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Methods for solving scientific computing and inference problems, such as kernel- and neural network-based approaches for partial differential equations (PDEs), inverse problems, and supervised learning tasks, depend crucially on the choice…

Machine Learning · Statistics 2025-10-08 Nicholas H. Nelsen , Houman Owhadi , Andrew M. Stuart , Xianjin Yang , Zongren Zou

In this paper, we propose a new approach to model reduction of parameterized partial differential equations (PDEs) based on the concept of adaptive reduced bases. The presented approach is particularly suited for large-scale nonlinear…

Numerical Analysis · Mathematics 2014-10-01 Liqian Peng , Kamran Mohseni

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Numerical Analysis · Mathematics 2017-10-18 Yan Luo , Zhu Wang

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

Numerical Analysis · Mathematics 2025-02-10 Jiamin Jian , Qingshuo Song , Xiaojie Wang , Zhongqiang Zhang , Yuying Zhao

In this paper, we develop numerical methods for solving Stochastic Differential Equations (SDEs) with solutions that evolve within a hypercube $D$ in $\mathbb{R}^d$. Our approach is based on a convex combination of two numerical flows, both…

Numerical Analysis · Mathematics 2025-03-18 Utku Erdogan , Gabriel Lord

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this paper we develop a systematic reduction procedure for determining intermediate integrals of second order hyperbolic equations so that exact solutions of the second order PDEs under interest can be obtained by solving first order…

Mathematical Physics · Physics 2024-05-07 Natale Manganaro , Alessandra Rizzo

We study the constraint equations for the Einstein-scalar field system on compact manifolds. Using the conformal method we reformulate these equations as a determined system of nonlinear partial differential equations. By introducing a new…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Yvonne Choquet-Bruhat , James Isenberg , Daniel Pollack

Transformations of differential equations to other equivalent equations play a central role in many routines for solving intricate equations. A class of differential equations that are particularly amenable to solution techniques based on…

Classical Analysis and ODEs · Mathematics 2020-05-21 Winter Sinkala

Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…

Machine Learning · Statistics 2025-08-18 Akshay Thakur , Sawan Kumar , Matthew Zahr , Souvik Chakraborty

In this paper, we study adaptive neuron enhancement (ANE) method for solving self-adjoint second-order elliptic partial differential equations (PDEs). The ANE method is a self-adaptive method generating a two-layer spline NN and a numerical…

Numerical Analysis · Mathematics 2021-07-15 Min Liu , Zhiqiang Cai

We present a class of nonconforming virtual element methods for general fourth order partial differential equations in two dimensions. We develop a generic approach for constructing the necessary projection operators and virtual element…

Numerical Analysis · Mathematics 2021-01-28 Andreas Dedner , Alice Hodson

There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…

Numerical Analysis · Mathematics 2023-11-17 Wenrui Hao , Jonathan D. Hauenstein , Margaret H. Regan , Tingting Tang

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

We present an efficient quantum algorithm to simulate nonlinear differential equations with polynomial vector fields of arbitrary degree on quantum platforms. Models of physical systems that are governed by ordinary differential equations…

Dynamical Systems · Mathematics 2023-02-08 Amit Surana , Abeynaya Gnanasekaran , Tuhin Sahai

We consider four (real or complex) dimensional hyper-K\"ahler metrics with a conformal symmetry K. The three-dimensional space of orbits of K is shown to have an Einstein-Weyl structure which admits a shear-free geodesics congruence for…

Differential Geometry · Mathematics 2007-05-23 Maciej Dunajski , Paul Tod

We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…

General Mathematics · Mathematics 2022-03-15 Dmitriy F. Kuznetsov

We apply the theory of Lie point symmetries for the study of a family of partial differential equations which are integrable by the hyperbolic reductions method and are reduced to members of the Painlev\'{e} transcendents. The main results…

Exactly Solvable and Integrable Systems · Physics 2022-08-08 Andronikos Paliathanasis

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

We proposed a general quantum-computing-based algorithm that harnesses the exponential power of noisy intermediate-scale quantum (NISQ) devices in solving partial differential equations (PDE). This variational quantum eigensolver…

Quantum Physics · Physics 2023-11-06 Dingjie Lu , Zhao Wang , Jun Liu , Yangfan Li , Wei-Bin Ewe , Zhuangjian Liu
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