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In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.

Probability · Mathematics 2011-06-07 Penghui Wang , Xu Zhang

In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…

Numerical Analysis · Mathematics 2022-05-20 Fernando Contreras , Juan Galvis

Solving partial differential equations (PDEs) using an annealing-based approach involves solving generalized eigenvalue problems. Discretizing a PDE yields a system of linear equations (SLE). Solving an SLE can be formulated as a general…

Numerical Analysis · Mathematics 2026-05-11 Kazue Kudo

The estimation of distributed parameters in partial differential equations (PDE) from measures of the solution of the PDE may lead to under-determination problems. The choice of a parameterization is a usual way of adding a-priori…

Numerical Analysis · Mathematics 2008-01-16 Hend Ben Ameur , François Clément , Pierre Weis , Guy Chavent

We propose a two-level structural optimization method for obtaining an approximate optimal shape of piecewise developable surface without specifying internal boundaries between surface patches. The condition for developability of a…

Optimization and Control · Mathematics 2024-11-22 Makoto Ohsaki , Kentaro Hayakawa , Jingyao Zhang

We propose algorithms for solving convective-diffusion partial differential equations (PDEs), which model surfactant concentration and heat transport on evolving surfaces, based on intrinsic kernel-based meshless collocation methods. The…

Numerical Analysis · Mathematics 2023-12-14 Meng Chen , Leevan Ling

The experimental results of improved underwater image enhancement algorithms based on partial differential equations (PDEs) are presented in this report. This second work extends the study of previous work and incorporating several…

Computer Vision and Pattern Recognition · Computer Science 2017-05-12 U. A. Nnolim

The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…

Numerical Analysis · Mathematics 2019-12-23 Roberto Garrappa

In this paper we consider the numerical solution of fractional differential equations. In particular, we study a step-by-step graded mesh procedure based on an expansion of the vector field using orthonormal Jacobi polynomials. Under mild…

Numerical Analysis · Mathematics 2024-04-09 L. Brugnano , K. Burrage , P. Burrage , F. Iavernaro

In the present work we introduce a novel refinement algorithm for two-dimensional elliptic partial differential equations discretized with Virtual Element Method (VEM). The algorithm improves the numerical solution accuracy and the mesh…

Numerical Analysis · Mathematics 2024-03-18 Stefano Berrone , Fabio Vicini

In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…

Numerical Analysis · Mathematics 2022-09-13 He Zhang , Ran Zhang , Tao Zhou

We have developed a new embedding method for solving scalar hyperbolic conservation laws on surfaces. The approach represents the interface implicitly by a signed distance function following the typical level set method and some embedding…

Numerical Analysis · Mathematics 2023-07-17 Chun Kit Hung , Shingyu Leung

Accurate surface geometry representation is crucial in 3D visual computing. Explicit representations, such as polygonal meshes, and implicit representations, like signed distance functions, each have distinct advantages, making efficient…

Graphics · Computer Science 2025-09-26 Christian Stippel , Felix Mujkanovic , Thomas Leimkühler , Pedro Hermosilla

Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

Optimization and Control · Mathematics 2021-06-18 Caroline Geiersbach , Winnifried Wollner

We reformulate differential equations (DEs) for Feynman integrals to avoid doubled propagators in intermediate steps. External momentum derivatives are dressed with loop momentum derivatives to form tangent vectors to unitarity cut…

High Energy Physics - Theory · Physics 2017-06-26 Mao Zeng

This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…

Computer Vision and Pattern Recognition · Computer Science 2016-12-09 Huihui Song , Yuhui Zheng , Kaihua Zhang

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial…

Analysis of PDEs · Mathematics 2015-03-17 Gui-Qiang G. Chen

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen

We present a new hybrid numerical method for multiscale partial differential equations, which simultaneously captures the global macroscopic information and resolves the local microscopic events over regions of relatively small size. The…

Numerical Analysis · Mathematics 2017-07-04 Yufang Huang , Jianfeng Lu , Pingbing Ming