Related papers: Numerical analysis of strongly nonlinear PDEs
We propose a reformulation of the convergence theorem of monotone numerical schemes introduced by Zhang and Zhuo for viscosity solutions of path-dependent PDEs, which extends the seminal work of Barles and Souganidis on the viscosity…
Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…
We provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index $\alpha \in (1,2)$ with polynomial gradient nonlinearities on $d$-dimensional balls, $d\geq 2$. Our approach uses a…
An extension of the algebraic-geometric method for nonlinear integrable PDE's is shown to lead to new piecewise smooth weak solutions of a class of $N$-component systems of nonlinear evolution equations. This class includes, among others,…
Several numerical schemes are proposed for the solution of Nonequilibrium Langevin Dynamics (NELD), and the rate of convergence is analyzed. Due to the special deforming boundary conditions used, care must be taken when using standard…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…
We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…
We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…
This paper proposes two efficient approximation methods to solve high-dimensional fully nonlinear partial differential equations (NPDEs) and second-order backward stochastic differential equations (2BSDEs), where such high-dimensional fully…
We consider systematic numerical approximation of a viscoelastic phase separation model that describes the demixing of a polymer solvent mixture. An unconditionally stable discretisation method is proposed based on a finite element…
The issue of symmetry and symmetry breaking is fundamental in all areas of science. Symmetry is often assimilated to order and beauty while symmetry breaking is the source of many interesting phenomena such as phase transitions,…
We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…
This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…
Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…
Methods of Lie group analysis of differential equations are extended to weak solutions of (linear and nonlinear) PDEs, where the term ``weak solution'' comprises the following settings: (a) Distributional solutions. (b) Solutions in…
Selection of 25 examples from extensive nontrivial families for different types of nonlinear PDEs and their formal general solutions are given. The main goal here is to show on examples the types of solvable PDEs and what their general…
Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…
This paper develops a probabilistic approximation scheme for a class of nonstandard, fully nonlinear second-order partial integro-differential equations (PIDEs) associated with nonlinear Levy processes under Peng's G-expectation framework.…
In this article we investigate a finite element formulation of strongly monotone quasi-linear elliptic PDEs in the context of fixed-point iterations. As opposed to Newton's method, which requires information from the previous iteration in…
This paper presents a mathematical analysis of an elliptic partial differential equation (PDE) designed to compute the geometric thickness of a given shape. The PDE-based formulation provides a direct and systematic approach to evaluate…