Solving nonlinear differential equations on Quantum Computers: A Fokker-Planck approach

For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that can integrate nonlinear dynamical systems with a quantum advantage, whilst being realisable on available (or near-term) quantum hardware, is an open challenge. In this paper, we propose to transform a nonlinear dynamical system into a linear system, which we integrate with quantum algorithms. Key to the method is the Fokker-Planck equation, which is a non-normal partial differential equation. Three integration strategies are proposed: (i) Forward-Euler stepping by unitary block encoding; (ii) Schroedingerisation, and (iii) Forward-Euler stepping by linear addition of unitaries. We emulate the integration of prototypical nonlinear systems with the proposed quantum solvers, and compare the output with the benchmark solutions of classical integrators. We find that classical and quantum outputs are in good agreement. This paper opens opportunities for solving nonlinear differential equations with quantum algorithms.