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We present a model reduction approach for the real-time solution of time-dependent nonlinear partial differential equations (PDEs) with parametric dependencies. The approach integrates several ingredients to develop efficient and accurate…

Numerical Analysis · Mathematics 2024-10-04 Ngoc Cuong Nguyen

We present a discretization-free scalable framework for solving a large class of mass-conserving partial differential equations (PDEs), including the time-dependent Fokker-Planck equation and the Wasserstein gradient flow. The main…

Machine Learning · Computer Science 2023-11-15 Lingxiao Li , Samuel Hurault , Justin Solomon

This paper investigates an inverse source problem for general semilinear stochastic hyperbolic equations. Motivated by the challenges arising from both randomness and nonlinearity, we develop a globally convergent iterative regularization…

Analysis of PDEs · Mathematics 2025-04-25 Qi Lü , Yu Wang

In this article we present the first better than second order accurate unstructured Lagrangian-type one-step WENO finite volume scheme for the solution of hyperbolic partial differential equations with non-conservative products. The method…

Numerical Analysis · Mathematics 2013-04-18 Michael Dumbser , Walter Boscheri

The Active Flux scheme is a Finite Volume scheme with additional point values distributed along the cell boundary. It is third order accurate and does not require a Riemann solver: the continuous reconstruction serves as initial data for…

Numerical Analysis · Mathematics 2021-08-09 Wasilij Barsukow , Jonas P. Berberich , Christian Klingenberg

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

Numerical Analysis · Mathematics 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

Recent advances in deep learning makes solving parabolic partial differential equations (PDEs) in high dimensional spaces possible via forward-backward stochastic differential equation (FBSDE) formulations. The implementation of most…

Numerical Analysis · Mathematics 2025-06-19 Wenjun Xu , Wenzhong Zhang

In this article we present a new family of high order accurate Arbitrary Lagrangian-Eulerian one-step WENO finite volume schemes for the solution of stiff hyperbolic balance laws. High order accuracy in space is obtained with a standard…

Numerical Analysis · Mathematics 2014-11-24 Michael Dumbser , Ariunaa Uuriintsetseg , Olindo Zanotti

In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…

Numerical Analysis · Mathematics 2025-06-19 Alina Chertock , Arsen S. Iskhakov , Safa Janajra , Alexander Kurganov

This paper considers systems of balance law with a dissipative non local source. A global in time well posedness result is obtained. Estimates on the dependence of solutions from the flow and from the source term are also provided. The…

Analysis of PDEs · Mathematics 2007-12-12 Rinaldo M. Colombo , Graziano Guerra

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 blood flow model maintains the steady state solutions, in which the flux gradients are non-zero but exactly balanced by the source term. In this paper, we design high order finite difference weighted non-oscillatory (WENO) schemes to…

Numerical Analysis · Mathematics 2016-07-01 Zhenzhen Wang , Gang Li , Olivier Delestre

The discontinuous Galerkin finite element method (DGFEM) developed by Rhebergen et al. (2008) offers a robust method for solving systems of nonconservative hyperbolic partial differential equations but, as we show here, does not…

Computational Physics · Physics 2020-06-08 Thomas Kent , Onno Bokhove

In this work, we determine the full expression for the global truncation error of hyperbolic partial differential equations (PDEs). In particular, we use theoretical analysis and symbolic algebra to find exact expressions for the…

Numerical Analysis · Mathematics 2022-12-05 Siddhartha Bishnu , Mark Petersen , Bryan Quaife

In this paper, we propose a novel, computationally efficient reduced order method to solve linear parabolic inverse source problems. Our approach provides accurate numerical solutions without relying on specific training data. The forward…

Numerical Analysis · Mathematics 2023-06-12 Yuxuan Huang , Yangwen Zhang

The scaling of the exact solution of a hyperbolic balance law generates a family of scaled problems in which the source term does not depend on the current solution. These problems are used to construct a sequence of solutions whose…

Numerical Analysis · Mathematics 2020-07-21 Gino I. Montecinos

High-order reconstruction schemes for the solution of hyperbolic conservation laws in orthogonal curvilinear coordinates are revised in the finite volume approach. The formulation employs a piecewise polynomial approximation to the…

Computational Physics · Physics 2015-06-19 A. Mignone

The numerical flux determines the performance of numerical methods for solving hyperbolic partial differential equations (PDEs). In this work, we compare a selection of 8 numerical fluxes in the framework of nonlinear semidiscrete finite…

Numerical Analysis · Mathematics 2025-01-22 Lorenzo Micalizzi , Eleuterio F. Toro

In this paper we employ a "direct method" in order to obtain rank-k solutions of any hyperbolic system of first order quasilinear differential equations in many dimensions. We discuss in detail the necessary and sufficient conditions for…

Mathematical Physics · Physics 2015-06-26 A. M. Grundland , B. Huard

We consider linear, hyperbolic systems of balance laws in several space dimensions. They possess non-trivial steady states, which result from the equilibrium between derivatives of the unknowns in different directions, and the sources.…

Numerical Analysis · Mathematics 2025-10-06 Wasilij Barsukow , Mario Ricchiuto , Davide Torlo