Efficient Quantum Simulation for Nonlinear Stochastic Differential Equations

TL;DR

This paper introduces a quantum algorithm for efficiently simulating nonlinear stochastic differential equations driven by Ornstein-Uhlenbeck processes, leveraging probabilistic linearization and Hamiltonian simulation techniques.

Contribution

It develops a novel quantum framework combining probabilistic Carleman linearization and stochastic Hamiltonian simulation for large-scale NSDEs.

Findings

Query complexity scales logarithmically with error tolerance

Nearly quadratic scaling with simulation time

Probabilistic exponential convergence under stability conditions

Abstract

Nonlinear stochastic differential equations (NSDEs) are a pillar of mathematical modeling for scientific and engineering applications. Accurate and efficient simulation of large-scale NSDEs is prohibitive on classical computers due to the large number of degrees of freedom, and it is challenging on quantum computers due to the linear and unitary nature of quantum mechanics. We develop a quantum algorithm to tackle nonlinear differential equations driven by the Ornstein-Uhlenbeck (OU) stochastic process. The query complexity of our algorithm scales logarithmically with the error tolerance and nearly quadratically with the simulation time. Our algorithmic framework comprises probabilistic Carleman linearization (PCL) to tackle nonlinearity coupled with stochasticity, and stochastic linear combination of Hamiltonian simulations (SLCHS) to simulate stochastic non-unitary dynamics. We obtain probabilistic exponential convergence for the Carleman linearization of Liu et al. [1], provided the NSDE is stable and reaches a steady state. We extend deterministic LCHS to stochastic linear differential equations, retaining near-optimal parameter scaling from An et al. [2] except for the nearly quadratic time scaling. This is achieved by using Monte Carlo integration for time discretization of both the stochastic inhomogeneous term in LCHS and the truncated Dyson series for each Hamiltonian simulation.