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We develop a novel deep learning technique, termed Deep Orthogonal Decomposition (DOD), for dimensionality reduction and reduced order modeling of parameter dependent partial differential equations. The approach consists in the construction…

Numerical Analysis · Mathematics 2024-05-15 Nicola Rares Franco , Andrea Manzoni , Paolo Zunino , Jan S. Hesthaven

In this paper, we propose a new approach to model reduction of parameterized partial differential equations (PDEs) based on the concept of adaptive reduced bases. The presented approach is particularly suited for large-scale nonlinear…

Numerical Analysis · Mathematics 2014-10-01 Liqian Peng , Kamran Mohseni

We apply the discontinuous Galerkin finite element method with a degree $p$ polynomial basis to the linear advection equation and derive a PDE which the numerical solution solves exactly. We use a Fourier approach to derive polynomial…

Numerical Analysis · Mathematics 2015-01-22 Noel Chalmers , Lilia Krivodonova

A discontinuous Galerkin method for approximating the Vlasov-Poisson system of equations describing the time evolution of a collisionless plasma is proposed. The method is mass conservative and, in the case that piecewise constant functions…

Plasma Physics · Physics 2011-10-04 R. E. Heath , I. M. Gamba , P. J. Morrison , C. Michler

Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions…

Numerical Analysis · Mathematics 2025-03-25 Markus Bachmayr , Henrik Eisenmann , Igor Voulis

A large class of hyperbolic and advection-dominated PDEs can have solutions with discontinuities. This paper investigates, both theoretically and empirically, the operator learning of PDEs with discontinuous solutions. We rigorously prove,…

Machine Learning · Computer Science 2022-10-04 Samuel Lanthaler , Roberto Molinaro , Patrik Hadorn , Siddhartha Mishra

We present a framework for recovering/approximating unknown time-dependent partial differential equation (PDE) using its solution data. Instead of identifying the terms in the underlying PDE, we seek to approximate the evolution operator of…

Numerical Analysis · Mathematics 2020-05-05 Kailiang Wu , Dongbin Xiu

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

The machine learning methods for data-driven identification of partial differential equations (PDEs) are typically defined for a given number of spatial dimensions and a choice of coordinates the data have been collected in. This dependence…

Machine Learning · Computer Science 2025-10-07 Trung V. Phan , George A. Kevrekidis , Soledad Villar , Yannis G. Kevrekidis , Juan M. Bello-Rivas

This article revisits the approximation problem of systems of nonlinear delay differential equations (DDEs) by a set of ordinary differential equations (ODEs). We work in Hilbert spaces endowed with a natural inner product including a point…

Chaotic Dynamics · Physics 2015-09-11 Mickaël D. Chekroun , Michael Ghil , Honghu Liu , Shouhong Wang

This work is devoted to the study of a posteriori error estimation and adaptivity in parabolic problems with a particular focus on spatial discontinuous Galerkin (dG) discretisations. We begin by deriving an a posteriori error estimator for…

Numerical Analysis · Mathematics 2015-04-13 Stephen Arthur Metcalfe

Projection-based model order reduction on nonlinear manifolds has been recently proposed for problems with slowly decaying Kolmogorov n-width such as advection-dominated ones. These methods often use neural networks for manifold learning…

Computational Physics · Physics 2023-03-20 Jorio Cocola , John Tencer , Francesco Rizzi , Eric Parish , Patrick Blonigan

Model order reduction has been extensively studied over the last two decades. Projection-based methods such as the Proper Orthogonal Decomposition and the Reduced Basis Method enjoy the important advantages of Galerkin methods in the…

Numerical Analysis · Mathematics 2021-08-30 Thomas Daniel , Fabien Casenave , Nissrine Akkari , David Ryckelynck

We develop a geometric and analytic framework for polynomial partial differential equations posed on thin annuli in the plane. Using renormalized Sobolev inner products, we construct Sobolev orthogonal polynomial bases adapted to the thin…

Exactly Solvable and Integrable Systems · Physics 2026-02-16 Jean-Pierre Magnot

We describe a variant of the dressing method giving alternative representation of multidimensional nonlinear PDE as a system of Integro-Differential Equations (IDEs) for spectral and dressing functions. In particular, it becomes single…

Analysis of PDEs · Mathematics 2016-09-07 A. I. Zenchuk

A major goal for reduced-order models of unsteady fluid flows is to uncover and exploit latent low-dimensional structure. Proper orthogonal decomposition (POD) provides an energy-optimal linear basis to represent the flow kinematics, but…

Fluid Dynamics · Physics 2022-03-23 Jared L. Callaham , Steven L. Brunton , Jean-Christophe Loiseau

We construct a sheaf theoretic and derived geometric machinery to study nonlinear partial differential equations and their singular supports. We establish a notion of derived microlocalization for solution spaces of non-linear equations and…

Algebraic Geometry · Mathematics 2024-06-18 Jacob Kryczka , Artan Sheshmani , Shing-Tung Yau

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

Numerical Analysis · Mathematics 2021-03-17 Quanhui Zhu , Jiang Yang

This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for…

Numerical Analysis · Mathematics 2012-12-04 Xiaobing Feng , Thomas Lewis

We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…

Numerical Analysis · Mathematics 2023-09-12 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault