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This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…

A compositional tree refers to a tree structure on a set of random variables where each random variable is a node and composition occurs at each non-leaf node of the tree. As a generalization of compositional data, compositional trees…

Methodology · Statistics 2021-04-20 Bingkai Wang , Brian S. Caffo , Xi Luo , Chin-Fu Liu , Andreia V. Faria , Michael I. Miller , Yi Zhao

Solving parametric Partial Differential Equations (PDEs) for a broad range of parameters is a critical challenge in scientific computing. To this end, neural operators, which \textcolor{black}{predicts the PDE solution with variable PDE…

Numerical Analysis · Mathematics 2024-11-14 Weiheng Zhong , Hadi Meidani

We present a new perturbative formulation of non-equilibrium thermal field theory, based upon non-homogeneous free propagators and time-dependent vertices. The resulting time-dependent diagrammatic perturbation series are free of pinch…

High Energy Physics - Phenomenology · Physics 2013-07-31 Peter Millington , Apostolos Pilaftsis

We reduce the problem of constructing asymptotically good tree codes to the construction of triangular totally nonsingular matrices over fields with polynomially many elements. We show a connection of this problem to Birkhoff interpolation…

Information Theory · Computer Science 2015-08-28 Pavel Pudlák

In this work, we present a conditionally stable finite-difference scheme that consistently approximates the solution of a general class of (3+1)-dimensional nonlinear equations that generalizes in various ways the quantitative model…

Numerical Analysis · Mathematics 2011-12-26 J. E. Macías-Díaz , A. Puri

We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient…

Numerical Analysis · Mathematics 2014-01-09 David I. Ketcheson , Colin B. Macdonald , Steven J. Ruuth

We propose a novel composite framework to find unknown fields in the context of inverse problems for partial differential equations (PDEs). We blend the high expressibility of deep neural networks as universal function estimators with the…

Numerical Analysis · Mathematics 2021-06-02 Samira Pakravan , Pouria A. Mistani , Miguel Angel Aragon-Calvo , Frederic Gibou

Algorithms for binary classification based on adaptive tree partitioning are formulated and analyzed for both their risk performance and their friendliness to numerical implementation. The algorithms can be viewed as generating a set…

Statistics Theory · Mathematics 2014-11-05 Peter Binev , Albert Cohen , Wolfgang Dahmen , Ronald DeVore

Discrete probability laws underpin statistical modeling, yet the catalog of interpretable distributions has expanded only gradually through centuries of case-by-case mathematical derivations. We introduce symbolic density estimation (SDE),…

Machine Learning · Computer Science 2026-05-25 Ziwen Liu , Meng Li

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

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

The formalism recently introduced in arXiv:1610.08468 allows one to assign a regularity structure, as well as a corresponding "renormalisation group", to any subcritical system of semilinear stochastic PDEs. Under very mild additional…

Analysis of PDEs · Mathematics 2021-05-24 Yvain Bruned , Ajay Chandra , Ilya Chevyrev , Martin Hairer

The well known concept, to reduce the spatio-temporal dynamics beyond instabilities of trivial states to amplitude modulated patterns, is reviewed from the point of view of a formal perturbation expansion for general dissipative partial…

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

This study explores the use of fractional calculus as a possible tool to model wave propagation in complex, heterogeneous media. We illustrate the methodology by focusing on elastic wave propagation in a one-dimensional periodic rod. The…

Classical Physics · Physics 2018-12-05 John Hollkamp , Mihir Sen , Fabio Semperlotti

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…

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

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting…

Probability · Mathematics 2021-10-26 Feng-Yu Wang

We build on recent work of Yeats, Courtiel, and others involving connected chord diagrams. We first derive from a Hopf-algebraic foundation a class of tree-like functional equations and prove that they are solved by weighted generating…

Combinatorics · Mathematics 2021-04-07 Lukas Nabergall