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This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

We study the problem of identifying unknown processes embedded in time-dependent partial differential equation (PDE) using observational data, with an application to advection-diffusion type PDE. We first conduct theoretical analysis and…

Numerical Analysis · Mathematics 2021-07-13 Zhen Chen , Kailiang Wu , Dongbin Xiu

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Yiming Meng , Ruikun Zhou , Amartya Mukherjee , Maxwell Fitzsimmons , Christopher Song , Jun Liu

Solving analytically intractable partial differential equations (PDEs) that involve at least one variable defined on an unbounded domain arises in numerous physical applications. Accurately solving unbounded domain PDEs requires efficient…

Machine Learning · Computer Science 2026-05-12 Mingtao Xia , Lucas Böttcher , Tom Chou

Partial differential equations (PDEs) with Dirichlet boundary conditions defined on boundaries with simple geometry have been succesfuly treated using sigmoidal multilayer perceptrons in previous works. This article deals with the case of…

Neural and Evolutionary Computing · Computer Science 2007-05-23 I. E. Lagaris , A. Likas , D. G. Papageorgiou

Evolution PDEs for dispersive waves are considered in both linear and nonlinear integrable cases, and initial-boundary value problems associated with them are formulated in spectral space. A method of solution is presented, which is based…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. Degasperis , S. V. Manakov , P. M. Santini

In this work, we consider the Dirichlet boundary value problem for nonlinear triharmonic equation. Due to the reduction of the nonlinear boundary value problem to operator equation for the nonlinear term and the unknown second normal…

Numerical Analysis · Mathematics 2020-07-08 Dang Quang A , Nguyen Quoc Hung , Vu Vinh Quang

Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…

Machine Learning · Computer Science 2024-07-18 Xingzi Xu , Ali Hasan , Jie Ding , Vahid Tarokh

We consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…

Numerical Analysis · Mathematics 2025-05-27 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

Results about existence and uniqueness of solutions of initial value problem for certain types of partial differential equations are recalled as well as iterative scheme and an error estimate for approximate solutions obtained using this…

Numerical Analysis · Mathematics 2016-02-23 Josef Rebenda , Zdeněk Šmarda

We present a new analytical and numerical framework for solution of Partial Differential Equations (PDEs) that is based on an exact transformation that moves the boundary constraints into the dynamics of the corresponding governing…

Numerical Analysis · Mathematics 2023-02-14 Yulia T. Peet , Matthew M. Peet

In a multidimensional infinite layer bounded by two hyperplanes, the Poisson equation with the polynomial right-hand side is considered. It is shown that the Dirichlet boundary value problem and the mixed Dirichlet-Neumann boundary value…

Mathematical Physics · Physics 2017-10-17 Oleg D. Algazin

We present a nonvariational setting for the Neumann problem for the Poisson equation for solutions that are H\"{o}lder continuous and that may have infinite Dirichlet integral. We introduce a distributional normal derivative on the boundary…

Analysis of PDEs · Mathematics 2024-05-06 M. Lanza de Cristoforis

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

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

Numerical Analysis · Mathematics 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

Neural networks can be trained to solve partial differential equations (PDEs) by using the PDE residual as the loss function. This strategy is called "physics-informed neural networks" (PINNs), but it currently cannot produce high-accuracy…

Machine Learning · Computer Science 2024-04-11 Qi Zeng , Yash Kothari , Spencer H. Bryngelson , Florian Schäfer

Based upon elements of the modern Pseudoanalytic Function Theory, we analyse a new method for numerically approaching the solution of the Dirichlet boundary value problem, corresponding to the two-dimensional Electrical Impedance Equation.…

Mathematical Physics · Physics 2012-02-23 M. P. Ramirez T. , C. M. A. Robles G. , R. A. Hernandez-Becerril

Partial differential equations (PDEs) are a fundamental tool in the modeling of many real world phenomena. In a number of such real world phenomena the PDEs under consideration contain gradient-dependent nonlinearities and are…

Numerical Analysis · Mathematics 2021-10-12 Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse

The very weak solution of the Poisson equation with $L^2$ boundary data is defined by the method of transposition. The finite element solution with regularized boundary data converges in the $L^2(\Omega)$-norm with order $1/2$ in convex…

Numerical Analysis · Mathematics 2016-02-18 Thomas Apel , Serge Nicaise , Johannes Pfefferer

This work proposes a nonlinear finite element method whose nodal values preserve bounds known for the exact solution. The discrete problem involves a nonlinear projection operator mapping arbitrary nodal values into bound-preserving ones…

Numerical Analysis · Mathematics 2023-04-04 Gabriel Barrenechea , Emmanuil Georgoulis , Tristan Pryer , Andreas Veeser
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