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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

This book encompasses both traditional and modern methods treating partial differential equation (PDE) of first order and second order. There is a balance in making a selfcontained mathematical text and introducing new subjects. The Lie…

Analysis of PDEs · Mathematics 2010-04-14 A. D. R. Choudary , Saima Parveen , Constantin Varsan

Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by a restricted type of linear differential equations. Here we extend quantum simulation algorithms…

Quantum Physics · Physics 2014-02-21 Dominic W. Berry

In quantum mechanics, the Rosen-Zener model represents a two-level quantum system. Its generalization to multiple degenerate sets of states leads to larger non-autonomous linear system of ordinary differential equations (ODEs). We propose a…

Numerical Analysis · Mathematics 2023-11-08 Christian Bonhomme , Stefano Pozza , Niel Van Buggenhout

In this paper we describe a quantum algorithm to solve sparse systems of nonlinear differential equations whose nonlinear terms are polynomials. The algorithm is nondeterministic and its expected resource requirements are polylogarithmic in…

Quantum Physics · Physics 2008-12-24 Sarah K. Leyton , Tobias J. Osborne

A pure frequency domain method for the computation of periodic solutions of nonlinear ordinary differential equations (ODEs) is proposed in this study. The method is particularly suitable for the analysis of systems that feature distinct…

Numerical Analysis · Mathematics 2021-01-07 Malte Krack , Lars Panning-von Scheidt , Jörg Wallaschek

Filtering-based probabilistic numerical solvers for ordinary differential equations (ODEs), also known as ODE filters, have been established as efficient methods for quantifying numerical uncertainty in the solution of ODEs. In practical…

Machine Learning · Statistics 2025-10-02 Dingling Yao , Filip Tronarp , Nathanael Bosch

In this paper we construct high order numerical methods for solving third and fourth orders nonlinear functional differential equations (FDE). They are based on the discretization of iterative methods on continuous level with the use of the…

Numerical Analysis · Mathematics 2024-11-05 Dang Quang A , Dang Quang Long

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based…

Machine Learning · Computer Science 2024-03-18 Ashutosh Singh , Ricardo Augusto Borsoi , Deniz Erdogmus , Tales Imbiriba

We investigate the potential of near-term quantum algorithms for solving partial differential equations (PDEs), focusing on a linear one-dimensional advection-diffusion equation as a test case. This study benchmarks a ground-state…

Quantum Physics · Physics 2025-04-29 A. Barış Özgüler

Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…

Numerical Analysis · Mathematics 2024-09-12 Nathanael Bosch , Adrien Corenflos , Fatemeh Yaghoobi , Filip Tronarp , Philipp Hennig , Simo Särkkä

Fourier Neural Operators (FNO) offer a principled approach to solving challenging partial differential equations (PDE) such as turbulent flows. At the core of FNO is a spectral layer that leverages a discretization-convergent representation…

Machine Learning · Computer Science 2024-03-06 Robert Joseph George , Jiawei Zhao , Jean Kossaifi , Zongyi Li , Anima Anandkumar

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

Numerical Analysis · Mathematics 2025-10-20 Leszczynski Jacek , Ciesielski Mariusz

Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…

Optimization and Control · Mathematics 2021-02-24 Peiyuan Zhang , Antonio Orvieto , Hadi Daneshmand , Thomas Hofmann , Roy Smith

We present two algorithms for computing what we call the absolute factorization of a difference operator. We also give an algorithm to solve third order difference equations in terms of second order equations, together with applications to…

Commutative Algebra · Mathematics 2024-06-12 Heba Bou KaedBey , Mark van Hoeij , Man Cheung Tsui

In this article, we introduce an original hybrid quantum-classical algorithm based on a variational quantum algorithm for solving systems of differential equations. The algorithm relies on a spectral decomposition of the trial functions…

Many physical, biological or chemical systems are modeled by ordinary differential equations (ODEs) and finding their solution is an every-day-task for many scientists. Here, we introduce a new C++ library dedicated to find numerical…

Mathematical Software · Computer Science 2011-10-18 Karsten Ahnert , Mario Mulansky

The present article deals with the similarity method to tackle the fractional Schrodinger equation where the derivative is defined in the Riesz sense. Moreover the procedure of reducing a fractional partial differential equation (FPDE) into…

Analysis of PDEs · Mathematics 2020-12-02 Asim Patra

Many important systems across biology, engineering, physics, and economics are characterized by polynomial ordinary differential equations (ODEs), yet analytical solutions are rare. We develop a framework for identifying and solving a broad…

Dynamical Systems · Mathematics 2026-05-11 Megan Morrison , Sonja Petrović

In this paper, we introduce Proper Orthogonal Decomposition Neural Operators (PODNO) for solving partial differential equations (PDEs) dominated by high-frequency components. Building on the structure of Fourier Neural Operators (FNO),…

Numerical Analysis · Mathematics 2025-04-28 Zilan Cheng , Zhongjian Wang , Li-Lian Wang , Mejdi Azaiez