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We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…

Numerical Analysis · Mathematics 2024-08-01 Faezeh Nassajian Mojarrad

We propose a numerical method based on physics-informed Random Projection Neural Networks for the solution of Initial Value Problems (IVPs) of Ordinary Differential Equations (ODEs) with a focus on stiff problems. We address an Extreme…

We introduce variational spectral learning (VSL), a machine learning framework for solving partial differential equations (PDEs) that operates directly in the coefficient space of spectral expansions. VSL offers a principled bridge between…

Numerical Analysis · Mathematics 2026-01-07 M. M. Hammad

A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…

Numerical Analysis · Mathematics 2025-05-13 Peng Ding , Zhiping Mao

In [1], we inaugurated a new area of optimal control (OC) theory that we called "periodic fractional OC theory," which was developed to find optimal ways to periodically control a fractional dynamic system. The typical mathematical…

Optimization and Control · Mathematics 2023-05-02 Kareem T. Elgindy

We analyze and test using Fourier extensions that minimize a Hilbert space norm for the purpose of solving partial differential equations (PDEs) on surfaces. In particular, we prove that the approach is arbitrarily high-order and also show…

Numerical Analysis · Mathematics 2025-12-30 Daniel R. Venn , Steven J. Ruuth

This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…

Numerical Analysis · Mathematics 2018-09-18 Muhammad Abbas

Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion,…

Numerical Analysis · Mathematics 2022-09-26 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan , James Buchanan , L. C. Appel

In this article, we develop a systematic approach of the invariant subspace method combined with variable transformation to find the generalized separable exact solutions of the nonlinear two-component system of time-fractional PDEs…

Exactly Solvable and Integrable Systems · Physics 2024-06-17 P. Prakash , K. S. Priyendhu , M. Lakshmanan

Solving Singularly Perturbed Differential Equations (SPDEs) poses computational challenges arising from the rapid transitions in their solutions within thin regions. The effectiveness of deep learning in addressing differential equations…

Machine Learning · Computer Science 2024-09-10 Ye Li , Ting Du , Yiwen Pang , Zhongyi Huang

The paper deals with the initial value problem for linear systems of FDEs with variable coefficients involving Riemann--Liouville and Caputo derivatives. The technique of the generalized Peano--Baker series is used to obtain the…

Optimization and Control · Mathematics 2020-07-02 Ivan Matychyn , Viktoriia Onyshchenko

Spectral and spectral element methods using Galerkin type formulations are efficient for solving linear fractional PDEs (FPDEs) of constant order but are not efficient in solving nonlinear FPDEs and cannot handle FPDEs with variable-order.…

Numerical Analysis · Mathematics 2019-03-27 Tinggang Zhao , Zhiping Mao , George Em Karniadakis

This paper presents a new finite difference algorithm for solving the 2D one-way wave equation with a preliminary approximation of a pseudo-differential operator by a system of partial differential equations. As opposed to the existing…

Numerical Analysis · Mathematics 2017-03-02 Andrew V. Terekhov

The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…

Numerical Analysis · Mathematics 2019-07-17 Maximilian Bochmann , Lutz Kämmerer , Daniel Potts

We propose the Factorized Fourier Neural Operator (F-FNO), a learning-based approach for simulating partial differential equations (PDEs). Starting from a recently proposed Fourier representation of flow fields, the F-FNO bridges the…

Machine Learning · Computer Science 2023-03-03 Alasdair Tran , Alexander Mathews , Lexing Xie , Cheng Soon Ong

Traditional numerical techniques for solving time-dependent partial-differential-equation (PDE) initial-value problems (IVPs) store a truncated representation of the function values and some number of their time derivatives at each time…

Numerical Analysis · Mathematics 2011-09-08 Hal Finkel

Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of…

Numerical Analysis · Mathematics 2020-04-22 Xavier Antoine , François Fillion-Gourdeau , Emmanuel Lorin , Steve McLean

Fractional partial differential equations (FPDEs) can effectively represent anomalous transport and nonlocal interactions. However, inherent uncertainties arise naturally in real applications due to random forcing or unknown material…

Numerical Analysis · Mathematics 2023-03-21 Lei Ma , Rong xin Li , Fanhai Zeng , Ling Guo , George Em Karniadakis

Phase-field models are widely employed to simulate microstructure evolution during processes such as solidification or heat treatment. The resulting partial differential equations, often strongly coupled together, may be solved by a broad…

Materials Science · Physics 2023-06-23 A. D. Boccardo , M. Tong , S. B. Leen , D. Tourret , J. Segurado

Unlike conventional grid and mesh based methods for solving partial differential equations (PDEs), neural networks have the potential to break the curse of dimensionality, providing approximate solutions to problems where using classical…

Machine Learning · Computer Science 2023-09-01 Marc Finzi , Andres Potapczynski , Matthew Choptuik , Andrew Gordon Wilson