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I was asked to make my, by now quite old PhD thesis, available on the arxiv, for parts of it was never submitted for publication. The thesis offers a systematic study of stochastic differential equations (SDEs) on non-compact spaces. In…

Probability · Mathematics 2021-06-01 Xue-Mei Li

We present a general and automated approach for computing model gradients for PDE solvers built on sparse spectral methods, and implement this capability in the widely used open-source Dedalus framework. We apply reverse-mode automatic…

Numerical Analysis · Mathematics 2026-04-15 Calum S. Skene , Keaton J. Burns

Whether integrable, partially integrable or nonintegrable, nonlinear partial differential equations (PDEs) can be handled from scratch with essentially the same toolbox, when one looks for analytic solutions in closed form. The basic tool…

Exactly Solvable and Integrable Systems · Physics 2017-10-16 Robert Conte

This paper introduces PDEformer-1, a versatile neural solver capable of simultaneously addressing various partial differential equations (PDEs). With the PDE represented as a computational graph, we facilitate the seamless integration of…

Numerical Analysis · Mathematics 2025-01-28 Zhanhong Ye , Xiang Huang , Leheng Chen , Zining Liu , Bingyang Wu , Hongsheng Liu , Zidong Wang , Bin Dong

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

Numerical Analysis · Mathematics 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin

Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…

Dynamical Systems · Mathematics 2024-05-14 Shane Kepley , Babette A. J. de Wolff

Spectral Laplacian methods, widely used in computer graphics and manifold learning, have been recently proposed for the Statistical Process Control (SPC) of a sequence of manufactured parts, whose 3-dimensional metrology is acquired with…

Methodology · Statistics 2022-01-03 Xueqi Zhao , Enrique del Castillo

Decoupled fractional Laplacian wave equation can describe the seismic wave propagation in attenuating media. Fourier pseudospectral implementations, which solve the equation in spatial frequency domain, are the only existing methods for…

Numerical Analysis · Mathematics 2018-01-08 Yiran Xu , Jingye Li , Guofei Pang , Zhikai Wang , Xiaohong Chen

This paper proposes an intrinsic pseudospectral convexification framework for optimal control problems with manifold constraints. While successive pseudospectral convexification combines spectral collocation with successive convexification,…

Optimization and Control · Mathematics 2025-12-11 Tatsuya Narumi , Shin-ichiro Sakai

Analyzing electromagnetic fields in complex, multi-material environments presents substantial computational challenges. To address these, we propose a hybrid numerical method that couples discrete exterior calculus (DEC) with surface…

Numerical Analysis · Mathematics 2026-02-09 Amgad Abdrabou , Luis J. Gomez

The integral equation approach to partial differential equations (PDEs) provides significant advantages in the numerical solution of the incompressible Navier-Stokes equations. In particular, the divergence-free condition and boundary…

Numerical Analysis · Mathematics 2020-02-26 Ludvig af Klinteberg , Travis Askham , Mary Catherine Kropinski

Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…

Numerical Analysis · Mathematics 2020-08-11 Zhibao Zheng

This paper presents a rigorous numerical framework for computing multiple solutions of semilinear elliptic problems by spatiotemporal high-index saddle dynamics (HiSD), which extends the traditional HiSD to the continuous-in-space setting,…

Numerical Analysis · Mathematics 2026-01-14 Lei Zhang , Xiangcheng Zheng , Shangqin Zhu

Surface reconstruction from a set of scattered points, or a point cloud, has many applications ranging from computer graphics to remote sensing. We present a new method for this task that produces an implicit surface (zero-level set)…

Numerical Analysis · Mathematics 2022-07-22 Kathryn P. Drake , Edward J. Fuselier , Grady B. Wright

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

We provide a new approach for the efficient matrix-free application of the transpose of the Jacobian for the spectral element method for the adjoint based solution of partial differential equation (PDE) constrained optimization. This…

Optimization and Control · Mathematics 2020-05-28 Oana Marin , Emil Constantinescu , Barry Smith

In beam shaping applications, the minimization of the number of necessary optical elements for the beam shaping process can benefit the compactness of the optical system and reduce its cost. The single freeform surface design for input…

Optics · Physics 2017-08-10 Christoph Bösel , Herbert Gross

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…

Analysis of PDEs · Mathematics 2015-05-30 A. S. Fokas , J. Lenells

Spectral methods are an important part of scientific computing's arsenal for solving partial differential equations (PDEs). However, their applicability and effectiveness depend crucially on the choice of basis functions used to expand the…

Numerical Analysis · Mathematics 2021-11-10 Brek Meuris , Saad Qadeer , Panos Stinis

Partial differential equations (PDEs) play a central role in describing many physical phenomena. Various scientific and engineering applications demand a versatile and differentiable PDE solver that can quickly generate solutions with…

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