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In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…

Numerical Analysis · Mathematics 2024-04-23 Enze Jiang , Jishen Peng , Zheng Ma , Xiong-Bin Yan

We present an iterative algorithm for solving a class of \\nonlinear Laplacian system of equations in $\tilde{O}(k^2m \log(kn/\epsilon))$ iterations, where $k$ is a measure of nonlinearity, $n$ is the number of variables, $m$ is the number…

Data Structures and Algorithms · Computer Science 2015-07-29 Eric J. Friedman , Adam S. Landsberg

Koopman operator theory shows how nonlinear dynamical systems can be represented as an infinite-dimensional, linear operator acting on a Hilbert space of observables of the system. However, determining the relevant modes and eigenvalues of…

Machine Learning · Computer Science 2022-04-06 Daniel J. Alford-Lago , Christopher W. Curtis , Alexander T. Ihler , Opal Issan

We introduce pointwise map smoothness via the Dirichlet energy into the functional map pipeline, and propose an algorithm for optimizing it efficiently, which leads to high-quality results in challenging settings. Specifically, we first…

Computer Vision and Pattern Recognition · Computer Science 2023-03-13 Robin Magnet , Jing Ren , Olga Sorkine-Hornung , Maks Ovsjanikov

An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with…

Numerical Analysis · Mathematics 2008-04-22 N. S. Hoang , A. G. Ramm

The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…

Systems and Control · Computer Science 2013-11-05 Gerasimos G. Rigatos

Using a combination of recurrent neural networks and signature methods from the rough paths theory we design efficient algorithms for solving parametric families of path dependent partial differential equations (PPDEs) that arise in pricing…

Computational Finance · Quantitative Finance 2020-11-24 Marc Sabate-Vidales , David Šiška , Lukasz Szpruch

Infinite-dimensional differential algebraic equations (short DAEs) with input and output are studied. The concepts of operator nodes and system nodes are extended to systems which additionally may include algebraic constraints.…

Analysis of PDEs · Mathematics 2025-11-24 Mehmet Erbay , Birgit Jacob , Timo Reis

Recently proposed numerical algorithms for solving high-dimensional nonlinear partial differential equations (PDEs) based on neural networks have shown their remarkable performance. We review some of them and study their convergence…

Analysis of PDEs · Mathematics 2021-09-17 Maximilien Germain , Huyen Pham , Xavier Warin

There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…

General Mathematics · Mathematics 2021-03-08 Jozef Fecenko

We introduce a new overlapping Domain Decomposition Method (DDM) to solve the fully nonlinear Monge-Amp\`ere equation. While DDMs have been extensively studied for linear problems, their application to fully nonlinear partial differential…

Numerical Analysis · Mathematics 2023-06-05 Yassine Boubendir , Jake Brusca , Brittany Froese Hamfeldt , Tadanaga Takahashi

Dynamic Mode Decomposition (DMD) and its variants, such as extended DMD (EDMD), are broadly used to fit simple linear models to dynamical systems known from observable data. As DMD methods work well in several situations but perform poorly…

Dynamical Systems · Mathematics 2024-08-06 George Haller , Bálint Kaszás

Here we present a new approach to compute symmetries of rational second order ordinary differential equations (rational 2ODEs). This method can compute Lie symmetries (point symmetries, dynamical symmetries and non-local symmetries)…

Classical Analysis and ODEs · Mathematics 2023-11-14 L. G. S. Duarte , L. A. C. P. da Mota , A. F. Rocha

We obtain asymptotically sharp error estimates for the consistency error of the Target Measure Diffusion map (TMDmap) (Banisch et al. 2020), a variant of diffusion maps featuring importance sampling and hence allowing input data drawn from…

Numerical Analysis · Mathematics 2023-12-25 Shashank Sule , Luke Evans , Maria Cameron

We propose a physics-informed quantum algorithm to solve nonlinear and multidimensional differential equations (DEs) in a quantum latent space. We suggest a strategy for building quantum models as state overlaps, where exponentially large…

Quantum Physics · Physics 2023-08-04 Annie E. Paine , Vincent E. Elfving , Oleksandr Kyriienko

We consider a linear algebra approach to establishing a discrete comparison principle for a nonmonotone class of quasilinear elliptic partial differential equations. In the absence of a lower order term, we require local conditions on the…

Numerical Analysis · Mathematics 2018-03-19 Sara Pollock , Yunrong Zhu

We present the first experimental validation of the Deep Lie Map Network (DLMN) approach for recovering both linear and non-linear optics in a synchrotron. The DLMN facilitates the construction of a detailed accelerator model by integrating…

Accelerator Physics · Physics 2024-08-22 Conrad Caliari , Adrian Oeftiger , Oliver Boine-Frankenheim

We propose a unified framework for delay differential equations (DDEs) based on deep neural networks (DNNs) - the neural delay differential equations (NDDEs), aimed at solving the forward and inverse problems of delay differential…

Machine Learning · Computer Science 2024-08-27 Housen Wang , Yuxing Chen , Sirong Cao , Xiaoli Wang , Qiang Liu

Recent result shows how to compute distributively and efficiently the linear MMSE for the multiuser detection problem, using the Gaussian BP algorithm. In the current work, we extend this construction, and show that operating this algorithm…

Information Theory · Computer Science 2009-04-16 Danny Bickson , Ori Shental , Danny Dolev

In this work, we present a novel forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs). Motivated by the fact that differential deep learning can…

Numerical Analysis · Mathematics 2024-08-13 Lorenc Kapllani , Long Teng
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