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In this work, we consider the approximation of Hilbert space-valued meromorphic functions that arise as solution maps of parametric PDEs whose operator is the shift of an operator with normal and compact resolvent, e.g. the Helmholtz…

Numerical Analysis · Mathematics 2020-02-28 Francesca Bonizzoni , Fabio Nobile , Ilaria Perugia , Davide Pradovera

We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…

Numerical Analysis · Mathematics 2016-06-24 Christian Bender , Christian Gaertner , Nikolaus Schweizer

There are very few results on mixed finite element methods on surfaces. A theory for the study of such methods was given recently by Holst and Stern, using a variational crimes framework in the context of finite element exterior calculus.…

Numerical Analysis · Computer Science 2011-03-28 Anil N. Hirani , Kaushik Kalyanaraman

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

The diffuse-domain, or smoothed boundary, method is an attractive approach for solving partial differential equations in complex geometries because of its simplicity and flexibility. In this method the complex geometry is embedded into a…

Numerical Analysis · Mathematics 2019-12-02 Fei Yu , Zhenlin Guo , John Lowengrub

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

We propose the first learning scheme for functional differential equations (FDEs). FDEs play a fundamental role in physics, mathematics, and optimal control. However, the numerical analysis of FDEs has faced challenges due to its…

Numerical Analysis · Mathematics 2024-10-25 Taiki Miyagawa , Takeru Yokota

Machine learning approaches for solving partial differential equations require learning mappings between function spaces. While convolutional or graph neural networks are constrained to discretized functions, neural operators present a…

We propose Differentiable Surface Splatting (DSS), a high-fidelity differentiable renderer for point clouds. Gradients for point locations and normals are carefully designed to handle discontinuities of the rendering function.…

Graphics · Computer Science 2019-09-05 Wang Yifan , Felice Serena , Shihao Wu , Cengiz Öztireli , Olga Sorkine-Hornung

In this paper, we propose compactly supported radial basis functions for solving some well- known classes of astrophysics problems categorized as non-linear singular initial ordinary dif- ferential equations on a semi-infinite domain. To…

Numerical Analysis · Mathematics 2016-05-31 Kourosh Parand , Mohammad Hemami

Elliptic partial differential equations (PDEs) with discontinuous diffusion coefficients occur in application domains such as diffusions through porous media, electro-magnetic field propagation on heterogeneous media, and diffusion…

Numerical Analysis · Mathematics 2015-01-20 Andrea Bonito , Ronald A. DeVore , Ricardo H. Nochetto

Partial Differential Equations (PDEs) describe phenomena ranging from turbulence and epidemics to quantum mechanics and financial markets. Despite recent advances in computational science, solving such PDEs for real-world applications…

Machine Learning · Computer Science 2025-05-19 Lothar Heimbach , Sebastian Kaltenbach , Petr Karnakov , Francis J. Alexander , Petros Koumoutsakos

We introduce meshfree finite difference methods for approximating nonlinear elliptic operators that depend on second directional derivatives or the eigenvalues of the Hessian. Approximations are defined on unstructured point clouds, which…

Numerical Analysis · Mathematics 2017-05-03 Brittany D. Froese

We demonstrate that we can carry over the strategy of Finite Element Exterior Calculus (FEEC) to Summation-by-Parts (SBP) Finite Difference (FD) methods to achieve divergence- and curl-free discretizations. This is not obvious at first…

We develop exterior calculus approaches for partial differential equations on radial manifolds. We introduce numerical methods that approximate with spectral accuracy the exterior derivative $\mathbf{d}$, Hodge star $\star$, and their…

Numerical Analysis · Mathematics 2023-02-28 Ben J. Gross , Paul J. Atzberger

This article provides a general iterative approximation to partial differential equations, and thus establish existence of smooth solution. The heart of the method is to contract (or expand) the boundary conditions uniformly in the domain,…

Analysis of PDEs · Mathematics 2024-07-16 Chang Gao

The aim of this article is to analyze numerical schemes using two-layer neural networks with infinite width for the resolution of the high-dimensional Poisson-Neumann partial differential equations (PDEs) with Neumann boundary conditions.…

Numerical Analysis · Mathematics 2023-07-14 Mathias Dus , Virginie Ehrlacher

We present a computational scheme that derives a global polynomial level set parametrisation for smooth closed surfaces from a regular surface-point set and prove its uniqueness. This enables us to approximate a broad class of smooth…

A class of surfaces-graphs in a Riemannian 3-space with a prescribed projection of one field of principal directions onto a surface $\Pi$ is considered. A problem of determination of such surfaces when both principal curvatures are given…

Differential Geometry · Mathematics 2010-03-11 Vladimir Rovenski , Leonid Zelenko

Algorithms based on gradient descent for computing the elastic shape registration of two simple surfaces in 3-dimensional space and therefore the elastic shape distance between them have been proposed by Kurtek, Jermyn, et al., and more…

Graphics · Computer Science 2024-11-21 Javier Bernal , Jim Lawrence
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