Quantum vs. classical algorithms for solving the heat equation

Quantum computers are predicted to outperform classical ones for solving partial differential equations, perhaps exponentially. Here we consider a prototypical PDE - the heat equation in a rectangular region - and compare in detail the complexities of ten classical and quantum algorithms for solving it, in the sense of approximately computing the amount of heat in a given region. We find that, for spatial dimension $d \ge 2$, there is an at most quadratic quantum speedup using an approach based on applying amplitude estimation to an accelerated classical random walk. However, an alternative approach based on a quantum algorithm for linear equations is never faster than the best classical algorithms.