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A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is…

Numerical Analysis · Mathematics 2011-05-05 Morten Dahlby , Brynjulf Owren

In this paper we propose a new model-based unsupervised learning method, called VarNet, for the solution of partial differential equations (PDEs) using deep neural networks (NNs). Particularly, we propose a novel loss function that relies…

Machine Learning · Computer Science 2019-12-17 Reza Khodayi-Mehr , Michael M. Zavlanos

A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…

Numerical Analysis · Mathematics 2020-01-07 Martin Eigel , Reinhold Schneider , Philipp Trunschke , Sebastian Wolf

Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these…

Numerical Analysis · Mathematics 2015-03-13 Michael Westdickenberg , Jon Wilkening

In this paper we develop a $C^0$-conforming virtual element method (VEM) for a class of second-order quasilinear elliptic PDEs in two dimensions. We present a posteriori error analysis for this problem and derive a residual based error…

Numerical Analysis · Mathematics 2024-09-27 Scott Congreve , Alice Hodson

We present a Virtual Element Method (VEM) for the solution of Dirichlet problems for the quasilinear equation $-\text{div} (k(u)\text{grad} u)=f$ with essential boundary conditions. Within the VEM the nonlinear coefficient is evaluated with…

Numerical Analysis · Mathematics 2018-05-28 Andrea Cangiani , Panagiotis Chatzipantelidis , Ganesh Diwan , Emmanuil H. Georgoulis

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

A formal methodology for developing variational principles corresponding to a given nonlinear PDE system is discussed. The scheme is demonstrated in the context of the incompressible Navier-Stokes equations, systems of first-order…

Mathematical Physics · Physics 2022-08-23 Amit Acharya

We consider unconstrained minimization of smooth convex functions. We propose a novel variational perspective using forced Euler-Lagrange equation that allows for studying high-resolution ODEs. Through this, we obtain a faster convergence…

Optimization and Control · Mathematics 2023-11-06 Hoomaan Maskan , Konstantinos C. Zygalakis , Alp Yurtsever

Pattern formation is a widely observed phenomenon in diverse fields including materials physics, developmental biology and ecology, among many others. The physics underlying the patterns is specific to the mechanisms, and is encoded by…

Computational Engineering, Finance, and Science · Computer Science 2024-03-28 Z. Wang , X. Huan , K. Garikipati

Solving initial value problems and boundary value problems of Linear Ordinary Differential Equations (ODEs) plays an important role in many applications. There are various numerical methods and solvers to obtain approximate solutions…

Numerical Analysis · Mathematics 2018-05-22 Wenqiang Yang , Wenyuan Wu , Robert M. Corless

Solving partial differential equations (PDEs) is a required step in the simulation of natural and engineering systems. The associated computational costs significantly increase when exploring various scenarios, such as changes in initial or…

It is well known that the solution of topology optimization problems may be affected both by the geometric properties of the computational mesh, which can steer the minimization process towards local (and non-physical) minima, and by the…

Numerical Analysis · Mathematics 2016-12-28 Paola F. Antonietti , Matteo Bruggi , Simone Scacchi , Marco Verani

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

A variational quantum algorithm for numerically solving partial differential equations (PDEs) on a quantum computer was proposed by Lubasch et al. In this paper, we generalize the method introduced by Lubasch et al. to cover a broader class…

Quantum Physics · Physics 2024-06-26 Abhijat Sarma , Thomas W. Watts , Mudassir Moosa , Yilian Liu , Peter L. McMahon

In this paper, we present a fractional spectral collocation method for solving a class of weakly singular Volterra integro-differential equations (VDIEs) with proportional delays and cordial operators. Assuming the underlying solutions are…

Numerical Analysis · Mathematics 2024-09-18 Borui Zhao

We propose a method to obtain iterative schemes guarantee unique solutions for systems of partial differential equations that are not symmetric with respect to the time by generalizing He variational iteration method and using Banach fixed…

General Mathematics · Mathematics 2019-01-01 Abdulhameed Qahtan Abbood Altai

We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…

Analysis of PDEs · Mathematics 2018-01-25 Nikos Katzourakis

We propose a variational approach to solve Cauchy problems for parabolic equations and systems independently of regularity theory for solutions. This produces a universal and conceptually simple construction of fundamental solution…

Analysis of PDEs · Mathematics 2023-10-09 Pascal Auscher , Moritz Egert

Solving systems of non-autonomous ordinary differential equations (ODE) is a crucial and often challenging problem. Recently a new approach was introduced based on a generalization of the Volterra composition. In this work, we explain the…

Numerical Analysis · Mathematics 2022-10-14 Stefano Pozza , Niel Van Buggenhout