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In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…

Numerical Analysis · Mathematics 2021-10-12 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of the solution to the Cauchy problem for linear stochastic PDEs of parabolic type can be accelerated to any given order of…

Probability · Mathematics 2010-06-09 Istvan Gyongy , Nicolai Krylov

Based on a comparison principle, we derive an exponential rate of convergence for solutions to the initial-boundary value problem for a class of quasilinear parabolic equations in one space dimension. We then apply the result to some models…

Analysis of PDEs · Mathematics 2016-12-19 Seonghak Kim

We analyze a semi-discrete splitting method for conservation laws driven by a semilinear noise term. Making use of fractional $BV$ estimates, we show that the splitting method produces a compact sequence of approximate solutions converging…

Analysis of PDEs · Mathematics 2016-08-23 Erlend B. Storrøsten , Kenneth H. Karlsen

We present a comprehensive theory of critical spaces for the broad class of quasilinear parabolic evolution equations. The approach is based on maximal $L_p$-regularity in time-weighted function spaces. It is shown that our notion of…

Analysis of PDEs · Mathematics 2017-10-18 Jan Pruess , Gieri Simonett , Mathias Wilke

In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…

Numerical Analysis · Mathematics 2014-12-04 Juergen Geiser

A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces. Convergence is established for a wide class of coupling schemes. Unlike classical alternating algorithms, which are limited to two…

Optimization and Control · Mathematics 2009-02-26 H. Attouch , L. M. Briceno-Arias , P. L. Combettes

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

In this paper we present a unified picture concerning Lie-Trotter method for solving a large class of semilinear problems: nonlinear Schr\"odinger, Schr\"oginger--Poisson, Gross--Pitaevskii, etc. This picture includes more general schemes…

Numerical Analysis · Mathematics 2012-11-22 Juan Pablo Borgna , Mariano De Leo , Diego Rial , Constanza Sánchez de la Vega

Recently-derived high-order splitting schemes with complex coefficients are shown to exhibit reduced convergence rates for certain parabolic evolution equations. When applied to semilinear reaction-diffusion equations with periodic boundary…

Numerical Analysis · Mathematics 2013-11-18 M. T. Warnez , B. K. Muite

In [8], some exact splittings are proposed for inhomogeneous quadratic differential equations including, for example, transport equations, kinetic equations, and Schr{\"o}dinger type equations with a rotation term. In this work, these exact…

Numerical Analysis · Mathematics 2020-01-01 Joackim Bernier , Nicolas Crouseilles , Yingzhe Li

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

Convergence results are shown for full discretizations of quasilinear parabolic partial differential equations on evolving surfaces. As a semidiscretization in space the evolving surface finite element method is considered, using a…

Numerical Analysis · Mathematics 2015-04-01 Balázs Kovács , Christian Andreas Power Guerra

We present a novel quantum algorithm for estimating Gibbs partition functions in sublinear time with respect to the logarithm of the size of the state space. This is the first speed-up of this type to be obtained over the seminal…

Quantum Physics · Physics 2023-01-18 Arjan Cornelissen , Yassine Hamoudi

In this paper, we first use PDE techniques and probabilistic methods to identify a kind of quasi-continuous random variables. Then we give a characterization of the $G$-integrable processes and get a kind of quasi-continuous processes by…

Probability · Mathematics 2017-05-09 Mingshang Hu , Falei Wang , Guoqiang Zheng

In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to…

Probability · Mathematics 2014-02-28 Matthijs Pronk , Mark Veraar

We analytically derive novel explicit integral representations for the solution of nonhomogeneous initial-boundary-value problems for a large category of evolution partial differential equations of Sobolev-Galpern type with generic…

Analysis of PDEs · Mathematics 2025-12-19 Andreas Chatziafratis

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…

Probability · Mathematics 2009-01-20 Istvan Gyöngy , Annie Millet

We study the splitting scheme associated with the linear stochastic Cauchy problem dU(t) = AU(t) dt + dW(t), where A is the generator of an analytic C_0-semigroup S={S(t)} on a Banach space E and W={W(t)} is a Brownian motion with values in…

Numerical Analysis · Mathematics 2010-02-25 Sonja Cox , Jan van Neerven

We consider the problem of numerically solving the Schr\"odinger equation with a potential that is quasi periodic in space and time. We introduce a numerical scheme based on a newly developed multi-time scale and averaging technique. We…

Chaotic Dynamics · Physics 2016-07-26 Tal Kachman , Shmuel Fishman , Avy Soffer