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We establish existence and pointwise estimates of fundamental solutions and Green's matrices for divergence form, second order strongly elliptic systems in a domain $\Omega \subseteq \mathbb{R}^n$, $n \geq 3$, under the assumption that…

Analysis of PDEs · Mathematics 2009-09-29 Steve Hofmann , Seick Kim

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…

Numerical Analysis · Mathematics 2021-02-03 Ting Wang , Jaroslaw Knap

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

We develop a hierarchical matrix construction algorithm using matrix-vector multiplications, based on the randomized singular value decomposition of low-rank matrices. The algorithm uses $\mathcal{O}(\log n)$ applications of the matrix on…

Numerical Analysis · Mathematics 2010-08-24 Lin Lin , Jianfeng Lu , Lexing Ying

We present a data-driven approach to mathematically model physical systems whose governing partial differential equations are unknown, by learning their associated Green's function. The subject systems are observed by collecting…

Numerical Analysis · Mathematics 2023-03-13 Harshwardhan Praveen , Nicolas Boulle , Christopher Earls

In this paper, we introduce a tensor neural network based machine learning method for solving the elliptic partial differential equations with random coefficients in a bounded physical domain. With the help of tensor product structure, we…

Numerical Analysis · Mathematics 2024-02-02 Hongtao Chen , Rui Fu , Yifan Wang , Hehu Xie

This paper considers the approximation of spatial convolution with a given radial integral kernel. Previous studies have demonstrated that approximating spatial convolution using a system of partial differential equations (PDEs) can…

Analysis of PDEs · Mathematics 2025-04-15 Hiroshi Ishii , Yoshitaro Tanaka

We present a fast algorithm that constructs a data-sparse approximation of matrices arising in the context of integral equation methods for elliptic partial differential equations. The new algorithm uses Green's representation formula in…

Numerical Analysis · Mathematics 2015-10-27 Steffen Börm , Sven Christophersen

We propose a data-driven approach to solve multiscale elliptic PDEs with random coefficients based on the intrinsic low dimension structure of the underlying elliptic differential operators. Our method consists of offline and online stages.…

Numerical Analysis · Mathematics 2019-07-02 Sijing Li , Zhiwen Zhang , Hongkai Zhao

We analyze the convergence of degenerate approximations to Green's function of elliptic boundary value problems with high-contrast coefficients. It is shown that the convergence is independent of the contrast if the error is measured with…

Numerical Analysis · Mathematics 2014-10-15 M. Bebendorf

We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We…

Numerical Analysis · Mathematics 2020-06-05 Alex Bespalov , Feng Xu

We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a…

Numerical Analysis · Mathematics 2023-03-24 Francesco Calabrò , Gianluca Fabiani , Constantinos Siettos

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

We derive computable error estimates for finite element approximations of linear elliptic partial differential equations (PDE) with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that…

Numerical Analysis · Mathematics 2018-09-18 Eric Joseph Hall , Håkon Hoel , Mattias Sandberg , Anders Szepessy , Raúl Tempone

Physics-informed neural networks solve partial differential equations by training neural networks. Since this method approximates infinite-dimensional PDE solutions with finite collocation points, minimizing discretization errors by…

Machine Learning · Computer Science 2024-12-11 Takashi Matsubara , Takaharu Yaguchi

Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…

Numerical Analysis · Mathematics 2021-02-25 Jean-François Chassagneux , Junchao Chen , Noufel Frikha , Chao Zhou

This paper introduces a meta-learning approach for parameterized pseudo-differential operators with deep neural networks. With the help of the nonstandard wavelet form, the pseudo-differential operators can be approximated in a compressed…

Numerical Analysis · Mathematics 2020-02-26 Jordi Feliu-Faba , Yuwei Fan , Lexing Ying

We consider the approximation of a class of dynamic partial differential equations (PDE) of second order in time by the physics-informed neural network (PINN) approach, and provide an error analysis of PINN for the wave equation, the…

Numerical Analysis · Mathematics 2023-03-23 Yanxia Qian , Yongchao Zhang , Yunqing Huang , Suchuan Dong

Partial differential equations are often used to model various physical phenomena, such as heat diffusion, wave propagation, fluid dynamics, elasticity, electrodynamics and image processing, and many analytic approaches or traditional…

Machine Learning · Computer Science 2022-09-21 Yuankai Teng , Xiaoping Zhang , Zhu Wang , Lili Ju