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In this work, we present a machine learning approach for reducing the error when numerically solving time-dependent partial differential equations (PDE). We use a fully convolutional LSTM network to exploit the spatiotemporal dynamics of…

Machine Learning · Computer Science 2020-02-11 Ben Stevens , Tim Colonius

In this paper, we present a novel pseudospectral (PS) method for solving a new class of initial-value problems (IVPs) of time-dependent one-dimensional fractional partial differential equations (FPDEs) with variable coefficients and…

Numerical Analysis · Mathematics 2023-12-11 Kareem T. Elgindy

We propose a compressive spectral collocation method for the numerical approximation of Partial Differential Equations (PDEs). The approach is based on a spectral Sturm-Liouville approximation of the solution and on the collocation of the…

Numerical Analysis · Mathematics 2018-10-18 Simone Brugiapaglia

The numerical analysis of stochastic parabolic partial differential equations of the form $$ du + A(u) = f \,dt + g \, dW, $$ is surveyed, where $A$ is a partial operator and $W$ a Brownian motion. This manuscript unifies much of the theory…

Numerical Analysis · Mathematics 2020-03-16 Martin Ondrejat , Andreas Prohl , Noel Walkington

We discuss practical methods for computing the space of solutions to an arbitrary homogeneous linear system of partial differential equations with constant coefficients. These rest on the Fundamental Principle of Ehrenpreis-Palamodov from…

Commutative Algebra · Mathematics 2021-10-14 Rida Ait El Manssour , Marc Härkönen , Bernd Sturmfels

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

We propose and study a scheme combining the finite element method and machine learning techniques for the numerical approximations of coupled nonlinear forward-backward stochastic partial differential equations (FBSPDEs) with homogeneous…

Numerical Analysis · Mathematics 2020-12-16 Hasib Uddin Molla , Jinniao Qiu

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

Two combined numerical methods for solving semilinear differential-algebraic equations (DAEs) are obtained and their convergence is proved. The comparative analysis of these methods is carried out and conclusions about the effectiveness of…

Numerical Analysis · Mathematics 2023-04-13 M. S. Filipkovska

The connection of Taylor maps and polynomial neural networks (PNN) to solve ordinary differential equations (ODEs) numerically is considered. Having the system of ODEs, it is possible to calculate weights of PNN that simulates the dynamics…

Neural and Evolutionary Computing · Computer Science 2020-08-11 Andrei Ivanov , Anna Golovkina , Uwe Iben

Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…

Computational Engineering, Finance, and Science · Computer Science 2022-05-09 Damyn M Chipman

The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively…

Numerical Analysis · Mathematics 2024-08-26 Lukas Gonon , Arnulf Jentzen , Benno Kuckuck , Siyu Liang , Adrian Riekert , Philippe von Wurstemberger

This paper introduces a multilevel kernel-based approximation method to estimate efficiently solutions to elliptic partial differential equations (PDEs) with periodic random coefficients. Building upon the work of Kaarnioja, Kazashi, Kuo,…

Numerical Analysis · Mathematics 2025-04-23 Alexander D. Gilbert , Michael B. Giles , Frances Y. Kuo , Ian H. Sloan , Abirami Srikumar

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

Numerical Analysis · Mathematics 2025-05-20 Daan Bon , Benjamin Caris , Olga Mula

Partial Differential Equations (PDEs) have long been recognized as powerful tools for image processing and analysis, providing a framework to model and exploit structural and geometric properties inherent in visual data. Over the years,…

Image and Video Processing · Electrical Eng. & Systems 2024-12-17 Alejandro Garnung Menéndez

In this paper we analyze a space-time unfitted finite element method for the discretization of scalar surface partial differential equations on evolving surfaces. For higher order approximations of the evolving surface we use the technique…

Numerical Analysis · Mathematics 2024-11-26 Arnold Reusken , Hauke Sass

A $\mathbb{D}$-semi-classical weight is one which satisfies a particular linear, first order homogeneous equation in a divided-difference operator $\mathbb{D}$. It is known that the system of polynomials, orthogonal with respect to this…

Classical Analysis and ODEs · Mathematics 2012-04-12 N. S. Witte

In this work, we present a multiscale approach for the reliable coarse-scale approximation of spatial network models represented by a linear system of equations with respect to the nodes of a graph. The method is based on the ideas of the…

Numerical Analysis · Mathematics 2023-12-18 Moritz Hauck , Roland Maier , Axel Målqvist

In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of the variational approach. For this purpose, we provide a…

Probability · Mathematics 2025-11-21 Rajeev Bhaskaran , Stefan Tappe
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