Improved quantum algorithms for linear and nonlinear differential equations

We present substantially generalized and improved quantum algorithms over prior work for inhomogeneous linear and nonlinear ordinary differential equations (ODE). In Berry et al., (2017), a quantum algorithm for a certain class of linear ODEs is given, where the matrix involved needs to be diagonalizable. The quantum algorithm for linear ODEs presented here extends to many classes of non-diagonalizable matrices. The algorithm here is also exponentially faster than the bounds derived in Berry et al., (2017) for certain classes of diagonalizable matrices. Our linear ODE algorithm is then applied to nonlinear differential equations using Carleman linearization (an approach taken recently by us in Liu et al., (2021)). The improvement over that result is two-fold. First, we obtain an exponentially better dependence on error. This kind of logarithmic dependence on error has also been achieved by Xue et al., (2021), but only for homogeneous nonlinear equations. Second, the present algorithm can handle any sparse, invertible matrix (that models dissipation) if it has a negative log-norm (including non-diagonalizable matrices), whereas Liu et al., (2021) and Xue et al., (2021) additionally require normality.