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This chapter provides an overview of state-of-the-art adaptive finite element methods (AFEMs) for the numerical solution of second-order elliptic partial differential equations (PDEs), where the primary focus is on the optimal interplay of…

Numerical Analysis · Mathematics 2024-04-11 Philipp Bringmann , Ani Miraçi , Dirk Praetorius

Partial differential equations (PDEs) with multiple scales or those defined over sufficiently large domains arise in various areas of science and engineering and often present problems when approximating the solutions numerically. Machine…

Numerical Analysis · Mathematics 2024-05-27 Eddel Elí Ojeda Avilés , Daniel Olmos-Liceaga , Jae-Hun Jung

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation…

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

Predicting outcomes and planning interactions with the physical world are long-standing goals for machine learning. A variety of such tasks involves continuous physical systems, which can be described by partial differential equations…

Machine Learning · Computer Science 2020-01-22 Philipp Holl , Vladlen Koltun , Nils Thuerey

Sparse spectral methods for solving partial differential equations have been derived in recent years using hierarchies of classical orthogonal polynomials on intervals, disks, and triangles. In this work we extend this methodology to a…

Numerical Analysis · Mathematics 2020-01-17 Ben Snowball , Sheehan Olver

Solutions of partial differential equations (PDEs) on manifolds have provided important applications in different fields in science and engineering. Existing methods are majorly based on discretization of manifolds as implicit functions,…

Numerical Analysis · Mathematics 2017-08-03 Rongjie Lai , Jia Li

A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential…

Numerical Analysis · Mathematics 2016-05-04 Alex Townsend , Sheehan Olver

The branching methods developed are effective methods to solve some semi linear PDEs and are shown numerically to be able to solve some full non linear PDEs. These methods are however restricted to some small coefficients in the PDE and…

Probability · Mathematics 2017-01-27 Xavier Warin

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

Optimization and Control · Mathematics 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain

We propose a framework for training neural networks that are coupled with partial differential equations (PDEs) in a parallel computing environment. Unlike most distributed computing frameworks for deep neural networks, our focus is to…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-25 Kailai Xu , Weiqiang Zhu , Eric Darve

We consider optimization problems containing nonconvex quadratic functions for which semidefinite programming (SDP) relaxations often yield strong bounds. We investigate linear inequalities that outer approximate the positive semidefinite…

Optimization and Control · Mathematics 2026-03-11 Oktay Günlük , Paul Jünger , Jeff Linderoth , Andrea Lodi , James Luedtke

We present a new Partial Integral Equation (PIE) representation of Partial Differential Equations (PDEs) in which it is possible to use convex optimization to perform stability analysis with little or no conservatism. The first result gives…

Analysis of PDEs · Mathematics 2020-09-14 Matthew M. Peet

Many problems in computational science and engineering involve partial differential equations and thus require the numerical solution of large, sparse (non)linear systems of equations. Multigrid is known to be one of the most efficient…

Mathematical Software · Computer Science 2014-06-23 Harald Koestler , Christian Schmitt , Sebastian Kuckuk , Frank Hannig , Juergen Teich , Ulrich Ruede

Partial differential equations (PDEs) govern physical phenomena across the full range of scientific scales, yet their computational solution remains one of the defining challenges of modern science. This critical review examines two mature…

Machine Learning · Computer Science 2026-03-10 Mohammad Nooraiepour , Jakub Wiktor Both , Teeratorn Kadeethum , Saeid Sadeghnejad

Partial differential equation (PDE) models with multiple temporal/spatial scales are prevalent in several disciplines such as physics, engineering, and many others. These models are of great practical importance but notoriously difficult to…

Numerical Analysis · Mathematics 2023-04-17 Junpeng Hu , Shi Jin , Lei Zhang

Discovering governing Partial Differential Equations (PDEs) from sparse and noisy data is a challenging issue in data-driven scientific computing. Conventional sparse regression methods often suffer from two major limitations: (i) the…

Machine Learning · Computer Science 2026-03-25 Xinxin Li , Xingyu Cui , Jin Qi , Juan Zhang , Da Li , Junping Yin

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

We represent an algorithm allowing one to construct new classes of partially integrable multidimensional nonlinear partial differential equations (PDEs) starting with the special type of solutions to the (1+1)-dimensional hierarchy of…

Exactly Solvable and Integrable Systems · Physics 2015-05-13 A. I. Zenchuk