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In this paper a new adaptive algorithm for multi-rate circuit simulation encountered in the design of RF circuits based on spline wavelets is presented. The circuit ordinary differential equations are first rewritten by a system of…

Numerical Analysis · Mathematics 2016-04-26 Kai Bittner , Hans Georg Brachtendorf

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

Efficiently and accurately simulating partial differential equations (PDEs) in and around arbitrarily defined geometries, especially with high levels of adaptivity, has significant implications for different application domains. A key…

The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…

Numerical Analysis · Mathematics 2022-12-13 Moritz Reh , Martin Gärttner

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

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we…

Optimization and Control · Mathematics 2022-01-05 Maximilien Germain , Mathieu Laurière , Huyên Pham , Xavier Warin

In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…

Numerical Analysis · Mathematics 2025-10-30 James V. Roggeveen , Michael P. Brenner

We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…

Analysis of PDEs · Mathematics 2015-05-12 Max Duarte , Zdenek Bonaventura , Marc Massot , Anne Bourdon

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…

Estimating parameters of Partial Differential Equations (PDEs) is of interest in a number of applications such as geophysical and medical imaging. Parameter estimation is commonly phrased as a PDE-constrained optimization problem that can…

Numerical Analysis · Mathematics 2018-10-15 Samy Wu Fung , Lars Ruthotto

A new concept is introduced for the adaptive finite element discretization of partial differential equations that have a sparsely representable solution. Motivated by recent work on compressed sensing, a recursive mesh refinement procedure…

Numerical Analysis · Mathematics 2009-02-26 Sadegh Jokar , Volker Mehrmann , Marc Pfetsch , Harry Yserentant

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

We introduce an $r-$adaptive algorithm to solve Partial Differential Equations using a Deep Neural Network. The proposed method restricts to tensor product meshes and optimizes the boundary node locations in one dimension, from which we…

Numerical Analysis · Mathematics 2022-10-21 Ángel J. Omella , David Pardo

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

Probability · Mathematics 2016-07-14 Ilias Bilionis

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

Physics Informed Neural Networks (PINNs) have frequently been used for the numerical approximation of Partial Differential Equations (PDEs). The goal of this paper is to construct PINNs along with a computable upper bound of the error,…

Numerical Analysis · Mathematics 2022-12-19 Lewin Ernst , Karsten Urban