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Deep generative models (DGM) are neural networks with many hidden layers trained to approximate complicated, high-dimensional probability distributions using a large number of samples. When trained successfully, we can use the DGMs to…

Machine Learning · Computer Science 2021-04-13 Lars Ruthotto , Eldad Haber

We propose a general framework for the Discontinuous Galerkin-induced Neural Network (DGNN), inspired by the Interior Penalty Discontinuous Galerkin Method (IPDGM). In this approach, the trial space consists of piecewise neural network…

Machine Learning · Computer Science 2025-03-17 Guanyu Chen , Shengze Xu , Dong Ni , Tieyong Zeng

In this paper we consider second order elliptic partial differential equations with highly varying (heterogeneous) coefficients on a two-dimensional region. The problems are discretized by a composite finite element (FE) and discontinuous…

Numerical Analysis · Mathematics 2014-05-15 Rui Du , Yunfei Ma , Talal Rahman , Xuejun Xu

This paper develops a high-order selective discontinuous Galerkin (SDG) method for solving elliptic interface problems on interface-unfitted Cartesian meshes. This method applies the discontinuous Galerkin (DG) formulation on interface…

Numerical Analysis · Mathematics 2026-05-20 Fang Liu , Haroun Meghaichi , Xu Zhang

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

We provide a mathematical framework for studying different versions of discontinuous Galerkin (DG) approaches for solving 2D Riemann-Liouville fractional elliptic problems on a finite domain. The boundedness and stability analysis of the…

Numerical Analysis · Mathematics 2018-04-19 Tarek Aboelenen

In this study, we address the challenge of obtaining a Green's function operator for linear partial differential equations (PDEs). The Green's function is well-sought after due to its ability to directly map inputs to solutions, bypassing…

Computational Engineering, Finance, and Science · Computer Science 2023-06-06 Rixi Peng , Juncheng Dong , Jordan Malof , Willie J. Padilla , Vahid Tarokh

The purpose of the research is to find the numerical solutions to the system of time dependent nonlinear parabolic partial differential equations (PDEs) utilizing the Modified Galerkin Weighted Residual Method (MGWRM) with the help of…

Numerical Analysis · Mathematics 2023-07-11 Hazrat Ali , Nilormy Gupta Trisha , Md. Shafiqul Islam

Understanding fundamental kinetic processes is important for many problems, from plasma physics to gas dynamics. A first-principles approach to these problems requires a statistical description via the Boltzmann equation, coupled to…

Computational Physics · Physics 2020-09-02 Ammar Hakim , James Juno

In this paper, we propose a deep-learning-based approach to a class of multiscale problems. THe Generalized Multiscale Finite Element Method (GMsFEM) has been proven successful as a model reduction technique of flow problems in…

Numerical Analysis · Mathematics 2018-10-30 Min Wang , Siu Wun Cheung , Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Yating Wang

There has been rapid progress recently on the application of deep networks to the solution of partial differential equations, collectively labelled as Physics Informed Neural Networks (PINNs). In this paper, we develop Physics Informed…

Machine Learning · Computer Science 2019-07-09 Vikas Dwivedi , Balaji Srinivasan

In this paper, we present and study discontinuous Galerkin (DG) methods for one-dimensional multi-symplectic Hamiltonian partial differential equations. We particularly focus on semi-discrete schemes with spatial discretization only, and…

Numerical Analysis · Mathematics 2020-07-15 Zheng Sun , Yulong Xing

In this paper, a highly parallel and derivative-free martingale neural network learning method is proposed to solve Hamilton-Jacobi-Bellman (HJB) equations arising from stochastic optimal control problems (SOCPs), as well as general…

Optimization and Control · Mathematics 2024-12-23 Wei Cai , Shuixin Fang , Wenzhong Zhang , Tao Zhou

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

We propose an abstract discontinuous Galerkin neural network (DGNN) framework for analyzing the convergence of least-squares methods based on the residual minimization when feasible solutions are neural networks. Within this framework, we…

Numerical Analysis · Mathematics 2025-11-11 Long Yuan , Hongxing Rui

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

The discontinuous Galerkin finite element method (DGFEM) developed by Rhebergen et al. (2008) offers a robust method for solving systems of nonconservative hyperbolic partial differential equations but, as we show here, does not…

Computational Physics · Physics 2020-06-08 Thomas Kent , Onno Bokhove

In this paper, we develop a class of high order conservative semi-Lagrangian (SL) discontinuous Galerkin (DG) methods for solving multi-dimensional linear transport equations. The methods rely on a characteristic Galerkin weak formulation,…

Numerical Analysis · Mathematics 2017-09-25 Xiaofeng Cai , Wei Guo , Jing-Mei Qiu

Deep generative models (DGMs) are effective on learning multilayered representations of complex data and performing inference of input data by exploring the generative ability. However, it is relatively insufficient to empower the…

Computer Vision and Pattern Recognition · Computer Science 2016-11-23 Chongxuan Li , Jun Zhu , Bo Zhang

The roots of Discontinuous Galerkin (DG) methods is usually attributed to Reed and Hills in a paper published in 1973 on the numerical approximation of the neutron transport equation [18]. In fact, the adventure really started with a rather…

Numerical Analysis · Mathematics 2016-02-16 Adam Larat