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Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

We establish quantitative estimates for solutions $u(t,x)$ to the fractional nonlinear diffusion equation, $\partial_t u +(-\Delta)^s (u^m)=0$ in the whole range of exponents $m>0$, $0<s<1$. The equation is posed in the whole space…

Analysis of PDEs · Mathematics 2013-10-08 Matteo Bonforte , Juan Luis Vazquez

This paper addresses Bayesian inference related to partial differential equations (PDEs), particularly nonparametric regression constrained by PDEs. To effectively encode prior information, we propose a novel framework that learns a…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Deyu Meng , Zongben Xu , Fang Yao

In this paper, we give interior gradient and Hessian estimates for systems of semi-linear degenerate elliptic partial differential equations on bounded domains, using both tools of backward stochastic differential equations and…

Probability · Mathematics 2018-08-01 Jun Dai , Shanjian Tang , Bingjie Wu

We propose a non uniform web spline based finite element analysis for elliptic partial differential equation with the gradient type nonlinearity in their principal coefficients like p-laplacian equation and Quasi-Newtonian fluid flow…

Numerical Analysis · Mathematics 2018-07-04 B. V. Rathish Kumar , Ayan Chakraborty

In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…

Optimization and Control · Mathematics 2018-06-06 M. L. N. Gonçalves , F. R. Oliveira

Recent developments in generative modeling have utilized score-based methods coupled with stochastic differential equations to sample from complex probability distributions. However, these and other performant sampling methods generally…

Machine Learning · Computer Science 2025-06-03 Bryan Riel , Tobias Bischoff

We establish sharp geometric Holder regularity estimates for Gradient for bounded solutions of a class of fully nonlinear elliptic equations with non-homogeneous degeneracy. Such regularity estimates simplify and generalize, to some extent,…

Analysis of PDEs · Mathematics 2020-08-13 G. C. Ricarte , J. V. Da Silva

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

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 study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…

Probability · Mathematics 2018-10-02 Rainer Buckdahn , Christian Keller , Jin Ma , Jianfeng Zhang

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

In this work, we provide a comprehensive gradient regularity theory for a broad class of nonlinear kinetic Fokker-Planck equations. We achieve this by establishing precise pointwise estimates in terms of the data in the spirit of nonlinear…

Analysis of PDEs · Mathematics 2025-02-14 Kyeongbae Kim , Ho-Sik Lee , Simon Nowak

In this paper, we establish several local and global gradient estimates for the positive solution of Porous Medium Equations (PMEs) and Fast Diffusion Equations (FDEs). Our proof is probabilistic and uses martingale techniques.

Probability · Mathematics 2015-05-22 Ying Hu , Zhongmin Qian , Zichen Zhang

Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…

Machine Learning · Statistics 2019-05-16 Luca Ambrogioni , Umut Guclu , Marcel van Gerven

This paper presents a comprehensive analysis of the well-known extragradient (EG) method for solving both equations and inclusions. First, we unify and generalize EG for [non]linear equations to a wider class of algorithms, encompassing…

Optimization and Control · Mathematics 2024-09-26 Quoc Tran-Dinh , Nghia Nguyen-Trung

We consider the defocusing nonlinear Schr{\"o}dinger equation with a gauge invariant power-like nonlinearity. We prove global dispersive estimates in a semi-classical scaling, after rescaling the solution thanks to a suitable distorsion of…

Analysis of PDEs · Mathematics 2020-12-16 Rémi Carles

We propose an online parametric estimation method of stochastic differential equations with discrete observations and misspecified modelling based on online gradient descent. Our study provides uniform upper bounds for the risks of the…

Statistics Theory · Mathematics 2022-10-18 Shogo Nakakita

We generalize the method of obtaining the fundamental linear partial differential equations such as the diffusion and Schrodinger equation, Dirac and telegrapher's equation from a simple stochastic consideration to arrive at certain…

Mathematical Physics · Physics 2008-11-26 Karmadeva Maharana

In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…

Methodology · Statistics 2022-12-12 Dietmar Bauer , Sebastian Büscher , Manuel Batram