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Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…

Numerical Analysis · Mathematics 2019-11-28 Suprosanna Shit , Abinav Ravi Venkatakrishnan , Ivan Ezhov , Jana Lipkova , Marie Piraud , Bjoern Menze

In this paper we develop a dressing method for constructing and solving some classes of matrix quasi-linear Partial Differential Equations (PDEs) in arbitrary dimensions. This method is based on a homogeneous integral equation with a…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 A. I. Zenchuk , P. M. Santini

A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The…

Numerical Analysis · Mathematics 2013-07-11 A. Gillman , P. G. Martinsson

Algorithms are presented for the tanh- and sech-methods, which lead to closed-form solutions of nonlinear ordinary and partial differential equations (ODEs and PDEs). New algorithms are given to find exact polynomial solutions of ODEs and…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 D. Baldwin , U. Goktas , W. Hereman , L. Hong , R. S. Martino , J. Miller

A system of partial differential equations (PDEs) is derived to compute the full-field stress from an observed kinematic field when the flow rule governing the plastic deformation is unknown. These equations generalize previously proposed…

Materials Science · Physics 2023-01-19 Benjamin C. Cameron , Cem Tasan

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…

Numerical Analysis · Mathematics 2022-04-18 Martin Hutzenthaler , Thomas Kruse

We provide new exact Taylor's series with fixed coefficients and without the remainder. We demonstrate the usefulness of this contribution by using it to obtain very simple solutions to (non-linear) PDEs. We also apply the method to the…

Mathematical Finance · Quantitative Finance 2015-11-18 Moawia Alghalith

The method of constructing approximate solutions of the first boundary value problem for linear differential equations based on incomplete (even and odd) trigonometric splines is considered. The theoretical positions are illustrated by…

Numerical Analysis · Mathematics 2024-11-21 Volodymyr Denysiuk , Ludmila Rybachuk

We introduce suitable coordinate systems for pipes and their variants that allow us to transform partial differential equations (PDEs) on the pipe surfaces or in the solid pipes into computational domains with fixed limits/ranges. Such a…

Numerical Analysis · Mathematics 2025-09-09 Shuaifei Hu , Yujian Jiao , Desong Kong , Li-Lian Wang

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial…

Analysis of PDEs · Mathematics 2015-03-17 Gui-Qiang G. Chen

The efficient solution of discretisations of coupled systems of partial differential equations (PDEs) is at the core of much of numerical simulation. Significant effort has been expended on scalable algorithms to precondition Krylov…

Mathematical Software · Computer Science 2018-02-22 Robert C. Kirby , Lawrence Mitchell

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…

Numerical Analysis · Mathematics 2021-04-21 Cheng Chang , Liu Liu , Tieyong Zeng

We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and…

Computational Finance · Quantitative Finance 2015-10-19 Andrey Itkin

Integration of nonlinear partial differential equations with the help of the non-commutative integration over octonions is studied. An apparatus permitting to take into account symmetry properties of PDOs is developed. For this purpose…

Analysis of PDEs · Mathematics 2018-12-18 Emmanuel Frenod , Sergey Victor Ludkowski

Contrary to widespread perception, there is ever since 1994 a unified, general type independent theory for the existence of solutions for very large classes of nonlinear systems of PDEs. This solution method is based on the Dedekind order…

Analysis of PDEs · Mathematics 2007-05-23 E. E. Rosinger

This paper presents a comprehensive survey of methods which can be utilized to search for solutions to systems of nonlinear equations (SNEs). Our objectives with this survey are to synthesize pertinent literature in this field by presenting…

Mathematical Software · Computer Science 2022-08-19 Ilias S. Kotsireas , Panos M. Pardalos , Alexander Semenov , William T. Trevena , Michael N. Vrahatis

There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…

Numerical Analysis · Mathematics 2023-11-17 Wenrui Hao , Jonathan D. Hauenstein , Margaret H. Regan , Tingting Tang

Solvable structures are exploited in order to find families of explicit solutions to evolution PDEs admitting suitable differential constraints. The effectiveness of the method is verified on several explicit examples.

Mathematical Physics · Physics 2020-08-04 Francesco C. De Vecchi , Paola Morando

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami
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