Related papers: Dynamic tensor approximation of high-dimensional n…

We consider the problem of numerically approximating the solutions to an elliptic partial differential equation (PDE) for which the boundary conditions are lacking. To alleviate this missing information, we assume to be given measurement…

In this paper, we compute numerical approximations of the minimal surfaces, an essential type of Partial Differential Equation (PDE), in higher dimensions. Classical methods cannot handle it in this case because of the Curse of…

Efficient and stable solution of partial differential equations (PDEs) is central to scientific and engineering applications, yet existing numerical solvers rely heavily on matrix based discretizations, while learning based methods require…

Partial differential equations (PDEs) are a fundamental tool in the modeling of many real world phenomena. In a number of such real world phenomena the PDEs under consideration contain gradient-dependent nonlinearities and are…

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…

Many important problems in science and engineering require solving the so-called parametric partial differential equations (PDEs), i.e., PDEs with different physical parameters, boundary conditions, shapes of computation domains, etc.…

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…

The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations…

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

We introduce a Tucker tensor cross approximation method that constructs a low-rank representation of a $d$-dimensional tensor by sparsely sampling its fibers. These fibers are selected using the discrete empirical interpolation method…

We solve high-dimensional steady-state Fokker-Planck equations on the whole space by applying tensor neural networks. The tensor networks are a linear combination of tensor products of one-dimensional feedforward networks or a linear…

This paper presents a numerical framework for the low-rank approximation of the solution to three-dimensional parabolic problems. The key contribution of this work is the tensorization process based on a tensor-train reformulation of the…

We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…

We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

We introduce new methods for integrating nonlinear differential equations on low-rank manifolds. These methods rely on interpolatory projections onto the tangent space, enabling low-rank time integration of vector fields that can be…

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineering. In particular, parabolic PDEs and BSDEs are fundamental…

We extend our analysis on the Oldroyd-B model in Barrett and Boyaval [1] to consider the finite element approximation of the FENE-P system of equations, which models a dilute polymeric fluid, in a bounded domain $D $\subset$ R d , d = 2 or…

The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…