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 ≥ 2 d≥2 , there is an at most quadratic quantum speedup in terms of the allowable error ε ϵ 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.
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Linden et al. (2022) studied this question.