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This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

Probability · Mathematics 2015-09-21 Achref Bachouch , Mohamed Anis Ben Lasmar , Anis Matoussi , Mohamed Mnif

We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…

Numerical Analysis · Mathematics 2023-09-12 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

Quantum simulation is known to be capable of simulating certain dynamical systems in continuous time -- Schrodinger's equations being the most direct and well-known -- more efficiently than classical simulation. Any linear dynamical system…

Quantum Physics · Physics 2025-04-22 Shi Jin , Nana Liu

We present quantum algorithms for electromagnetic fields governed by Maxwell's equations. The algorithms are based on the Schr\"odingersation approach, which transforms any linear PDEs and ODEs with non-unitary dynamics into a system…

Quantum Physics · Physics 2023-08-17 Shi Jin , Nana Liu , Chuwen Ma

In this paper we propose a new numerical method for solving stochastic differential equations (SDEs). As an application of this method we propose an explicit numerical scheme for a super linear SDE for which the usual Euler scheme diverges.

Numerical Analysis · Mathematics 2013-03-14 Nikolaos Halidias

Solving high-dimensional partial differential equations (PDEs) is a major challenge in scientific computing. We develop a new numerical method for solving elliptic-type PDEs by adapting the Q-learning algorithm in reinforcement learning.…

Numerical Analysis · Mathematics 2023-06-27 Samuel N. Cohen , Deqing Jiang , Justin Sirignano

We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental…

Numerical Analysis · Mathematics 2016-10-26 Michael Neilan , Abner J. Salgado , Wujun Zhang

The method of moments in the context of Nonlinear Schrodinger Equations relies on defining a set of integral quantities, which characterize the solution of this partial differential equation and whose evolution can be obtained from a set of…

Pattern Formation and Solitons · Physics 2007-05-23 Victor M. Perez-Garcia , P. Torres , Gaspar D. Montesinos

We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…

Numerical Analysis · Mathematics 2017-11-02 Mohammad Asadzadeh , Christoffer Standar

For the first time, Schr\"odinger equations with cubic and more complex nonlinearities containing the unknown function with constant delay are analyzed. The physical considerations that can lead to the appearance of a delay in such…

Exactly Solvable and Integrable Systems · Physics 2025-01-09 Andrei D. Polyanin , Nikolay A. Kudryashov

In this paper, developing a new approach based on Fourier analysis methods for dispersive PDEs, we establish a low regularity NLS approximation for the one-dimensional cubic Klein-Gordon equation. Our main result includes energy class…

Analysis of PDEs · Mathematics 2022-08-25 Seokchang Hong , Younghun Hong

Quantum computing holds the promise of solving computational mechanics problems in polylogarithmic time, meaning computational time scales as $\mathscr{O}((\log N)^c)$, where $N$ is the problem size and $c$ a constant. We propose a quantum…

Numerical Analysis · Mathematics 2026-04-22 Eky Febrianto , Yiren Wang , Burigede Liu , Michael Ortiz , Fehmi Cirak

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

In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either nonlinear (multilevel) Monte Carlo or deep learning. They are…

Numerical Analysis · Mathematics 2021-12-13 Weinan E , Jiequn Han , Arnulf Jentzen

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

The algorithm for generation of exact solutions of the nonlinear equation in partial derivatives of a divergent type which is included in the formulation of magnetostatics, hydro-and aerodynamics, quantum mechanics (stationary Schr\"odinger…

Mathematical Physics · Physics 2018-05-04 E. E. Perepelkin , B. I. Sadovnikov , N. G. Inozemtseva

A nonlinear generalisation of Schrodinger's equation had previously been obtained using information-theoretic arguments. The nonlinearities in that equation were of a nonpolynomial form, equivalent to the occurence of higher-derivative…

Quantum Physics · Physics 2015-06-26 R. Parwani , H. S. Tan

We show that matrix $Q\times Q$ Self-dual type $S$-integrable Partial Differential Equations (PDEs) possess a family of lower-dimensional reductions represented by the matrix $ Q \times n_0 Q$ quasilinear first order PDEs solved in…

Exactly Solvable and Integrable Systems · Physics 2011-11-10 A. I. Zenchuk

While quantum computing provides an exponential advantage in solving system of linear equations, there is little work to solve system of nonlinear equations with quantum computing. We propose quantum Newton's method (QNM) for solving…

Quantum Physics · Physics 2025-12-29 Cheng Xue , Yu-Chun Wu , Guo-Ping Guo

We present a variational quantum algorithm (VQA) to solve the nonlinear one-dimensional Bratu equation. By formulating the boundary value problem within a variational framework and encoding the solution in a parameterized quantum neural…

Quantum Physics · Physics 2026-02-04 Nikolaos Cheimarios