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We consider the design of structure-preserving discretization methods for the solution of systems of boundary controlled Partial Differential Equations (PDEs) thanks to the port-Hamiltonian formalism. We first provide a novel general…

Numerical Analysis · Mathematics 2020-09-30 Andrea Brugnoli , Ghislain Haine , Anass Serhani , Xavier Vasseur

We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Optimization and Control · Mathematics 2019-08-08 Kenneth F. Caluya , Abhishek Halder

Partial differential equations (PDEs) involving high contrast and oscillating coefficients are common in scientific and industrial applications. Numerical approximation of these PDEs is a challenging task that can be addressed, for example,…

Numerical Analysis · Mathematics 2024-05-08 Miranda Boutilier , Konstantin Brenner , Larissa Miguez

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineering. In particular, parabolic PDEs and BSDEs are fundamental…

Numerical Analysis · Mathematics 2020-11-25 Weinan E , Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse

We present substantially generalized and improved quantum algorithms over prior work for inhomogeneous linear and nonlinear ordinary differential equations (ODE). Specifically, we show how the norm of the matrix exponential characterizes…

Quantum Physics · Physics 2025-12-15 Hari Krovi

Quantum computing holds the promise of solving computational mechanics problems in polylogarithmic time, meaning computational time scales as $\mathscr{O}((\log N)^c)$, where $N$ is the problem size and $c$ a constant. We propose a quantum…

Numerical Analysis · Mathematics 2026-04-22 Eky Febrianto , Yiren Wang , Burigede Liu , Michael Ortiz , Fehmi Cirak

The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…

Probability · Mathematics 2014-09-03 Huyen Pham

Mesoscopic models of the optical response of metals have emerged as fundamental building blocks in quantum plasmonics, in principle overcoming the computational bottlenecks of ab initio techniques by implementing aspects of the atomistic…

The prosperous development of both hardware and algorithms for quantum computing (QC) potentially prompts a paradigm shift in scientific computing in various fields. As an increasingly active topic in QC, the variational quantum algorithm…

Quantum Physics · Physics 2022-11-30 Yangyang Liu , Zhen Chen , Chang Shu , Siou Chye Chew , Boo Cheong Khoo , Xiang Zhao

We study a quantum-algorithmic framework for parameterizing partial differential equations (PDEs). For a broad class of problems in which the discretized parameter field admits a diagonal representation, block-encodings of diagonal…

Quantum Physics · Physics 2026-03-03 Hiroshi Yano , Yuki Sato

Travelling and rotating waves are ubiquitous phenomena observed in time dependent PDEs modelling the combined effect of dissipation and non-linear interaction. From an abstract viewpoint they appear as relative equilibria of an equivariant…

Numerical Analysis · Mathematics 2018-10-30 Wolf-Jürgen Beyn , Denny Otten

Most problems in uncertainty quantification, despite its ubiquitousness in scientific computing, applied mathematics and data science, remain formidable on a classical computer. For uncertainties that arise in partial differential equations…

Quantum Physics · Physics 2022-09-29 Francois Golse , Shi Jin , Nana Liu

We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…

Numerical Analysis · Mathematics 2024-01-24 Jake J. Harmon , Svetlana Tokareva , Anatoly Zlotnik , Pieter J. Swart

In this work, we present a machine learning approach for reducing the error when numerically solving time-dependent partial differential equations (PDE). We use a fully convolutional LSTM network to exploit the spatiotemporal dynamics of…

Machine Learning · Computer Science 2020-02-11 Ben Stevens , Tim Colonius

We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…

Numerical Analysis · Mathematics 2009-12-16 Erwan Faou , Benoit Grebert

Whether integrable, partially integrable or nonintegrable, nonlinear partial differential equations (PDEs) can be handled from scratch with essentially the same toolbox, when one looks for analytic solutions in closed form. The basic tool…

Exactly Solvable and Integrable Systems · Physics 2017-10-16 Robert Conte

Quadratization for partial differential equations (PDEs) is a process that transforms a nonquadratic PDE into a quadratic form by introducing auxiliary variables. This symbolic transformation has been used in diverse fields to simplify the…

Symbolic Computation · Computer Science 2026-02-27 Albani Olivieri , Gleb Pogudin , Boris Kramer

To solve nonlinear partial differential equations (PDEs) is one of the most common but important tasks in not only basic sciences but also many practical industries. We here propose a quantum variational (QuVa) PDE solver with the aid of…

Quantum Physics · Physics 2021-09-21 Jaewoo Joo , Hyungil Moon

Partial differential equation solvers are required to solve the Navier-Stokes equations for fluid flow. Recently, algorithms have been proposed to simulate fluid dynamics on quantum computers. Fault-tolerant quantum devices might enable…

Fluid Dynamics · Physics 2025-05-20 Zhixin Song , Robert Deaton , Bryan Gard , Spencer H. Bryngelson