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This work is on a fast and accurate reduced basis method for solving discretized fractional elliptic partial differential equations (PDEs) of the form $\mathcal{A}^su=f$ by rational approximation. A direct computation of the action of such…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

Optimization and Control · Mathematics 2019-09-24 Alessandro Alla , Michael Hinze , Philip Kolvenbach , Oliver Lass , Stefan Ulbrich

We consider parameter identification problems in parametrized partial differential equations (PDE). This leads to nonlinear ill-posed inverse problems. One way to solve them are iterative regularization methods, which typically require…

Numerical Analysis · Mathematics 2018-05-07 Dominik Garmatter , Bernard Haasdonk , Bastian Harrach

Efficient and stable solution of partial differential equations (PDEs) is central to scientific and engineering applications, yet existing numerical solvers rely heavily on matrix based discretizations, while learning based methods require…

Machine Learning · Computer Science 2026-04-30 Yi Bing , Zheng Ran , Fu Jinyang , Liu Long , Peng Xiang

In recent years, there has been an increasing interest in using deep learning and neural networks to tackle scientific problems, particularly in solving partial differential equations (PDEs). However, many neural network-based methods, such…

Machine Learning · Computer Science 2025-02-14 Adrian Celaya , Yimo Wang , David Fuentes , Beatrice Riviere

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

Partial Differential Equations (PDEs) describe several problems relevant to many fields of applied sciences, and their discrete counterparts typically involve the solution of sparse linear systems. In this context, we focus on the analysis…

Numerical Analysis · Mathematics 2022-01-17 Antonella Galizia , Simone Cammarasana , Andrea Clematis , Giuseppe Patane'

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

Neural networks are powerful tools for approximating high dimensional data that have been used in many contexts, including solution of partial differential equations (PDEs). We describe a solver for multiscale fully nonlinear elliptic…

Numerical Analysis · Mathematics 2025-03-07 Shi Chen , Zhiyan Ding , Qin Li , Stephen J. Wright

We present a model reduction approach for the real-time solution of time-dependent nonlinear partial differential equations (PDEs) with parametric dependencies. The approach integrates several ingredients to develop efficient and accurate…

Numerical Analysis · Mathematics 2024-10-04 Ngoc Cuong Nguyen

Recent research has used deep learning to develop partial differential equation (PDE) models in science and engineering. The functional form of the PDE is determined by a neural network, and the neural network parameters are calibrated to…

Machine Learning · Computer Science 2023-10-17 Justin Sirignano , Jonathan MacArt , Konstantinos Spiliopoulos

We introduce a general, analytical framework to express and to approximate partial differential equations (PDEs) numerically on graphs and networks of surfaces---generalized by the term hypergraphs. To this end, we consider PDEs on…

Numerical Analysis · Mathematics 2022-07-04 Andreas Rupp , Markus Gahn , Guido Kanschat

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

Numerical Analysis · Mathematics 2013-02-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We explore the possibility of solving Partial Differential Equations (PDEs) using discrete weak formulations. We propose a programming environment for defining a discrete computational domain, introducing discrete functions defined over a…

Machine Learning · Computer Science 2026-04-20 Tomasz Służalec , Marcin Łoś , Askold Vilkha , Maciej Paszyński

The paper is devoted to investigating a Cauchy problem for nonlinear elliptic PDEs in the abstract Hilbert space. The problem is hardly solved by computation since it is severely ill-posed in the sense of Hadamard. We shall use a modified…

Analysis of PDEs · Mathematics 2015-12-10 Nguyen Huy Tuan , Le Duc Thang , Vo Anh Khoa

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Numerical Analysis · Mathematics 2015-08-19 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

There is a rising interest in Spatio-temporal systems described by Partial Differential Equations (PDEs) among the control community. Not only are these systems challenging to control, but the sizing and placement of their actuation is an…

Optimization and Control · Mathematics 2020-02-05 Ethan N. Evans , Andrew P. Kendall , George I. Boutselis , Evangelos A. Theodorou

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Numerical Analysis · Mathematics 2025-06-25 Markus Bachmayr , Huqing Yang

In this paper, we introduce GridapROMs, a Julia-based library for the numerical approximation of parameterized partial differential equations (PDEs) using a comprehensive suite of linear reduced order models (ROMs). The library is designed…

Numerical Analysis · Mathematics 2025-09-22 Nicholas Mueller , Santiago Badia

Transportation processes, which play a prominent role in the life and social sciences, are typically described by discrete models on lattices. For studying their dynamics a continuous formulation of the problem via partial differential…

Symbolic Computation · Computer Science 2016-03-22 Christoph Koutschan , Helene Ranetbauer , Georg Regensburger , Marie-Therese Wolfram