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Single-stage or single-step high-order temporal discretizations of partial differential equations (PDEs) have shown great promise in delivering high-order accuracy in time with efficient use of computational resources. There has been much…

Numerical Analysis · Mathematics 2021-03-02 Youngjun Lee , Dongwook Lee , Adam Reyes

In this work, we develop and analyze a higher-order finite element method for the multidimensional fragmentation equation. To the best of our knowledge, this is the first study to establish a rigorous, conforming finite element framework…

Numerical Analysis · Mathematics 2026-04-10 Arushi , Naresh Kumar

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…

Numerical Analysis · Mathematics 2008-01-14 Ivan Kazachkov

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

We consider the efficient solution of strongly elliptic partial differential equations with random load based on the finite element method. The solution's two-point correlation can efficiently be approximated by means of an…

Numerical Analysis · Mathematics 2017-03-21 Jürgen Dölz , Helmut Harbrecht , Michael D. Peters

Model order reduction has been extensively studied over the last two decades. Projection-based methods such as the Proper Orthogonal Decomposition and the Reduced Basis Method enjoy the important advantages of Galerkin methods in the…

Numerical Analysis · Mathematics 2021-08-30 Thomas Daniel , Fabien Casenave , Nissrine Akkari , David Ryckelynck

This paper establishes and analyzes a second-order accurate numerical scheme for the nonlinear partial integrodifferential equation with a weakly singular kernel. In the time direction, we apply the Crank-Nicolson method for the time…

Numerical Analysis · Mathematics 2022-09-07 Wenlin Qiu , Xu Xiao , Kexin Li

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that…

Numerical Analysis · Mathematics 2023-03-22 H. De Sterck , R. D. Falgout , O. A. Krzysik , J. B. Schroder

A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure…

Numerical Analysis · Mathematics 2019-07-10 Yous van Halder , Benjamin Sanderse , Barry Koren

When numerical solution of elliptic and parabolic partial differential equations is required to be highly accurate in space, the discrete problem usually takes the form of large-scale and sparse linear systems. In this work, as an…

Numerical Analysis · Mathematics 2024-07-23 Massimo Frittelli , Ivonne Sgura

We consider the use of Gaussian Processes (GPs) or Neural Networks (NNs) to numerically approximate the solutions to nonlinear partial differential equations (PDEs) with rough forcing or source terms, which commonly arise as pathwise…

Numerical Analysis · Mathematics 2025-01-31 Ricardo Baptista , Edoardo Calvello , Matthieu Darcy , Houman Owhadi , Andrew M. Stuart , Xianjin Yang

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

We analyze numerical approximation of the fractional elliptic problem $L^{\beta}u=f$, ${\beta>0}$, where $L$ is a second-order self-adjoint elliptic operator with homogeneous Dirichlet or Neumann boundary conditions. The paper develops a…

Numerical Analysis · Mathematics 2026-05-13 Kelvin J. R. Almeida-Sousa , David Bolin , Alexandre B. Simas

Large-scale machine learning models are often trained by parallel stochastic gradient descent algorithms. However, the communication cost of gradient aggregation and model synchronization between the master and worker nodes becomes the…

Machine Learning · Computer Science 2020-07-03 Xiaorui Liu , Yao Li , Jiliang Tang , Ming Yan

We investigate an optimization problem that arises when working within the paradigm of Data-Driven Computational Mechanics. In the context of the diffusion-reaction problem, such an optimization problem seeks for the continuous primal…

Numerical Analysis · Mathematics 2025-06-13 Pedro B. Bazon , Cristian G. Gebhardt , Gustavo C. Buscaglia , Roberto F. Ausas

This work considers the subdiffusion problem with non-positive memory, which not only arises from physical laws with memory, but could be transformed from sophisticated models such as subdiffusion or subdiffusive Fokker-Planck equation with…

Numerical Analysis · Mathematics 2025-05-09 Wenlin Qiu , Xiangcheng Zheng

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

The accuracy and complexity of machine learning algorithms based on kernel optimization are determined by the set of kernels over which they are able to optimize. An ideal set of kernels should: admit a linear parameterization (for…

Machine Learning · Statistics 2024-10-30 Aleksandr Talitckii , Brendon K. Colbert , Matthew M. Peet

Finite-element (FE) discretisations have emerged as a powerful real-space alternative to large-scale Kohn-Sham density functional theory (DFT) calculations, offering systematic convergence, excellent parallel scalability, while…

Computational Physics · Physics 2025-12-11 Gourab Panigrahi , Phani Motamarri
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