Integration of the Fokker–Planck equation on quantum computers: a new path to modelling nonlinear dynamics

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, while being realizable on available (or near-term) quantum hardware, is an open challenge. In this paper, we 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 approaches are proposed: (i) forward-Euler stepping by block encoding; (ii) Schrödingerization and (iii) forward-Euler stepping by a linear combination 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.