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This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…

Numerical Analysis · Mathematics 2025-11-25 Lei Zhang , Xiangcheng Zheng , Shangqin Zhu

A boundary value problem for a fractional power of the second-order elliptic operator is considered. It is solved numerically using a time-dependent problem for a pseudo-parabolic equation. For the auxiliary Cauchy problem, the standard…

Numerical Analysis · Computer Science 2015-06-18 Petr N. Vabishchevich

Numerically solving parabolic equations with quasiperiodic coefficients is a significant challenge due to the potential formation of space-filling quasiperiodic structures that lack translational symmetry or decay. In this paper, we…

Numerical Analysis · Mathematics 2024-12-30 Kai Jiang , Meng Li , Juan Zhang , Lei Zhang

This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…

Numerical Analysis · Mathematics 2025-02-06 Dmitrii Chaikovskii , Ye Zhang , Aleksei Liubavin

This work is concerned with the identification problem for what we call the perturbation term or error term in a parabolic partial differential equation, through its approximate periodic solutions. The observation is made over a subregion…

Optimization and Control · Mathematics 2007-05-23 Ling Lei

A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is…

Numerical Analysis · Mathematics 2011-05-05 Morten Dahlby , Brynjulf Owren

With the immense computing power at our disposal, the numerical solution of partial differential equations (PDEs) is becoming a day-to-day task for modern computational scientists. However, the complexity of real-life problems is such that…

Numerical Analysis · Mathematics 2022-04-05 Mitja Jančič , Filip Strniša , Gregor Kosec

In this paper we consider the solution of monotone inverse problems using the particular example of a parameter identification problem for a semilinear parabolic PDE. For the regularized solution of this problem, we introduce a total…

Numerical Analysis · Mathematics 2025-02-26 Pankaj Gautam , Markus Grasmair

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

Optimization and Control · Mathematics 2018-04-23 Milan Korda , Didier Henrion , Jean-Bernard Lasserre

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

Neural network-based solvers for partial differential equations (PDEs) have attracted considerable attention, yet they often face challenges in accuracy and computational efficiency. In this work, we focus on time-dependent PDEs and observe…

Numerical Analysis · Mathematics 2025-09-30 Guihong Wang , Zheng-An Chen , Tao Luo

Space and time discretizations of parabolic differential equations with dynamic boundary conditions are studied in a weak formulation that fits into the standard abstract formulation of parabolic problems, just that the usual L^2(\Omega)…

Numerical Analysis · Mathematics 2015-01-09 Balázs Kovács , Christian Lubich

In this paper, a nonlinear inverse boundary value problem for the second-order hyperbolic equation with nonlocal conditions is studied. To investigate the solvability of the original problem, we first consider an auxiliary inverse boundary…

Analysis of PDEs · Mathematics 2021-11-01 G. Yu. Mehdiyeva , Y. T. Mehraliyev , E. I. Azizbayov

A multi-cube method is developed for solving systems of elliptic and hyperbolic partial differential equations numerically on manifolds with arbitrary spatial topologies. It is shown that any three-dimensional manifold can be represented as…

Computational Physics · Physics 2015-06-11 Lee Lindblom , Bela Szilagyi

We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…

Numerical Analysis · Mathematics 2020-07-14 Weinan E , Jiequn Han , Arnulf Jentzen

We deal with the numerical solution of linear partial differential equations (PDEs) with focus on the goal-oriented error estimates including algebraic errors arising by an inaccurate solution of the corresponding algebraic systems. The…

Numerical Analysis · Mathematics 2020-01-08 Vít Dolejší , Petr Tichý

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

We construct quantum algorithms to compute physical observables of nonlinear PDEs with M initial data. Based on an exact mapping between nonlinear and linear PDEs using the level set method, these new quantum algorithms for nonlinear…

Quantum Physics · Physics 2025-04-22 Shi Jin , Nana Liu

Partial differential equations (PDEs) are a fundamental tool in the modeling of many real world phenomena. In a number of such real world phenomena the PDEs under consideration contain gradient-dependent nonlinearities and are…

Numerical Analysis · Mathematics 2021-10-12 Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse

Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…

Numerical Analysis · Mathematics 2020-11-17 Kristin Kirchner
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