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We generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set on a sub-domain with Neumann boundary conditions. Under a…

Analysis of PDEs · Mathematics 2023-07-31 Paul Gassiat , Benjamin Seeger

In the last paper \cite{R7}, it was studied Hilbert, Poincare and Neumann boundary-value problems with arbitrary measurable data for generalized analytic functions and generalized harmonic functions with applications to the relevant…

Complex Variables · Mathematics 2022-01-14 Vladimir Ryazanov

We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…

Probability · Mathematics 2013-12-12 Michael Hinz , Elena Issoglio , Martina Zähle

On the forefront of scientific computing, Deep Learning (DL), i.e., machine learning with Deep Neural Networks (DNNs), has emerged a powerful new tool for solving Partial Differential Equations (PDEs). It has been observed that DNNs are…

Machine Learning · Computer Science 2025-11-12 Simone Brugiapaglia , Nick Dexter , Samir Karam , Weiqi Wang

We address a numerical framework for the stability and bifurcation analysis of nonlinear partial differential equations (PDEs) in which the solution is sought in the function space spanned by physics-informed random projection neural…

Numerical Analysis · Mathematics 2026-03-24 Gianluca Fabiani , Michail E. Kavousanakis , Constantinos Siettos , Ioannis G. Kevrekidis

We study the periodical solutions of a Poisson-gradient PDEs system with bounded nonlinearity. Section 1 introduces the basic spaces and functionals. Section 2 studies the weak differential of a function and establishes an inequality.…

Dynamical Systems · Mathematics 2007-05-23 Constantin Udriste , Iulian Duca

In this paper, we establish an existence and uniqueness result for system of quasilinear stochastic partial differential equations (SPDEs for short) with reflection in a convex domain in R^k by analytical approach. The method is based on…

Probability · Mathematics 2018-06-14 Xue Yang , Jing Zhang

A McKean-Vlasov stochastic differential equation subject to killing associated to a regularised non-conservative and path-dependent nonlinear parabolic partial differential equation is studied. The existence and pathwise uniqueness of a…

Probability · Mathematics 2025-08-01 Daniela Morale , Leonardo Tarquini , Stefania Ugolini

We study optimal control problems that are governed by semilinear elliptic partial differential equations that involve non-Lipschitzian nonlinearities. It is shown that, for a certain class of such PDEs, the solution map is Fr\'{e}chet…

Optimization and Control · Mathematics 2024-12-03 Constantin Christof

Based on the Fourier extension, we propose an oversampling collocation method for solving the elliptic partial differential equations with variable coefficients over arbitrary irregular domains. This method only uses the function values on…

Numerical Analysis · Mathematics 2022-11-14 Xianru Chen , Li Lin

We explore variational Poisson-Nijenhuis structures on nonlinear PDEs and establish relations between Schouten and Nijenhuis brackets on the initial equation with the Lie bracket of symmetries on its natural extensions (coverings). This…

Differential Geometry · Mathematics 2009-02-06 Valentina Golovko , Iosif Krasil'shchik , Alexander Verbovetsky

In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…

Methodology · Statistics 2025-07-01 Ziyuan Chen , Shunxing Yan , Fang Yao

This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption…

Analysis of PDEs · Mathematics 2016-02-12 Zhenjie Ren

In this paper, we study the existence of random periodic solutions for semilinear stochastic partial differential equations with multiplicative linear noise on a bounded open domain ${\cal O}\subset {\mathbb R}^d$ with smooth boundary. We…

Probability · Mathematics 2018-03-02 Chunrong Feng , Yue Wu , Huaizhong Zhao

There have been growing interests in leveraging experimental measurements to discover the underlying partial differential equations (PDEs) that govern complex physical phenomena. Although past research attempts have achieved great success…

Machine Learning · Computer Science 2023-05-23 Chengping Rao , Pu Ren , Yang Liu , Hao Sun

We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…

Machine Learning · Computer Science 2023-08-29 Ziheng Wang , Justin Sirignano

In this paper, we present an analytical solution to nonlocal continuum electrostatics for an arbitrary charge distribution in a spherical solute. Our approach relies on two key steps: (1) re-formulating the PDE problem using…

Chemical Physics · Physics 2012-08-22 Jaydeep P. Bardhan , Matthew G. Knepley , Peter R. Brune

Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…

Computational Physics · Physics 2019-10-22 Xiaoli Chen , Jinqiao Duan , George Em Karniadakis

Whether integrable, partially integrable or nonintegrable, nonlinear partial differential equations (PDEs) can be handled from scratch with essentially the same toolbox, when one looks for analytic solutions in closed form. The basic tool…

Exactly Solvable and Integrable Systems · Physics 2017-10-16 Robert Conte

We investigate a class of stochastic partial differential equations of reaction-diffusion type defined on graphs, which can be derived as the limit of SPDEs on narrow planar channels. In the first part, we demonstrate that this limit can be…

Probability · Mathematics 2024-03-21 Sandra Cerrai , Wen-Tai Hsu
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