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We describe a numerical framework that uses random sampling to efficiently capture low-rank local solution spaces of multiscale PDE problems arising in domain decomposition. In contrast to existing techniques, our method does not rely on…

Numerical Analysis · Mathematics 2020-02-06 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

In the present paper we investigate the inverse problem of identifying simultaneously the diffusion matrix, source term and boundary condition as well as the state in the Neumann boundary value problem for an elliptic partial differential…

Numerical Analysis · Mathematics 2018-01-18 Tran Nhan Tam Quyen

We present a unified theoretical framework for parametric low-rank approximation, a research area devoted to the development of efficient algorithms that act as adaptive alternatives of traditional methods such as Singular Value…

Numerical Analysis · Mathematics 2025-09-22 Nicola Rares Franco

It has recently been demonstrated that locality of spatial supports in the parametrization of coefficients in elliptic PDEs can lead to improved convergence rates of sparse polynomial expansions of the corresponding parameter-dependent…

Numerical Analysis · Mathematics 2017-07-11 Markus Bachmayr , Albert Cohen , Dinh Dũng , Christoph Schwab

In this paper, we propose a semigroup method for solving high-dimensional elliptic partial differential equations (PDEs) and the associated eigenvalue problems based on neural networks. For the PDE problems, we reformulate the original…

Numerical Analysis · Mathematics 2022-01-14 Haoya Li , Lexing Ying

There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…

Numerical Analysis · Mathematics 2023-11-17 Wenrui Hao , Jonathan D. Hauenstein , Margaret H. Regan , Tingting Tang

Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

Machine Learning · Computer Science 2022-10-05 Jiang Yu Nguwi , Nicolas Privault

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

This paper proposes a deep-learning-based domain decomposition method (DeepDDM), which leverages deep neural networks (DNN) to discretize the subproblems divided by domain decomposition methods (DDM) for solving partial differential…

Numerical Analysis · Mathematics 2020-04-13 Wuyang Li , Xueshuang Xiang , Yingxiang Xu

In this paper a novel numerical approximation of parametric eigenvalue problems is presented. We motivate our study with the analysis of a POD reduced order model for a simple one dimensional example. In particular, we introduce a new…

Parameter identifiability is often requisite to the effective application of mathematical models in the interpretation of biological data, however theory applicable to the study of partial differential equations remains limited. We present…

Analysis of PDEs · Mathematics 2025-04-08 Yurij Salmaniw , Alexander P Browning

Over the past decades, transformations between different classes of eigenvalue problems have played a central role in the development of numerical methods for eigenvalue computations. One of the most well-known and successful examples of…

Numerical Analysis · Mathematics 2025-09-05 Elias Jarlebring , Vilhelm P. Lithell

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

In the NP-hard Edge Dominating Set problem (EDS) we are given a graph $G=(V,E)$ and an integer $k$, and need to determine whether there is a set $F\subseteq E$ of at most $k$ edges that are incident with all (other) edges of $G$. It is…

Data Structures and Algorithms · Computer Science 2019-01-14 Eva-Maria C. Hols , Stefan Kratsch

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

The focus is on a model reduction framework for parameterized elliptic eigenvalue problems by a reduced basis method. In contrast to the standard single output case, one is interested in approximating several outputs simultaneously, namely…

Numerical Analysis · Mathematics 2016-03-03 Thomas Horger , Barbara Wohlmuth , Thomas Dickopf

We study the approximation complexity of high-dimensional second-order elliptic PDEs with homogeneous boundary conditions on the unit hypercube, within the framework of Barron spaces. Under the assumption that the coefficients belong to…

Numerical Analysis · Mathematics 2025-10-21 Ziang Chen , Liqiang Huang

This paper provides results for eigencurves associated with self-adjoint linear elliptic boundary value problems. The elliptic problems are treated as a general two-parameter eigenproblem for a triple (a, b, m) of continuous symmetric…

Analysis of PDEs · Mathematics 2017-05-22 M. A. Rivas , Stephen B. Robinson

Elliptic partial differential equations arise in many fields of science and engineering such as steady state distribution of heat, fluid dynamics, structural/mechanical engineering, aerospace engineering and seismology etc. In three…

Numerical Analysis · Mathematics 2011-10-12 Akhlaq Husain

Partial differential equations (PDEs) with Dirichlet boundary conditions defined on boundaries with simple geometry have been succesfuly treated using sigmoidal multilayer perceptrons in previous works. This article deals with the case of…

Neural and Evolutionary Computing · Computer Science 2007-05-23 I. E. Lagaris , A. Likas , D. G. Papageorgiou