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Partial differential equation (PDE) models with multiple temporal/spatial scales are prevalent in several disciplines such as physics, engineering, and many others. These models are of great practical importance but notoriously difficult to…

Numerical Analysis · Mathematics 2023-04-17 Junpeng Hu , Shi Jin , Lei Zhang

Semi-Lagrangian methods are numerical methods designed to find approximate solutions to particular time-dependent partial differential equations (PDEs) that describe the advection process. We propose semi-Lagrangian one-step methods for…

Numerical Analysis · Mathematics 2017-03-07 Nikolai D. Lipscomb , Daniel X. Guo

We develop a well-posedness theory for second order systems in bounded domains where boundary phenomena like glancing and surface waves play an important role. Attempts have previously been made to write a second order system consisting of…

Analysis of PDEs · Mathematics 2010-12-08 Heinz-Otto Kreiss , Omar E. Ortiz , N. Anders Petersson

We propose a neural network-based meta-learning method to efficiently solve partial differential equation (PDE) problems. The proposed method is designed to meta-learn how to solve a wide variety of PDE problems, and uses the knowledge for…

Machine Learning · Statistics 2023-10-23 Tomoharu Iwata , Yusuke Tanaka , Naonori Ueda

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

Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza

The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the…

Numerical Analysis · Mathematics 2022-04-29 Martin Hutzenthaler , Tuan Anh Nguyen

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

Numerical Analysis · Mathematics 2017-12-12 Fabio Botelho

The usual approach to model reduction for parametric partial differential equations (PDEs) is to construct a linear space $V_n$ which approximates well the solution manifold $\mathcal{M}$ consisting of all solutions $u(y)$ with $y$ the…

Numerical Analysis · Mathematics 2020-05-07 Andrea Bonito , Albert Cohen , Ronald DeVore , Diane Guignard , Peter Jantsch , Guergana Petrova

In this paper, numerical methods using Physics-Informed Neural Networks (PINNs) are presented with the aim to solve higher-order ordinary differential equations (ODEs). Indeed, this deep-learning technique is successfully applied for…

Computational Physics · Physics 2023-07-17 Hubert Baty

This article aims to develop a direct numerical approach to solve the space-fractional partial differential equations (PDEs) based on a new differential quadrature (DQ) technique. The fractional derivatives are approximated by the weighted…

Numerical Analysis · Mathematics 2017-01-24 X. G. Zhu , Y. F. Nie

A DualTPD method is proposed for solving nonlinear partial differential equations. The method is characterized by three main features. First, decoupling via Fenchel--Rockafellar duality is achieved, so that nonlinear terms are discretized…

Numerical Analysis · Mathematics 2025-10-20 Long Chen , Ruchi Guo , Jingrong Wei , Jun Zou

Machine learning has been successfully applied to various fields of scientific computing in recent years. In this work, we propose a sparse radial basis function neural network method to solve elliptic partial differential equations (PDEs)…

Numerical Analysis · Mathematics 2023-09-07 Zhiwen Wang , Minxin Chen , Jingrun Chen

The authors of the article Phys. Lett. B 652 (2007) 384, (arXiv:0707.2207), propose an interesting method to solve the Faddeev model by reducing it to a set of first order PDEs. They first construct a vectorial quantity $\bm \alpha $,…

High Energy Physics - Theory · Physics 2008-11-26 C. Adam , J. Sanchez-Guillen , A. Wereszczynski

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…

Numerical Analysis · Mathematics 2022-04-18 Martin Hutzenthaler , Thomas Kruse

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…

Other Statistics · Statistics 2019-09-24 Junyang Wang , Jon Cockayne , Chris J. Oates

A bivariate spline method is developed to numerically solve second order elliptic partial differential equations (PDE) in non-divergence form. The existence, uniqueness, stability as well as approximation properties of the discretized…

Numerical Analysis · Mathematics 2017-01-05 Ming-Jun Lai , Chunmei Wang

We announce some Python classes for numerical solution of partial differential equations, or boundary value problems of ordinary differential equations. These classes are built on routines in \texttt{numpy} and \texttt{scipy.sparse.linalg}…

Computational Physics · Physics 2015-03-17 Asif Mushtaq , Trond Kvamsdal , Kåre Olaussen

The relations between solutions of the three types of totally linear partial differential equations of first order are presented. The approach is based on factorization of a non-homogeneous first order differential operator to products…

Functional Analysis · Mathematics 2007-05-23 C. Viazminsky

The problem of solving partial differential equations (PDEs) can be formulated into a least-squares minimization problem, where neural networks are used to parametrize PDE solutions. A global minimizer corresponds to a neural network that…

Numerical Analysis · Mathematics 2020-12-14 Tao Luo , Haizhao Yang