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Meshless methods approximate operators in a specific node as a weighted sum of values in its neighbours. Higher order approximations of derivatives provide more accurate solutions with better convergence characteristics, but they come at…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-12 Jon Vehovar , Miha Rot , Gregor Kosec

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

We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…

Probability · Mathematics 2022-06-16 Alessia Ascanelli , Sandro Coriasco , André Suß

In this work, we investigate the McKean-Vlasov stochastic partial differential equations driven by Poisson random measure. By adapting the variational framework, we prove the well-posedness and large deviation principle for a class of…

Probability · Mathematics 2025-08-05 Yuhang Jiang , Jinming Li , Shihu Li

The main purpose of this paper is to prove some density results of polynomials in Fock spaces of slice regular functions. The spaces can be of two different kinds since they are equipped with different inner products and contain different…

Complex Variables · Mathematics 2018-12-10 Kamal Diki , Sorin G. Gal , Irene Sabadini

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

In this paper, we demonstrate the construction of generalized Rough Polyhamronic Splines (GRPS) within the Bayesian framework, in particular, for multiscale PDEs with rough coefficients. The optimal coarse basis can be derived automatically…

Numerical Analysis · Mathematics 2021-03-03 Xinliang Liu , Lei Zhang , Shengxin Zhu

We discuss a system of third order PDEs for strictly convex smooth functions on domains of Euclidean space. We argue that it may be understood as a closure of sorts of the first order prolongation of a family of second order PDEs. We…

Differential Geometry · Mathematics 2021-06-25 David Martínez Torres

We propose a nonlinear reduced basis method for the efficient approximation of parametrized partial differential equations (PDEs), exploiting kernel proper orthogonal decomposition (KPOD) for the generation of a reduced-order space and…

Numerical Analysis · Mathematics 2021-04-01 Matteo Salvador , Luca Dede' , Andrea Manzoni

A new scheme is proposed to construct an n-times differentiable function extension of an n-times differentiable function defined on a smooth domain D in d-dimensions. The extension scheme relies on an explicit formula consisting of a linear…

Numerical Analysis · Mathematics 2023-12-05 Charles L. Epstein , Fredrik Fryklund , Shidong Jiang

This paper is concerned with the discretization error analysis of semilinear Neumann boundary control problems in polygonal domains with pointwise inequality constraints on the control. The approximations of the control are piecewise…

Numerical Analysis · Mathematics 2015-05-12 Johannes Pfefferer , Klaus Krumbiegel

Functional Differential Equations (FDEs) play a fundamental role in many areas of mathematical physics, including fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equation), and statistical…

Numerical Analysis · Mathematics 2024-03-11 Abram Rodgers , Daniele Venturi

We consider isogeometric discretizations of the Poisson model problem, focusing on high polynomial degrees and strong hierarchical refinements. We derive a posteriori error estimates by equilibrated fluxes, i.e., vector-valued mapped…

Numerical Analysis · Mathematics 2024-03-01 Gregor Gantner , Martin Vohralík

Meshfree methods based on radial basis function (RBF) approximation are of interest for numerical solution of partial differential equations (PDEs) because they are flexible with respect to the geometry of the computational domain, they can…

Numerical Analysis · Mathematics 2017-05-17 Ali Safdari-Vaighani , Elisabeth Larsson , Alfa Heryudono

A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…

Analysis of PDEs · Mathematics 2013-10-16 Mickael D. Chekroun , Honghu Liu , Shouhong Wang

We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…

Probability · Mathematics 2022-01-04 Carlo Marinelli

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

Many physical phenomena, governed by partial differential equations (PDEs), are second order in nature. This makes sense to pose the control on the second order derivatives of the field solution, in addition to zero and first order ones, to…

Optimization and Control · Mathematics 2010-10-11 Rouhollah Tavakoli

Partial differential equations (PDEs) govern a wide range of physical systems, and recent multimodal foundation models have shown promise for learning PDE solution operators across diverse equation families. However, existing multi-operator…

Machine Learning · Computer Science 2025-12-30 Min Zhu , Jingmin Sun , Zecheng Zhang , Hayden Schaeffer , Lu Lu

We define a generalized finite element method for the discretization of elliptic partial differential equations in heterogeneous media. An adaptive local finite element basis (AL basis) on a coarse mesh which does not resolve the matrix of…

Numerical Analysis · Mathematics 2017-03-21 Monika Weymuth
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