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We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the…
This paper aims to present a local discontinuous Galerkin (LDG) method for solving backward stochastic partial differential equations (BSPDEs) with Neumann boundary conditions. We establish the $L^2$-stability and optimal error estimates of…
This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for…
The modern machine learning methods allow one to obtain the data-driven models in various ways. However, the more complex the model is, the harder it is to interpret. In the paper, we describe the algorithm for the mathematical equations…
Learning underlying dynamics from data is important and challenging in many real-world scenarios. Incorporating differential equations (DEs) to design continuous networks has drawn much attention recently, however, most prior works make…
Variational formulations of time-dependent PDEs in space and time yield $(d+1)$-dimensional problems to be solved numerically. This increases the number of unknowns as well as the storage amount. On the other hand, this approach enables…
In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…
We present a new class of iterative schemes for solving initial value problems (IVP) based on discontinuous Galerkin (DG) methods. Starting from the weak DG formulation of an IVP, we derive a new iterative method based on a preconditioned…
We consider the problem of numerically approximating the solutions to a partial differential equation (PDE) when there is insufficient information to determine a unique solution. Our main example is the Poisson boundary value problem, when…
We couple the L1 discretization of the Caputo fractional derivative in time with the Galerkin scheme to devise a linear numerical method for the semilinear subdiffusion equation. Two important points that we make are: nonsmooth initial data…
Partial Differential Equations (PDEs) are fundamental tools for modeling physical phenomena, yet most PDEs of practical interest cannot be solved analytically and require numerical approximations. The feasibility of such numerical methods,…
Distributed-order PDEs are tractable mathematical models for complex multiscaling anomalous transport, where derivative orders are distributed over a range of values. We develop a fast and stable Petrov-Galerkin spectral method for such…
Computer simulations of differential equations require a time discretization, which inhibits to identify the exact solution with certainty. Probabilistic simulations take this into account via uncertainty quantification. The construction of…
We consider an inverse problem of identifying the diffusion coefficient in matrix form in a parabolic PDE. In 2006, Cao and Pereverzev, used a \textit{natural linearisation} method for identifying a scalar valued diffusion coefficient in a…
Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…
This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…
This work proposes a statistically enhanced framework to address the instability and limited predictive capability of conventional Galerkin-Proper Orthogonal Decomposition (Galerkin-POD) models. The method reformulates the correction of the…
In this article, interior penalty discontinuous Galerkin methods using immersed finite element functions are employed to solve parabolic interface problems. Typical semi-discrete and fully discrete schemes are presented and analyzed.…
The application of discontinuous Galerkin (DG) schemes to hyperbolic systems of conservation laws requires a careful interplay between space discretization, carried out with local polynomials and numerical fluxes at inter-cells, and…
We propose and analyze an iterative high-order hybridized discontinuous Galerkin (iHDG) discretization for linear partial differential equations. We improve our previous work (SIAM J. Sci. Comput. Vol. 39, No. 5, pp. S782--S808) in several…