Quantum algorithms for solving a drift-diffusion equation: A complexity analysis

We present four quantum algorithms for solving a multidimensional drift-diffusion equation. They rely on a quantum linear system solver, a quantum Hamiltonian simulation, a quantum random walk, and the quantum Fourier transform. We compare the complexities of these methods to their classical counterparts, finding that diagonalization via the quantum Fourier transform offers a quantum computational advantage for solving linear partial differential equations at a fixed final time. We employ a multidimensional amplitude estimation process to extract the full probability distribution from the quantum computer.