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High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

Load forecasting is a fundamental task in smart grid. Many techniques have been applied to developing load forecasting models. Due to the challenges such as the Curse of Dimensionality, overfitting, and limited computing resources,…

Machine Learning · Computer Science 2025-03-14 Pengyang Song , Han Feng , Shreyashi Shukla , Jue Wang , Tao Hong

Meshing of geometric domains having curved boundaries by affine simplices produces a polytopial approximation of those domains. The resulting error in the representation of the domain limits the accuracy of finite element methods based on…

Numerical Analysis · Mathematics 2018-02-09 James Cheung , Mauro Perego , Pavel Bochev , Max Gunzburger

In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…

Numerical Analysis · Mathematics 2012-09-11 Igor Cialenco , Gregory E. Fasshauer , Qi Ye

We derive a stochastic hierarchy of matrix product states (HOMPS) for non-Markovian dynamics in open quantum system at finite temperature, which is numerically exact and efficient. HOMPS is obtained from the recently developed stochastic…

Quantum Physics · Physics 2022-04-04 Xing Gao , Jiajun Ren , Alexander Eisfeld , Zhigang Shuai

This paper establishes quasi-optimal and lower-order error estimates for weak Galerkin, discontinuous Galerkin, and hybrid-high order finite element methods for the biharmonic equation under minimal regularity assumptions on general…

Numerical Analysis · Mathematics 2026-05-22 Ngoc Tien Tran

The high-order hybridizable discontinuous Galerkin (HDG) method combining with an implicit iterative scheme is used to find the steady-state solution of the Boltzmann equation with full collision integral on two-dimensional triangular…

Fluid Dynamics · Physics 2020-02-19 Wei Su , Peng Wang , Yonghao Zhang , Lei Wu

In recent years, a significant amount of attention has been paid to solve partial differential equations (PDEs) by deep learning. For example, deep Galerkin method (DGM) uses the PDE residual in the least-squares sense as the loss function…

Numerical Analysis · Mathematics 2020-06-09 Liyao Lyu , Zhen Zhang , Minxin Chen , Jingrun Chen

We present an exponentially convergent semi-implicit meshless algorithm for the solution of Navier-Stokes equations in complex domains. The algorithm discretizes partial derivatives at scattered points using radial basis functions as…

Numerical Analysis · Mathematics 2021-06-15 Shantanu Shahane , Surya Pratap Vanka

We propose the first optimal geometric multigrid solver for hybrid high-order discretizations that can handle arbitrary polytopal agglomeration hierarchies in both two and three dimensions. The key ingredient is the use of modified skeleton…

Numerical Analysis · Mathematics 2026-03-03 Santiago Badia , Jordi Manyer

We present a high-order method that provides numerical integration on volumes, surfaces, and lines defined implicitly by two smooth intersecting level sets. To approximate the integrals, the method maps quadrature rules defined on…

Numerical Analysis · Mathematics 2023-08-22 Lauritz Beck , Florian Kummer

We propose a multiscale approach for an elliptic multiscale setting with general unstructured diffusion coefficients that is able to achieve high-order convergence rates with respect to the mesh parameter and the polynomial degree. The…

Numerical Analysis · Mathematics 2020-09-03 Roland Maier

High-order entropy stable summation-by-parts (SBP) schemes are a class of robust and accurate numerical methods for hyperbolic conservation laws that are numerically stable at arbitrary order without the need for artificial stabilization.…

Numerical Analysis · Mathematics 2024-12-18 Christina G. Taylor , Jesse Chan

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). This article is to propose a Deep Learning Galerkin Method (DGM) for the closed-loop geothermal system, which is a new coupled…

Numerical Analysis · Mathematics 2022-04-19 Wen Zhang , Jian Li

In this work, we propose a high-order multiscale method for an elliptic model problem with rough and possibly highly oscillatory coefficients. Convergence rates of higher order are obtained using the regularity of the right-hand side only.…

Numerical Analysis · Mathematics 2023-04-18 Zhaonan Dong , Moritz Hauck , Roland Maier

The hybrid high-order method is a modern numerical framework for the approximation of elliptic PDEs. We present here an extension of the hybrid high-order method to meshes possessing curved edges/faces. Such an extension allows us to…

Numerical Analysis · Mathematics 2023-01-31 Liam Yemm

Maps from a source manifold $ {\mathcal M}$ to a target manifold ${\mathcal N}$ appear in liquid crystals, colour image enhancement, texture mapping, brain mapping, and many other areas. A numerical framework to solve variational problems…

Numerical Analysis · Mathematics 2017-10-27 Nathan D. King , Steven J. Ruuth

This work is focused on the entropy analysis of a semi-discrete nodal discontinuous Galerkin spectral element method (DGSEM) on moving meshes for hyperbolic conservation laws. The DGSEM is constructed with a local tensor-product…

Numerical Analysis · Mathematics 2018-12-24 Gero Schnücke , Nico Krais , Thomas Bolemann , Gregor J. Gassner

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

Numerical Analysis · Mathematics 2015-02-13 Marie Billaud-Friess , Anthony Nouy , Olivier Zahm

Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza
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