Quantum spectral methods for differential equations

Abstract: Recently developed quantum algorithms address computational challenges in numerical analysis by performing linear algebra in Hilbert space. Such algorithms can produce a quantum state proportional to the solution of a $d$-dimensional system of linear equations or linear differential equations with complexity $\mathrm{poly}(\log d)$. While several of these algorithms approximate the solution to within $\epsilon$ with complexity $\mathrm{poly}(\log(1/\epsilon))$, no such algorithm was previously known for differential equations with time-dependent coefficients. Here we develop a quantum algorithm for linear ordinary differential equations based on so-called spectral methods, an alternative to finite difference methods that approximates the solution globally. Using this approach, we give a quantum algorithm for time-dependent initial and boundary value problems with complexity $\mathrm{poly}(\log d, \log(1/\epsilon))$.