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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

Numerical solutions of differential equations are usually not smooth functions. However, they should resemble the smoothness of the corresponding real solutions in one way or another. In two of our recent papers, a kind of spacial…

Numerical Analysis · Mathematics 2012-07-13 Tong Sun

We analyze and test using Fourier extensions that minimize a Hilbert space norm for the purpose of solving partial differential equations (PDEs) on surfaces. In particular, we prove that the approach is arbitrarily high-order and also show…

Numerical Analysis · Mathematics 2025-12-30 Daniel R. Venn , Steven J. Ruuth

In recent years, a variety of meshless methods have been developed to solve partial differential equations in complex domains. Meshless methods discretize the partial differential equations over scattered points instead of grids. Radial…

Numerical Analysis · Mathematics 2021-06-17 Naman Bartwal , Shantanu Shahane , Somnath Roy , Surya Pratap Vanka

Solving partial differential equations (PDEs) with machine learning typically requires training a new neural network for every new equation. This optimization is slow. We introduce MetaColloc. It is an optimization-free and data-free…

Machine Learning · Computer Science 2026-05-13 Zichuan Yang

This paper introduces general methodologies for constructing closed-form solutions to linear constant-coefficient partial differential equations (PDEs) with polynomial right-hand sides in two and three spatial dimensions. Polynomial…

Numerical Analysis · Mathematics 2023-12-21 Thomas G. Anderson , Marc Bonnet , Luiz M. Faria , Carlos Pérez-Arancibia

We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…

Probability · Mathematics 2023-07-14 Xicheng Zhang

Partial differential equations (PDEs) with multiple scales or those defined over sufficiently large domains arise in various areas of science and engineering and often present problems when approximating the solutions numerically. Machine…

Numerical Analysis · Mathematics 2024-05-27 Eddel Elí Ojeda Avilés , Daniel Olmos-Liceaga , Jae-Hun Jung

We present a new high order finite element method for the discretization of partial differential equations on stationary smooth surfaces which are implicitly described as the zero level of a level set function. The discretization is based…

Numerical Analysis · Mathematics 2017-04-17 Jörg Grande , Christoph Lehrenfeld , Arnold Reusken

We discuss the reconstruction of piecewise smooth data from its (pseudo-) spectral information. Spectral projections enjoy superior resolution provided the data is globally smooth, while the presence of jump discontinuities is responsible…

Numerical Analysis · Mathematics 2025-10-20 Eitan Tadmor , Jared Tanner

In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…

Numerical Analysis · Mathematics 2018-03-23 Christoph Lehrenfeld , Maxim A. Olshanskii , Xianmin Xu

We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…

Numerical Analysis · Mathematics 2013-07-23 Ingrid von Glehn , Thomas März , Colin B. Macdonald

Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

Numerical Analysis · Mathematics 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

Numerical Analysis · Mathematics 2020-05-27 Ben Adcock , Daan Huybrechs

Radial basis functions have become a popular tool for approximation and solution of partial differential equations (PDEs). The recently proposed multilevel sparse interpolation with kernels (MuSIK) algorithm proposed in \cite{Georgoulis}…

Numerical Analysis · Mathematics 2017-10-20 Yangzhang Zhao , Qi Zhang , Jeremy Levesley

The recent development of spectral method has been praised for its high-order convergence in simulating complex physical problems. The combination of embedded boundary method and spectral method becomes a mainstream way to tackle…

Numerical Analysis · Mathematics 2018-03-08 Po-Yi Wu , Cheng-Hong Robert Kao , Tony Wen-Hann Sheu

Machine learning based partial differential equations (PDEs) solvers have received great attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and…

Numerical Analysis · Mathematics 2025-09-23 Chunyang Liao

Machine learning has been successfully applied to various fields of scientific computing in recent years. In this work, we propose a sparse radial basis function neural network method to solve elliptic partial differential equations (PDEs)…

Numerical Analysis · Mathematics 2023-09-07 Zhiwen Wang , Minxin Chen , Jingrun Chen

We present a spectrally accurate embedded boundary method for solving linear, inhomogeneous, elliptic partial differential equations (PDE) in general smooth geometries, focusing in this manuscript on the Poisson, modified Helmholtz, and…

Numerical Analysis · Mathematics 2022-09-28 David B. Stein

We survey the main results of approximation theory for adaptive piecewise polynomial functions. In such methods, the partition on which the piecewise polynomial approximation is defined is not fixed in advance, but adapted to the given…

Numerical Analysis · Mathematics 2015-03-17 Albert Cohen , Jean-Marie Mirebeau