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Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

Solving partial differential equations (PDEs) on complex domains can present significant computational challenges. The Diffuse Domain Method (DDM) is an alternative that reformulates the partial differential equations on a larger, simpler…

Numerical Analysis · Mathematics 2025-07-24 Luke Benfield , Andreas Dedner

Backward stochastic differential equations (BSDEs) appear in numeruous applications. Classical approximation methods suffer from the curse of dimensionality and deep learning-based approximation methods are not known to converge to the BSDE…

Probability · Mathematics 2022-04-20 Martin Hutzenthaler , Tuan Anh Nguyen

A new class of implicit-explicit (IMEX) methods combined with a p-adaptive mixed finite element formulation is proposed to simulate the diffusion of reacting species. Hierarchical polynomial functions are used to construct an…

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

The modeling of large deformation fracture mechanics has been a challenging problem regarding the accuracy of numerical methods and their ability to deal with considerable changes in deformations of meshes where having the presence of…

Numerical Analysis · Computer Science 2019-03-21 Hai D. Huynh , Phuong Tran , Xiaoying Zhuang , H. Nguyen-Xuan

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

Particle breakage due to collisional interactions plays a vital role in the development of several phenomena in science and engineering. The nonlinear collisional breakage equations (NCBEs) are a significant set of equations in this…

Numerical Analysis · Mathematics 2026-04-14 Arushi Arushi , Naresh Kumar

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…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Partial differential equations (PDEs) with near singular solutions pose significant challenges for traditional numerical methods, particularly in complex geometries where mesh generation and adaptive refinement become computationally…

Numerical Analysis · Mathematics 2025-07-24 Yangtao Deng , Qiaolin He , Xiaoping Wang

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineering. In particular, parabolic PDEs and BSDEs are fundamental…

Numerical Analysis · Mathematics 2020-11-25 Weinan E , Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse

In Computational Fluid Dynamics (CFD), coarse mesh simulations offer computational efficiency but often lack precision. Applying conventional super-resolution to these simulations poses a significant challenge due to the fundamental…

Partial differential equations play a fundamental role in the mathematical modelling of many processes and systems in physical, biological and other sciences. To simulate such processes and systems, the solutions of PDEs often need to be…

Numerical Analysis · Mathematics 2023-02-09 Tamara G. Grossmann , Urszula Julia Komorowska , Jonas Latz , Carola-Bibiane Schönlieb

We introduce the multivariate decomposition finite element method (MDFEM) for solving elliptic PDEs with uniform random diffusion coefficients. We show that the MDFEM can be used to reduce the computational complexity of estimating the…

Numerical Analysis · Mathematics 2021-07-28 Dong T. P. Nguyen , Dirk Nuyens

Recently, several deep learning (DL) methods for approximating high-dimensional partial differential equations (PDEs) have been proposed. The interest that these methods have generated in the literature is in large part due to simulations…

Numerical Analysis · Mathematics 2026-04-30 Julia Ackermann , Arnulf Jentzen , Thomas Kruse , Benno Kuckuck , Joshua Lee Padgett

Deformable fractured porous media appear in many geoscience applications. While the extended finite element (XFEM) has been successfully developed within the computational mechanics community for accurate modeling of the deformation, its…

Computational Physics · Physics 2021-04-07 Fanxiang Xu , Hadi Hajibeygi , Lambertus J. Sluys

Neural network based methods have emerged as a promising paradigm for scientific computing, yet they face critical bottlenecks in high frequency function approximation and partial differential equation (PDE) solving.

Numerical Analysis · Mathematics 2026-04-06 Xuyang Gao , Liang Chen , Minqiang Xu , Jing Niu

Functional Differential Equations (FDEs) play a fundamental role in many areas of mathematical physics, including fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equation), and statistical…

Numerical Analysis · Mathematics 2024-03-11 Abram Rodgers , Daniele Venturi

\texttt{DiscoTEX} is a highly accurate numerical algorithm for computing numerical weak-form solutions to distributionally sourced partial differential equations (PDE)s. The aim of this second paper, succeeding \cite{da2024discotex}, is to…

Numerical Analysis · Mathematics 2024-11-22 Lidia J. Gomes Da Silva

Multiple scale homogenization problems are reduced to single scale problems in higher dimension. It is shown that sparse tensor product Finite Element Methods (FEM) allow the numerical solution in complexity independent of the dimension and…

Numerical Analysis · Mathematics 2025-10-20 Christoph Schwab
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