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This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

Numerical Analysis · Mathematics 2021-03-17 Quanhui Zhu , Jiang Yang

Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…

Numerical Analysis · Mathematics 2026-01-06 Philipp L. Kinon , Riccardo Morandin , Philipp Schulze

This paper focuses on the Partitioned-Solution Approach (PSA) employed for the Time-Domain Simulation (TDS) of dynamic power system models. In PSA, differential equations are solved at each step of the TDS for state variables, whereas…

Numerical Analysis · Mathematics 2023-04-13 Georgios Tzounas , Gabriela Hug

Partial differential equations (PDEs) are crucial for modeling various physical phenomena such as heat transfer, fluid flow, and electromagnetic waves. In computer-aided engineering (CAE), the ability to handle fine resolutions and large…

Quantum Physics · Physics 2025-01-31 Yuki Sato , Hiroyuki Tezuka , Ruho Kondo , Naoki Yamamoto

Conventional state estimation routines of electrical grids are mainly reliant on dynamic models of fossil fuel-based resources. These models commonly contain differential equations describing synchronous generator models and algebraic…

Systems and Control · Electrical Eng. & Systems 2022-09-22 Muhammad Nadeem , Ahmad F. Taha

In this paper we propose a new model-based unsupervised learning method, called VarNet, for the solution of partial differential equations (PDEs) using deep neural networks (NNs). Particularly, we propose a novel loss function that relies…

Machine Learning · Computer Science 2019-12-17 Reza Khodayi-Mehr , Michael M. Zavlanos

Different from the quasi-static network in the traditional power system, the dynamic network in the power-electronic-dominated power system should be considered due to rapid response of converters' controls. In this paper, a nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-04-20 Rui Ma , Xiaowen Yang , Meng Zhan

A pure frequency domain method for the computation of periodic solutions of nonlinear ordinary differential equations (ODEs) is proposed in this study. The method is particularly suitable for the analysis of systems that feature distinct…

Numerical Analysis · Mathematics 2021-01-07 Malte Krack , Lars Panning-von Scheidt , Jörg Wallaschek

The differential transformation method (DTM) enables the easy construction of a power-series solution to a nonlinear differential equation. The exponentiation operation has not been specifically addressed in the DTM literature, and…

Classical Analysis and ODEs · Mathematics 2010-07-14 Hal Finkel

An iterative scheme for the Dynamical Systems Method (DSM) is given such that one does not have to solve the Cauchy problem occuring in the application of the DSM for solving ill-conditioned linear algebraic systems. The novelty of the…

Numerical Analysis · Mathematics 2008-03-25 N. S. Hoang , A. G. Ramm

Systems of differential-algebraic equations (DAEs) are generated routinely by simulation and modeling environments such as Modelica and MapleSim. Before a simulation starts and a numerical solution method is applied, some kind of structural…

Symbolic Computation · Computer Science 2015-05-14 Guangning Tan , Ned S. Nedialkov , John D. Pryce

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

In this paper, we present the Partial Integral Equation (PIE) representation of linear Partial Differential Equations (PDEs) in one spatial dimension, where the PDE has spatial integral terms appearing in the dynamics and the boundary…

Numerical Analysis · Mathematics 2022-12-19 Sachin Shivakumar , Amritam Das , Matthew Peet

Partial differential equations (PDEs) are used to describe a variety of physical phenomena. Often these equations do not have analytical solutions and numerical approximations are used instead. One of the common methods to solve PDEs is the…

Mathematical Software · Computer Science 2023-09-15 Ivan Yashchuk

Approximating nonlinear differential equations using a neural network provides a robust and efficient tool for various scientific computing tasks, including real-time predictions, inverse problems, optimal controls, and surrogate modeling.…

Machine Learning · Computer Science 2023-10-02 Yuxuan Liu , Zecheng Zhang , Hayden Schaeffer

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

The paper develops the method for construction of families of particular solutions to some classes of nonlinear Partial Differential Equations (PDE). Method is based on the specific link between algebraic matrix equations and PDE.…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. I. Zenchuk

The differential transform method is used to find numerical approximation of solution to a class of certain nonlinear differential algebraic equations. The method is based on Taylor's theorem. Coefficients of the Taylor series are…

Accurately solving high-dimensional partial differential equations (PDEs) remains a central challenge in computational mathematics. Traditional numerical methods, while effective in low-dimensional settings or on coarse grids, often…

Numerical Analysis · Mathematics 2025-05-26 Lucas Arenstein , Martin Mikkelsen , Michael Kastoryano
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