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In this paper, we present the Partial Integral Equation (PIE) representation of linear Partial Differential Equations (PDEs) in one spatial dimension, where the PDE has spatial integral terms appearing in the dynamics and the boundary…

Numerical Analysis · Mathematics 2022-12-19 Sachin Shivakumar , Amritam Das , Matthew Peet

A general method of obtaining linear differential equations having polynomial solutions is proposed. The method is based on an equivalence of the spectral problem for an element of the universal enveloping algebra of some Lie algebra in the…

High Energy Physics - Theory · Physics 2009-10-22 A. Turbiner

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…

Machine Learning · Computer Science 2023-05-29 Yingtao Luo , Qiang Liu , Yuntian Chen , Wenbo Hu , Tian Tian , Jun Zhu

Recently, various evolutionary partial differential equations (PDEs) with a mixed derivative have been emerged and drawn much attention. Nonetheless, their PDE-theoretical and numerical studies are still in their early stage. In this paper,…

Numerical Analysis · Mathematics 2017-12-12 Shun Sato , Takayasu Matsuo

We review the construction of generalized integrable hierarchies of partial differential equations, associated to affine Kac-Moody algebras, that include those considered by Drinfel'd and Sokolov. These hierarchies can be used to construct…

High Energy Physics - Theory · Physics 2016-01-27 T. Hollowood , J. L. Miramontes , J. Sanchez Guillen

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

In this paper, we consider the dynamics of solutions to complex-valued evolutionary partial differential equations (PDEs) and show existence of heteroclinic orbits from nontrivial equilibria to zero via computer-assisted proofs. We also…

Dynamical Systems · Mathematics 2022-03-02 Jonathan Jaquette , Jean-Philippe Lessard , Akitoshi Takayasu

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

Graphics · Computer Science 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

In this paper we presents further developments regarding the enrichment of the basic Theory of Order Completion. In particular, spaces of generalized functions are constructed that contain generalized solutions to all systems of continuous,…

Analysis of PDEs · Mathematics 2008-04-23 J. H. van der Walt

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

In this paper, we introduce the notion of generalized $s$-manifolds, which is a generalization of symmetric spaces. Then we give a method to construct generalized $s$-manifolds and present some typical examples. We study polars and…

Differential Geometry · Mathematics 2025-08-20 Shinji Ohno , Takashi Sakai

This work presents a geometrical formulation of the Clairin theory of conditional symmetries for higher-order systems of partial differential equations (PDEs). We devise methods for obtaining Lie algebras of conditional symmetries from…

Classical Analysis and ODEs · Mathematics 2018-10-16 A. M. Grundland , J. de Lucas

Two combined numerical methods for solving semilinear differential-algebraic equations (DAEs) are obtained and their convergence is proved. The comparative analysis of these methods is carried out and conclusions about the effectiveness of…

Numerical Analysis · Mathematics 2023-04-13 M. S. Filipkovska

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…

Probability · Mathematics 2018-10-02 Rainer Buckdahn , Christian Keller , Jin Ma , Jianfeng Zhang

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

Numerical Analysis · Mathematics 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky

In this paper we make an overview of results relating the recent "discoveries" in differential geometry, such as higher structures and differential graded manifolds with some natural problems coming from mechanics. We explain that a lot of…

Mathematical Physics · Physics 2021-03-17 Vladimir Salnikov , Aziz Hamdouni , Daria Loziienko

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

Partial Differential Equations (PDEs) have long been recognized as powerful tools for image processing and analysis, providing a framework to model and exploit structural and geometric properties inherent in visual data. Over the years,…

Image and Video Processing · Electrical Eng. & Systems 2024-12-17 Alejandro Garnung Menéndez