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Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

We formulate and analyze a goal-oriented adaptive finite element method for a symmetric linear elliptic partial differential equation (PDE) that can simultaneously deal with multiple linear goal functionals. In each step of the algorithm,…

Numerical Analysis · Mathematics 2026-01-06 Roland Becker , Maximilian Brunner , Paula Hilbert , Michael Innerberger , Dirk Praetorius

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

Probability · Mathematics 2016-07-14 Ilias Bilionis

The main objective of this paper is to introduce an algorithm for solving fractional and classical differential equations based on a new generalized fractional power series. The algorithm relies on expanding the solution of an FDE or an ODE…

General Mathematics · Mathematics 2024-06-26 Youness Assebbane , Mohamed Echchehira , Mohamed Bouaouid , Mustapha Atraoui

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…

Numerical Analysis · Mathematics 2020-01-27 Antoine Tambue , Jean Daniel Mukam

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

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

In this paper we discuss three symbolic approaches for the generation of a finite difference scheme of a partial differential equation (PDE). We prove, that for a linear PDE with constant coefficients these three approaches are equivalent…

Mathematical Physics · Physics 2019-03-06 Viktor Levandovskyy , Bernd Martin

Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

Using exhaustion method and finite differences a new method to solve system of partial differential equations and is presented. This method allows design algorithm to solve linear and nonlinear systems in irregular domains. Applying this…

Numerical Analysis · Mathematics 2025-04-10 Miriam Sosa-Díaz , Faustino Sanchez-Garduno

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…

Other Statistics · Statistics 2019-09-24 Junyang Wang , Jon Cockayne , Chris J. Oates

Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

Numerical Analysis · Mathematics 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

The first finite length differential sequence, now called {\it Janet sequence}, has been introduced by Janet in 1920. Thanks to the first book of Pommaret in 1978, this algorithmic approach has been extended by Gerdt, Blinkov, Zharkov,…

General Mathematics · Mathematics 2023-07-20 J. -F. Pommaret

The main subject of this paper is the study of analytic second order linear partial differential equations. We aim to solve the classical equations and some more, in the real or complex analytical case. This is done by introducing methods…

Dynamical Systems · Mathematics 2019-07-08 Victor León , Bruno Scárdua

We present a new algorithm for solving a polynomial program P based on the recent "joint + marginal" approach of the first author for, parametric optimization. The idea is to first consider the variable x1 as a parameter and solve the…

Optimization and Control · Mathematics 2010-06-01 Jean B. Lasserre , Thanh Tung Phan

Deep Feynman-Kac method was first introduced to solve parabolic partial differential equations(PDE) by Beck et al. (SISC, V.43, 2021), named Deep Splitting method since they trained the Neural Networks step by step in the time direction. In…

Computational Engineering, Finance, and Science · Computer Science 2025-03-21 Xiaotao Zheng , Xingye Yue , Jiyang Shi

An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and…

Numerical Analysis · Mathematics 2013-04-15 Samir Kumar Bhowmik

This paper deals with the algorithmic aspects of solving feasibility problems of semidefinite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP instances all feasible solutions have irrational entries, numerical…

Optimization and Control · Mathematics 2025-04-28 Vladimir Kolmogorov , Simone Naldi , Jeferson Zapata

A general method to generate a centrosymmetric matrix associated with the solving of partial differential equation (PDE) on an irreducible domain by means of a linear equation system is proposed. The method applies to any PDE for which both…

Numerical Analysis · Mathematics 2025-03-12 T. Thuillier