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We present a model reduction approach for the real-time solution of time-dependent nonlinear partial differential equations (PDEs) with parametric dependencies. The approach integrates several ingredients to develop efficient and accurate…

Numerical Analysis · Mathematics 2024-10-04 Ngoc Cuong Nguyen

It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic partial differential equation (SPDE) can have random-field solutions only in spatial dimension one. Here we show that in many cases, where the…

Probability · Mathematics 2007-11-14 Mohammud Foondun , Davar Khoshnevisan , Eulalia Nualart

This paper develops the necessary ingredients for the variational approach of initial boundary-value problems of parabolic partial differential equations on a fixed spatial domain containing evolving subdomains. In particular, we introduce…

Analysis of PDEs · Mathematics 2025-10-17 Van Chien Le , Karel Van Bockstal

Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…

Analysis of PDEs · Mathematics 2010-11-11 Alexander V. Rezounenko , Petr Zagalak

Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…

Machine Learning · Computer Science 2023-05-29 Yingtao Luo , Qiang Liu , Yuntian Chen , Wenbo Hu , Tian Tian , Jun Zhu

Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…

Machine Learning · Statistics 2025-08-18 Akshay Thakur , Sawan Kumar , Matthew Zahr , Souvik Chakraborty

The present work proposes a well-balanced finite volume-type numerical method for the solution of non-conservative hyperbolic partial differential equations (PDEs) with source terms. The method is characterized, first, by the use of a…

Numerical Analysis · Mathematics 2026-05-06 Chiara Colombo , Caterina Dalmaso , Lucas O. Müller , Annunziato Siviglia

We consider one-dimensional hyperbolic PDEs, linear and nonlinear, with random initial data. Our focus is the {\em pointwise statistics,} i.e., the probability measure of the solution at any fixed point in space and time. For linear…

Analysis of PDEs · Mathematics 2025-12-17 Alina Chertock , Pierre Degond , Amir Sagiv , Li Wang

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

Probability · Mathematics 2025-08-07 Michael Röckner , Shijie Shang , Tusheng Zhang

We study the large time behaviour of the solution of a linear dispersive PDEs posed on a finite interval, when the prescribed boundary conditions are time periodic. We use the approach pioneered in Fokas & Lenells 2012 for nonlinear…

Analysis of PDEs · Mathematics 2022-01-25 A. S. Fokas , B. Pelloni , D. A. Smith

In this paper, we consider the local existence and uniqueness result for the inhomogeneous Prandtl equations in dimension two by energy method. First of all, for the homogeneous case, the local-in-time well-posedness theory of unsteady…

Analysis of PDEs · Mathematics 2024-03-19 Jincheng Gao , Lianyun Peng , Zheng-an Yao

Nonlocally related partial differential equation (PDE) systems are useful in the analysis of a given PDE system. It is known that each local conservation law of a given PDE system systematically yields a nonlocally related system. In this…

Mathematical Physics · Physics 2015-06-12 George W. Bluman , Zhengzheng Yang

Identifying integrable coupled nonlinear ordinary differential equations (ODEs) of dissipative type and deducing their general solutions are some of the challenging tasks in nonlinear dynamics. In this paper we undertake these problems and…

Exactly Solvable and Integrable Systems · Physics 2010-10-28 R. Gladwin Pradeep , V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…

Analysis of PDEs · Mathematics 2018-10-03 Carlo Marinelli , Luca Scarpa

This paper studies the properties of solutions for a double nonlinear time-dependent parabolic equation with variable density, not in divergence form with a source or absorption. The problem is formulated as a partial differential equation…

Analysis of PDEs · Mathematics 2025-07-03 Mersiad Aripov , Makhmud Bobokandov

In this paper we provide a local well posedness result for a quasilinear beam-wave system of equations on a one-dimensional spatial domain under periodic and Dirichlet boundary conditions. This kind of systems provides a refined model for…

Analysis of PDEs · Mathematics 2023-06-21 Roberto Feola , Filippo Giuliani , Felice Iandoli , Jessica Elisa Massetti

This paper concerns autonomous boundary value problems for 1D semilinear hyperbolic PDEs. For time-periodic classical solutions, which satisfy a certain non-resonance condition, we show the following: If the PDEs are continuous with respect…

Analysis of PDEs · Mathematics 2025-12-10 Irina Kmit , Lutz Recke

In this paper, we prove that a particular nondegenerate, nonlinear, autonomous parabolic partial differential equation with a nonlocal mass transfer admits the local existence of classical solutions. The equation was developed to…

Analysis of PDEs · Mathematics 2024-05-07 Michael R. Lindstrom

Using purely probabilistic methods, we prove the existence and the uniqueness of solutions fora system of coupled forward-backward stochastic differential equations (FBSDEs) with measurable, possibly discontinuous coefficients. As a…

Probability · Mathematics 2021-10-12 Kihun Nam , Yunxi Xu

We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…

Optimization and Control · Mathematics 2023-08-25 Christian Aarset , Martin Holler , Tram Thi Ngoc Nguyen