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Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

Probability · Mathematics 2025-08-07 Michael Röckner , Shijie Shang , Tusheng Zhang

The classical continuous mixed formulation of linear elasticity with pointwise symmetric stresses allows for a conforming finite element discretization with piecewise polynomials of degree at least three. Symmetric stress approximations of…

Numerical Analysis · Mathematics 2025-03-17 Carsten Carstensen , Norbert Heuer

Localized features such as singularities, sharp gradients, discontinuities, and moving sources require adaptive finite element discretizations. Conventional refinement strategies introduce significant computational overhead through…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Jan Niklas Schmäke , Martin Ruess

We give a new framework for proving the existence of low-degree, polynomial approximators for Boolean functions with respect to broad classes of non-product distributions. Our proofs use techniques related to the classical moment problem…

Computational Complexity · Computer Science 2013-01-07 Adam Klivans , Raghu Meka

In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…

Numerical Analysis · Mathematics 2012-09-11 Igor Cialenco , Gregory E. Fasshauer , Qi Ye

The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the…

Numerical Analysis · Mathematics 2022-04-29 Martin Hutzenthaler , Tuan Anh Nguyen

This paper presents the first method for constructing bases for polynomial spline spaces over an arbitrary T-meshes (PT-splines for short). We construct spline basis functions for an arbitrary T-mesh by first converting the T-mesh into a…

Numerical Analysis · Mathematics 2026-05-15 Shicong Zhong , Falai Chen , Bingru Huang

Partial differential equations (PDEs) govern a wide range of physical phenomena, but their numerical solution remains computationally demanding, especially when repeated simulations are required across many parameter settings. Recent…

Machine Learning · Computer Science 2026-05-13 Hamda Hmida , Hsiu-Wen Chang Joly , Youssef Mesri

Partial differential equations (PDEs) on surfaces appear in many applications throughout the natural and applied sciences. The classical closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is an embedding…

Numerical Analysis · Mathematics 2018-05-17 Argyrios Petras , Leevan Ling , Steven J. Ruuth

We generalize our earlier results concerning meshfree collocation methods for semilinear elliptic second order problems to the quasilinear case. The stability question, however, is treated differently, namely by extending a paper on…

Numerical Analysis · Mathematics 2018-06-19 Klaus Böhmer , Robert Schaback

We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a…

Statistical Mechanics · Physics 2013-11-05 Yaming Chen , Adrian Baule , Hugo Touchette , Wolfram Just

Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…

Graphics · Computer Science 2022-02-01 Rohan Sawhney , Dario Seyb , Wojciech Jarosz , Keenan Crane

Several results on constrained spline smoothing are obtained. In particular, we establish a general result, showing how one can constructively smooth any monotone or convex piecewise polynomial function (ppf) (or any $q$-monotone ppf,…

Numerical Analysis · Mathematics 2014-04-01 K. Kopotun , D. Leviatan , A. Prymak

Regularization plays a pivotal role when facing the challenge of solving ill-posed inverse problems, where the number of observations is smaller than the ambient dimension of the object to be estimated. A line of recent work has studied…

Optimization and Control · Mathematics 2014-07-03 Samuel Vaiter , Mohammad Golbabaee , Jalal M. Fadili , Gabriel Peyré

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

We formulate a well-posedness and approximation theory for a class of generalised saddle point problems. In this way we develop an approach to a class of fourth order elliptic partial differential equations using the idea of splitting into…

Numerical Analysis · Mathematics 2019-04-02 Charles M. Elliott , Hans Fritz , Graham Hobbs

This work focuses on the development of a non-conforming domain decomposition method for the approximation of PDEs based on weakly imposed transmission conditions: the continuity of the global solution is enforced by a discrete number of…

Numerical Analysis · Mathematics 2018-03-06 Simone Deparis , Luca Pegolotti

This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…

Numerical Analysis · Mathematics 2025-07-01 Po-Yi Wu

A piecewise Chebyshevian spline space is good for design when it possesses a B-spline basis and this property is preserved under knot insertion. The interest in such kind of spaces is justified by the fact that, similarly as for polynomial…

Numerical Analysis · Mathematics 2021-11-12 Carolina Vittoria Beccari , Giulio Casciola , Lucia Romani

We study algorithmic applications of a natural discretization for the hard-sphere model and the Widom-Rowlinson model in a region $\mathbb{V}\subset\mathbb{R}^d$. These models are used in statistical physics to describe mixtures of one or…

Data Structures and Algorithms · Computer Science 2022-02-17 Tobias Friedrich , Andreas Göbel , Maximilian Katzmann , Martin S. Krejca , Marcus Pappik