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Fractional Laplace equations are becoming important tools for mathematical modeling and prediction. Recent years have shown much progress in developing accurate and robust algorithms to numerically solve such problems, yet most solvers for…

Numerical Analysis · Mathematics 2018-08-03 Harbir Antil , Yanlai Chen , Akil Narayan

Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…

Numerical Analysis · Mathematics 2022-01-26 Mario Ohlberger , Stephan Rave

Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…

Numerical Analysis · Mathematics 2026-04-03 Yi Bing , Liu Jia , Fu Jinyang , Peng Xiang

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

Numerical Analysis · Mathematics 2013-02-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

The numerical solution of implicit and stiff differential equations by implicit numerical integrators has been largely investigated and there exist many excellent efficient codes available in the scientific community, as Radau5 (based on a…

Numerical Analysis · Mathematics 2025-06-27 Nicola Guglielmi , Ernst Hairer

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

Numerical Analysis · Mathematics 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…

Machine Learning · Computer Science 2024-11-04 Jiahe Huang , Guandao Yang , Zichen Wang , Jeong Joon Park

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…

Numerical Analysis · Mathematics 2012-06-04 Edward J. Fuselier , Grady B. Wright

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr\"unwald formulae is…

Numerical Analysis · Mathematics 2016-06-22 Zhi Zhao , Xiao-Qing Jin , Matthew M. Lin

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

We present a reduced basis (RB) method for parametrized linear elliptic partial differential equations (PDEs) in a least-squares finite element framework. A rigorous and reliable error estimate is developed, and is shown to bound the error…

Numerical Analysis · Mathematics 2020-09-24 Jehanzeb Hameed Chaudhry , Luke N. Olson , Peter Sentz

It is shown that the computational efficiency of the discrete least-squares (DLS) approximation of solutions of stochastic elliptic PDEs is improved by incorporating a reduced-basis method into the DLS framework. The goal is to recover the…

Numerical Analysis · Mathematics 2017-11-09 Max Gunzburger , Michael Schneier , Clayton Webster , Guannan Zhang

Time fractional PDEs have been used in many applications for modeling and simulations. Many of these applications are multiscale and contain high contrast variations in the media properties. It requires very small time step size to perform…

Numerical Analysis · Mathematics 2021-08-31 Jiuhua Hu , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…

Numerical Analysis · Mathematics 2019-02-05 Eric T. Chung , Sai-Mang Pun , Zhiwen Zhang

We are interested in the approximation of partial differential equations with a data-driven approach based on the reduced basis method and machine learning. We suppose that the phenomenon of interest can be modeled by a parametrized partial…

Numerical Analysis · Computer Science 2020-06-24 Niccolò Dal Santo , Simone Deparis , Luca Pegolotti

In this paper, we employ a reduced basis method for solving the PDE constrained optimization problem governed by a fractional parabolic equation with the fractional derivative in time from order beta in (0,1) is defined by Caputo fractional…

Optimization and Control · Mathematics 2019-10-21 Arezou Rezazadeh , Mahmoud Mahmoudi , Majid Darehmiraki

We propose and test the first Reduced Radial Basis Function Method (R$^2$BFM) for solving parametric partial differential equations on irregular domains. The two major ingredients are a stable Radial Basis Function (RBF) solver that has an…

Numerical Analysis · Mathematics 2014-10-09 Yanlai Chen , Sigal Gottlieb , Alfa Heryudono , Akil Narayan

High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically…

Numerical Analysis · Mathematics 2023-11-22 Weiqi Wang , Simone Brugiapaglia