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A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

Numerical Analysis · Mathematics 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

Recently, it has been shown in [Hairer, M., Hutzenthaler, M., Jentzen, A., Loss of regularity for Kolmogorov equations, Ann. Probab. 43, 2 (2015), 468--527] that there exists a system of stochastic differential equations (SDE) on the time…

Probability · Mathematics 2016-09-27 Larisa Yaroslavtseva

This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…

Numerical Analysis · Mathematics 2020-08-20 Guoting Song , Junhao Hu , Shuaibin Gao , Xiaoyue Li

Three-point semidefinite programming bounds are one of the most powerful known tools for bounding the size of spherical codes. In this paper, we use them to prove lower bounds for the potential energy of particles interacting via a pair…

Metric Geometry · Mathematics 2013-06-25 Henry Cohn , Jeechul Woo

The compact fourth-order finite-difference scheme for solving the 1d wave equation is studied. New error bounds of the fractional order $\mathcal{O}(h^{4(\lambda-1)/5})$ are proved in the mesh energy norm in terms of data, for two initial…

Numerical Analysis · Mathematics 2025-12-30 Alexander Zlotnik

We study the limitations and fast-forwarding of quantum algorithms for linear ordinary differential equation (ODE) systems with a particular focus on non-quantum dynamics, where the coefficient matrix in the ODE is not anti-Hermitian or the…

Quantum Physics · Physics 2025-07-10 Dong An , Jin-Peng Liu , Daochen Wang , Qi Zhao

Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…

Data Structures and Algorithms · Computer Science 2020-09-23 Haotian Jiang , Tarun Kathuria , Yin Tat Lee , Swati Padmanabhan , Zhao Song

Physics-Informed Neural Networks (PINNs) have emerged as a powerful framework for solving partial differential equations (PDEs), yet they often fail to achieve accurate convergence in the H1 norm, especially in the presence of boundary…

Numerical Analysis · Mathematics 2026-01-22 Qixuan Zhou , Chuqi Chen , Tao Luo , Yang Xiang

Both theoretical and numerical studies of the Kuramoto-Sivashinsky equation have mostly considered periodic boundary conditions. In this setting, the Fourier decomposition of the solution is central to theoretical ideas, such as…

Numerical Analysis · Mathematics 2015-06-18 Lennaert van Veen

Solving non-linear partial differential equations which exhibit chaotic dynamics is an important problem with a wide-range of applications such as predicting weather extremes and financial market risk. Fourier neural operators (FNOs) have…

Machine Learning · Computer Science 2024-10-17 Surbhi Khetrapal , Jaswin Kasi

Recently, it has been shown in [Jentzen, A., M\"uller-Gronbach, T., and Yaroslavtseva, L., Commun. Math. Sci., 14, 2016] that there exists a system of autonomous stochastic differential equations (SDE) on the time interval $[0,T]$ with…

Probability · Mathematics 2017-07-28 Thomas Müller-Gronbach , Larisa Yaroslavtseva

This article proposes a new approach based on finite-horizon parameterizing manifolds (PMs) for the design of low-dimensional suboptimal controllers to optimal control problems of nonlinear partial differential equations (PDEs) of parabolic…

Optimization and Control · Mathematics 2014-11-19 Mickaël D. Chekroun , Honghu Liu

We introduce a priori Sobolev-space error estimates for the solution of nonlinear, and possibly parametric, PDEs using Gaussian process and kernel based methods. The primary assumptions are: (1) a continuous embedding of the reproducing…

Numerical Analysis · Mathematics 2023-05-10 Pau Batlle , Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

Motivated by the effective bounds of ordinary differential equations, we prove an effective version of uniform bounding for partial differential fields with commuting derivations. More precisely, we provide an upper bound for the size of…

Algebraic Geometry · Mathematics 2015-10-28 James Freitag , Omar Leon Sanchez

In this paper we consider a generalized Kuramoto-Sivashinsky equation. The equivalence group of the class under consideration has been constructed. This group allows us to perform a comprehensive study and a clear and concise formulation of…

Analysis of PDEs · Mathematics 2024-02-07 Rafael de la Rosa , María de los Santos Bruzón

The existence and multiplicity of solutions to a quasilinear, elliptic partial differential equation (PDE) with singular non-linearity is analyzed. The PDE is a recently derived variant of a canonical model used in the modeling of…

Analysis of PDEs · Mathematics 2011-11-02 Nicholas D. Brubaker , Alan E. Lindsay

For compact, isometrically embedded Riemannian manifolds $ N \hookrightarrow \mathbb{R}^L$, we introduce a fourth-order version of the wave map equation. By energy estimates, we prove an $\textit{a priori}$ estimate for smooth local…

Analysis of PDEs · Mathematics 2022-09-20 Tobias Schmid

The theory of complete generalized Jordan sets is employed to reduce the PDE with the irreversible linear operator $B$ of finite index to the regular problems. It is demonstrated how the question of the choice of boundary conditions is…

Analysis of PDEs · Mathematics 2018-12-27 Nikolai A. Sidorov

The general adversary bound is a semi-definite program (SDP) that lower-bounds the quantum query complexity of a function. We turn this lower bound into an upper bound, by giving a quantum walk algorithm based on the dual SDP that has query…

Quantum Physics · Physics 2016-11-17 Ben W. Reichardt

Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…

Probability · Mathematics 2018-10-05 Christian Kuehn , Alexandra Neamtu
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