Related papers: Algebraic Structure of Vector Fields in Financial …
It is shown that the description of certain class of representations of the holonomy Lie algebra associated to hyperplane arrangement $\Delta$ is essentially equivalent to the classification of $\vee$-systems associated to $\Delta.$ The…
We present a structure-preserving Eulerian algorithm for solving $L^2$-gradient flows and a structure-preserving Lagrangian algorithm for solving generalized diffusions. Both algorithms employ neural networks as tools for spatial…
A Lie system is a system of first-order ordinary differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional real Lie algebra of vector fields: a so-called Vessiot-Guldberg Lie…
In this paper, a new scheme of arbitrary high order accuracy in both space and time is proposed to solve hyperbolic conservative laws. Based on the idea of flux vector splitting(FVS) scheme, we split all the space and time derivatives in…
The discretization of convection-diffusion equations by implicit or semi-implicit methods leads to a sequence of linear systems usually solved by iterative linear solvers such as GMRES. Many techniques bearing the name of \emph{recycling…
We study Lie-Hamilton systems on the plane, i.e. systems of first-order differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional real Lie algebra of planar Hamiltonian…
Geometric discretizations that preserve certain Hamiltonian structures at the discrete level has been proven to enhance the accuracy of numerical schemes. In particular, numerous symplectic and multi-symplectic schemes have been proposed to…
This work begins by establishing a mathematical formalization between different geometrical interpretations of Neural Networks, providing a first contribution. From this starting point, a new interpretation is explored, using the idea of…
Numerical discretisations of partial differential equations (PDEs) can be written as discrete convolutions, which, themselves, are a key tool in AI libraries and used in convolutional neural networks (CNNs). We therefore propose to…
A brief proof of Lie's classification of finite dimensional subalgebras of vector fields on the complex plane that have a proper Levi decomposition is given. The proof uses basic representation theory of sl(2, C). This, combined with…
In this note, the importance of spectral properties of viscous flux discretization in solving compressible Navier-Stokes equations for turbulent flow simulations is discussed. We studied six different methods, divided into two different…
A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…
The exhaustive group classification of a class of variable coefficient generalized KdV equations is presented, which completes and enhances results existing in the literature. Lie symmetries are used for solving an initial and boundary…
A hybrid LDG-HWENO scheme is proposed for the numerical solution of KdV-type partial differential equations. It evolves the cell averages of the physical solution and its moments (a feature of Hermite WENO) while discretizes high order…
In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…
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…
In usual stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one-dimensional stochastic differential equation. We assume that the coefficients of this equation are smooth.…
Calibration of stochastic local volatility (SLV) models to their underlying local volatility model is often performed by numerically solving a two-dimensional non-linear forward Kolmogorov equation. We propose a novel finite volume (FV)…
A brief proof of Lie's classification of solvable algebras of vector fields on the plane is given. The proof uses basic representation theory and PDEs.
We define and analyse the properties of contact Lie systems, namely systems of first-order differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional Lie algebra of…