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Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu

We present error estimates for four unconditionally energy stable numerical schemes developed for solving Allen-Cahn equations with nonlocal constraints. The schemes are linear and second order in time and space, designed based on the…

Numerical Analysis · Mathematics 2018-10-23 Shouwen Sun , Xiaobo Jing , Qi Wang

The authors proposed a general way to find particular solutions for overdetermined systems of PDEs previously, where the number of equations is greater than the number of unknown functions. In this paper, we propose an algorithm for finding…

Symbolic Computation · Computer Science 2019-12-30 Maxim Zaytsev , V'yacheslav Akkerman

We introduce multilevel Picard (MLP) approximations for McKean--Vlasov stochastic differential equations (SDEs) with nonconstant diffusion coefficient. Under standard Lipschitz assumptions on the coefficients, we show that the MLP algorithm…

Numerical Analysis · Mathematics 2025-11-25 Ariel Neufeld , Tuan Anh Nguyen , Philipp Schmocker

This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…

Numerical Analysis · Mathematics 2018-01-19 Xiaobing Feng , Thomas Lewis

In this work, we consider the coupled systems of linear unsteady partial differential equations, which arise in the modeling of poroelasticity processes. Stability estimates of weighted difference schemes for the coupled system of equations…

Numerical Analysis · Computer Science 2013-11-18 A. E. Kolesov , P. N. Vabishchevich , M. V. Vasilyeva

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable…

Numerical Analysis · Mathematics 2018-04-13 Ferran Vidal-Codina , Ngoc-Cuong Nguyen , Mike B. Giles , Jaime Peraire

Algorithms are presented for the tanh- and sech-methods, which lead to closed-form solutions of nonlinear ordinary and partial differential equations (ODEs and PDEs). New algorithms are given to find exact polynomial solutions of ODEs and…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 D. Baldwin , U. Goktas , W. Hereman , L. Hong , R. S. Martino , J. Miller

In this paper we propose a method to couple two or more explicit numerical schemes approximating the same time-dependent PDE, aiming at creating new schemes which inherit advantages of the original ones. We consider both advection equations…

Numerical Analysis · Mathematics 2018-04-13 Simone Cacace , Emiliano Cristiani , Roberto Ferretti

This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

The kernel-based multi-scale method has been proven to be a powerful approximation method for scattered data approximation problems which is computationally superior to conventional kernel-based interpolation techniques. The multi-scale…

Numerical Analysis · Mathematics 2025-03-10 Federico Lot , Christian Rieger

In this paper, we propose an efficient parallelization strategy for boundary element method (BEM) solvers that perform the electromagnetic analysis of structures with lossy conductors. The proposed solver is accelerated with the adaptive…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-30 Damian Marek , Shashwat Sharma , Piero Triverio

We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…

Analysis of PDEs · Mathematics 2021-10-11 Qian Lei , Chi Seng Pun

The incompressible Euler equations are an important model system in computational fluid dynamics. Fast high-order methods for the solution of this time-dependent system of partial differential equations are of particular interest: due to…

Numerical Analysis · Mathematics 2024-10-15 Eike Hermann Müller

We adapt the notion of processes to introduce an abstract framework for dynamics in finite time, i.e.\ on compact time sets. For linear finite-time processes a notion of hyperbolicity namely exponential monotonicity dichotomy (EMD) is…

Dynamical Systems · Mathematics 2013-02-25 Daniel Karrasch

A new method to solve computationally challenging (random) parametric obstacle problems is developed and analyzed, where the parameters can influence the related partial differential equation (PDE) and determine the position and surface…

Machine Learning · Computer Science 2025-04-08 Martin Eigel , Cosmas Heiß , Janina E. Schütte

Large molecular dynamics simulations (millions of atoms, tens of microseconds, thousands of processors) hit the strong scalability wall: simulation on twice as many processors does not take half the time. Inspired by large N-body space…

Numerical Analysis · Computer Science 2013-10-21 Jana Pazúriková , Luděk Matyska

We present an efficient quantum algorithm to simulate nonlinear differential equations with polynomial vector fields of arbitrary degree on quantum platforms. Models of physical systems that are governed by ordinary differential equations…

Dynamical Systems · Mathematics 2023-02-08 Amit Surana , Abeynaya Gnanasekaran , Tuhin Sahai

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

This paper addresses the problem of parallelizing computations to study non-linear dynamics in large networks of non-locally coupled oscillators using heterogeneous computing resources. The proposed approach can be applied to a variety of…

Chaotic Dynamics · Physics 2025-07-04 Oleksandr Sudakov , Volodymyr Maistrenko