs of a wide range of problems, including the two-dimensional Poisson, Burgers and Navier-Stokes equations. In direct comparison with classical PINNs, this approach showed an ability to achieve superior results while using the same number of parameters, highlighting their potential for more efficient optimization in high-dimensional parameter spaces, which could be transformative for future applications.

Scientific Reports•May 29, 2025•14 citations
Partial differential equations (PDEs) play a crucial role in financial mathematics, particularly in portfolio optimization, and solving them using classical numerical or neural network methods has always posed significant challenges. Here, we investigate the potential role of quantum circuits for solving PDEs. We design a parameterized quantum circuit (PQC) for implementing a polynomial based on tensor rank decomposition, reducing the quantum resource complexity from exponential to polynomial when the corresponding tensor rank is moderate. Building on this circuit, we develop a Quantum Physics-Informed Neural Network (QPINN) and a Quantum-inspired PINN, both of which guarantee the existence of an approximation of the PDE solution, and this approximation is represented as a polynomial that incorporates tensor rank decomposition. Despite using 80 times fewer parameters in experiments, our quantum models achieve higher accuracy and faster convergence than a classical fully connected PINN when solving the PDE for the Merton portfolio optimization problem, which determines the optimal investment fraction between a risky and a risk-free asset. Our quantum models further outperform a classical PINN constructed to share the same inductive bias, providing experimental evidence of quantum-induced improvement and highlighting a resource-efficient pathway toward classical and near-term quantum PDE solvers.
Partial differential equations (PDEs) play a crucial role in financial mathematics, particularly in portfolio optimization, and solving them using classical numerical or neural network methods has always posed significant challenges. Here, we investigate the potential role of quantum circuits for solving PDEs. We design a parameterized quantum circuit (PQC) for implementing a polynomial based on tensor rank decomposition, reducing the quantum resource complexity from exponential to polynomial when the corresponding tensor rank is moderate. Building on this circuit, we develop a Quantum Physics-Informed Neural Network (QPINN) and a Quantum-inspired PINN, both of which guarantee the existence of an approximation of the PDE solution, and this approximation can be represented as a polynomial that incorporates tensor rank decomposition. Numerical experiments are conducted on the Hamilton--Jacobi--Bellman (HJB) PDE arising from the Merton portfolio optimization problem, which determines the optimal investment fraction between a risky and a risk-free asset. The results show that our quantum models achieve lower losses and approximation errors than a classical fully connected PINN while using substantially fewer trainable parameters. Our quantum models further outperform a classical PINN constructed to share a similar inductive bias, providing experimental evidence of quantum-induced improvement in the tested settings and highlighting a resource-efficient pathway toward classical and near-term quantum solvers for PDEs with exploitable solution structure.
Abstract Physics-informed neural networks (PINNs) have emerged as promising methods for solving partial differential equations (PDEs) by embedding physical laws within neural architectures. However, these classical approaches often require a large number of parameters to achieve reasonable accuracy, particularly for complex PDEs. In this paper, we present a quantum-classical PINNs (QCPINNs) that combines quantum and classical components, allowing us to solve PDEs with significantly fewer parameters while maintaining comparable accuracy and convergence to classical PINNs. We systematically evaluated two quantum circuit architectures across various configurations on five benchmark PDEs to identify optimal QCPINN designs. Our results demonstrate that the QCPINN achieves stable convergence and comparable accuracy, while using only 10%–30% of the trainable parameters required by classical PINNs. This approach also results in a significant reduction in the relative L 2 error for Helmholtz, Klein–Gordon, and Convection–diffusion equations, with reduction ranging from 4% to 64% across various fields. These findings demonstrate the potential of parameter efficiency and solution accuracy in physics-informed machine learning, allowing for a substantial decrease in model complexity without compromising solution quality.
Physics-informed neural networks (PINNs) often struggle on nonlinear partial differential equations (PDEs) with sharp gradients, stiff dynamics, high-frequency content, or multiscale structure. Such limitations, rooted in spectral bias, ill-conditioned optimization, and unstable convergence, restrict PINN accuracy in regimes where advanced solvers are most needed. In this work, we develop a hybrid quantum-classical physics-informed neural network (HQPINN) that integrates a classical neural-network backbone with a parameterized quantum circuit (PQC) to enrich the solution representation. The framework is benchmarked against a classical PINN on three representative nonlinear PDEs: Burgers' equation, the Allen-Cahn equation, and the Korteweg-de Vries (KdV) equation. The framework is further examined through a systematic sensitivity analysis of qubit count, circuit depth, PQC placement, collocation density, and classical-network width. Across all benchmarks, HQPINNs exhibit smoother training dynamics, reduced loss oscillations, and improved final accuracy, with the largest gains occurring in stiff and multiscale regimes. Relative L2 error decreases by about fourfold for Burgers' equation and fivefold for the Allen-Cahn equation, while improvements for the KdV equation are more moderate. Overall, the results demonstrate that carefully co-designed hybrid quantum-classical architectures can mitigate key limitations of classical PINNs and provide practical design guidance for near-term quantum-enhanced PDE solvers.
Abstract Physics-Informed Neural Networks (PINNs) have emerged as a promising approach for solving partial differential equations (PDEs) by embedding the governing physics into the loss function associated with a deep neural network. In this work, a Quantum Physics-Informed Neural Network (QPINN) framework is proposed to solve two-dimensional (2D) time-dependent Maxwell’s equations. Our approach utilizes a parametrized quantum circuit (PQC) in conjunction with the classical neural network architecture and enforces physical laws, including a global energy conservation principle, during training. A quantum simulation library, TorQ - Tensor Operations for Research in Quantum systems , was developed to efficiently compute circuit outputs and derivatives by leveraging GPU acceleration based on PyTorch, enabling end-to-end training of the QPINN. The method was evaluated on two 2D electromagnetic wave propagation problems: one in free space (vacuum) and the other has an added dielectric medium. Multiple quantum circuit ansätze, input scales, and an added loss term were compared in a thorough ablation study. Furthermore, recent techniques to enhance PINN convergence, including random Fourier feature embeddings and adaptive time weighting, have been incorporated. Our results demonstrate that the QPINN achieves accuracy comparable to, and even greater than, the classical PINN baseline, while using a significantly smaller number of trainable parameters. This study also demonstrates that adding an energy conservation term to the loss stabilizes training and improves the physical fidelity of the solution in the lossless free-space case. This added term helps mitigate a new kind of barren plateau (BP) related phenomenon - “black hole” (BH) loss landscape for the quantum experiments in that scenario. By optimizing the quantum-circuit ansatz and embedding energy-conservation constraints, our QPINN achieves up to a 19%19\%19% higher accuracy on 2D Maxwell benchmark problems compared to a classical PINN.
Quantum physics-informed neural networks (QPINNs) have recently emerged as a promising framework for the solution of partial differential equations (PDEs), with several studies reporting improved convergence and accuracy relative to classical physics-informed neural networks (PINNs) at reduced training cost. Motivated by these advances, we introduce geometric quantum physics-informed neural networks (GQPINNs), a symmetry-aware extension of QPINNs in which the geometric structure of the underlying PDE is incorporated directly into the quantum-circuit ansatz. Building on the framework of geometric quantum machine learning, we construct parametrized circuits that encode finite-group and compact Lie-group symmetries as inductive biases through problem-specific equivariant generator sets . Using a twirling-based construction, we derive symmetry-preserving gates that ensure that the model predictions respect the symmetries of the governing equation whenever the boundary and initial data are symmetry compatible. We benchmark GQPINNs against standard QPINNs and symmetry-adapted classical PINN baselines under matched training protocols across a representative set of linear and nonlinear PDEs. Across these benchmarks, GQPINNs achieve improved solution accuracy, as quantified by lower mean absolute error, while requiring substantially fewer trainable parameters. These results identify symmetry-aware quantum-circuit design as an effective route toward improved efficiency and generalization in quantum PDE solvers and provide a systematic framework for incorporating geometric inductive biases into quantum-enhanced scientific machine learning.
This paper proposes a novel approach for solving nonlinear partial differential equations (PDEs) with a quantum computer, the trainable embedding quantum physics informed neural network (TE-QPINN). We combine quantum machine learning (QML) with physics informed neural networks (PINNs) in a hybrid approach. By leveraging the advantages of classical and quantum computers, we can create algorithms that have a potential to be run on noisy intermediate-scale quantum devices (NISQ). We use feedforward neural networks (FNN) as problem-agnostic embedding functions, giving the used quantum circuit greater expressibility than previously introduced embedding. This expressibility allows us to solve a wide range of problems without using a problem specific ansatz. Additionally, we introduce a hybrid backpropagation algorithm that allows efficient updates of the used weights and biases in the FNN embedding functions. In this paper we showcase the capabilities of TE-QPINNs of a wide range of problems, including the two-dimensional Poisson, Burgers and Navier-Stokes equations. In direct comparison with classical PINNs, this approach showed an ability to achieve superior results while using the same number of parameters, highlighting their potential for more efficient optimization in high-dimensional parameter spaces, which could be transformative for future applications.