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The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…

Numerical Analysis · Mathematics 2022-02-28 Elizabeth Qian , Ionut-Gabriel Farcas , Karen Willcox

This work considers stochastic Galerkin approximations of linear elliptic partial differential equations (PDEs) with stochastic forcing terms and stochastic diffusion coefficients, that cannot be bounded uniformly away from zero and…

Numerical Analysis · Mathematics 2026-01-12 Fabio Musco , Andrea Barth

This paper focuses on the adaptive discontinuous Galerkin (DG) methods for the tempered fractional (convection) diffusion equations. The DG schemes with interior penalty for the diffusion term and numerical flux for the convection term are…

Numerical Analysis · Mathematics 2020-06-16 Xudong Wang , Weihua Deng

A discontinuous Galerkin (dG) method for the numerical solution of initial/boundary value multi-compartment partial differential equation (PDE) models, interconnected with interface conditions, is presented and analysed. The study of…

Numerical Analysis · Mathematics 2013-04-16 Andrea Cangiani , Emmanuil H. Georgoulis , Max Jensen

Linear partial differential equations (PDEs) are an important, widely applied class of mechanistic models, describing physical processes such as heat transfer, electromagnetism, and wave propagation. In practice, specialized numerical…

Machine Learning · Computer Science 2024-04-30 Marvin Pförtner , Ingo Steinwart , Philipp Hennig , Jonathan Wenger

In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…

Numerical Analysis · Mathematics 2022-07-13 Jonas Zeifang , Jochen Schuetz

The goal of this paper is to create a fruitful bridge between the numerical methods for approximating partial differential equations (PDEs) in fluid dynamics and the (iterative) numerical methods for dealing with the resulting large linear…

Numerical Analysis · Mathematics 2016-12-15 M. Dumbser , F. Fambri , I. Furci , M. Mazza , M. Tavelli , S. Serra-Capizzano

This paper considers the filtering problem which consists in reconstructing the state of a dynamical system with partial observations coming from sensor measurements, and the knowledge that the dynamics are governed by a physical PDE model…

Numerical Analysis · Mathematics 2024-02-01 Joubine Aghili , Joy Zialesi Atokple , Marie Billaud-Friess , Guillaume Garnier , Olga Mula , Norbert Tognon

Deep neural networks are powerful tools for approximating functions, and they are applied to successfully solve various problems in many fields. In this paper, we propose a neural network-based numerical method to solve partial differential…

Numerical Analysis · Mathematics 2022-02-01 Yong Shang , Fei Wang , Jingbo Sun

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

Time-dependent Partial Differential Equations with given initial conditions are considered in this paper. New differentiation techniques of the unknown solution with respect to time variable are proposed. It is shown that the proposed…

Numerical Analysis · Mathematics 2022-10-24 Marat S. Mukhametzhanov

Partial differential equations (PDEs) are widely used for the description of physical and engineering phenomena. Some key parameters involved in PDEs, which represent certain physical properties with important scientific interpretations,…

Numerical Analysis · Mathematics 2024-02-02 Zhaohui Li , Shihao Yang , Jeff Wu

In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…

Machine Learning · Statistics 2022-04-07 Jiahao Zhang , Shiqi Zhang , Guang Lin

We develop a class of data-driven generative models that approximate the solution operator for parameter-dependent partial differential equations (PDE). We propose a novel probabilistic formulation of the operator learning problem based on…

Numerical Analysis · Mathematics 2026-04-21 Ting Wang , Petr Plechac , Jaroslaw Knap

Differential Equation (DE) is a commonly used modeling method in various scientific subjects such as finance and biology. The parameters in DE models often have interesting scientific interpretations, but their values are often unknown and…

Computation · Statistics 2020-11-24 Ying Zhou , Hongqiao Wang

Deep learning has become a popular tool across many scientific fields, including the study of differential equations, particularly partial differential equations. This work introduces the basic principles of deep learning and the Deep…

Machine Learning · Computer Science 2026-01-09 Georgios Is. Detorakis

We present a new analytical and numerical framework for solution of Partial Differential Equations (PDEs) that is based on an exact transformation that moves the boundary constraints into the dynamics of the corresponding governing…

Numerical Analysis · Mathematics 2023-02-14 Yulia T. Peet , Matthew M. Peet

This chapter reviews and compares discontinuous Galerkin time-stepping methods for the numerical approximation of second-order ordinary differential equations, particularly those stemming from space finite element discretization of wave…

Numerical Analysis · Mathematics 2025-05-12 Paola F. Antonietti , Alberto Artoni , Gabriele Ciaramella , Ilario Mazzieri

Many real-world systems modeled using partial differential equations (PDEs) involve unknown parameters that must be estimated from limited, noisy system observations. While typically assumed to be constants, some of these unobserved…

Methodology · Statistics 2025-08-19 Andrea Arnold