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Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…

Dynamical Systems · Mathematics 2020-03-11 Yanjie Zhang , Xiao Wang , Qiao Huang , Jinqiao Duan , Tingting Li

Nonlinear partial differential equations (PDEs) are crucial for modeling complex fluid dynamics and are foundational to many computational fluid dynamics (CFD) applications. However, solving these nonlinear PDEs is challenging due to the…

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

Neural network based methods have emerged as a promising paradigm for scientific computing, yet they face critical bottlenecks in high frequency function approximation and partial differential equation (PDE) solving.

Numerical Analysis · Mathematics 2026-04-06 Xuyang Gao , Liang Chen , Minqiang Xu , Jing Niu

The Closest Point Method for solving partial differential equations (PDEs) posed on surfaces was recently introduced by Ruuth and Merriman [J. Comput. Phys. 2008] and successfully applied to a variety of surface PDEs. In this paper we study…

Numerical Analysis · Mathematics 2013-07-30 Thomas März , Colin B. Macdonald

We consider solving complex spatiotemporal dynamical systems governed by partial differential equations (PDEs) using frequency domain-based discrete learning approaches, such as Fourier neural operators. Despite their widespread use for…

Machine Learning · Computer Science 2024-07-17 Qingsong Xu , Nils Thuerey , Yilei Shi , Jonathan Bamber , Chaojun Ouyang , Xiao Xiang Zhu

Tensor B-spline methods are a high-performance alternative to solve partial differential equations (PDEs). This paper gives an overview on the principles of Tensor B-spline methodology, shows their use and analyzes their performance in…

Numerical Analysis · Computer Science 2019-04-08 Dmytro Shulga , Oleksii Morozov , Volker Roth , Felix Friedrich , Patrick Hunziker

It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…

Numerical Analysis · Mathematics 2017-05-25 Hengfei Ding , Changpin Li

On the forefront of scientific computing, Deep Learning (DL), i.e., machine learning with Deep Neural Networks (DNNs), has emerged a powerful new tool for solving Partial Differential Equations (PDEs). It has been observed that DNNs are…

Machine Learning · Computer Science 2025-11-12 Simone Brugiapaglia , Nick Dexter , Samir Karam , Weiqi Wang

We consider some non-linear non-homogeneous partial differential equations (PDEs) and derive their exact Green function solution as a functional Taylor expansion in powers of the source. The kind of PDEs we consider are dispersive ones…

Mathematical Physics · Physics 2024-11-12 Marco Frasca , Stefan Groote

We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

Neural Stochastic Differential Equations (NSDEs) model the drift and diffusion functions of a stochastic process as neural networks. While NSDEs are known to make accurate predictions, their uncertainty quantification properties have been…

Machine Learning · Computer Science 2022-09-13 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

We propose a stochastic multiscale finite element method (StoMsFEM) to solve random elliptic partial differential equations with a high stochastic dimension. The key idea is to simultaneously upscale the stochastic solutions in the physical…

Numerical Analysis · Mathematics 2016-12-07 Thomas Y. Hou , Qin Li , Pengchuan Zhang

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

Computation · Statistics 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao

Neural operators improve conventional neural networks by expanding their capabilities of functional mappings between different function spaces to solve partial differential equations (PDEs). One of the most notable methods is the Fourier…

Machine Learning · Computer Science 2024-07-29 Xuanle Zhao , Yue Sun , Tielin Zhang , Bo Xu

Trefftz schemes are high-order Galerkin methods whose discrete spaces are made of elementwise exact solutions of the underlying PDE. Trefftz basis functions can be easily computed for many PDEs that are linear, homogeneous, and have…

Numerical Analysis · Mathematics 2026-03-10 Lise-Marie Imbert-Gérard , Andrea Moiola , Chiara Perinati , Paul Stocker

Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…

Numerical Analysis · Mathematics 2021-07-29 Edward Caunt

Quantum computers can produce a quantum encoding of the solution of a system of differential equations exponentially faster than a classical algorithm can produce an explicit description. However, while high-precision quantum algorithms for…

Quantum Physics · Physics 2021-11-10 Andrew M. Childs , Jin-Peng Liu , Aaron Ostrander

The analysis of a delayed generalized Burgers-Huxley equation (a non-linear advection-diffusion-reaction problem) with weakly singular kernels is carried out in this work. Moreover, numerical approximations are performed using the…

Numerical Analysis · Mathematics 2023-09-06 Sumit Mahajan , Arbaz Khan , Manil T. Mohan