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We propose a fast and scalable optimization method to solve chance or probabilistic constrained optimization problems governed by partial differential equations (PDEs) with high-dimensional random parameters. To address the critical…

Optimization and Control · Mathematics 2020-11-20 Peng Chen , Omar Ghattas

We use a multi-scale similarity analysis which gives specific relations between the velocity, amplitude and width of localized solutions of nonlinear differential equations, whose exact solutions are generally difficult to obtain.

Mathematical Physics · Physics 2007-05-23 A. Ludu , R. F. O'Connell , J. P. Draayer

In this paper, an idea to solve nonlinear equations is presented. During the solution of any problem with Newton's Method, it might happen that some of the unknowns satisfy the convergence criteria where the others fail. The convergence…

Mathematical Software · Computer Science 2012-03-15 Erhan Turan , Ali Ecder

We present and analyze three distinct semi-discrete schemes for solving nonlocal geometric flows incorporating perimeter terms. These schemes are based on the finite difference method, the finite element method, and the finite element…

Numerical Analysis · Mathematics 2024-05-14 Jiang Wei , Su Chunmei , Zhang Ganghui

A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…

Numerical Analysis · Mathematics 2019-10-16 Pascal Heid , Thomas P. Wihler

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

The aim of this paper is twofold: In the first part, we leverage recent results on scenario design to develop randomized algorithmsfor approximating the image set of a nonlinear mapping, that is, a (possibly noisy) mapping of a set via a…

Optimization and Control · Mathematics 2015-07-30 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa , Pavel Shcherbakov

We construct a deterministic, Lagrangian many-particle approximation to a class of nonlocal transport PDEs with nonlinear mobility arising in many contexts in biology and social sciences. The approximating particle system is a nonlocal…

Analysis of PDEs · Mathematics 2018-01-29 M. Di Francesco , S. Fagioli , E. Radici

In this short note we are presenting a method of finding particular solutions of nonhomegeneous linear equations. This approach is different from methods of undetermined coefficients or variation of parameters presented in virtually every…

General Mathematics · Mathematics 2025-10-01 Ashot Djrbashian , Milena Safaryan

To approximate solutions of complex nonlinear partial differential equations remains a computational challenge, especially for sets of equations relevant in industry, such as Euler or Navier-Stokes equations. Even the most sophisticated…

Quantum Physics · Physics 2026-03-25 Maximilian Mandelt Buxadé , Stefan Langer , Philipp Bekemeyer

The paper takles a procedure which allow to extend some linear, wave type equations to the study of nonlinear models. More concretely, we present a practical way to generate the largest class of a given form of second order differential…

Mathematical Physics · Physics 2011-12-06 Rodica Cimpoiasu , Radu Constantinescu

We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…

Numerical Analysis · Mathematics 2021-08-09 Andrea Bonito , Vivette Girault , Diane Guignard , Kumbakonam R. Rajagopal , Endre Süli

On the base of Lie algebraic and differential geometry methods, a wide class of multidimensional nonlinear integrable systems is obtained, and the integration scheme for such equations is proposed.

High Energy Physics - Theory · Physics 2008-02-03 A. V. Razumov , M. V. Saveliev

This article is concerned with the approximation and expressive powers of deep neural networks. This is an active research area currently producing many interesting papers. The results most commonly found in the literature prove that neural…

Machine Learning · Computer Science 2019-05-08 I. Daubechies , R. DeVore , S. Foucart , B. Hanin , G. Petrova

In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…

Optimization and Control · Mathematics 2018-12-17 Yang Yang , Marius Pesavento

This paper deals with the systematic development of structure-preserving approximations for a class of nonlinear partial differential equations on networks. The class includes, for example, gas pipe network systems described by barotropic…

Numerical Analysis · Mathematics 2022-03-25 Björn Liljegren-Sailer , Nicole Marheineke

We prove the existence and uniqueness of strong solutions to the equation $u u_x - u_{yy} = f$ in the vicinity of the linear shear flow, subject to perturbations of the source term and lateral boundary conditions. Since the solutions we…

Analysis of PDEs · Mathematics 2025-10-03 Anne-Laure Dalibard , Frédéric Marbach , Jean Rax

We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…

Analysis of PDEs · Mathematics 2021-10-11 Qian Lei , Chi Seng Pun

The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equations)…

Numerical Analysis · Mathematics 2019-10-02 Daniele Venturi