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We develop new dynamically orthogonal tensor methods to approximate multivariate functions and the solution of high-dimensional time-dependent nonlinear partial differential equations (PDEs). The key idea relies on a hierarchical…

Numerical Analysis · Mathematics 2020-01-29 Alec Dektor , Daniele Venturi

The solution for non-linear, complex partial differential Equations (PDEs) is achieved through numerical approximations, which yield a linear system of equations. This approach is prevalent in Computational Fluid Dynamics (CFD), but it…

Fluid Dynamics · Physics 2024-09-06 Ferdin Sagai Don Bosco , Dhamotharan S , Rut Lineswala , Abhishek Chopra

The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…

Numerical Analysis · Mathematics 2021-11-30 Aili Shao

We propose a simple modification of standard WENO finite volume methods for Cartesian grids, which retains the full spatial order of accuracy of the one-dimensional discretization when applied to nonlinear multidimensional systems of…

Numerical Analysis · Mathematics 2016-08-30 Pawel Buchmüller , Christiane Helzel

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

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…

Numerical Analysis · Mathematics 2025-10-14 Shuixin Fang , Changtao Sheng , Bihao Su , Tao Zhou

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

Numerical Analysis · Mathematics 2025-05-20 Daan Bon , Benjamin Caris , Olga Mula

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

Hyperbolic systems of PDEs can be solved to arbitrary orders of accuracy by using the ADER Finite Volume method. These PDE systems may be non-conservative and non-homogeneous, and contain stiff source terms. ADER-FV requires a…

Computational Physics · Physics 2017-10-23 Haran Jackson

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…

Numerical Analysis · Mathematics 2021-10-12 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

The integral equation approach to partial differential equations (PDEs) provides significant advantages in the numerical solution of the incompressible Navier-Stokes equations. In particular, the divergence-free condition and boundary…

Numerical Analysis · Mathematics 2020-02-26 Ludvig af Klinteberg , Travis Askham , Mary Catherine Kropinski

Shallow water moment equations are reduced-order models for free-surface flows that allow to represent vertical variations of the velocity profile at the expense of additional evolution equations for a number of additional variables, so…

Numerical Analysis · Mathematics 2025-07-02 Mirco Ciallella , Julian Koellermeier

The study of turbulent flows calls for measurements with high resolution both in space and in time. We propose a new approach to reconstruct High-Temporal-High-Spatial resolution velocity fields by combining two sources of information that…

Fluid Dynamics · Physics 2017-07-10 Linh Van Nguyen , Jean-Philippe Laval , Pierre Chainais

The present paper aims at providing a numerical strategy to deal with PDE-constrained optimization problems solved with the adjoint method. It is done through out a unified formulation of the constraint PDE and the adjoint model. The…

Optimization and Control · Mathematics 2017-12-01 Gino I. Montecinos , Juan Lopez-Rios , Jaime H. Ortega , Rodrigo Lecaros

This paper aims to investigate a full numerical approximation of non-autonomous semilnear parabolic partial differential equations (PDEs) with nonsmooth initial data. Our main interest is on such PDEs where the nonlinear part is stronger…

Numerical Analysis · Mathematics 2018-09-11 Antoine Tambue , Jean Daniel Mukam

A high-order finite element method is proposed to solve the nonlinear convection-diffusion equation on a time-varying domain whose boundary is implicitly driven by the solution of the equation. The method is semi-implicit in the sense that…

Numerical Analysis · Mathematics 2022-01-03 Chuwen Ma , Weiying Zheng

In this paper we present a class of high order accurate cell-centered Arbitrary-Eulerian-Lagrangian (ALE) one-step ADER-WENO finite volume schemes for the solution of nonlinear hyperbolic conservation laws on two-dimensional unstructured…

Computational Physics · Physics 2015-06-17 Walter Boscheri , Michael Dumbser , Dinshaw Balsara

We propose a numerical method to solve general hyperbolic systems in any space dimension using forward Euler time stepping and continuous finite elements on non-uniform grids. The properties of the method are based on the introduction of an…

Numerical Analysis · Mathematics 2015-09-25 Jean-Luc Guermond , Bojan Popov

We propose a new reduced order modeling strategy for tackling parametrized Partial Differential Equations (PDEs) with linear constraints, in particular Darcy flow systems in which the constraint is given by mass conservation. Our approach…

Numerical Analysis · Mathematics 2023-11-27 Wietse M. Boon , Nicola R. Franco , Alessio Fumagalli , Paolo Zunino

In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems efficiently. Our method consists of offline and online stages. In the off-line stage, we explore the low-dimensional structures in the…

Numerical Analysis · Mathematics 2021-10-18 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang
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