Related papers: Tensor approximation of functional differential eq…
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…
Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…
Most simulation schemes for partial differential equations (PDEs) focus on minimizing a simple error norm of a discretized version of a field. This paper takes a fundamentally different approach; the discretized field is interpreted as data…
Differential equations (DEs) are used as numerical models to describe physical phenomena throughout the field of engineering and science, including heat and fluid flow, structural bending, and systems dynamics. While there are many other…
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…
This paper focuses on numerical approximation for fractional powers of elliptic operators on $2$-d manifolds. Firstly, parametric finite element method is employed to discretize the original problem. We then approximate fractional powers of…
In the realm of computational fluid dynamics, traditional numerical methods, which heavily rely on discretization, typically necessitate the formulation of partial differential equations (PDEs) in conservative form to accurately capture…
Delay differential equations are of great importance in science, engineering, medicine and biological models. These type of models include time delay phenomena which is helpful for characterising the real-world applications in machine…
Solving partial differential equations (PDEs) is an important yet challenging task in fluid mechanics. In this study, we embed an improved Fourier series into neural networks and propose a physics-informed Fourier basis neural network…
This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…
This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…
The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…
In this paper, we study a functional fully coupled forward-backward stochastic differential equations (FBSDEs). Under a new type of integral Lipschitz and monotonicity conditions, the existence and uniqueness of solutions for functional…
Fredholm integral equations of the first kind are the prototypical example of ill-posed linear inverse problems. They model, among other things, reconstruction of distorted noisy observations and indirect density estimation and also appear…
This article introduces a framework for measuring the uncertain behaviour of a changing system in terms of the solution of a class of fractional stochastic differential equations (fsDEs). This is accomplished via operational matrices based…
We address a new numerical scheme based on a class of machine learning methods, the so-called Extreme Learning Machines with both sigmoidal and radial-basis functions, for the computation of steady-state solutions and the construction of…
We develop the uniform sparse Fast Fourier Transform (usFFT), an efficient, non-intrusive, adaptive algorithm for the solution of elliptic partial differential equations with random coefficients. The algorithm is an adaption of the sparse…
Partial differential equations (PDEs) play a central role in describing many physical phenomena. Various scientific and engineering applications demand a versatile and differentiable PDE solver that can quickly generate solutions with…
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…
We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…