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We present DeepFDM, a differentiable finite-difference framework for learning spatially varying coefficients in time-dependent partial differential equations (PDEs). By embedding a classical forward-Euler discretization into a convolutional…

Numerical Analysis · Mathematics 2025-07-30 Patrick Chatain , Michael Rizvi-Martel , Guillaume Rabusseau , Adam Oberman

This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…

Numerical Analysis · Mathematics 2019-04-05 Łukasz Płociniczak

In this paper we present a new Eulerian finite element method for the discretization of scalar partial differential equations on evolving surfaces. In this method we use the restriction of standard space-time finite element spaces on a…

Numerical Analysis · Mathematics 2022-12-26 Hauke Sass , Arnold Reusken

We introduce a Monte Carlo method for computing derivatives of the solution to a partial differential equation (PDE) with respect to problem parameters (such as domain geometry or boundary conditions). Derivatives can be evaluated at…

Graphics · Computer Science 2024-09-19 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…

Numerical Analysis · Mathematics 2017-05-09 S. Javadi , M. Jani , E. Babolian

We derive and analyze a fully computable discrete scheme for fractional partial differential equations posed on the full space $\mathbb{R}^d$ . Based on a reformulation using the well-known Caffarelli-Silvestre extension, we study a…

Numerical Analysis · Mathematics 2023-02-23 Markus Faustmann , Alexander Rieder

We present a novel structure-preserving semi-implicit finite volume method on vertex-based staggered meshes for the compatible discretization of first order systems of time-dependent partial differential equations (PDEs). The method…

Numerical Analysis · Mathematics 2026-04-24 Elena Bernardelli , Elena Gaburro , Michael Dumbser

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

A robust and fast solver for the fractional differential equation (FDEs) involving the Riesz fractional derivative is developed using an adaptive finite element method on non-uniform meshes. It is based on the utilization of hierarchical…

Numerical Analysis · Mathematics 2017-10-11 Xuan Zhao , Xiaozhe Hu , Wei Cai , George Em Karniadakis

In this manuscript we present a novel and efficient numerical method for the compressible viscous and resistive MHD equations for all Mach number regimes. The time-integration strategy is a semi-implicit splitting, combined with a hybrid…

Numerical Analysis · Mathematics 2024-07-22 Francesco Fambri , Eric Sonnendrücker

Solving high-dimensional partial differential equations (PDEs) is a major challenge in scientific computing. We develop a new numerical method for solving elliptic-type PDEs by adapting the Q-learning algorithm in reinforcement learning.…

Numerical Analysis · Mathematics 2023-06-27 Samuel N. Cohen , Deqing Jiang , Justin Sirignano

In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao

In this paper we present an algebraic dimension-oblivious two-level domain decomposition solver for discretizations of elliptic partial differential equations. The proposed parallel solver is based on a space-filling curve partitioning…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

We propose a domain decomposition method for the efficient simulation of nonlocal problems. Our approach is based on a multi-domain formulation of a nonlocal diffusion problem where the subdomains share "nonlocal" interfaces of the size of…

Numerical Analysis · Mathematics 2021-09-29 Xiao Xu , Christian Glusa , Marta D'Elia , John T. Foster

In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Gr\"unwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and…

Numerical Analysis · Mathematics 2020-09-17 Linlin Bu , Cornelis W. Oosterlee

This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…

Numerical Analysis · Mathematics 2022-02-09 Akihiko Takahashi , Yoshifumi Tsuchida , Toshihiro Yamada

This paper presents a novel semi-analytical collocation method to solve multi-term variable-order time fractional partial differential equations (VOTFPDEs). In the proposed method it employs the Fourier series expansion for spatial…

Numerical Analysis · Mathematics 2020-07-21 Xia Tian , S. Yu. Reutskiy , Zhuo-Jia Fu

The purpose of this research is to describe an efficient iterative method suitable for obtaining high accuracy solutions to high frequency time-harmonic scattering problems. The method allows for both refinement of local polynomial degree…

Computational Physics · Physics 2018-12-26 Ryan Galagusz , Steve McFee

A space-time domain decomposition approach is presented as a natural extension of the enhanced velocity mixed finite element (EVMFE) [Wheeler et. al] for spatial domain decomposition. The proposed approach allows for different space-time…

Numerical Analysis · Mathematics 2018-09-26 Gurpreet Singh , Mary F. Wheeler
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