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We introduce a novel mesh-free and direct method for computing the shape derivative in PDE-constrained shape optimization problems. Our approach is based on a probabilistic representation of the shape derivative and is applicable for…

Optimization and Control · Mathematics 2026-01-27 Luka Schlegel , Volker Schulz , Frank T. Seifried , Maximilian Würschmidt

Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…

Machine Learning · Computer Science 2024-07-18 Xingzi Xu , Ali Hasan , Jie Ding , Vahid Tarokh

Probabilistic numerics casts numerical tasks, such the numerical solution of differential equations, as inference problems to be solved. One approach is to model the unknown quantity of interest as a random variable, and to constrain this…

Numerical Analysis · Mathematics 2021-10-29 Onur Teymur , Christopher N. Foley , Philip G. Breen , Toni Karvonen , Chris. J. Oates

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…

Numerical Analysis · Mathematics 2026-05-13 Luke Benfield , Andreas Dedner

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

In this work we propose a hybrid solver to solve partial differential equation (PDE)s in the latent space. The solver uses an iterative inferencing strategy combined with solution initialization to improve generalization of PDE solutions.…

Machine Learning · Computer Science 2021-04-07 Rishikesh Ranade , Chris Hill , Haiyang He , Amir Maleki , Jay Pathak

The problem of replacing an integral norm with respect to a given probability measure by the corresponding integral norm with respect to a discrete measure is discussed in the paper. The above problem is studied for elements of finite…

Numerical Analysis · Mathematics 2019-11-01 F. Dai , A. Prymak , V. N. Temlyakov , S. Tikhonov

The last decades saw growing interest across multiple disciplines in nonlinear phenomena described by partial differential equations (PDE). Integrability of such equations is tightly related with the Painleve property - solutions being free…

Exactly Solvable and Integrable Systems · Physics 2018-09-12 Stanislav Sobolevsky

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Partial Differential Equations are precise in modelling the physical, biological and graphical phenomena. However, the numerical methods suffer from the curse of dimensionality, high computation costs and domain-specific discretization. We…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Zheyuan Hu , Weitao Chen , Cengiz Öztireli , Chenliang Zhou , Fangcheng Zhong

In this paper, by means of a standard model problem, we devise an approach to computing approximate dual bounds for use in global optimization of coefficient identification in partial differential equations (PDEs) by, e.g., (spatial)…

Numerical Analysis · Mathematics 2026-03-20 Barbara Kaltenbacher , Paul Manns

We study a semilinear elliptic equation with a pure power nonlinearity with exponent $p>1$, and provide sufficient conditions for the existence of positive solutions. These conditions involve expected exit times from the domain, $D$, where…

Analysis of PDEs · Mathematics 2023-09-26 Ma Elena Hernandez-Hernandez , Pablo Padilla-Longoria

Macroscopic models for spatially extended systems under random influences are often described by stochastic partial differential equations (SPDEs). Some techniques for understanding solutions of such equations, such as estimating…

Dynamical Systems · Mathematics 2009-03-27 Jinqiao Duan

Partial Differential Equations (PDEs) describe several problems relevant to many fields of applied sciences, and their discrete counterparts typically involve the solution of sparse linear systems. In this context, we focus on the analysis…

Numerical Analysis · Mathematics 2022-01-17 Antonella Galizia , Simone Cammarasana , Andrea Clematis , Giuseppe Patane'

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…

Machine Learning · Computer Science 2026-01-21 Yusuf Guven , Vincenzo Di Vito , Ferdinando Fioretto

Machine learning based partial differential equations (PDEs) solvers have received great attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and…

Numerical Analysis · Mathematics 2025-09-23 Chunyang Liao
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