Related papers: Variational methods for the selection of solutions…
Let $n,N\in \mathbb{N}$ with $\Omega \subseteq \mathbb{R}^n$ open. Given $H \in C^2(\Omega \times \mathbb{R}^N\times \mathbb{R}^{Nn}),$ we consider the functional \[ \tag{1} \label{1} E_\infty (u,\mathcal{O})\, :=\,…
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…
For $\mathrm{H} \in C^2(\mathbb{R}^{N \times n})$ and $u : \Omega \subseteq \mathbb{R}^n \to \mathbb{R}^N$, consider the system \[ \label{1}\mathrm{A}\_\infty u\, :=\,\Big(\mathrm{H}\_P \otimes \mathrm{H}\_P + \mathrm{H}[\mathrm{H}\_P]^\bot…
The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive…
Partial Differential Equations (PDEs) are fundamental tools for modeling physical phenomena, yet most PDEs of practical interest cannot be solved analytically and require numerical approximations. The feasibility of such numerical methods,…
We propose a general, very fast method to quickly approximate the solution of a parabolic Partial Differential Equation (PDEs) with explicit formulas. Our method also provides equaly fast approximations of the derivatives of the solution,…
Consider a Hamiltonian system of type \[ -\Delta u=H_{v}(u,v),\ -\Delta v=H_{u}(u,v) \ \ \text{ in } \Omega, \qquad u,v=0 \text{ on } \partial \Omega \] where $H$ is a power-type nonlinearity, for instance $H(u,v)= |u|^p/p+|v|^q/q$, having…
In this paper, we propose simple numerical algorithms for partial differential equations (PDEs) defined on closed, smooth surfaces (or curves). In particular, we consider PDEs that originate from variational principles defined on the…
We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…
The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…
Here we consider the following fractional Hamiltonian system \begin{equation*} \begin{cases} \begin{aligned} (-\Delta)^{s} u&=H_v(u,v) \;\;&&\text{in}~\Omega,\\ (-\Delta)^{s} v&=H_u(u,v) &&\text{in}~\Omega,\\ u &= v = 0 &&\text{in} ~…
We develop a geometrically intrinsic formulation of the arbitrary-order Virtual Element Method (VEM) on polygonal cells for the numerical solution of elliptic surface partial differential equations (PDEs). The PDE is first written in…
We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the…
In this work we propose and analyze a weighted proper orthogonal decomposition method to solve elliptic partial differential equations depending on random input data, for stochastic problems that can be transformed into parametric systems.…
The optimization problems associated with training generative adversarial neural networks can be largely reduced to certain {\em non-monotone} variational inequality problems (VIPs), whereas existing convergence results are mostly based on…
A variational method is studied based on the minimum of energy variance. The method is tested on exactly soluble problems in quantum mechanics, and is shown to be a useful tool whenever the properties of states are more relevant than the…
We propose the deep parametric PDE method to solve high-dimensional parametric partial differential equations. A single neural network approximates the solution of a whole family of PDEs after being trained without the need of sample…
Systems involving Partial Differential Equations (PDEs) have recently become more popular among the machine learning community. However prior methods usually treat infinite dimensional problems in finite dimensions with Reduced Order…
Many partial differential equations (PDEs) such as Navier--Stokes equations in fluid mechanics, inelastic deformation in solids, and transient parabolic and hyperbolic equations do not have an exact, primal variational structure. Recently,…