No Arabic abstract
Quantum computers can produce a quantum encoding of the solution of a system of differential equations exponentially faster than a classical algorithm can produce an explicit description. However, while high-precision quantum algorithms for linear ordinary differential equations are well established, the best previous quantum algorithms for linear partial differential equations (PDEs) have complexity $mathrm{poly}(1/epsilon)$, where $epsilon$ is the error tolerance. By developing quantum algorithms based on adaptive-order finite difference methods and spectral methods, we improve the complexity of quantum algorithms for linear PDEs to be $mathrm{poly}(d, log(1/epsilon))$, where $d$ is the spatial dimension. Our algorithms apply high-precision quantum linear system algorithms to systems whose condition numbers and approximation errors we bound. We develop a finite difference algorithm for the Poisson equation and a spectral algorithm for more general second-order elliptic equations.
While there has been extensive previous work on efficient quantum algorithms for linear differential equations, analogous progress for nonlinear differential equations has been severely limited due to the linearity of quantum mechanics. Despite this obstacle, we develop a quantum algorithm for initial value problems described by dissipative quadratic $n$-dimensional ordinary differential equations. Assuming $R < 1$, where $R$ is a parameter characterizing the ratio of the nonlinearity to the linear dissipation, this algorithm has complexity $T^2mathrm{poly}(log T, log n, log 1/epsilon)/epsilon$, where $T$ is the evolution time and $epsilon$ is the allowed error in the output quantum state. This is an exponential improvement over the best previous quantum algorithms, whose complexity is exponential in $T$. We achieve this improvement using the method of Carleman linearization, for which we give a novel convergence theorem. This method maps a system of nonlinear differential equations to an infinite-dimensional system of linear differential equations, which we discretize, truncate, and solve using the forward Euler method and the quantum linear system algorithm. We also provide a lower bound on the worst-case complexity of quantum algorithms for general quadratic differential equations, showing that the problem is intractable for $R ge sqrt{2}$. Finally, we discuss potential applications of this approach to problems arising in biology as well as in fluid and plasma dynamics.
Solving linear systems of equations is essential for many problems in science and technology, including problems in machine learning. Existing quantum algorithms have demonstrated the potential for large speedups, but the required quantum resources are not immediately available on near-term quantum devices. In this work, we study near-term quantum algorithms for linear systems of equations of the form $Ax = b$. We investigate the use of variational algorithms and analyze their optimization landscapes. There exist types of linear systems for which variational algorithms designed to avoid barren plateaus, such as properly-initialized imaginary time evolution and adiabatic-inspired optimization, suffer from a different plateau problem. To circumvent this issue, we design near-term algorithms based on a core idea: the classical combination of variational quantum states (CQS). We exhibit several provable guarantees for these algorithms, supported by the representation of the linear system on a so-called Ansatz tree. The CQS approach and the Ansatz tree also admit the systematic application of heuristic approaches, including a gradient-based search. We have conducted numerical experiments solving linear systems as large as $2^{300} times 2^{300}$ by considering cases where we can simulate the quantum algorithm efficiently on a classical computer. These experiments demonstrate the algorithms ability to scale to system sizes within reach in near-term quantum devices of about $100$-$300$ qubits.
In this work we study the encoding of smooth, differentiable multivariate functions in quantum registers, using quantum computers or tensor-network representations. We show that a large family of distributions can be encoded as low-entanglement states of the quantum register. These states can be efficiently created in a quantum computer, but they are also efficiently stored, manipulated and probed using Matrix-Product States techniques. Inspired by this idea, we present eight quantum-inspired numerical analysis algorithms, that include Fourier sampling, interpolation, differentiation and integration of partial derivative equations. These algorithms combine classical ideas -- finite-differences, spectral methods -- with the efficient encoding of quantum registers, and well known algorithms, such as the Quantum Fourier Transform. {When these heuristic methods work}, they provide an exponential speed-up over other classical algorithms, such as Monte Carlo integration, finite-difference and fast Fourier transforms (FFT). But even when they dont, some of these algorithms can be translated back to a quantum computer to implement a similar task.
Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs). Firstly we provide a quantum algorithm that gives a quadratic speed-up for multilevel Monte Carlo methods in a general setting. As applications, we apply it to compute expectation values determined by classical solutions of SDEs, with improved dependence on precision. We demonstrate the use of this algorithm in a variety of applications arising in mathematical finance, such as the Black-Scholes and Local Volatility models, and Greeks. We also provide a quantum algorithm based on sublinear binomial sampling for the binomial option pricing model with the same improvement.
We present a deep learning algorithm for the numerical solution of parametric families of high-dimensional linear Kolmogorov partial differential equations (PDEs). Our method is based on reformulating the numerical approximation of a whole family of Kolmogorov PDEs as a single statistical learning problem using the Feynman-Kac formula. Successful numerical experiments are presented, which empirically confirm the functionality and efficiency of our proposed algorithm in the case of heat equations and Black-Scholes option pricing models parametrized by affine-linear coefficient functions. We show that a single deep neural network trained on simulated data is capable of learning the solution functions of an entire family of PDEs on a full space-time region. Most notably, our numerical observations and theoretical results also demonstrate that the proposed method does not suffer from the curse of dimensionality, distinguishing it from almost all standard numerical methods for PDEs.