1
Return

Quantum algorithms for uncertainty quantification: Applications to partial differential equations

delete2025-08-15
delete0
PRE
AI
F
François Golse
S
Shi Jin *
N
Nana Liu
DOI:10.1007/s11433-024-2705-7delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
Most problems in uncertainty quantification, despite their ubiquitousness in scientific computing, applied mathematics and data science, remain formidable on a classical computer. For uncertainties that arise in partial differential equations (PDEs), large numbers M ≫ 1 of samples are required to obtain accurate ensemble averages. This usually involves solving the PDE M times. In addition, to characterise the stochasticity in a PDE, the dimension L of the random input variables is high in most cases, and classical algorithms suffer from the curse-of-dimensionality. We propose new quantum algorithms for PDEs with uncertain coefficients that are more efficient in M and L in various important regimes, compared to their classical counterparts. We introduce transformations that convert the original d-dimensional equation (with uncertain coefficients) into d + L (for dissipative equations) or d + 2L (for wave type equations) dimensional equations (with certain coefficients) in which the uncertainties appear only in the initial data. These transformations also allow one to superimpose the M different initial data, so the computational cost for the quantum algorithm to obtain the ensemble average from M different samples is independent of M, while also showing potential advantage in d, L and precision ϵ in computing ensemble averaged solutions or physical observables.

Journal

S
Science China-Physics Mechanics and Astronomy
IF:
7.5
Papers:
3.9K
Citations:
7.4K

Organization

C
center de mathématiques laurent schwartz
Scholars:
1
Papers: 1
Citations: 0
I
Institute of Natural Sciences
Scholars:
27
Papers: 22
Citations: 1.1K
S
School of Mathematical Sciences
Scholars:
525
Papers: 303
Citations: 1
Cited Papers

Cited Papers

Citing Papers

Citing Papers