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Related papers: Partial Differential Equations An Introduction

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Solvers for partial differential equations (PDE) are one of the cornerstones of computational science. For large problems, they involve huge amounts of data that needs to be stored and transmitted on all levels of the memory hierarchy.…

Numerical Analysis · Mathematics 2019-09-19 Sebastian Götschel , Martin Weiser

Delay-Differential Equations (DDEs) are the most common representation for systems with delay. However, the DDE representation is limited. In network models with delay, the delayed channels are low-dimensional and accounting for this…

Optimization and Control · Mathematics 2020-12-21 Matthew M. Peet

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…

Analysis of PDEs · Mathematics 2015-01-06 Martina Hofmanova , Tusheng Zhang

We discuss various compatibility criteria for overdetermined systems of PDEs generalizing the approach to formal integrability via brackets of differential operators. Then we give sufficient conditions that guarantee that a PDE possessing a…

Differential Geometry · Mathematics 2012-03-06 Boris Kruglikov

INTRODUCTION This papers deals with partial differential equations of second order, linear, with constant and not constant coefficients, in two variables, which admit real characteristics. I face the study of PDEs with the mentality of the…

General Mathematics · Mathematics 2017-11-06 Andrea Pezzi

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. We discuss analytical and numerical methods for the solution of master equations, keeping our focus on…

Statistical Mechanics · Physics 2017-04-04 Markus F. Weber , Erwin Frey

We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.

Mathematical Physics · Physics 2007-05-23 Paolo Amore , Hakan Ciftci , Francisco M. Fernandez

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey

This paper provides a methodology of verified computing for solutions to 1-dimensional advection equations with variable coefficients. The advection equation is typical partial differential equations (PDEs) of hyperbolic type. There are few…

Numerical Analysis · Mathematics 2019-07-03 Akitoshi Takayasu , Suro Yoon , Yasunori Endo

This article is focused on two related topics within the study of partial differential equations (PDEs) that illustrate a beautiful connection between dynamics, topology, and analysis: stability and spatial dynamics. The first is a property…

Dynamical Systems · Mathematics 2019-10-18 Margaret Beck

Sparse spectral methods for solving partial differential equations have been derived in recent years using hierarchies of classical orthogonal polynomials on intervals, disks, and triangles. In this work we extend this methodology to a…

Numerical Analysis · Mathematics 2020-01-17 Ben Snowball , Sheehan Olver

We introduce some analytic relations on the set of partial differential equations of two variables. It relies on a new comparison method to give rough asymptotic estimates for solutions which obey different partial differential equations.…

Metric Geometry · Mathematics 2015-03-17 Tsuyoshi Kato , Satoshi Tsujimoto

Further investigations of implicit solutions to non-linear partial differential equations are pursued. Of particular interest are the equations which are Lorentz invariant. The question of which differential equations of second order for a…

Mathematical Physics · Physics 2009-11-10 David B. Fairlie

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

Probability · Mathematics 2011-04-22 Benjamin Gess

The combination of machine learning and physical laws has shown immense potential for solving scientific problems driven by partial differential equations (PDEs) with the promise of fast inference, zero-shot generalisation, and the ability…

Machine Learning · Computer Science 2024-09-11 Nacime Bouziani , David A. Ham , Ado Farsi

The integral equation approach to partial differential equations (PDEs) provides significant advantages in the numerical solution of the incompressible Navier-Stokes equations. In particular, the divergence-free condition and boundary…

Numerical Analysis · Mathematics 2020-02-26 Ludvig af Klinteberg , Travis Askham , Mary Catherine Kropinski

We introduce a novel spectral, finite-dimensional approximation of general Sobolev spaces in terms of Chebyshev polynomials. Based on this polynomial surrogate model (PSM), we realise a variational formulation, solving a vast class of…

Numerical Analysis · Mathematics 2023-01-13 Juan-Esteban Suarez Cardona , Phil-Alexander Hofmann , Michael Hecht

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

This is to review some recent progress in PDE. The emphasis is on (energy) supercritical nonlinear Schr\"odinger equations. The methods are applicable to other nonlinear equations.

Analysis of PDEs · Mathematics 2010-09-07 Wei-Min Wang

The main subject of this paper is the study of analytic second order linear partial differential equations. We aim to solve the classical equations and some more, in the real or complex analytical case. This is done by introducing methods…

Dynamical Systems · Mathematics 2019-07-08 Victor León , Bruno Scárdua