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To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Yanni Wu , Peijun Li , Deyu Meng

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

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

Numerical Analysis · Mathematics 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

We present a method to solve initial and boundary value problems using artificial neural networks. A trial solution of the differential equation is written as a sum of two parts. The first part satisfies the boundary (or initial) conditions…

Computational Physics · Physics 2016-11-15 I. E. Lagaris , A. Likas , D. I. Fotiadis

This paper deals with the solution of large classes of systems of nonlinear partial differential equations (PDEs) in spaces of generalized functions that are constructed as the completion of uniform convergence spaces. The existence result…

Analysis of PDEs · Mathematics 2009-02-18 Jan Harm van der Walt

The goal of this work is to develop deep learning numerical methods for solving option XVA pricing problems given by non-linear PDE models. A novel strategy for the treatment of the boundary conditions is proposed, which allows to get rid…

Computational Finance · Quantitative Finance 2022-10-06 Joel P. Villarino , Álvaro Leitao , José A. García-Rodríguez

This paper investigates the formulation and implementation of Bayesian inverse problems to learn input parameters of partial differential equations (PDEs) defined on manifolds. Specifically, we study the inverse problem of determining the…

Numerical Analysis · Mathematics 2019-10-24 John Harlim , Daniel Sanz-Alonso , Ruiyi Yang

We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental…

Numerical Analysis · Mathematics 2016-10-26 Michael Neilan , Abner J. Salgado , Wujun Zhang

We propose a method combining boundary integral equations and neural networks (BINet) to solve partial differential equations (PDEs) in both bounded and unbounded domains. Unlike existing solutions that directly operate over original PDEs,…

Numerical Analysis · Mathematics 2021-10-04 Guochang Lin , Pipi Hu , Fukai Chen , Xiang Chen , Junqing Chen , Jun Wang , Zuoqiang Shi

Partial differential equations (PDEs) have become an essential tool for modeling complex physical systems. Such equations are typically solved numerically via mesh-based methods, such as finite element methods, with solutions over the…

Methodology · Statistics 2024-02-15 Chih-Li Sung , Wenjia Wang , Liang Ding , Xingjian Wang

This paper provides a methodology of verified computing for solutions to 1-dimensional advection equations with variable coefficients. The advection equation is typical partial differential equations (PDEs) of hyperbolic type. There are few…

Numerical Analysis · Mathematics 2019-07-03 Akitoshi Takayasu , Suro Yoon , Yasunori Endo

The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…

Mathematical Physics · Physics 2020-01-07 Andrei D. Polyanin

The purpose of this research work is to employ the Optimal Auxiliary Function Method (OAFM) for obtaining numerical approximations of time-dependent nonlinear partial differential equations (PDEs) that arise in many disciplines of science…

Numerical Analysis · Mathematics 2023-06-13 Nilormy Gupta Trisha , Md. Shafiqul Islam

We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…

Numerical Analysis · Mathematics 2013-07-23 Ingrid von Glehn , Thomas März , Colin B. Macdonald

We provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index $\alpha \in (1,2)$ with polynomial gradient nonlinearities on $d$-dimensional balls, $d\geq 2$. Our approach uses a…

Numerical Analysis · Mathematics 2024-06-25 Guillaume Penent , Nicolas Privault

We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…

Probability · Mathematics 2020-03-17 Khaled Bahlali , Brahim Boufoussi , Soufiane Mouchtabih

Time-delayed differential equations (TDDEs) are widely used to model complex dynamic systems where future states depend on past states with a delay. However, inferring the underlying TDDEs from observed data remains a challenging problem…

Machine Learning · Statistics 2025-01-07 Debangshu Chowdhury , Souvik Chakraborty

In this short note we are presenting a method of finding particular solutions of nonhomegeneous linear equations. This approach is different from methods of undetermined coefficients or variation of parameters presented in virtually every…

General Mathematics · Mathematics 2025-10-01 Ashot Djrbashian , Milena Safaryan

Partial differential equations (PDEs) are typically used as models of physical processes but are also of great interest in PDE-based image processing. However, when it comes to their use in imaging, conventional numerical methods for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Pascal Tom Getreuer , Peyman Milanfar , Xiyang Luo
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