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High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
The study presents a general framework for discovering underlying Partial Differential Equations (PDEs) using measured spatiotemporal data. The method, called Sparse Spatiotemporal System Discovery ($\text{S}^3\text{d}$), decides which…
This paper concerns the inclusion of Newton's method into an adaptive finite element method (FEM) for the solution of nonlinear partial differential equations (PDEs). It features an adaptive choice of the damping parameter in the Newton…
We present and analyze a linearized finite element method (FEM) for the dynamical incompressible magnetohydrodynamics (MHD) equations. The finite element approximation is based on mixed conforming elements, where Taylor--Hood type elements…
Coupled nonlinear system of reaction-diffusion equations describing multi-component (species) interactions with heterogeneous coefficients is considered. Finite volume method based approximation for the space is used to construct…
Mathematically, the typical difference of Discrete Boltzmann Model (DBM) from the traditional hydrodynamic one is that the Navier-Stokes (NS) equations are replaced by a discrete Boltzmann equation. But physically, this replacement has a…
Solving elliptic partial differential equations (PDEs) is a fundamental step in various scientific and engineering studies. As a classic stochastic solver, the Walk-on-Spheres (WoS) method is a well-established and efficient algorithm that…
In this paper, we present a nonlinear model predictive control (NMPC) algorithm for systems modeled by semi-explicit stochastic differential-algebraic equations (DAEs) of index 1. The NMPC combines a continuous-discrete extended Kalman…
The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several CFD…
Machine learning (ML) models have emerged as a promising approach for solving partial differential equations (PDEs) in science and engineering. Previous ML models typically cannot generalize outside the training data; for example, a trained…
From a mathematical perspective, the extraordinary properties of metamaterials are often reflected in the coefficients of the governing partial differential equations (PDEs). These coefficients may fall outside the assumptions of classical…
A modified Deep BSDE (backward differential equation) learning method with measurability loss, called Deep BSDE-ML method, is introduced in this paper to solve a kind of linear decoupled forward-backward stochastic differential equations…
In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…
We develop a mesh-free, derivative-free, matrix-free, and highly parallel localized stochastic method for high-dimensional semilinear parabolic PDEs. The efficiency of the proposed method is built upon four essential components: (i) a…
A hybrid computational approach that integrates the finite element method (FEM) with least squares support vector regression (LSSVR) is introduced to solve partial differential equations. The method combines FEM's ability to provide the…
General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often…
This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion coefficients. It considers, and contrasts, the uniform…
Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…
Partial differential equations (PDEs) form the mathematical foundation for modeling physical systems in science and engineering, where numerical solutions demand rigorous accuracy-efficiency tradeoffs. Mesh movement techniques address this…
A growing body of literature has been leveraging techniques of machine learning (ML) to build novel approaches to approximating the solutions to partial differential equations. Noticeably absent from the literature is a systematic…