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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

Elliptic partial differential equations (PDEs) frequently arise in continuum descriptions of physical processes relevant to science and engineering. Multilevel preconditioners represent a family of scalable techniques for solving discrete…

Mathematical Software · Computer Science 2016-04-26 Dave A. May , Patrick Sanan , Karl Rupp , Matthew G. Knepley , Barry F. Smith

The efficient representation of random fields on geometrically complex domains is crucial for Bayesian modelling in engineering and machine learning. Today's prevalent random field representations are either intended for unbounded domains…

Numerical Analysis · Mathematics 2023-09-06 Kim Jie Koh , Fehmi Cirak

The combination of machine learning and physical laws has shown immense potential for solving scientific problems driven by partial differential equations (PDEs) with the promise of fast inference, zero-shot generalisation, and the ability…

Machine Learning · Computer Science 2024-09-11 Nacime Bouziani , David A. Ham , Ado Farsi

We introduce a novel kernel learning framework toward efficiently solving nonlinear partial differential equations (PDEs). In contrast to the state-of-the-art kernel solver that embeds differential operators within kernels, posing…

Machine Learning · Computer Science 2025-06-09 Zhitong Xu , Da Long , Yiming Xu , Guang Yang , Shandian Zhe , Houman Owhadi

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…

Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…

Machine Learning · Statistics 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis

Unfitted (also known as embedded or immersed) finite element approximations of partial differential equations are very attractive because they have much lower geometrical requirements than standard body-fitted formulations. These schemes do…

Numerical Analysis · Mathematics 2022-04-13 Santiago Badia , Pere A. Martorell , Francesc Verdugo

Linear partial differential equations (PDEs) are an important, widely applied class of mechanistic models, describing physical processes such as heat transfer, electromagnetism, and wave propagation. In practice, specialized numerical…

Machine Learning · Computer Science 2024-04-30 Marvin Pförtner , Ingo Steinwart , Philipp Hennig , Jonathan Wenger

Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…

Machine Learning · Computer Science 2023-03-31 Steven L. Brunton , J. Nathan Kutz

We derive computable error estimates for finite element approximations of linear elliptic partial differential equations (PDE) with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that…

Numerical Analysis · Mathematics 2018-09-18 Eric Joseph Hall , Håkon Hoel , Mattias Sandberg , Anders Szepessy , Raúl Tempone

In this note we shall introduce a simple, effective numerical method for solving partial differential equations for scalar and vector-valued data defined on surfaces. Even though we shall follow the traditional way to approximate the…

Computational Geometry · Computer Science 2009-07-13 Sheng-Gwo Chen , Mei-Hsiu Chi , Jyh-Yang Wu

This article presents a three-step framework for learning and solving partial differential equations (PDEs) using kernel methods. Given a training set consisting of pairs of noisy PDE solutions and source/boundary terms on a mesh, kernel…

Machine Learning · Statistics 2023-04-03 Da Long , Nicole Mrvaljevic , Shandian Zhe , Bamdad Hosseini

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

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

Starting with some fundamental concepts, in this article we present the essential aspects of spectral methods and their applications to the numerical solution of Partial Differential Equations (PDEs). We start by using Lagrange and…

Numerical Analysis · Mathematics 2014-03-25 Samir Kumar Bhowmik , Sharanjeet Dhawan

Data driven discovery of partial differential equations (PDEs) is a promising approach for uncovering the underlying laws governing complex systems. However, purely data driven techniques face the dilemma of balancing search space with…

Machine Learning · Computer Science 2025-05-12 Hao Xu , Yuntian Chen , Rui Cao , Tianning Tang , Mengge Du , Jian Li , Adrian H. Callaghan , Dongxiao Zhang

We propose some multigrid methods for solving the algebraic systems resulting from finite element approximations of space fractional partial differential equations (SFPDEs). It is shown that our multigrid methods are optimal, which means…

Numerical Analysis · Mathematics 2018-07-27 Yingjun Jiang , Xuejun Xu

Solving partial differential equations (PDEs) can be prohibitively expensive using traditional numerical methods. Deep learning-based surrogate models typically specialize in a single PDE with fixed parameters. We present a framework for…

Machine Learning · Computer Science 2025-11-14 Qian-Ze Zhu , Paul Raccuglia , Michael P. Brenner

We investigate the potential of applying (D)NN ((deep) neural networks) for approximating nonlinear mappings arising in the finite element discretization of nonlinear PDEs (partial differential equations). As an application, we apply the…

Numerical Analysis · Mathematics 2019-11-14 Tuyen Tran , Aidan Hamilton , Maricela Best McKay , Benjamin Quiring , Panayot S. Vassilevski