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In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel…

Numerical Analysis · Mathematics 2015-06-18 Yalchin Efendiev , Bangti Jin , Michael Presho , Xiaosi Tan

In this paper, we consider the quasi-gas-dynamic (QGD) model in a multiscale environment. The model equations can be regarded as a hyperbolic regularization and are derived from kinetic equations. So far, the research on QGD models has been…

Numerical Analysis · Mathematics 2021-06-30 Boris Chetverushkin , Eric Chung , Yalchin Efendiev , Sai-Mang Pun , Zecheng Zhang

In this paper, a physics-informed multiresolution wavelet neural network (PIMWNN) method is proposed for solving partial differential equations (PDEs). This method uses the multiresolution wavelet neural network (MWNN) to approximate…

Numerical Analysis · Mathematics 2025-08-12 Feng Han , Jianguo Wang , Guoliang Peng , Xueting Shi

In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal…

Computational Finance · Quantitative Finance 2018-11-22 Ali Al-Aradi , Adolfo Correia , Danilo Naiff , Gabriel Jardim , Yuri Saporito

We derive a Fast Multipole Method (FMM) where a low-rank approximation of the kernel is obtained using the Empirical Interpolation Method (EIM). Contrary to classical interpolation-based FMM, where the interpolation points and basis are…

Numerical Analysis · Mathematics 2015-08-25 Fabien Casenave

Accurate interpolation of functions and derivatives is crucial in solving partial differential equations (PDEs). The Radial Basis Function (RBF) method has become an extremely popular and robust approach for interpolation on scattered data.…

Numerical Analysis · Mathematics 2025-05-23 Amirhossein Fashamiha , David Salac

Gaussian processes (GPs) based methods for solving partial differential equations (PDEs) demonstrate great promise by bridging the gap between the theoretical rigor of traditional numerical algorithms and the flexible design of machine…

Numerical Analysis · Mathematics 2024-02-02 Xianjin Yang , Houman Owhadi

In this paper, we develop a multiscale model reduction technique that describes shale gas transport in fractured media. Due to the pore-scale heterogeneities and processes, we use upscaled models to describe the matrix. We follow our…

Computational Engineering, Finance, and Science · Computer Science 2015-07-03 I. Y. Akkutlu , Yalchin Efendiev , Maria Vasilyeva

Particle breakage due to collisional interactions plays a vital role in the development of several phenomena in science and engineering. The nonlinear collisional breakage equations (NCBEs) are a significant set of equations in this…

Numerical Analysis · Mathematics 2026-04-14 Arushi Arushi , Naresh Kumar

The geometric multigrid algorithm is an efficient numerical method for solving a variety of elliptic partial differential equations (PDEs). The method damps errors at progressively finer grid scales, resulting in faster convergence compared…

Numerical Analysis · Mathematics 2024-03-14 Francisco Holguin , GS Sidharth , Gavin Portwood

A new fast multipole formulation for solving elliptic difference equations on unbounded domains and its parallel implementation are presented. These difference equations can arise directly in the description of physical systems, e.g.…

Computational Physics · Physics 2016-04-08 Sebastian Liska , Tim Colonius

In this paper, we present a finite element method (FEM) framework enhanced by an operator-adapted wavelet decomposition algorithm designed for the efficient analysis of multiscale electromagnetic problems. Usual adaptive FEM approaches,…

Computational Physics · Physics 2026-02-18 F. Şık , F. L. Teixeira , B. Shanker

In this work we propose an efficient and accurate multi-scale optical simulation algorithm by applying a numerical version of slowly varying envelope approximation in FEM. Specifically, we employ the fast iterative method to quickly compute…

Optics · Physics 2024-12-03 Fan Xiao , Jingwei Wang , Zhongfei Xiong , Yuntian Chen

We propose an efficient and accurate parametric finite element method (PFEM) for solving sharp-interface continuum models for solid-state dewetting of thin films with anisotropic surface energies. The governing equations of the…

Numerical Analysis · Mathematics 2017-01-10 Weizhu Bao , Wei Jiang , Yan Wang , Quan Zhao

In this paper, we define new unfitted finite element methods for numerically approximating the solution of surface partial differential equations using bulk finite elements. The key idea is that the $n$-dimensional hypersurface, $\Gamma…

Numerical Analysis · Mathematics 2014-03-21 Klaus Deckelnick , Charles M. Elliott , Thomas Ranner

The finite element method (FEM) is a well-established numerical method for solving partial differential equations (PDEs). However, its mesh-based nature gives rise to substantial computational costs, especially for complex multiscale…

Computational Engineering, Finance, and Science · Computer Science 2025-06-24 Weihang Ouyang , Yeonjong Shin , Si-Wei Liu , Lu Lu

A fast method for solving boundary integral equations with the generalized Neumann kernel and the adjoint generalized Neumann kernel is presented. The method is based on discretizing the integral equations by the Nystr\"om method with the…

Numerical Analysis · Mathematics 2015-04-10 Mohamed M. S. Nasser

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

Radial basis functions have become a popular tool for approximation and solution of partial differential equations (PDEs). The recently proposed multilevel sparse interpolation with kernels (MuSIK) algorithm proposed in \cite{Georgoulis}…

Numerical Analysis · Mathematics 2017-10-20 Yangzhang Zhao , Qi Zhang , Jeremy Levesley

In present paper we propose seemingly new method for finding solutions of some types of nonlinear PDEs in closed form. The method is based on decomposition of nonlinear operators on sequence of operators of lower orders. It is shown that…

Mathematical Physics · Physics 2007-05-23 Yu. N. Kosovtsov
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