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Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…

Machine Learning · Statistics 2025-08-18 Akshay Thakur , Sawan Kumar , Matthew Zahr , Souvik Chakraborty

We consider the problem of propagating the uncertainty from a possibly large number of random inputs through a computationally expensive model. Stratified sampling is a well-known variance reduction strategy, but its application, thus far,…

Numerical Analysis · Mathematics 2026-03-06 Gianluca Geraci , Daniele E. Schiavazzi , Andrea Zanoni

Recently, various evolutionary partial differential equations (PDEs) with a mixed derivative have been emerged and drawn much attention. Nonetheless, their PDE-theoretical and numerical studies are still in their early stage. In this paper,…

Numerical Analysis · Mathematics 2017-12-12 Shun Sato , Takayasu Matsuo

Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…

Computational Engineering, Finance, and Science · Computer Science 2022-05-09 Damyn M Chipman

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

We propose new domain decomposition methods for systems of partial differential equations in two and three dimensions. The algorithms are derived with the help of the Smith factorization of the operator. This could also be validated by…

Numerical Analysis · Mathematics 2009-09-04 Victorita Dolean , Frédéric Nataf , Gerd Rapin

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we…

Optimization and Control · Mathematics 2022-01-05 Maximilien Germain , Mathieu Laurière , Huyên Pham , Xavier Warin

Automatic segmentation of an image to identify all meaningful parts is one of the most challenging as well as useful tasks in a number of application areas. This is widely studied. Selective segmentation, less studied, aims to use limited…

Numerical Analysis · Mathematics 2019-07-08 Michael Roberts , Ke Chen , Klaus L. Irion

Machine learning for differential equations paves the way for computationally efficient alternatives to numerical solvers, with potentially broad impacts in science and engineering. Though current algorithms typically require simulated…

Machine Learning · Computer Science 2024-02-15 Grégoire Mialon , Quentin Garrido , Hannah Lawrence , Danyal Rehman , Yann LeCun , Bobak T. Kiani

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

Mixed dimensional partial differential equations (PDEs) are equations coupling unknown fields defined over domains of differing topological dimension. Such equations naturally arise in a wide range of scientific fields including geology,…

Mathematical Software · Computer Science 2019-11-05 Cécile Daversin-Catty , Chris N. Richardson , Ada J. Ellingsrud , Marie E. Rognes

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Modeling real-world problems with partial differential equations (PDEs) is a prominent topic in scientific machine learning. Classic solvers for this task continue to play a central role, e.g. to generate training data for deep learning…

Machine Learning · Computer Science 2024-06-10 Tim Weiland , Marvin Pförtner , Philipp Hennig

We propose a scalable preconditioned primal-dual hybrid gradient algorithm for solving partial differential equations (PDEs). We multiply the PDE with a dual test function to obtain an inf-sup problem whose loss functional involves…

Numerical Analysis · Mathematics 2026-05-26 Shu Liu , Stanley Osher , Wuchen Li

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

Graphics · Computer Science 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively…

Numerical Analysis · Mathematics 2024-08-26 Lukas Gonon , Arnulf Jentzen , Benno Kuckuck , Siyu Liang , Adrian Riekert , Philippe von Wurstemberger

In classification problems, sampling bias between training data and testing data is critical to the ranking performance of classification scores. Such bias can be both unintentionally introduced by data collection and intentionally…

Methodology · Statistics 2017-11-02 Chandler Zuo

Partial differential equations (PDEs) are typically used as models of physical processes but are also of great interest in PDE-based image processing. However, when it comes to their use in imaging, conventional numerical methods for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Pascal Tom Getreuer , Peyman Milanfar , Xiyang Luo