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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})\, :=\,…

Analysis of PDEs · Mathematics 2017-11-15 Birzhan Ayanbayev , Nikos Katzourakis

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…

Analysis of PDEs · Mathematics 2018-02-08 Shirin Boroushaki , Nassif Ghoussoub

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…

Machine Learning · Statistics 2019-06-12 Nikolaos Gianniotis , Christoph Schnörr , Christian Molkenthin , Sanjay Singh Bora

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…

Analysis of PDEs · Mathematics 2017-07-12 Gisella Croce , Nikos Katzourakis , Giovanni Pisante

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…

Numerical Analysis · Mathematics 2022-01-19 Sølve Eidnes

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,…

Numerical Analysis · Mathematics 2025-12-03 Juan Esteban Suarez Cardona , Holger Boche , Gitta Kutyniok

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,…

Computational Finance · Quantitative Finance 2018-12-27 Olesya Grishchenko , Xiao Han , Victor Nistor

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…

Analysis of PDEs · Mathematics 2015-05-08 Denis Bonheure , Ederson Moreira dos Santos , Hugo Tavares

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…

Numerical Analysis · Mathematics 2017-12-27 Jay Chu , Richard Tsai

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…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

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…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

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} ~…

Analysis of PDEs · Mathematics 2025-08-06 Weimin Zhang

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…

Numerical Analysis · Mathematics 2021-05-07 Elena Bachini , Gianmarco Manzini , Mario Putti

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…

Methodology · Statistics 2014-08-19 David Barber

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.…

Numerical Analysis · Mathematics 2023-08-08 Luca Venturi , Francesco Ballarin , Gianluigi Rozza

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…

Optimization and Control · Mathematics 2021-03-09 Chaobing Song , Zhengyuan Zhou , Yichao Zhou , Yong Jiang , Yi Ma

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…

High Energy Physics - Phenomenology · Physics 2009-01-07 Luca Marotta , Fabio Siringo

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…

Computational Finance · Quantitative Finance 2020-12-14 Kathrin Glau , Linus Wunderlich

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…

Optimization and Control · Mathematics 2020-06-08 Ethan N. Evans , Marcus A. Pereira , George I. Boutselis , Evangelos A. Theodorou

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,…

Numerical Analysis · Mathematics 2025-03-04 N. Sukumar , Amit Acharya
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