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We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion computations to simple 1 or 2 bit random…

Numerical Analysis · Mathematics 2026-02-18 Samuel Duffield , Maxwell Aifer , Denis Melanson , Zach Belateche , Patrick J. Coles

The Douglas--Rachford and Peaceman--Rachford splitting methods are common choices for temporal discretizations of evolution equations. In this paper we combine these methods with spatial discretizations fulfilling some easily verifiable…

Numerical Analysis · Mathematics 2016-05-10 Eskil Hansen , Erik Henningsson

Domain generalization (DG) aims to tackle the distribution shift between training domains and unknown target domains. Generating new domains is one of the most effective approaches, yet its performance gain depends on the distribution…

Machine Learning · Computer Science 2023-05-17 Rui Dai , Yonggang Zhang , Zhen Fang , Bo Han , Xinmei Tian

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky

Solving partial differential equations (PDEs) can be prohibitively expensive using traditional numerical methods. Deep learning-based surrogate models typically specialize in a single PDE with fixed parameters. We present a framework for…

Machine Learning · Computer Science 2025-11-14 Qian-Ze Zhu , Paul Raccuglia , Michael P. Brenner

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

Numerical Analysis · Mathematics 2023-07-26 Jovan Žigić

We study a homogenisation problem for problems of mixed type in the framework of evolutionary equations. The change of type is highly oscillatory. The numerical treatment is done by a discontinuous Galerkin method in time and a continuous…

Analysis of PDEs · Mathematics 2017-11-27 Sebastian Franz , Marcus Waurick

We represent an integration algorithm combining the characteristics method and Hopf-Cole transformation. This algorithm allows one to partially integrate a large class of multidimensional systems of nonlinear Partial Differential Equations…

Exactly Solvable and Integrable Systems · Physics 2012-10-29 A. I. Zenchuk

This paper presents a numerical method for variable coefficient elliptic PDEs with mostly smooth solutions on two dimensional domains. The PDE is discretized via a multi-domain spectral collocation method of high local order (order 30 and…

Numerical Analysis · Mathematics 2016-12-09 Tracy Babb , Adrianna Gillman , Sijia Hao , Per-Gunnar Martinsson

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

Several recently developed multisymplectic schemes for Hamiltonian PDEs have been shown to preserve associated local conservation laws and constraints very well in long time numerical simulations. Backward error analysis for PDEs, or the…

Computational Physics · Physics 2007-05-23 Alvaro L. Islas , Constance M. Schober

When combining the numerical concept of variational discretization and semi-smooth Newton methods for the numerical solution of pde constrained optimization with control constraints, special emphasis has to be taken on the implementation,…

Optimization and Control · Mathematics 2009-12-03 Michael Hinze , Morten Vierling

A state-of-the-art deep domain decomposition method (D3M) based on the variational principle is proposed for partial differential equations (PDEs). The solution of PDEs can be formulated as the solution of a constrained optimization…

Machine Learning · Computer Science 2020-04-03 Ke Li , Kejun Tang , Tianfan Wu , Qifeng Liao

In this paper, we investigate the stochastic evolution equations (SEEs) driven by $\log$-Whittle-Mat$\acute{{\mathrm{e}}}$rn (W-M) random diffusion coefficient field and $Q$-Wiener multiplicative force noise. First, the well-posedness of…

Numerical Analysis · Mathematics 2022-07-05 X. Qi , M. Azaiez , C. Huang , C. Xu

This article studies the effect of discretisation error on the stationary distribution of stochastic partial differential equations (SPDEs). We restrict the analysis to the effect of space discretisation, performed by finite element…

Probability · Mathematics 2013-09-20 Jochen Voss

A method for numerical approximation of a new class of fractional parabolic stochastic evolution equations is introduced and analysed. This class of equations has recently been proposed as a space-time extension of the SPDE-method in…

Numerical Analysis · Mathematics 2026-04-30 S. Knutsen Furset

We develop a novel computational framework to approximate solution operators of evolution partial differential equations (PDEs). By employing a general nonlinear reduced-order model, such as a deep neural network, to approximate the…

Numerical Analysis · Mathematics 2023-11-13 Nathan Gaby , Xiaojing Ye , Haomin Zhou

We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…

Numerical Analysis · Mathematics 2026-02-13 Erik Weyl , Andreas Bartel , Manuel Schaller

We study dynamical Galerkin schemes for evolutionary partial differential equations (PDEs), where the projection operator changes over time. When selecting a subset of basis functions, the projection operator is non-differentiable in time…

Numerical Analysis · Mathematics 2022-12-09 Rodrigo M. Pereira , Natacha Nguyen van yen , Kai Schneider , Marie Farge

We use Vessiot theory and exterior calculus to solve partial differential equations(PDEs) of the type uyy = F(x, y,u,ux,uy,uxx,uxy) and associated evolution equations. These equations are represented by the Vessiot distribution of vector…

Differential Geometry · Mathematics 2013-02-25 Naghmana Tehseen , Geoff Prince
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