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Numerical solutions of partial differential equations enable a broad range of scientific research. The Dedalus Project is a flexible, open-source, parallelized computational framework for solving general partial differential equations using…

Instrumentation and Methods for Astrophysics · Physics 2020-04-29 Keaton J. Burns , Geoffrey M. Vasil , Jeffrey S. Oishi , Daniel Lecoanet , Benjamin P. Brown

Solving partial differential equations (PDEs) on complex domains can present significant computational challenges. The Diffuse Domain Method (DDM) is an alternative that reformulates the partial differential equations on a larger, simpler…

Numerical Analysis · Mathematics 2025-07-24 Luke Benfield , Andreas Dedner

This paper derives a free analog of the Euler-Maruyama method (fEMM) to numerically approximate solutions of free stochastic differential equations (fSDEs). Simply speaking fSDEs are stochastic differential equations in the context of…

Probability · Mathematics 2025-01-13 Georg Schluechtermann , Michael Wibmer

We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…

Numerical Analysis · Mathematics 2026-04-14 Jianbo Cui , Mihály Kovács , Derui Sheng

An iterative scheme for the Dynamical Systems Method (DSM) is given such that one does not have to solve the Cauchy problem occuring in the application of the DSM for solving ill-conditioned linear algebraic systems. The novelty of the…

Numerical Analysis · Mathematics 2008-03-25 N. S. Hoang , A. G. Ramm

This paper is concerned with the decoupling of delayed linear forward-backward stochastic differential equations (D-FBSDEs), which is much more involved than the delay-free case due to the infinite dimension caused by the delay. A new…

Optimization and Control · Mathematics 2020-09-23 Tianfu Ma , Juanjuan Xu , Huanshui Zhang

Functional Differential Equations (FDEs) play a fundamental role in many areas of mathematical physics, including fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equation), and statistical…

Numerical Analysis · Mathematics 2024-03-11 Abram Rodgers , Daniele Venturi

The Adomian Decomposition Method (ADM) is a very effective approach for solving broad classes of nonlinear partial and ordinary differential equations, with important applications in different fields of applied mathematics, engineering,…

Instrumentation and Methods for Astrophysics · Physics 2021-02-23 Man Kwong Mak , Chun Sing Leung , Tiberiu Harko

This paper proposes a deep-learning-based domain decomposition method (DeepDDM), which leverages deep neural networks (DNN) to discretize the subproblems divided by domain decomposition methods (DDM) for solving partial differential…

Numerical Analysis · Mathematics 2020-04-13 Wuyang Li , Xueshuang Xiang , Yingxiang Xu

An efficient numerical method is proposed for computing the Dirichlet-to-Neumann (DtN) map associated with the exterior Dirichlet problem for the two-dimensional Helmholtz equation with an inhomogeneous term. The exterior solution is…

Numerical Analysis · Mathematics 2026-03-17 Takemi Shigeta

In this paper we introduce a new approach to compute rigorously solutions of Cauchy problems for a class of semi-linear parabolic partial differential equations. Expanding solutions with Chebyshev series in time and Fourier series in space,…

Numerical Analysis · Mathematics 2022-03-02 Jacek Cyranka , Jean-Philippe Lessard

Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…

Analysis of PDEs · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…

Numerical Analysis · Mathematics 2025-04-08 Dmytro Sytnyk , Barbara Wohlmuth

We consider the unified transform method, also known as the Fokas method, for solving partial differential equations. We adapt and modify the methodology, incorporating new ideas where necessary, in order to apply it to solve a large class…

Analysis of PDEs · Mathematics 2018-08-28 Arran Fernandez , Dumitru Baleanu , Athanassios S. Fokas

Developing analytical methods for solving fractional partial differential equations (FPDEs) is an active area of research. Especially finding exact solutions of FPDEs is a challenging task. In the present paper we extend Sumudu transform…

Analysis of PDEs · Mathematics 2018-06-11 Manoj Kumar , Varsha Daftardar-Gejji

For the linear partial differential equation $P(\partial_x,\partial_t)u=f(x,t)$, where $x\in\mathbb{R}^n,\;t\in\mathbb{R}^1$, with $P(\partial_x,\partial_t)$ is $\prod^m_{i=1}(\frac{\partial}{\partial{t}}-a_iP(\partial_x))$ or…

Analysis of PDEs · Mathematics 2011-02-04 Guangqing Bi , Yuekai Bi

We present and analyze a new space-time finite element method for the solution of neural field equations with transmission delays. The numerical treatment of these systems is rare in the literature and currently has several restrictions on…

Numerical Analysis · Mathematics 2019-05-16 M. Polner , J. J. W. van der Vegt , S. A. van Gils

We propose a unified framework for delay differential equations (DDEs) based on deep neural networks (DNNs) - the neural delay differential equations (NDDEs), aimed at solving the forward and inverse problems of delay differential…

Machine Learning · Computer Science 2024-08-27 Housen Wang , Yuxing Chen , Sirong Cao , Xiaoli Wang , Qiang Liu

Among many evolutionary algorithms, differential evolution (DE) has received much attention over the last two decades. DE is a simple yet powerful evolutionary algorithm that has been used successfully to optimize various real-world…

Neural and Evolutionary Computing · Computer Science 2020-05-27 Tae Jong Choi , Julian Togelius , Yun-Gyung Cheong

Adaptive methods for derivation of analytical and numerical solutions of heat diffusion in one dimensional thin rod have investigated. Comperhensive comparsion analysis based on the homotopy perturbation method (HPM) and finite difference…

Computational Physics · Physics 2018-07-26 Mehran Makhtoumi
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