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Dahlquist, Liniger, and Nevanlinna design a family of one-leg, two-step methods (the DLN method) that is second order, A- and G-stable for arbitrary, non-uniform time steps. Recently, the implementation of the DLN method can be simplified…

Numerical Analysis · Mathematics 2023-06-06 Wenlong Pei

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Numerical Analysis · Mathematics 2025-10-21 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

Physics-informed neural networks (PINNs) have shown remarkable prospects in solving partial differential equations (PDEs) involving fluid mechanics. However, the method has so far succeeded only in inviscid flows and incompressible viscous…

Fluid Dynamics · Physics 2026-02-24 Jiahao Song , Wenbo Cao , Weiwei Zhang

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

Turbulence Models represent the workhorse for simulations used in engineering design and analysis. Despite their low computational cost and robustness, these models suffer from substantial predictive uncertainty, most of which is epistemic.…

Fluid Dynamics · Physics 2025-09-05 Minghan Chu , Weicheng Qian

A discontinuous Galerkin pressure correction numerical method for solving the incompressible Navier-Stokes equations is formulated and analyzed. We prove unconditional stability of the propose scheme. Convergence of the discrete velocity is…

Numerical Analysis · Mathematics 2021-09-24 Rami Masri , Chen Liu , Beatrice Riviere

Physics-informed neural networks (PINNs) constitute a flexible deep learning approach for solving partial differential equations (PDEs), which model phenomena ranging from heat conduction to quantum mechanical systems. Despite their…

Machine Learning · Computer Science 2026-03-17 Aleksander Krasowski , René P. Klausen , Aycan Celik , Sebastian Lapuschkin , Wojciech Samek , Jonas Naujoks

Physical systems whose dynamics are governed by partial differential equations (PDEs) find applications in numerous fields, from engineering design to weather forecasting. The process of obtaining the solution from such PDEs may be…

Machine Learning · Computer Science 2022-09-21 Pratyush Bhatt , Yash Kumar , Azzeddine Soulaimani

Recently, a new approach for the stabilization of the incompressible Navier-Stokes equations for higher Reynolds numbers was introduced based on the nonlinear differential filtering of solutions on every time step of a discrete scheme. In…

Numerical Analysis · Mathematics 2013-04-16 Maxim A. Olshanskii , Xin Xiong

Neural networks have been identified as powerful tools for the study of complex systems. A noteworthy example is the neural network differential equation (NN DE) solver, which can provide functional approximations to the solutions of a wide…

Machine Learning · Computer Science 2021-01-29 Akshunna S. Dogra , William T Redman

In this report, we study the long-time stability of the family of one-leg DLN methods for the two-dimensional incompressible Navier-Stokes equations. The family of DLN methods (with one parameter $\theta$), non-linear energy stable…

Numerical Analysis · Mathematics 2026-05-07 Isabel Barrio Sanchez , Wenlong Pei , Catalin Trenchea

This report presents a low computational and cognitive complexity, stable, time accurate and adaptive method for the Navier-Stokes equations. The improved method requires a minimally intrusive modification to an existing program based on…

Numerical Analysis · Mathematics 2019-02-01 Victor DeCaria , William Layton , Haiyun Zhao

In this paper we study the convergence rate of a finite volume approximation of the compressible Navier--Stokes--Fourier system. To this end we first show the local existence of a highly regular unique strong solution and analyse its global…

Numerical Analysis · Mathematics 2022-10-28 Danica Basaric , Maria Lukacova-Medvidova , Hana Mizerova , Bangwei She , Yuhuan Yuan

We consider fully discrete numerical schemes for a downscaling data assimilation algorithm aimed at approximating the velocity field of the 2D Navier-Stokes equations corresponding to given coarse mesh observational measurements. The time…

Numerical Analysis · Mathematics 2018-05-07 Hussain A. Ibdah , Cecilia F. Mondaini , Edriss S. Titi

We present a novel property-preserving kernel-based operator learning method for incompressible flows governed by the incompressible Navier--Stokes equations. Traditional numerical solvers incur significant computational costs to respect…

Fluid Dynamics · Physics 2026-04-16 Ramansh Sharma , Matthew Lowery , Houman Owhadi , Varun Shankar

We employ physics-informed neural networks (PINNs) to simulate the incompressible flows ranging from laminar to turbulent flows. We perform PINN simulations by considering two different formulations of the Navier-Stokes equations: the…

Computational Physics · Physics 2021-02-03 Xiaowei Jin , Shengze Cai , Hui Li , George Em Karniadakis

This paper is concerned with probabilistic techniques for forecasting dynamical systems described by partial differential equations (such as, for example, the Navier-Stokes equations). In particular, it is investigating and comparing…

Machine Learning · Computer Science 2025-11-07 Hans Harder , Abhijeet Vishwasrao , Luca Guastoni , Ricardo Vinuesa , Sebastian Peitz

We derive quantitative error bounds for deep neural networks (DNNs) approximating option prices on a $d$-dimensional risky asset as functions of the underlying model parameters, payoff parameters and initial conditions. We cover a general…

Mathematical Finance · Quantitative Finance 2023-09-27 Francesca Biagini , Lukas Gonon , Niklas Walter

In this paper, we carry out the error analysis for the structure-preserving discretization of the incompressible MHD system. This system, as a coupled system of Navier-Stokes equations and Maxwell's equations, is nonlinear. We use its…

Numerical Analysis · Mathematics 2016-08-11 Yicong Ma , Jinchao Xu , Guodong Zhang

We develop a variational multiscale proper orthogonal decomposition reduced-order model for turbulent incompressible Navier-Stokes equations. The error analysis of the full discretization of the model is presented. All error contributions…

Numerical Analysis · Mathematics 2013-06-03 Traian Iliescu , Zhu Wang