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This article presents a finite element scheme with Newton's method for solving the time-fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank-Nicolson scheme based on backward Euler convolution…

Analysis of PDEs · Mathematics 2018-11-26 Dileep Kumar , Sudhakar Chaudhary , V. V. K Srinivas Kumar

The exponential B-spline basis function set is used to develop a collocation method for some initial boundary value problems (IBVPs) to the Gardner equation. The Gardner equation has two nonlinear terms, namely quadratic and cubic ones. The…

Numerical Analysis · Mathematics 2017-02-22 Ozlem Ersoy Hepsona , Alper Korkmaz , Idiris Dag

We propose stochastic variance reduced algorithms for solving convex-concave saddle point problems, monotone variational inequalities, and monotone inclusions. Our framework applies to extragradient, forward-backward-forward, and…

Optimization and Control · Mathematics 2022-06-14 Ahmet Alacaoglu , Yura Malitsky

We present a method leveraging extreme learning machine (ELM) type randomized neural networks (NNs) for learning the exact time integration algorithm for initial value problems (IVPs). The exact time integration algorithm for non-autonomous…

Numerical Analysis · Mathematics 2025-02-18 Suchuan Dong , Naxian Ni

A high order wavelet integral collocation method (WICM) is developed for general nonlinear boundary value problems in physics. This method is established based on Coiflet approximation of multiple integrals of interval bounded functions…

Numerical Analysis · Mathematics 2017-04-26 Lei Zhang , Jizeng Wang , Xiaojing Liu , Youhe Zhou

The theory of stochastic processes impacts both physical and social sciences. At the molecular scale, stochastic dynamics is ubiquitous because of thermal fluctuations. The Fokker-Plank-Smoluchowski equation models the time evolution of the…

In this paper, we propose two new solution schemes to solve the stochastic strongly monotone variational inequality problems: the stochastic extra-point solution scheme and the stochastic extra-momentum solution scheme. The first one is a…

Optimization and Control · Mathematics 2021-07-20 Kevin Huang , Shuzhong Zhang

We propose an algorithm based on variational quantum imaginary time evolution for solving the Feynman-Kac partial differential equation resulting from a multidimensional system of stochastic differential equations. We utilize the…

Building up on classical linear formulations, we posit that a broad class of problems in signal synthesis and in signal recovery are reducible to the basic task of finding a point in a closed convex subset of a Hilbert space that satisfies…

Optimization and Control · Mathematics 2021-05-18 Patrick L. Combettes , Zev C. Woodstock

This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…

Numerical Analysis · Mathematics 2025-03-06 Abdolreza Amiri , Gabriel R. Barrenechea , Tristan Pryer

Several neural network approaches for solving differential equations employ trial solutions with a feedforward neural network. There are different means to incorporate the trial solution in the construction, for instance one may include…

Neural and Evolutionary Computing · Computer Science 2021-12-01 Toni Schneidereit , Michael Breuß

In this short communication, we announce an algorithmic procedure for constructing non-uniqueness counter-examples of classical solutions to initial-boundary-value problems for a wide class of linear evolution partial differential…

Analysis of PDEs · Mathematics 2025-12-05 Andreas Chatziafratis , Spyridon Kamvissis

We formulate an initial- and Dirichlet boundary- value problem for a linear stochastic heat equation, in one space dimension, forced by an additive space-time white noise. First, we approximate the mild solution to the problem by the…

Numerical Analysis · Mathematics 2017-09-26 Georgios E. Zouraris

In this paper, we propose and analyze a fully discrete finite element projection method for the magnetohydrodynamic (MHD) equations. A modified Crank--Nicolson method and the Galerkin finite element method are used to discretize the model…

Numerical Analysis · Mathematics 2022-04-13 Cheng Wang , Jilu Wang , Zeyu Xia , Liwei Xu

In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…

In this paper we present some open problems pertaining to the approximation theory involved in the solution of the important class of Nonlinear Partial Differential Equations (NPDEs) of integrable type. For this class of NPDEs, any Initial…

Numerical Analysis · Mathematics 2015-04-15 Luisa Fermo , Cornelis Van der Mee , Sebastiano Seatzu

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the…

Computation · Statistics 2024-11-19 Richard D. P. Grumitt , Minas Karamanis , Uroš Seljak

A semi-implicit, residual-based variational multiscale (VMS) formulation is developed for the incompressible Navier--Stokes equations. The approach linearizes convection using an extrapolated (Oseen-type) convecting velocity, producing a…

Variational inequality problems are recognized for their broad applications across various fields including machine learning and operations research. First-order methods have emerged as the standard approach for solving these problems due…

Optimization and Control · Mathematics 2025-03-24 Liang Zhang , Niao He , Michael Muehlebach

The solution of an initial-boundary value problem for a linear evolution partial differential equation posed on the half-line can be represented in terms of an integral in the complex (spectral) plane. This representation is obtained by the…

Analysis of PDEs · Mathematics 2016-02-09 Beatrice Pelloni , David A. Smith