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We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in \cite{FHSX}, which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a…

Probability · Mathematics 2021-06-03 Tadahisa Funaki , Bin Xie

The moment-sum of squares hierarchy by Lasserre has become an established technique for solving polynomial optimization problems. It provides a monotonically increasing series of tight bounds, but has well-known scalability limitations. For…

Optimization and Control · Mathematics 2024-02-09 Daria Shaydurova , Volker Kaibel , Sebastian Sager

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

This paper is concerned with the problem of counting solutions of stationary nonlinear Partial Differential Equations (PDEs) when the PDE is known to admit more than one solution. We suggest tackling the problem via a sampling-based…

Analysis of PDEs · Mathematics 2025-03-03 Martin Kolodziejczyk , Michela Ottobre , Gideon Simpson

The moment-sum-of-squares hierarchy provides a powerful framework for solving non-convex optimal control problems by constructing a sequence of convex semidefinite relaxations. However, when extending these methods to nonlinear partial…

Optimization and Control · Mathematics 2026-05-25 Charlie Lebarbé , Émilien Flayac , Michel Fournié , Didier Henrion , Milan Korda

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

We derive and analyze a broad class of finite element methods for numerically simulating the stationary, low Reynolds number flow of concentrated mixtures of several distinct chemical species in a common thermodynamic phase. The underlying…

Numerical Analysis · Mathematics 2025-09-24 Aaron Baier-Reinio , Patrick E. Farrell

Solutions to most nonlinear ordinary differential equations (ODEs) rely on numerical solvers, but this gives little insight into the nature of the trajectories and is relatively expensive to compute. In this paper, we derive analytic…

Dynamical Systems · Mathematics 2024-06-25 Estelle Basor , Rebecca Morrison

Solving high-dimensional partial differential equations (PDEs) is a major challenge in scientific computing. We develop a new numerical method for solving elliptic-type PDEs by adapting the Q-learning algorithm in reinforcement learning.…

Numerical Analysis · Mathematics 2023-06-27 Samuel N. Cohen , Deqing Jiang , Justin Sirignano

Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…

Machine Learning · Computer Science 2023-05-29 Yingtao Luo , Qiang Liu , Yuntian Chen , Wenbo Hu , Tian Tian , Jun Zhu

We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof…

Data Structures and Algorithms · Computer Science 2013-12-24 Boaz Barak , Jonathan Kelner , David Steurer

We present a new Partial Integral Equation (PIE) representation of Partial Differential Equations (PDEs) in which it is possible to use convex optimization to perform stability analysis with little or no conservatism. The first result gives…

Analysis of PDEs · Mathematics 2020-09-14 Matthew M. Peet

This paper considers sparse polynomial optimization with unbounded sets. When the problem possesses correlative sparsity, we propose a sparse homogenized Moment-SOS hierarchy with perturbations to solve it. The new hierarchy introduces one…

Optimization and Control · Mathematics 2024-01-30 Lei Huang , Shucheng Kang , Jie Wang , Heng Yang

A class of nonstandard pseudospectral time domain (PSTD) schemes for solving time-dependent hyperbolic and parabolic partial differential equations (PDEs) is introduced. These schemes use the Fourier collocation spectral method to compute…

Computational Physics · Physics 2018-03-23 Bradley E. Treeby , Elliott S. Wise , B. T. Cox

This paper proposes a real moment-HSOS hierarchy for complex polynomial optimization problems with real coefficients. We show that this hierarchy provides the same sequence of lower bounds as the complex analogue, yet is much cheaper to…

Optimization and Control · Mathematics 2024-02-27 Jie Wang , Victor Magron

We introduce a new framework for unifying and systematizing the performance analysis of first-order black-box optimization algorithms for unconstrained convex minimization. The low-cost iteration complexity enjoyed by first-order algorithms…

Optimization and Control · Mathematics 2021-06-23 Sandra S. Y. Tan , Antonios Varvitsiotis , Vincent Y. F. Tan

This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…

Probability · Mathematics 2024-07-24 Mehdi Talbi

We consider a class of differential-algebraic equations (DAEs) with index zero in an infinite dimensional Hilbert space. We define a space of consistent initial values, which lead to classical continuously differential solutions for the…

Functional Analysis · Mathematics 2017-11-03 Sascha Trostorff , Marcus Waurick

For partial differential equations (PDEs) that have $n\geq2$ independent variables and a symmetry algebra of dimension at least $n-1$, an explicit algorithmic method is presented for finding all symmetry-invariant conservation laws that…

Mathematical Physics · Physics 2024-07-02 Stephen C. Anco , Mariluz Gandarias

We present a set of smooth infinite energy global solutions (without spatial symmetry) to the non-integrable, nonlinear Schr\"odinger equations on $\Bbb R$. These solutions are space-time quasi-periodic with two frequencies each. Previous…

Analysis of PDEs · Mathematics 2021-10-29 W. -M. Wang