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We consider inverse problems for non-linear hyperbolic and elliptic equations and give an introduction to the method based on the multiple linearization, or on the construction of artificial sources, to solve these problems. The method is…

Analysis of PDEs · Mathematics 2025-03-18 Matti Lassas

This article presents new immersed finite element (IFE) methods for solving the popular second order elliptic interface problems on structured Cartesian meshes even if the involved interfaces have nontrivial geometries. These IFE methods…

Numerical Analysis · Mathematics 2018-10-29 Tao Lin , Yanping Lin , Xu Zhang

In this paper we present an error analysis of an Eulerian finite element method for solving parabolic partial differential equations posed on evolving hypersurfaces in $\mathbb{R}^d$, $d=2,3$. The method employs discontinuous piecewise…

Numerical Analysis · Mathematics 2014-04-10 Maxim A. Olshanskii , Arnold Reusken

Iterative algorithms aimed at solving some problems are discussed. For certain problems, such as finding a common point in the intersection of a finite number of convex sets, there often exist iterative algorithms that impose very little…

Optimization and Control · Mathematics 2010-09-28 Y. Censor , R. Davidi , G. T. Herman

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…

Numerical Analysis · Mathematics 2026-01-26 Jakob S. Stokke , Kundan Kumar , Florin A. Radu

In the first part of planned series of papers the formal general solutions to selection of 80 examples of different types of second order nonlinear PDEs in two independent variables with constant parameters are given. The main goal here is…

Mathematical Physics · Physics 2008-01-29 Yu. N. Kosovtsov

We investigate the Cauchy problem for elliptic operators with $C^\infty$-coefficients at a regular set $\Omega \subset R^2$, which is a classical example of an ill-posed problem. The Cauchy data are given at the subset $\Gamma \subset…

Numerical Analysis · Mathematics 2020-12-01 A. Leitao

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

Numerical Analysis · Computer Science 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…

Numerical Analysis · Mathematics 2019-10-16 Pascal Heid , Thomas P. Wihler

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high…

Numerical Analysis · Mathematics 2022-10-27 Joseph Hart , Bart van Bloemen Waanders

We investigate modified steepest descent methods coupled with a loping Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization…

Numerical Analysis · Mathematics 2008-08-03 A. De Cezaro , M. Haltmeier , A. Leitao , O. Scherzer

Iterative linear solvers have gained recent popularity due to their computational efficiency and low memory footprint for large-scale linear systems. The relaxation method, or Motzkin's method, can be viewed as an iterative method that…

Numerical Analysis · Mathematics 2018-10-30 Jamie Haddock , Deanna Needell

A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…

Numerical Analysis · Mathematics 2016-02-23 Josef Rebenda , Zdeněk Šmarda

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

Numerical Analysis · Mathematics 2024-04-24 Fatemeh P. A. Beik , Michele Benzi , Mehdi Najafi-Kalyani

We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of…

Numerical Analysis · Mathematics 2025-07-30 Erik Burman , Mats G. Larson , Karl Larsson , Carl Lundholm

We combine two iterative algorithms for solving large-scale systems of linear inequalities, the relaxation method of Agmon, Motzkin et al. and the randomized Kaczmarz method. In doing so, we obtain a family of algorithms that generalize and…

Optimization and Control · Mathematics 2019-06-05 Jesus De Loera , Jamie Haddock , Deanna Needell

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

This work proposes a solution for the problem of training physics-informed networks under partial integro-differential equations. These equations require an infinite or a large number of neural evaluations to construct a single residual for…

Machine Learning · Computer Science 2024-06-12 Ehsan Saleh , Saba Ghaffari , Timothy Bretl , Luke Olson , Matthew West