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We study the averaging behavior of nonlinear uniformly elliptic partial differential equations with random Dirichlet or Neumann boundary data oscillating on a small scale. Under conditions on the operator, the data and the random media…

Analysis of PDEs · Mathematics 2014-08-04 William M. Feldman , Inwon Kim , Panagiotis E. Souganidis

There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…

Numerical Analysis · Mathematics 2023-11-17 Wenrui Hao , Jonathan D. Hauenstein , Margaret H. Regan , Tingting Tang

Recently, there has been a lot of interest in using neural networks for solving partial differential equations. A number of neural network-based partial differential equation solvers have been formulated which provide performances…

Machine Learning · Computer Science 2020-04-21 Shehryar Malik , Usman Anwar , Ali Ahmed , Alireza Aghasi

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…

Probability · Mathematics 2010-11-17 Nadia Belaribi , François Cuvelier , Francesco Russo

We propose and study the framework of dissipative statistical solutions for the incompressible Euler equations. Statistical solutions are time-parameterized probability measures on the space of square-integrable functions, whose…

Numerical Analysis · Mathematics 2021-02-25 Samuel Lanthaler , Siddhartha Mishra , Carlos Parés-Pulido

We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…

Analysis of PDEs · Mathematics 2022-09-21 Elena Issoglio

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

Computation · Statistics 2018-03-05 Phaedon-Stelios Koutsourelakis

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We revisit the problem of spurious modes that are sometimes encountered in partial differential equations discretizations. It is generally suspected that one of the causes for spurious modes is due to how boundary conditions are treated,…

Numerical Analysis · Mathematics 2024-03-11 Pascal R Karam , Bassam Bamieh

Whether integrable, partially integrable or nonintegrable, nonlinear partial differential equations (PDEs) can be handled from scratch with essentially the same toolbox, when one looks for analytic solutions in closed form. The basic tool…

Exactly Solvable and Integrable Systems · Physics 2017-10-16 Robert Conte

We introduce a notion of duality solution for a single or a system of transport equations in spaces of probability measures reminiscent of the viscosity solution notion for nonlinear parabolic equations. Our notion of solution by duality…

Analysis of PDEs · Mathematics 2024-06-05 José A. Carrillo , David Gómez-Castro

This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the…

Probability · Mathematics 2015-09-18 Ying Hu , Pierre-Yves Madec

A procedure for obtaining a "minimal" discretization of a partial differential equation, preserving all of its Lie point symmetries is presented. "Minimal" in this case means that the differential equation is replaced by a partial…

Mathematical Physics · Physics 2009-11-11 Francis Valiquette , Pavel Winternitz

Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…

Machine Learning · Computer Science 2023-03-31 Steven L. Brunton , J. Nathan Kutz

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

Machine Learning · Computer Science 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

This paper is concerned with approximations and related discretization error estimates for the normal derivatives of solutions of linear elliptic partial differential equations. In order to illustrate the ideas, we consider the Poisson…

Numerical Analysis · Mathematics 2018-04-17 J. Pfefferer , M. Winkler

A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…

Analysis of PDEs · Mathematics 2007-05-23 A. S. Fokas

Probabilistic solvers for ordinary differential equations assign a posterior measure to the solution of an initial value problem. The joint covariance of this distribution provides an estimate of the (global) approximation error. The…

Numerical Analysis · Mathematics 2021-02-23 Nathanael Bosch , Philipp Hennig , Filip Tronarp

The paper is devoted to studying the image of probability measures on a Hilbert space under finite-dimensional analytic maps. We establish sufficient conditions under which the image of a measure has a density with respect to the Lebesgue…

Analysis of PDEs · Mathematics 2015-06-26 Andrei Agrachev , Sergei Kuksin , Andrey Sarychev , Armen Shirikyan