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Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of…

Numerical Analysis · Mathematics 2020-04-22 Xavier Antoine , François Fillion-Gourdeau , Emmanuel Lorin , Steve McLean

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…

Probability · Mathematics 2012-10-04 Eric Joseph Hall

The purpose of this study is to utilize the Chebyshev spectral method neural network(CSNN) model to solve differential equations. This approach employs a single-layer neural network wherein Chebyshev spectral methods are used to construct…

Numerical Analysis · Mathematics 2024-07-08 Pengsong Yin , Shuo Ling , Wenjun Ying

Multiphysics problems such as multicomponent diffusion, phase transformations in multiphase systems and alloy solidification involve numerical solution of a coupled system of nonlinear partial differential equations (PDEs). Numerical…

Materials Science · Physics 2022-11-24 Vir Karan , A. Maruthi Indresh , Saswata Bhattacharyya

In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…

Numerical Analysis · Mathematics 2012-09-11 Igor Cialenco , Gregory E. Fasshauer , Qi Ye

A spectral method is described for solving coupled elliptic problems on an interior and an exterior domain. The method is formulated and tested on the two-dimensional interior Poisson and exterior Laplace problems, whose solutions and their…

Numerical Analysis · Mathematics 2007-11-22 Piotr Boronski

We present a high-order spacetime numerical method for discretizing and solving linear initial-boundary value problems using wavelet-based techniques with user-prescribed error estimates. The spacetime wavelet discretization yields a system…

Numerical Analysis · Mathematics 2025-09-04 Cody D. Cochran , Karel Matous

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

A novel numerical approach to solving the shallow-water equations on the sphere using high-order numerical discretizations in both space and time is proposed. A space-time tensor formalism is used to express the equations of motion…

Numerical Analysis · Mathematics 2021-11-12 Stéphane Gaudreault , Martin Charron , Valentin Dallerit , Mayya Tokman

We design two classes of ultra-fast meta-solvers for linear systems arising after discretizing PDEs by combining neural operators with either simple iterative solvers, e.g., Jacobi and Gauss-Seidel, or with Krylov methods, e.g., GMRES and…

Numerical Analysis · Mathematics 2024-12-03 Youngkyu Lee , Shanqing Liu , Jerome Darbon , George Em Karniadakis

Solving partial differential equations (PDEs) using an annealing-based approach involves solving generalized eigenvalue problems. Discretizing a PDE yields a system of linear equations (SLE). Solving an SLE can be formulated as a general…

Numerical Analysis · Mathematics 2026-05-11 Kazue Kudo

This survey describes a class of methods known as "fast direct solvers". These algorithms address the problem of solving a system of linear equations $\boldsymbol{Ax}=\boldsymbol{b}$ arising from the discretization of either an elliptic PDE…

Numerical Analysis · Mathematics 2025-11-12 Per-Gunnar Martinsson , Michael O'Neil

Polynomial spectral methods produce fast, accurate, and flexible solvers for broad ranges of PDEs with one bounded dimension, where the incorporation of general boundary conditions is well understood. However, automating extensions to…

Numerical Analysis · Mathematics 2024-06-25 Keaton J. Burns , Daniel Fortunato , Keith Julien , Geoffrey M. Vasil

In this paper, we introduce a new finite expression method (FEX) to solve high-dimensional partial integro-differential equations (PIDEs). This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel…

Numerical Analysis · Mathematics 2025-06-19 Gareth Hardwick , Senwei Liang , Haizhao Yang

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Solving partial differential equations (PDEs) on fine spatio-temporal scales for high-fidelity solutions is critical for numerous scientific breakthroughs. Yet, this process can be prohibitively expensive, owing to the inherent complexities…

Numerical Analysis · Mathematics 2024-04-09 Yulong Lu , Wuzhe Xu

This paper presents a concurrent global-local numerical method for solving multiscale parabolic equations in divergence form. The proposed method employs hybrid coefficient to provide accurate macroscopic information while preserving…

Numerical Analysis · Mathematics 2026-04-14 Yulei Liao , Yang Liu , Pingbing Ming

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

It was recently demonstrated that time-dependent PDE problems can numerically be solved with a fully pseudospectral scheme, i.e. using spectral expansions with respect to both spatial and time directions (Hennig and Ansorg, 2009 [15]). This…

General Relativity and Quantum Cosmology · Physics 2012-12-18 Jörg Hennig
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