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Finite volume methods for problems involving second order operators with full diffusion matrix can be used thanks to the definition of a discrete gradient for piecewise constant functions on unstructured meshes satisfying an orthogonality…

Numerical Analysis · Mathematics 2016-08-16 Robert Eymard , Thierry Gallouët , Raphaèle Herbin

The aim of this study is to present a good modernistic strategy for solving some well-known classes of Lane-Emden type singular differential equations. The proposed approach is based on the reproducing kernel Hilbert space (RKHS) and…

Optimization problems with constraints in the form of a partial differential equation arise frequently in the process of engineering design. The discretization of PDE-constrained optimization problems results in large-scale linear systems…

Numerical Analysis · Mathematics 2012-01-04 Jacek Gondzio , Pavel Zhlobich

We propose several approaches for solving differential equations (DEs) with quantum kernel methods. We compose quantum models as weighted sums of kernel functions, where variables are encoded using feature maps and model derivatives are…

Quantum Physics · Physics 2023-04-12 Annie E. Paine , Vincent E. Elfving , Oleksandr Kyriienko

We show that the discrete operator stemming from the time and space discretization of evolutionary partial differential equations can be represented in terms of a single Sylvester matrix equation. A novel solution strategy that combines…

Numerical Analysis · Mathematics 2020-03-18 Davide Palitta

We present a new method based on functional tensor decomposition and dynamic tensor approximation to compute the solution of a high-dimensional time-dependent nonlinear partial differential equation (PDE). The idea of dynamic approximation…

Numerical Analysis · Mathematics 2021-04-14 Alec Dektor , Daniele Venturi

We consider the problem of numerically approximating the solutions to a partial differential equation (PDE) when there is insufficient information to determine a unique solution. Our main example is the Poisson boundary value problem, when…

Numerical Analysis · Mathematics 2023-12-21 Peter Binev , Andrea Bonito , Albert Cohen , Wolfgang Dahmen , Ronald DeVore , Guergana Petrova

We present numerical upscaling techniques for a class of linear second-order self-adjoint elliptic partial differential operators (or their high-resolution finite element discretization). As prototypes for the application of our theory we…

Numerical Analysis · Mathematics 2014-09-11 Axel Malqvist , Daniel Peterseim

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

Efficient and stable solution of partial differential equations (PDEs) is central to scientific and engineering applications, yet existing numerical solvers rely heavily on matrix based discretizations, while learning based methods require…

Machine Learning · Computer Science 2026-04-30 Yi Bing , Zheng Ran , Fu Jinyang , Liu Long , Peng Xiang

Partial Differential Equations (PDEs) describe several problems relevant to many fields of applied sciences, and their discrete counterparts typically involve the solution of sparse linear systems. In this context, we focus on the analysis…

Numerical Analysis · Mathematics 2022-01-17 Antonella Galizia , Simone Cammarasana , Andrea Clematis , Giuseppe Patane'

Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…

Machine Learning · Statistics 2025-02-20 Patrick Héas , Cédric Herzet , Benoit Combès

In this paper we study the inverse problem of identifying the diffusion matrix in an elliptic PDE from measurements. The convex energy functional method with Tikhonov regularization is applied to tackle this problem. For the discretization…

Numerical Analysis · Mathematics 2017-09-15 Michael Hinze , Tran Nhan Tam Quyen

We provide the first mathematically complete derivation of the Nystr\"om method for low-rank approximation of indefinite kernels and propose an efficient method for finding an approximate eigendecomposition of such kernel matrices. Building…

Machine Learning · Statistics 2019-06-03 Dino Oglic , Thomas Gärtner

We focus on kernel methods for set-valued inputs and their application to Bayesian set optimization, notably combinatorial optimization. We investigate two classes of set kernels that both rely on Reproducing Kernel Hilbert Space…

Machine Learning · Statistics 2020-03-11 Poompol Buathong , David Ginsbourger , Tipaluck Krityakierne

This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Raúl Ramos-Pollán , Joseph A. Gallego-Mejia

The Koopman operator provides a linear framework to study nonlinear dynamical systems. Its spectra offer valuable insights into system dynamics, but the operator can exhibit both discrete and continuous spectra, complicating direct…

Dynamical Systems · Mathematics 2025-05-02 Jonghyeon Lee , Boumediene Hamzi , Boya Hou , Houman Owhadi , Gabriele Santin , Umesh Vaidya

In this paper we consider the problem of approximating vector-valued functions over a domain $\Omega$. For this purpose, we use matrix-valued reproducing kernels, which can be related to Reproducing kernel Hilbert spaces of vectorial…

Numerical Analysis · Mathematics 2019-01-11 Dominik Wittwar , Gabriele Santin , Bernard Haasdonk

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

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

Probability · Mathematics 2016-07-14 Ilias Bilionis
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