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We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1,…

Numerical Analysis · Mathematics 2020-04-07 Daniel Z. Huang , Will Pazner , Per-Olof Persson , Matthew J. Zahr

We develop and analyse numerical schemes for uncertainty quantification in neural field equations subject to random parametric data in the synaptic kernel, firing rate, external stimulus, and initial conditions. The schemes combine a…

Numerical Analysis · Mathematics 2025-05-27 Daniele Avitabile , Francesca Cavallini , Svetlana Dubinkina , Gabriel J. Lord

The temperature developed in bondwires of integrated circuits (ICs) is a possible source of malfunction, and has to be taken into account during the design phase of an IC. Due to manufacturing tolerances, a bondwire's geometrical…

Computational Engineering, Finance, and Science · Computer Science 2019-06-26 D. Loukrezis , U. Römer , T. Casper , S. Schöps , H. De Gersem

In the present paper, we precisely conduct a q-calculus method for the numerical solutions of PDEs. A nonlinear Schrodinger equation is considered. Instead of the classical discretization methods we consider subdomains according to…

Analysis of PDEs · Mathematics 2022-10-18 Sabrine Arfaoui

This paper proposes an unconditionally stable numerical method for solving a nonlinear Sobolev model with distributed delay. The proposed computational approach approximates the time derivative by interpolation technique whereas the spatial…

Numerical Analysis · Mathematics 2025-11-04 Eric Ngondiep

Polynomial chaos expansions (PCE) are well-suited to quantifying uncertainty in models parameterized by independent random variables. The assumption of independence leads to simple strategies for evaluating PCE coefficients. In contrast,…

Numerical Analysis · Mathematics 2021-05-04 John Jakeman , Fabian Franzelin , Akil Narayan , Michael Eldred , Dirk Plfueger

This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…

Numerical Analysis · Mathematics 2018-09-18 Muhammad Abbas

Incorporating probabilistic terms in mathematical models is crucial for capturing and quantifying uncertainties in real-world systems, especially when the solution is not unique or exhibits sudden qualitative changes as parameters vary.…

Numerical Analysis · Mathematics 2026-02-17 Isabella Carla Gonnella , Moaad Khamlich , Federico Pichi , Gianluigi Rozza

We consider one-dimensional hyperbolic PDEs, linear and nonlinear, with random initial data. Our focus is the {\em pointwise statistics,} i.e., the probability measure of the solution at any fixed point in space and time. For linear…

Analysis of PDEs · Mathematics 2025-12-17 Alina Chertock , Pierre Degond , Amir Sagiv , Li Wang

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

In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…

Probability · Mathematics 2017-10-31 Alessia Ascanelli , André Süß

Physics-Informed Neural Networks (PINNs) frequently encounter difficulties in accurately resolving shock waves within high-speed compressible flows, a failure largely attributed to the "gradient pathology" arising from extreme stiffness at…

Computational Physics · Physics 2026-05-25 Darui Zhao , Ze Tao , Fujun Liu

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…

Numerical Analysis · Mathematics 2023-07-10 Yukun Li , Liet Vo , Guanqian Wang

Coupled partial differential equation (PDE) systems, which often represent multi-physics models, are naturally suited for modular numerical solution methods. However, several challenges yet remain in extending the benefits of modularization…

Numerical Analysis · Mathematics 2014-10-21 Akshay Mittal , Gianluca Iaccarino

Partition functions arise in a variety of settings, including conditional random fields, logistic regression, and latent gaussian models. In this paper, we consider semistochastic quadratic bound (SQB) methods for maximum likelihood…

Machine Learning · Statistics 2014-02-19 Aleksandr Y. Aravkin , Anna Choromanska , Tony Jebara , Dimitri Kanevsky

This work presents a weighted quadrature (WQ) method to fast assemble Galerkin matrices based on unstructured spline surfaces. The method is developed upon a particular variant of unstructured splines, namely the bicubic analysis-suitable…

Numerical Analysis · Mathematics 2026-05-29 Ji Sheng , Xiaodong Wei , Falai Chen

We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient…

Numerical Analysis · Mathematics 2014-01-09 David I. Ketcheson , Colin B. Macdonald , Steven J. Ruuth

This thesis aims at investigating the first steps toward an unconditionally stable space-time isogeometric method, based on splines of maximal regularity, for the linear acoustic wave equation. The unconditional stability of space-time…

Numerical Analysis · Mathematics 2023-03-29 Sara Fraschini

The numerical simulation of convection-dominated transient transport phenomena poses significant computational challenges due to sharp gradients and propagating fronts across the spatiotemporal domain. Classical discretization methods often…

Numerical Analysis · Mathematics 2026-03-04 Süleyman Cengizci , Ömür Uğur , Srinivasan Natesan

We design a deterministic particle method for the solution of the spatially homogeneous Landau equation with uncertainty. The deterministic particle approximation is based on the reformulation of the Landau equation as a formal gradient…

Numerical Analysis · Mathematics 2023-12-13 Rafael Bailo , José Antonio Carrillo , Andrea Medaglia , Mattia Zanella