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We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…
The working mechanisms of complex natural systems tend to abide by concise and profound partial differential equations (PDEs). Methods that directly mine equations from data are called PDE discovery, which reveals consistent physical laws…
We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…
Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…
Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences such as finance. Since SDEs rarely admit analytical…
We present an algorithm for the numerical solution of systems of fully nonlinear PDEs using stochastic coded branching trees. This approach covers functional nonlinearities involving gradient terms of arbitrary orders, and it requires only…
The abstract mathematical theory of partial differential equations (PDEs) is formulated in terms of manifolds, scalar fields, tensors, and the like, but these algebraic structures are hardly recognizable in actual PDE solvers. The general…
In complex physical systems, conventional differential equations often fall short in capturing non-local and memory effects, as they are limited to local dynamics and integer-order interactions. This study introduces a stepwise data-driven…
We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…
In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…
In this work, we have presented a simple analytical approximation scheme for generic non-linear FBSDEs. By treating the interested system as the linear decoupled FBSDE perturbed with non-linear generator and feedback terms, we have shown…
Differential complexes such as the de Rham complex have recently come to play an important role in the design and analysis of numerical methods for partial differential equations. The design of stable discretizations of systems of partial…
Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…
In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…
The mechanical model of a thin plate with boundary control and observation is presented as a port-Hamiltonian system (pHs), both in vectorial and tensorial forms: the Kirchhoff-Love model of a plate is described by using a Stokes-Dirac…
Constructing discrete models of stochastic partial differential equations is very delicate. Stochastic centre manifold theory provides novel support for coarse grained, macroscale, spatial discretisations of nonlinear stochastic partial…
We consider the numerical solution of high-frequency scattering problems modeled by the Helmholtz equation with a bounded obstacle. Although the analysis of this problem dates back at least 50 years, over the past decade or so, tools and…
In this article, we study the semi discrete and fully discrete formulations for a Kirchhoff type quasilinear integro-differential equation involving time-fractional derivative of order $\alpha \in (0,1) $. For the semi discrete formulation…
Acoustic wave propagation in a one-dimensional waveguide connected with Helmholtz resonators is studied numerically. Finite amplitude waves and viscous boundary layers are considered. The model consists of two coupled evolution equations: a…
We study a class of linear ordinary differential equations (ODE)s with distributional coefficients. These equations are defined using an {\it intrinsic} multiplicative product of Schwartz distributions which is an extension of the…