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We introduce a method for the fast numerical approximation of linear, second-order parabolic partial differential equations (PDEs for short) with time-independent coefficients based on model order reduction techniques and the Laplace…

Numerical Analysis · Mathematics 2026-01-06 Fernando Henríquez , Jan S. Hesthaven

Solutions of certain partial differential equations (PDEs) are often represented by the steepest descent curves of corresponding functionals. Minimizing movement scheme was developed in order to study such curves in metric spaces.…

Numerical Analysis · Mathematics 2023-10-09 Min Sue Park , Cheolhyeong Kim , Hwijae Son , Hyung Ju Hwang

An improved method for the description of hierarchical complex systems by means of a Fokker-Planck equation is presented. In particular the limited-memory Broyden-Fletcher-Goldfarb-Shanno algorithm for constraint problems (L-BFGS-B) is used…

Data Analysis, Statistics and Probability · Physics 2013-05-29 A. P. Nawroth , J. Peinke , D. Kleinhans , R. Friedrich

This paper aims to devise an adaptive neural network basis method for numerically solving a second-order semilinear partial differential equation (PDE) with low-regular solutions in two/three dimensions. The method is obtained by combining…

Numerical Analysis · Mathematics 2024-11-05 Jianguo Huang , Haohao Wu , Tao Zhou

We introduce a hyperreduced reduced basis element method for model reduction of parameterized, component-based systems in continuum mechanics governed by nonlinear partial differential equations. In the offline phase, the method constructs,…

Numerical Analysis · Mathematics 2025-01-06 Mehran Ebrahimi , Masayuki Yano

We extend our previous work [F. Henr'iquez and J. S. Hesthaven, arXiv:2403.02847 (2024)] to the linear, second-order wave equation in bounded domains. This technique uses two widely known mathematical tools to construct a fast and efficient…

Numerical Analysis · Mathematics 2026-04-13 Fernando Henriquez , Jan S. Hesthaven

We present a new method based on functional tensor decomposition and dynamic tensor approximation to compute the solution of a high-dimensional time-dependent nonlinear partial differential equation (PDE). The idea of dynamic approximation…

Numerical Analysis · Mathematics 2021-04-14 Alec Dektor , Daniele Venturi

This article is concerned with the numerical solution of convex variational problems. More precisely, we develop an iterative minimisation technique which allows for the successive enrichment of an underlying discrete approximation space in…

Numerical Analysis · Mathematics 2015-07-07 Paul Houston , Thomas P. Wihler

This study proposes an acceleration technique for the computational challenges in extending the variational deterministic-particle-based scheme (VDS) [Bao et al., Journal of Computational Physics 522 (2025) 113589] to 3D complex fluid…

Computational Physics · Physics 2026-03-16 L. Fang , X. Bao , Z. Song , S. Xu , H. Huang

We propose a novel framework for model-order reduction of hyperbolic differential equations. The approach combines a relaxation formulation of the hyperbolic equations with a discretization using shifted base functions. Model-order…

Numerical Analysis · Mathematics 2021-05-03 Sara Grundel , Michael Herty

The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…

Numerical Analysis · Mathematics 2026-01-28 Neetu Garg , Varsha R

In this paper, we propose a new approach to model reduction of parameterized partial differential equations (PDEs) based on the concept of adaptive reduced bases. The presented approach is particularly suited for large-scale nonlinear…

Numerical Analysis · Mathematics 2014-10-01 Liqian Peng , Kamran Mohseni

A classical reduced order model for dynamical problems involves spatial reduction of the problem size. However, temporal reduction accompanied by the spatial reduction can further reduce the problem size without losing accuracy much, which…

Numerical Analysis · Mathematics 2019-10-04 Youngsoo Choi , Peter Brown , Bill Arrighi , Robert Anderson

Model order reduction provides low-complexity high-fidelity surrogate models that allow rapid and accurate solutions of parametric differential equations. The development of reduced order models for parametric \emph{nonlinear} Hamiltonian…

Numerical Analysis · Mathematics 2024-09-30 Cecilia Pagliantini , Federico Vismara

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

Optimization and Control · Mathematics 2018-11-16 Kenneth F. Caluya , Abhishek Halder

We propose an Hermite spectral method for the Fokker-Planck-Landau (FPL) equation. Both the distribution functions and the collision terms are approximated by series expansions of the Hermite functions. To handle the complexity of the…

Computational Physics · Physics 2021-03-17 Ruo Li , Yinuo Ren , Yanli Wang

The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…

Solar and Stellar Astrophysics · Physics 2025-04-29 B. Klippenstein , A. Shalchi

Kinetics of metastable systems modeled by Hamiltonians containing nonlocal and nonconservative terms is reproduced by the Fokker-Planck and imaginary time Schrodinger equation scheme with subsequent symplectic integration. Example solutions…

Materials Science · Physics 2007-05-23 E. Klotins

This work presents two novel approaches for the symplectic model reduction of high-dimensional Hamiltonian systems using data-driven quadratic manifolds. Classical symplectic model reduction approaches employ linear symplectic subspaces for…

Numerical Analysis · Mathematics 2023-08-25 Harsh Sharma , Hongliang Mu , Patrick Buchfink , Rudy Geelen , Silke Glas , Boris Kramer

Particle-based stochastic approximations of the Boltzmann equation are popular tools for simulations of non-equilibrium gas flows, for which the Navier-Stokes-Fourier equations fail to provide accurate description. However, these numerical…

Numerical Analysis · Mathematics 2025-09-09 Veronica Montanaro , Lukas Netterdon , Manuel Torrilhon , Hossein Gorji