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Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

PDEs are central to scientific and engineering modeling, yet designing accurate numerical solvers typically requires substantial mathematical expertise and manual tuning. Recent neural network-based approaches improve flexibility but often…

Artificial Intelligence · Computer Science 2026-02-20 Jianda Du , Youran Sun , Haizhao Yang

In this paper, we propose and analyze a multiscale method for a class of quasilinear elliptic problems of nonmonotone type with spatially multiscale coefficient. The numerical approach is inspired by the Localized Orthogonal Decomposition…

Numerical Analysis · Mathematics 2025-07-28 Maher Khrais , Barbara Verfürth

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…

Computational Finance · Quantitative Finance 2012-01-23 Masaaki Fujii , Akihiko Takahashi

This paper is the second in a series devoted to the development of a rigorous renormalisation group method for lattice field theories involving boson fields, fermion fields, or both. The method is set within a normed algebra $\mathcal{N}$…

Mathematical Physics · Physics 2015-06-19 David C. Brydges , Gordon Slade

A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure…

Numerical Analysis · Mathematics 2019-07-10 Yous van Halder , Benjamin Sanderse , Barry Koren

The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of…

Probability · Mathematics 2007-05-23 D. Blömker , M. Romito , R. Tribe

We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…

Optimization and Control · Mathematics 2023-08-25 Christian Aarset , Martin Holler , Tram Thi Ngoc Nguyen

We discuss conceptual aspects of renormalization in the context of effective field theories for the two-nucleon system. It is shown that, contrary to widespread belief, renormalization scheme dependence of the scattering amplitude can only…

Nuclear Theory · Physics 2015-05-13 E. Epelbaum , J. Gegelia

In this paper we present an efficient numerical approach based on the Renormalization Group method for the computation of self-similar dynamics. The latter arise, for instance, as the long-time asymptotic behavior of solutions to nonlinear…

Analysis of PDEs · Mathematics 2016-09-06 Gastao A. Braga , Frederico Furtado , Jussara M. Moreira , Leonardo T. Rolla

We prove the existence and uniqueness of a local solution to the periodic renormalized $\Phi^4_3$ model of stochastic quantisation using the method of controlled distributions introduced recently by Imkeller, Gubinelli and Perkowski…

Probability · Mathematics 2016-07-27 Rémi Catellier , Khalil Chouk

This work describes a domain embedding technique between two non-matching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is…

Numerical Analysis · Mathematics 2017-12-20 Sarah Osborn , Patrick Zulian , Thomas Benson , Umberto Villa , Rolf Krause , Panayot S. Vassilevski

We propose a predictor-corrector adaptive method for the simulation of hyperbolic partial differential equations (PDEs) on networks under general uncertainty in parameters, initial conditions, or boundary conditions. The approach is based…

Numerical Analysis · Mathematics 2024-03-26 Jake J. Harmon , Svetlana Tokareva , Anatoly Zlotnik

A rigorous mathematical framework is provided for a substructuring-based domain-decomposition approach for nonlocal problems that feature interactions between points separated by a finite distance. Here, by substructuring it is meant that a…

Numerical Analysis · Mathematics 2020-08-28 Giacomo Capodaglio , Marta D'Elia , Max Gunzburger , Pavel Bochev , Manuel Klar , Christian Vollmann

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based…

Machine Learning · Computer Science 2024-03-18 Ashutosh Singh , Ricardo Augusto Borsoi , Deniz Erdogmus , Tales Imbiriba

Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…

Numerical Analysis · Mathematics 2025-08-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

Partial differential equations (PDEs) are widely used for modeling various physical phenomena. These equations often depend on certain parameters, necessitating either the identification of optimal parameters or the solution of the…

Numerical Analysis · Mathematics 2025-10-17 Martina Bukač , Iva Manojlović , Boris Muha , Domagoj Vlah

Identifying the relevant coarse-grained degrees of freedom in a complex physical system is a key stage in developing powerful effective theories in and out of equilibrium. The celebrated renormalization group provides a framework for this…

Statistical Mechanics · Physics 2024-11-27 Doruk Efe Gökmen , Zohar Ringel , Sebastian D. Huber , Maciej Koch-Janusz

We give a construction allowing to construct local renormalised solutions to general quasilinear stochastic PDEs within the theory of regularity structures, thus greatly generalising the recent results of [BDH16,FG16,OW16]. Loosely…

Analysis of PDEs · Mathematics 2019-02-22 Máté Gerencsér , Martin Hairer

Optical phenomena associated with extremely localized field should be understood with considerations of nonlocal and quantum effects, which pose a hurdle to conceptualize the physics with a picture of eigenmodes. Here we first propose a…

Optics · Physics 2022-04-05 Qiang Zhou , Pu Zhang , Xue-Wen Chen