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Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…

Numerical Analysis · Mathematics 2021-02-25 Jean-François Chassagneux , Junchao Chen , Noufel Frikha , Chao Zhou

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Numerical Analysis · Mathematics 2025-06-25 Markus Bachmayr , Huqing Yang

We are interested in numerically approximating the solution ${\bf U}(t)$ of the large dimensional semilinear matrix differential equation $\dot{\bf U}(t) = { \bf A}{\bf U}(t) + {\bf U}(t){ \bf B} + {\cal F}({\bf U},t)$, with appropriate…

Numerical Analysis · Mathematics 2021-05-26 Gerhard Kirsten , Valeria Simoncini

The recently developed physics-informed machine learning has made great progress for solving nonlinear partial differential equations (PDEs), however, it may fail to provide reasonable approximations to the PDEs with discontinuous…

Numerical Analysis · Mathematics 2021-12-06 Chunyue Lv , Lei Wang , Chenming Xie

Deep learning method is of great importance in solving partial differential equations. In this paper, inspired by the failure-informed idea proposed by Gao et.al. (SIAM Journal on Scientific Computing 45(4)(2023)) and as an improvement, a…

Numerical Analysis · Mathematics 2024-04-30 Jingyong Ying , Yaqi Xie , Jiao Li , Hongqiao Wang

Using exhaustion method and finite differences a new method to solve system of partial differential equations and is presented. This method allows design algorithm to solve linear and nonlinear systems in irregular domains. Applying this…

Numerical Analysis · Mathematics 2025-04-10 Miriam Sosa-Díaz , Faustino Sanchez-Garduno

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

The purpose of this research work is to employ the Optimal Auxiliary Function Method (OAFM) for obtaining numerical approximations of time-dependent nonlinear partial differential equations (PDEs) that arise in many disciplines of science…

Numerical Analysis · Mathematics 2023-06-13 Nilormy Gupta Trisha , Md. Shafiqul Islam

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky

Neural Networks have been widely used to solve Partial Differential Equations. These methods require to approximate definite integrals using quadrature rules. Here, we illustrate via 1D numerical examples the quadrature problems that may…

Numerical Analysis · Mathematics 2022-03-09 Jon A. Rivera , Jamie M. Taylor , Ángel J. Omella , David Pardo

We propose a two-scale neural network method for solving partial differential equations (PDEs) with small parameters using physics-informed neural networks (PINNs). We directly incorporate the small parameters into the architecture of…

Numerical Analysis · Mathematics 2024-10-15 Qiao Zhuang , Chris Ziyi Yao , Zhongqiang Zhang , George Em Karniadakis

One of the very few mathematically rigorous nonlinear model reduction methods is the restriction of a dynamical system to a low-dimensional, sufficiently smooth, attracting invariant manifold. Such manifolds are usually found using local…

Dynamical Systems · Mathematics 2025-05-12 Bálint Kaszás , George Haller

Using geometric methods for linearizing systems of second order cubically semi-linear ordinary differential equations and third order quintically semi-linear ordinary differential equations, we extend to the fourth order by differentiating…

Classical Analysis and ODEs · Mathematics 2007-12-27 F. M. Mahomed , A. Qadir

We present a short review of the evolution of the methodology of the Method of simplest equation for obtaining exact particular solutions of nonlinear partial differential equations (NPDEs) and the recent extension of a version of this…

Exactly Solvable and Integrable Systems · Physics 2019-06-20 Nikolay K. Vitanov

New method for finding exact solutions of nonlinear differential equations is presented. It is based on constructing the polygon corresponding to the equation studied. The algorithms of power geometry are used. The method is applied for…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Nikolai A. Kudryashov , Maria V. Demina

We propose a reduced-order modeling approach for nonlinear, parameter-dependent ordinary differential equations (ODE). Dimensionality reduction is achieved using nonlinear maps represented by autoencoders. The resulting low-dimensional ODE…

Numerical Analysis · Mathematics 2026-04-16 Enrico Ballini , Marco Gambarini , Alessio Fumagalli , Luca Formaggia , Anna Scotti , Paolo Zunino

We consider discrete linear Chebyshev approximation problems in which the unknown parameters of linear function are fitted by minimizing the maximum absolute deviation of errors. Such problems find application in the solution of…

Optimization and Control · Mathematics 2020-12-22 Nikolai Krivulin

Scientific and engineering problems often involve parametric partial differential equations (PDEs), such as uncertainty quantification, optimizations, and inverse problems. However, solving these PDEs repeatedly can be prohibitively…

Numerical Analysis · Mathematics 2023-07-04 Jun Sur Richard Park , Xueyu Zhu

Systems of reaction-diffusion equations are commonly used in biological models of food chains. The populations and their complicated interactions present numerous challenges in theory and in numerical approximation. In particular,…

Numerical Analysis · Mathematics 2015-10-28 Matthew Beauregard , Joshua Padgett , Rana Parshad

We introduce a direct numerical treatment of nonlinear higher-index differential-algebraic equations by means of overdetermined polynomial least-squares collocation. The procedure is not much more computationally expensive than standard…

Numerical Analysis · Mathematics 2019-03-22 Michael Hanke , Roswitha März