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This work is concerned with spectral collocation methods for fractional PDEs in unbounded domains. The method consists of expanding the solution with proper global basis functions and imposing collocation conditions on the Gauss-Hermite…
Based on neural network and adaptive subspace approximation method, we propose a new machine learning method for solving partial differential equations. The neural network is adopted to build the basis of the finite dimensional subspace.…
We present a new primitive for quantum algorithms that implements a discrete Hermite transform efficiently, in time that depends logarithmically in both the dimension and the inverse of the allowable error. This transform, which maps basis…
Hermite polynomials and functions have extensive applications in scientific and engineering problems. Although it is recognized that employing the scaled Hermite functions rather than the standard ones can remarkably enhance the…
We propose a spectral method for the 1D-1V Vlasov-Poisson system where the discretization in velocity space is based on asymmetrically-weighted Hermite functions, dynamically adapted via a scaling $\alpha$ and shifting $u$ of the velocity…
This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…
We consider $\mathbb{L}_2$-approximation of elements of a Hermite space of analytic functions over $\mathbb{R}^s$. The Hermite space is a weighted reproducing kernel Hilbert space of real valued functions for which the Hermite coefficients…
Approximate solutions of partial differential equations (PDEs) obtained by neural networks are highly affected by hyper parameter settings. For instance, the model training strongly depends on loss function design, including the choice of…
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…
A multidimesional function $y(\vec r)$ defined by a sample of points $\{\vec r_i,y_i\}$ is approximated by a differentiable function $\widetilde y(\vec r)$. The problem is solved by using the Gauss-Hermite folding method developed in the…
The neural network-based approach to solving partial differential equations has attracted considerable attention due to its simplicity and flexibility in representing the solution of the partial differential equation. In training a neural…
Recently, new adaptive techniques were developed that greatly improved the efficiency of solving PDEs using spectral methods. These adaptive spectral techniques are especially suited for accurately solving problems in unbounded domains and…
In this paper, a meshless Hermite-HDMR finite difference method is proposed to solve high-dimensional Dirichlet problems. The approach is based on the local Hermite-HDMR expansion with an additional smoothing technique. First, we introduce…
Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…
We perform a comprehensive numerical study of the effect of approximation-theoretical results for neural networks on practical learning problems in the context of numerical analysis. As the underlying model, we study the…
This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free…
The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…
Large scale Density Functional Theory (DFT) based electronic structure calculations are highly time consuming and scale poorly with system size. While semi-empirical approximations to DFT result in a reduction in computational time versus…
Neural network solvers represent an innovative and promising approach for tackling time-fractional partial differential equations by utilizing deep learning techniques. L1 interpolation approximation serves as the standard method for…
While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In…