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The strong numerical approximation of semilinear stochastic partial differential equations (SPDEs) driven by infinite dimensional Wiener processes is investigated. There are a number of results in the literature that show that Euler-type…

Numerical Analysis · Mathematics 2021-11-02 Sebastian Becker , Arnulf Jentzen , Peter E. Kloeden

Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…

Numerical Analysis · Mathematics 2021-02-03 Ting Wang , Jaroslaw Knap

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

Solutions of certain partial differential equations (PDEs) are often represented by the steepest descent curves of corresponding functionals. Minimizing movement scheme was developed in order to study such curves in metric spaces.…

Numerical Analysis · Mathematics 2023-10-09 Min Sue Park , Cheolhyeong Kim , Hwijae Son , Hyung Ju Hwang

Ordinary differential equations (ODEs) can provide mechanistic models of temporally local changes of processes, where parameters are often informed by external knowledge. While ODEs are popular in systems modeling, they are less established…

Methodology · Statistics 2025-07-10 Maren Hackenberg , Astrid Pechmann , Clemens Kreutz , Janbernd Kirschner , Harald Binder

In this paper, we introduce a tensor neural network based machine learning method for solving the elliptic partial differential equations with random coefficients in a bounded physical domain. With the help of tensor product structure, we…

Numerical Analysis · Mathematics 2024-02-02 Hongtao Chen , Rui Fu , Yifan Wang , Hehu Xie

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

Partial differential equations (PDEs) are often computationally challenging to solve, and in many settings many related PDEs must be be solved either at every timestep or for a variety of candidate boundary conditions, parameters, or…

Machine Learning · Computer Science 2022-11-04 Tian Qin , Alex Beatson , Deniz Oktay , Nick McGreivy , Ryan P. Adams

We utilize extreme-learning machines for the prediction of partial differential equations (PDEs). Our method splits the state space into multiple windows that are predicted individually using a single model. Despite requiring only few data…

Machine Learning · Computer Science 2024-08-20 Hans Harder , Jean Rabault , Ricardo Vinuesa , Mikael Mortensen , Sebastian Peitz

We present a subspace method based on neural networks (SNN) for solving the partial differential equation with high accuracy. The basic idea of our method is to use some functions based on neural networks as base functions to span a…

Numerical Analysis · Mathematics 2024-04-15 Zhaodong Xu , Zhiqiang Sheng

Neural networks have shown promising potential in accelerating the numerical simulation of systems governed by partial differential equations (PDEs). Different from many existing neural network surrogates operating on high-dimensional…

Machine Learning · Computer Science 2025-01-09 Zijie Li , Saurabh Patil , Francis Ogoke , Dule Shu , Wilson Zhen , Michael Schneier , John R. Buchanan, , Amir Barati Farimani

We introduce a fast direct solver for variable-coefficient elliptic partial differential equations on surfaces based on the hierarchical Poincar\'e-Steklov method. The method takes as input an unstructured, high-order quadrilateral mesh of…

Numerical Analysis · Mathematics 2022-10-04 Daniel Fortunato

Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and…

Computational Engineering, Finance, and Science · Computer Science 2022-05-09 Damyn M Chipman

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

The increasing distributed and renewable energy resources and controllable devices in distribution systems make fast distribution system state estimation (DSSE) crucial in system monitoring and control. We consider a large multi-phase…

Optimization and Control · Mathematics 2020-05-22 Xinyang Zhou , Zhiyuan Liu , Yi Guo , Changhong Zhao , Jianqiao Huang , Lijun Chen

In this paper, we consider the balancing domain decomposition by constraints (BDDC) algorithm with adaptive coarse spaces for a class of stochastic elliptic problems. The key ingredient in the construction of the coarse space is the…

Numerical Analysis · Mathematics 2021-04-20 Eric Chung , Hyea Hyun Kim , Ming Fai Lam , Lina Zhao

Neural networks are powerful tools for approximating high dimensional data that have been used in many contexts, including solution of partial differential equations (PDEs). We describe a solver for multiscale fully nonlinear elliptic…

Numerical Analysis · Mathematics 2025-03-07 Shi Chen , Zhiyan Ding , Qin Li , Stephen J. Wright

The approximation of data is a fundamental challenge encountered in various fields, including computer-aided geometric design, the numerical solution of partial differential equations, or the design of curves and surfaces. Numerous methods…

Numerical Analysis · Mathematics 2025-01-27 Inmaculada Garcés , José M. Ramón , Juan Ruiz-Álvarez , Dionisio F. Yáñez

We introduce variational spectral learning (VSL), a machine learning framework for solving partial differential equations (PDEs) that operates directly in the coefficient space of spectral expansions. VSL offers a principled bridge between…

Numerical Analysis · Mathematics 2026-01-07 M. M. Hammad

In this paper, local H\"older regularization is incorporated into a physics-informed neural networks (PINNs) framework for solving elliptic partial differential equations (PDEs). Motivated by the interior regularity properties of linear…

Numerical Analysis · Mathematics 2025-10-31 Qirui Zhou , Jiebao Sun , Yi Ran , Boying Wu