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We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity and boundedness with respect to the random parameter, and…
We combine the parameterization method for invariant manifolds with the finite element method for elliptic PDEs,to obtain a new computational framework for high order approximation of invariant manifolds attached to unstable equilibrium…
We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…
We propose a time-space discretization scheme for quasi-linear parabolic PDEs. The algorithm relies on the theory of fully coupled forward--backward SDEs, which provides an efficient probabilistic representation of this type of equation.…
The aim of this article is to analyze numerical schemes using two-layer neural networks with infinite width for the resolution of the high-dimensional Poisson-Neumann partial differential equations (PDEs) with Neumann boundary conditions.…
A simple-to-implement weak-sense numerical method to approximate reflected stochastic differential equations (RSDEs) is proposed and analysed. It is proved that the method has the first order of weak convergence. Together with the Monte…
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…
We investigate the problem of recovering coefficients in scalar nonlinear ordinary differential equations that can be exactly linearized. This contribution builds upon prior work by Lyakhov, Gerdt, and Michels, which focused on obtaining a…
We study the inverse problem of unique recovery of a complex-valued scalar function $V:\mathcal M \times \mathbb C\to \mathbb C$, defined over a smooth compact Riemannian manifold $(\mathcal M,g)$ with smooth boundary, given the Dirichlet…
In this paper we develop a reconstruction algorithm for the solution of an inverse boundary value problem dealing with a semilinear elliptic partial differential equation of interest in cardiac electrophysiology. The goal is the detection…
Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…
In the last paper \cite{R7}, it was studied Hilbert, Poincare and Neumann boundary-value problems with arbitrary measurable data for generalized analytic functions and generalized harmonic functions with applications to the relevant…
We study the fully explicit numerical approximation of a semilinear elliptic boundary value model problem, which features a monomial reaction and analytic forcing, in a bounded polygon $\Omega\subset\mathbb{R}^2$ with a finite number of…
We establish elliptic regularity for nonlinear inhomogeneous Cauchy-Riemann equations under minimal assumptions, and give a counterexample in a borderline case. In some cases where the inhomogeneous term has a separable factorization, the…
Based upon elements of the modern Pseudoanalytic Function Theory, we analyse a new method for numerically approaching the solution of the Dirichlet boundary value problem, corresponding to the two-dimensional Electrical Impedance Equation.…
We introduce a generalization of Glimm's random choice method, which provides us with an approximation of entropy solutions to quasilinear hyperbolic system of balance laws. The flux-function and the source term of the equations may depend…
In this paper we consider the overdetermined boundary problem for a general second order semilinear elliptic equation on bounded domains of $\mathbf{R}^n$, where one prescribes both the Dirichlet and Neumann data of the solution. We are…
We prove a number of \textit{a priori} estimates for weak solutions of elliptic equations or systems with vertically independent coefficients in the upper-half space. These estimates are designed towards applications to boundary value…
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…
A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…