Quantum homotopy perturbation method for nonlinear dissipative ordinary differential equations
Abstract
While quantum computing provides an exponential advantage in solving linear differential equations, there are relatively few quantum algorithms for solving nonlinear differential equations. In our work, based on the homotopy perturbation method, we propose a quantum algorithm for solving -dimensional nonlinear dissipative ordinary differential equations (ODEs). Our algorithm first converts the original nonlinear ODEs into the other nonlinear ODEs which can be embedded into finite-dimensional linear ODEs. Then we solve the embedded linear ODEs with quantum linear ODEs algorithm and obtain a state -close to the normalized exact solution of the original nonlinear ODEs with success probability . The complexity of our algorithm is , where , measure the decay of the solution. Our algorithm provides exponential improvement over the best classical algorithms or previous quantum algorithms in or .
I Introduction
Nonlinear differential equations appear in many fields, such as fluid dynamics, biology, finance, etc. In general, the analytical solutions of nonlinear differential equations cannot be obtained effectively. Numerical methods are often used to solve nonlinear differential equations. However, when solving high-dimensional nonlinear differential equations, too many computing resources are required, which may exceed the computing power of classic computers. It is important to develop more efficient algorithms for solving nonlinear differential equations.
Quantum computing provides a promising way to speed up the solution of various equations. In recent years many quantum algorithms have been developed to solve various equations, such as system of linear equationsHarrow et al. (2009); Childs et al. (2017); Subaşı et al. (2019); Clader et al. (2013), Poisson equationCao et al. (2013), Dirac equationFillion-Gourdeau et al. (2017), heat equationLinden et al. (2020), linear ordinary differential equations (ODEs)Berry (2014); Berry et al. (2017); Xin et al. (2020); Childs and Liu (2020), linear partial ODEsArrazola et al. (2019); Childs et al. (2020) and so onMontanaro and Pallister (2016); Costa et al. (2019); Engel et al. (2019).
However, because of the linearity of quantum mechanics, solving nonlinear equations with quantum computing is challenging, some related algorithms are proposedLeyton and Osborne (2008); Qian et al. (2019); Lubasch et al. (2020); Liu et al. (2021); Lloyd et al. (2020); Budinski (2021); Chen et al. (2021); Xue et al. (2021); Kyriienko et al. (2021). An early quantum algorithm for solving nonlinear ordinary differential equations (ODEs) is proposed in Leyton and Osborne (2008), but the complexity of the algorithm increases exponentially with the evolution time. In Lubasch et al. (2020), the authors proposed a variational quantum algorithm for solving nonlinear differential equations and demonstrate the algorithm by solving 1-dimensional nonlinear Schrodinger equation. However, when the equations become complicated, whether the parameterized quantum circuit used in their work is capable of expressing the solution of the problem and the optimization problem of the parameterized quantum circuit has not yet been concluded. In Liu et al. (2021), a quantum algorithm for solving nonlinear dissipative ODEs is constructed based on Carleman linearizationCarleman et al. (1932); Kowalski and Steeb (1991). This approach embeds the nonlinear ODEs into linear ODEs and solves the linear ODEs with quantum algorithm. The complexity of their algorithm is and measures decay of the solution. In Lloyd et al. (2020), nonlinear ODEs are embedded in Hilbert space, and the evolution of nonlinear ODEs is approximated by the evolution of subsystems in large systems.
Homotopy perturbation methodHe (1999); Babolian et al. (2009); Chakraverty et al. (2019) is a semi-analytical technique for solving linear as well as nonlinear ordinary/partial differential equations. This method, which is a combination of homotopy in topology and classic perturbation techniques, provides us with a convenient way to obtain analytic or approximate solutions for a wide variety of problems arising in different fields, such as Duffing equationHe (2003), nonlinear wave equationsHe (2005) and so on.
In our work, we propose a quantum algorithm for solving time-independent quadratic nonlinear dissipative ODEs. The more general nonlinear ODEs can be reduced to the quadratic ODEs by introducing additional variablesKerner (1981); Forets and Pouly (2017). Our algorithm uses the homotopy perturbation method to transform the problem into a series of nonlinear ODEs which have a special structure. The transformed nonlinear ODEs can be embedded into linear ODEs with a technique similar to Carleman linearization. Then the linear ODEs are solved with quantum linear ODEs algorithm proposed in Berry et al. (2017). Finally, we measure some qubit registers and obtain a state -close to the normalized exact solution at evolution time .
Our work is similar with Liu’s workLiu et al. (2021), here we list some differences: (1) The truncation method is different, our work uses homotopy perturbation method and Liu et al. (2021) uses Carleman linearization. The convergence condition of homotopy perturbation method and Carleman linearization are different. In Liu et al. (2021), Liu et al. define (Here we omit the inhomogeneity term in their definition) and the convergence condition is . In our work, we define , the convergence condition is , the factor ’’ is caused by the homotopy perturbation method. By Corollary in Liu et al. (2021) and Lemma 9, the truncation errors of Carleman linearization and homotopy perturbation method decrease exponentially with the truncation order as and , respectively. (2)The dependence of our algorithm on the error and evolution time in our algorithm is , which is in Liu et al. (2021). Therefore the complexity of our algorithm is exponentially improved on compared to Liu et al. (2021), the cost of this improvement is a stronger constraint on the problem, i.e., and .
This paper is organized as follows. Sect.II introduces the quadratic ODEs to be solved. Then we show the details of quantum homotopy perturbation method in Sect.III. Initial state preparation and oracle construction of matrix are discussed in Sect.IV. In the following three sections we analyze our method from different aspects: Sect.V gives an upper bound of the condition number of the linear system to be solved. Sect.VI analyzes the solution error of our method. Sect.VII gives a lower bound of success probability. Next, the main result of our work is proved in Sect.VIII. Finally, we conclude our work with a discussion of the result and some open problems in Sect.IX.
II Quadratic ODEs
We focus on an initial value problem described by the -dimensional quadratic ODEs. The problem to be solved is defined as
(1) |
where , , , are time independent sparse matrices. The sparsity of , is , which means the number of non-zero elements in each row or column of does not exceed . We assume is a normal matrix and the eigenvalues of satisfy . We also assume oracles , and are given, , are used to extract the non-zero position and value of , respectively, and is prepared with . In specific, , and are defined as
(2) | |||||
where and represent the column number of the -th non-zero element in -th row of , respectively, satisfies , here we treat the diagonal element of as a non-zero element. is used to construct an oracle of a matrix related to , the details are shown in the proof of Lemma 5.
We define a parameter which characterizes the nonlinearity of Eq.(1),
(3) |
We assume , if this is not satisfied, we rescale to with a suitable constant which keeps unchanged and makes . In this paper we use spectral norm, it means .
III Quantum Homotopy Perturbation Method
In this section, we give the whole process of quantum homotopy perturbation method for solving Eq.(1). It contains four steps:
- (1)
- (2)
- (3)
-
(4)
Measurement.
The following four subsections introduce the details of these four steps.
III.1 Homotopy perturbation method
Firstly, we introduce the process of homotopy perturbation methodHe (1999); Babolian et al. (2009); Chakraverty et al. (2019) for solving Eq.(1). Using homotopy method, we construct homotopy , which satisfies
(4) |
Assuming is represented as
(5) |
Substituting Eq.(5) into Eq.(4), then equating the terms with identical powers of , we have the following equations:
(6) |
When in Eq.(4), we have
(7) |
The difference between and is analyzed in Sect.VI.1.
III.2 Linear embedding
Secondly, Eq.(III.1) is embedded into the linear ODEs defined in Eq.(8):
(8) |
where , satisfies
(9) |
where represents the number of items in , represents -th item of , it is represented as , satisfies
(10) |
By Eq.(10), satisfies
(11) |
We set , then by Eq.(III.1), is written as
(12) |
We define , the mapping is one-to-one mapping, so we can construct the following two operations
(13) |
(14) |
with -qubit quantum arithmetic circuit, and the gate complexity is Nielsen and Chuang (2002). will not influence the complexity of our algorithm, so the complexity of and can be ignored in the following analysis. The dimension of is , so the dimension of is
(15) |
III.3 Quantum linear ODEs algorithm
Thirdly, Eq.(8) is solved with the quantum algorithm proposed in Berry et al. (2017). is written as
(20) |
We define . When is large enough and the evolution time is relatively short (for example, ), we have . This approximate solution can be used as the initial condition for the next approximation, repeating this procedure steps we have the approximation of .
Next we introduce the details of the algorithm proposed in Berry et al. (2017). Let and define
(21) | ||||
where , is an -dimensional unit matrix. We consider the linear system
(22) |
where . After evolving steps, the approximate solution of -order Taylor series is obtained, and the solution remains unchanged at steps. The solution of Eq.(22) is represented as , it can also be written as
(23) |
By Eq.(21), satisfies
(24) |
Then we have
(25) | ||||
is the approximate solution of the system at time , . is the approximate solution of at .
III.4 Measurement
Finally, we measure some qubit registers of and get a state -close to the normalized solution of Eq.(1). The measurement is divided into two steps: (1) Measure the first qubit register of which is defined in Eq.(23), if the result is , we have in the second qubit register of . (2) Measure the first qubit register of which is defined in Eq.(19), if the result is , we get a state -close to in the qubit second register of .
This measurement step is probabilistic, the success probability is analyzed in Sect.VII.
IV State Preparation and Oracle Construction
In this section, we give the preparation of and oracle construction of .
IV.1 State preparation
We first discuss the preparation of , the result is shown in Lemma 1.
Lemma 1.
Proof.
First we prepare
(27) |
Then we execute controlled operation on ,
(28) |
The query complexity of is .
IV.2 Oracle construction of
Before introducing oracle construction of , we analyze some features of , including sparsity, upper bound of and eigenvalue of . The results are shown in Lemma 2, Lemma 3 and Lemma 4.
Lemma 2.
The sparsity of the matrix is .
Proof.
The sparsity is . The sparsity of is , when , the sparsity of is . Therefore, the sparsity of matrix is .
Lemma 3.
satisfies .
Proof.
By the definition of , we have
(29) |
and in this paper, for any , . Then we analyze upper bound of . We have , then satisfies
(30) |
When , can be regarded as dimensional block matrix, each block unit is an dimensional matrix and has the form , . From the structure of , the number of non-zero block unit in each row or column of is no more than , so can be divided into at most matrices which have only one non-zero block unit in each row or column. Therefore,
(31) |
Combining Eq.(29), Eq.(30) and Eq.(31), satisfies
(32) |
Lemma 4.
The eigenvalue of matrix satisfies .
Proof.
From the structure of , the eigenvalues of are the sets of eigenvalues of for . The eigenvalue of is the sum of eigenvalues of . For any , eigenvalue of satisfies , so the real part of all eigenvalues of is less than 0. Therefore, the eigenvalue of satisfies .
Next, we introduce the way to construct oracle of . gives the way to extract non-zero element position and value of . We first give Lemma 5.
Lemma 5.
Let matrix . Oracles and are defined as
(33) | ||||
where , . represents the column number of -th non-zero element in -th row of , is also written as , . Then , can be constructed by querying times.
Proof.
When , , , can be constructed by querying once. Assuming when , Oracles , of are constructed by querying times. is also written as
(34) |
Generally, we treat the diagonal element of as a non-zero element, so the sparsity of is . can be represented as
(35) |
where and are defined in Eq.(2). Then can be constructed with Eq.(35), the construction process needs to query , , once each.
On the other hand, the element of is written as
(36) |
By Eq.(36), can be constructed by querying and once each. Therefore and can be constructed by querying , , , and once each.
From the above analysis, and can be constructed by querying times.
Lemma 6.
The oracle of can be constructed by querying times and querying times.
Proof.
To construct , we need to construct oracles of and . We first consider , we define , by Lemma 5, the oracle of can be constructed by querying times. By Eq.(18), the oracle of can be constructed by querying oracle of once.
Next we consider . When , , the oracle of is constructed by querying once. When , is also regarded as dimensional block matrix , the dimension of each block unit is . The number of non-zero block unit in -th row of is . Consider the -th non-zero bolck unit in -th row of , is represented as , where , the -th non-zero block unit is , and the corresponding is represented as
(37) |
can be obtained from with . The oracle of the non-zero block unit is constructed by querying once. By realizing the above process with quantum circuit, we construct an oracle that extracts the non-zero position of . The specific implementation process is
(38) |
There are some ancilla qubits to represent and in the process shown in Eq.(Proof). For simplicity, we ignore the compute and uncompute process of and .
The oracle that extracts the non-zero value of can also be constructed in a similar process. For any , , we can judge whether is a non-zero block unit and use to represent the judgement. If is a non-zero block unit, we can find and represent it as , then we use to extract the elements of the non-zero block unit. The whole process is shown as
(39) |
The query complexity of in the above process is . Therefore, oracle of can be constructed by querying times.
After constructing the oracles of and , the oracle of can be directly constructed by querying oracles of and once. So the oracle can be constructed by querying times and querying times.
V Condition Number
In this section, we give an upper bound of the condition number of defined in Sect.III.3. We first analyze the upper bound of , we have the following lemma.
Lemma 7.
Proof.
We consider as a -dimensional block matrix. is divided into
(42) |
contains and contains . We analyze the upper bound of according to the method introduced in Van Loan (1977), is written as
(43) |
Using this formula to expand we obtain
(44) |
Clearly, a repetition of this process gives
(45) |
where
(46) |
and
(47) |
Noting that
(48) |
(49) |
and the the matrix is zero beacuse it is the product of , strictly upper triangular block matrices and thus, . Hence,
(50) |
By Lemma 14, Eq.(40) and Eq.(50),
(51) |
Then the upper bound of the condition number of is analyzed in Lemma 8.
Lemma 8.
Consider the matrix defined in Sect.III.3. Let and satisfies , . When , and , the condition number of satisfies
(52) |
where is mathematical constant.
Proof.
First we analyze the upper bound of , we have
(53) |
where , represents an -dimensional state. We define ,
(54) |
For any , we define
(55) |
We consider two cases: and .
When , assuming , , . Then based on definition of , we have
(56) | |||||
where and . By Lemma 15, we have
(57) |
by Lemma 7, , then we have
(58) |
Therefore,
(59) | ||||
By Eq.(56) and Eq.(59), satisfies
(60) | |||||
therefore,
(61) |
When , assuming , , satisfies
(62) | |||||
then
(63) |
VI Solution Error
In this section, we analyze the solution error of our algorithm. The error mainly comes from two aspects: (1) Homotopy perturbation method truncation error. The solution defined in Eq.(7) is an approximate solution of Eq.(1), the error bound is determined by the truncation order , in Sect.VI.1, we analyze the convergence condition of Eq.(7) and give the error bound. (2) Linear ODEs solution error. We solve the linear ODEs defined in Eq.(8) with the quantum algorithm proposed in Berry et al. (2017). This algorithm also generates intermediate error, we analyze the error bound in Sect.VI.2.
VI.1 Homotopy perturbation method truncation error
We first analyze homotopy perturbation method truncation error, the result is shown in Lemma 9.
Lemma 9.
Proof.
can be represented as , Eq.(67) is transformed into
(68) |
To prove Eq.(68), we analyze the upper bound of defined in Eq.(III.1). , we have
(69) |
We define and assume when , satisfies
(70) |
Then satisfies
(71) |
By Eq.(70), Eq.(Proof), can be defined as
(72) |
Eq.(72) is the catalan sequenceKoshy (2008) and satisfies
(73) |
Combining Eq.(3), Eq.(70), Eq.(Proof), Eq.(72) and Eq.(73), for any , has the upper bound
(74) |
Substituting Eq.(74) into Eq.(68), we have
(75) |
Therefore, when and , we have .
VI.2 Linear ODEs solution error
Then we analyze the error of solving the linear ODEs defined in Eq.(8), we have a similar conclusion with Theorem in Berry et al. (2017), the difference comes from the upper bound of or in our work is different from their work. Our result is shown in Lemma 10.
Lemma 10.
VII Success Probability
As introduced in Sect.III.4, there are two probabilistic steps in our method. This section gives a lower bound of the success probability of these two steps. The results are shown in Lemma 11 and Lemma 12.
Firstly, we analyze the success probability of getting when measuring . By setting appropriate conditions, Lemma 11 gives the same conclusion as Theorem in Berry et al. (2017).
Lemma 11.
Proof.
As introduced before, for , we define
(81) |
and
(82) |
We see and , then
(83) |
Next we give a lower bound of and an upper bound of . We define , by Lemma 10 and , we have
(84) |
By the definition of , for any , then we have
(85) |
and
(86) |
For any , , we have
(87) |
We have , therefore,
(88) |
Next, based on , we have
(89) |
then
(90) |
and
(91) |
satisfies
(92) |
The last step of Eq.(Proof) is derived from the inequality , where a modified Bessel function of the first kindBerry et al. (2017). Combining Eq.(86) and Eq.(Proof), we have
(93) |
Secondly, we analyze the success probability of the second probabilistic step. After the first measurement, the desired state is the state defined in Eq.(19). Then we measure the first qubit register of , if the result is , we have a state -close to in the second qubit register of . The lower bound of the success probability in this measurement is analyzed in Lemma 12.
Lemma 12.
Let , . When , we have
(94) |
VIII Main Result
In this section, we give the main result of our work.
Theorem 1.
Given -dimensional nonlinear dissipative ODEs defined in Eq.(1) and construct the linear ODEs defined in Eq.(8). Let , , , . When and , there exists a quantum algorithm to produce which satisfies with success probability. The query complexity of the algorithm for , , is
(101) |
The gate complexity of this algorithm is larger than its query complexity by a factor of
(102) |
Proof.
Whole process. First we show the whole process of our algorithm. We define and set
(103) |
and construct the -dimensional linear ODEs defined in Eq.(8)
(104) |
We also set , , , where , so satisfies . Then we construct the linear system defined in Eq.(22) and solve the linear system with the algorithm proposed in Childs et al. (2017). The normalized solution of Eq.(22) is represented as
(105) |
where . can also be represented as
(106) |
where is a normalized state. Assuming the output state of quantum linear system algorithmChilds et al. (2017) is
(107) |
By Theorem in Childs et al. (2017), we make satisfies
(108) |
Then we execute measurement step discussed in Sect.III.4 and get a state -close to with success probability . We can amplify the success probability to with quantum amplitude amplification algorithmBrassard et al. (2002) by running quantum linear system algorithm times.
Proof of correctness. Then we analyze the error bound and the impact of error on success probability.
Assuming represents the exact solution. We define as
(109) |
By Lemma 9 and our choice of parameter , we have
(110) |
Then by Lemma 16 and , we have
(111) |
Let . By Lemma 10 and our choice of parameter , for any , we have
(112) |
By Eq.(112) and Lemma 16, we have
(113) |
By Lemma 11, for any , we have
(114) |
By Eq.(108), Eq.(114) and Lemma 17, we have
(115) |
Then, combine Eq.(113) and Eq.(115), we have
(116) |
We default is small enough, such as , then by Eq.(114) and , we have
(117) |
and are also written as
(118) |
and
(119) |
By Lemma 12, we have
(120) |
By Eq.(Proof), Eq.(117), Eq.(120) and Lemma 17, we have
(121) |
We notice is the output state of our algorithm, we have . Combining Eq.(111) and Eq.(121), we have
(122) |
On the other hand, caused by solution error, the success probability also changes. By Lemma 18, Eq.(120) and , we have
(123) |
and
(124) |
then
(125) |
Therefore, the success probability of our algorithm is
(126) |
Complexity analysis. Finally, we analyze the complexity of our algorithm.
By Lemma 2 and Lemma 3, the sparsity of is and . The sparsity of satisfies
(127) |
By Lemma 8, the condition number of satisfies
(128) |
By Theorem 5 in Childs et al. (2017) and Eq.(108), the query complexity of quantum linear system algorithm to oracle of and is
(129) |
By the definition of , the oracle of can be constructed by querying oracle once, by Lemma 6, is constructed by querying times and times. By Lemma 1, can be prepared by querying times.
Substituting Eq.(127), Eq.(128) into Eq.(129) and considering the choice of all parameters, the query complexity of solving Eq.(22) for , and is
(130) |
Using amplitude amplification algorithmBrassard et al. (2002), we repeat the above process times and get which satisfies with success probability.
The query complexity of the whole process for , and is
(131) |
The gate complexity of this algorithm is larger than its query complexity by a factor of
(132) |
IX Conclusion and Discussion
In this paper, we presented a quantum homotopy perturbation method for solving nonlinear dissipative ODEs. The gate complexity of our algorithm is . The complexity of the optimal classical algorithm for solving Eq.(1) is at least linear with , the complexity of the algorithm proposed in Liu et al. (2021) is linear with , so our algorithm provides exponential improvement over the best classical algorithms or previous quantum algorithms in or . and also affect the complexity of our algorithm, measures the decay of and increases exponentially as increases, measures the decay of defined in Eq.(8) and also increases exponentially as increases. Our algorithm is effective when is relatively small which makes and small enough. and are also affected by , when is relatively small, the trend of and increasing exponentially with may not be obvious due to the influence of , this case makes our algorithm perform better. Our algorithm has the potential to accelerate the solution of various nonlinear equations, and can be applied to nonlinear problems in various fields, such as fluid dynamics, biology, finance, etc, thereby accelerating the research progress of nonlinear science.
Our algorithm only discusses time-independent homogeneous quadratic nonlinear ODEs. When solving time-dependent nonlinear ODEs, the algorithm proposed in Berry et al. (2017) is not suitable, an alternative way is to use the algorithm proposed in Berry (2014) to solve the linear ODEs, then the dependence of complexity on error becomes . Is it possible to optimize the complexity of time-dependent quadratic nonlinear ODEs to is an open question.
On the other hand, homotopy analysis methodShijun (1998) and its derivativesIlhan et al. (2021); Veeresha et al. (2021a, b) are similar to homotopy perturbation method. Whether we can use quantum computing to accelerate the execution process of homotopy analysis method and thus construct a quantum homotopy analysis method is also a question to be investigated further.
Furthermore, how to induce nonlinearity in quantum computing is a basic problem when solving nonlinear equations with quantum algorithm. A common method is producing multiple copies of the original system, some nonlinear quantum algorithms contain copy processLeyton and Osborne (2008); Lubasch et al. (2020); Lloyd et al. (2020). In Joseph (2020), a linearization technique of nonlinear classical dynamics based on Koopman-von Neumann method is proposed. Engel et al. (2021) summarizes three classical linear embedding techniques, including Carleman embedding(Carleman linearization is also called Carleman embedding)Carleman et al. (1932); Kowalski and Steeb (1991), coherent states embeddingKowalski and Steeb (1991); Kowalski (1994) and position-space embeddingKoopman (1931), and then puts forward the prospects of these linear embedding techniques to construct effective quantum algorithms. An open question is whether there are other ways to induce nonlinearity in quantum computing.
Acknowledgements
This work was supported by the National Key Research and Development Program of China (Grant No. 2016YFA0301700), the National Natural Science Foundation of China (Grants Nos. 11625419), the Strategic Priority Research Program of the Chinese Academy of Sciences (Grant No. XDB24030600), and the Anhui Initiative in Quantum Information Technologies (Grants No. AHY080000).
Appendix
In this appendix, we give some lemmas used in proving some conclusions of our work. Lemma 16, Lemma 17 and Lemma 18 are given in Berry et al. (2017), we just list them again.
Lemma 13.
Let , , when , we have
(133) |
Proof.
We consider two cases: (1); (2).
When , we can find which satisfies , then we have
(134) |
We define
(135) |
It is obvious that for . Using Stirling’s formula , we have
(136) |
Therefore,
(137) |
When , we have
(138) |
Similar with the case , we also have
(139) |
Therefore, for any , we have .
Lemma 14.
Let , , when and , we have
(140) |
Lemma 15.
Given a matrix satisfies and for any . Let and satisfy , . Then for any , we have
(142) |
Proof.
When , . When ,
(143) |
Assuming when , we have
(144) |
then by , we have
(145) |
When ,
(146) |
Therefore, for any , we have .
Lemma 16.
Lemma 17.
(Berry et al. (2017)). Let and , where , , , are unit vectors, and . Suppose . Then .
Lemma 18.
(Berry et al. (2017)). Let and , where , , , are unit vectors, and . Suppose . Then .
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