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Computer simulations of differential equations require a time discretization, which inhibits to identify the exact solution with certainty. Probabilistic simulations take this into account via uncertainty quantification. The construction of…

Numerical Analysis · Mathematics 2020-10-15 Philipp Frank , Torsten A. Enßlin

The identification of a mathematical dynamics model is a crucial step in the designing process of a controller. However, it is often very difficult to identify the system's governing equations, especially in complex environments that…

Systems and Control · Electrical Eng. & Systems 2024-07-01 Tobias Nagel , Marco F. Huber

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we…

Optimization and Control · Mathematics 2022-01-05 Maximilien Germain , Mathieu Laurière , Huyên Pham , Xavier Warin

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…

Dynamical Systems · Mathematics 2023-08-24 Gregory Kozyreff

To solve nonlinear partial differential equations (PDEs) is one of the most common but important tasks in not only basic sciences but also many practical industries. We here propose a quantum variational (QuVa) PDE solver with the aid of…

Quantum Physics · Physics 2021-09-21 Jaewoo Joo , Hyungil Moon

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

Graphics · Computer Science 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

Context: Differential testing is a useful approach that uses different implementations of the same algorithms and compares the results for software testing. In recent years, this approach was successfully used for test campaigns of deep…

Software Engineering · Computer Science 2022-07-26 Steffen Herbold , Steffen Tunkel

The Finite Element Method (FEM) is a powerful computational tool for solving partial differential equations (PDEs). Although commercial and open-source FEM software packages are widely available, an independent implementation of FEM…

Numerical Analysis · Mathematics 2025-02-06 Victor Dominguez , Alejandro Duque

There exist several methods for computing exact solutions of algebraic differential equations. Most of the methods, however, do not ensure existence and uniqueness of the solutions and might fail after several steps, or are restricted to…

Mathematical Software · Computer Science 2021-03-08 Francois Boulier , Jose Cano , Sebastian Falkensteiner , Rafael Sendra

Nonlinear mixed effects modeling is a powerful tool when analyzing data from several entities in an experiment. In this paper, we present NLMEModeling, a package for mixed effects modeling in Wolfram Mathematica. NLMEModeling supports mixed…

Computation · Statistics 2020-11-16 Jacob Leander , Joachim Almquist , Anna Johnning , Julia Larsson , Mats Jirstrand

Feedforward neural networks offer a promising approach for solving differential equations. However, the reliability and accuracy of the approximation still represent delicate issues that are not fully resolved in the current literature.…

Neural and Evolutionary Computing · Computer Science 2021-12-01 Toni Schneidereit , Michael Breuß

Mathematics has many useful properties for developing of complex software systems. One is that it can exactly describe a physical situation of the object or outcome of an action. Mathematics support abstraction and this is an excellent…

Software Engineering · Computer Science 2010-04-19 Manoranjan Kumar Singh , Rakesh. L

Classically, to solve differential equation problems, it is necessary to specify sufficient initial and/or boundary conditions so as to allow the existence of a unique solution. Well-posedness of differential equation problems thus involves…

One of the most promising applications of machine learning (ML) in computational physics is to accelerate the solution of partial differential equations (PDEs). The key objective of ML-based PDE solvers is to output a sufficiently accurate…

Numerical Analysis · Mathematics 2024-10-16 Nick McGreivy , Ammar Hakim

We present a new tool, GPA, that can generate key performance measures for very large systems. Based on solving systems of ordinary differential equations (ODEs), this method of performance analysis is far more scalable than stochastic…

Performance · Computer Science 2010-06-29 Anton Stefanek , Richard Hayden , Jeremy Bradley

In the context of science, the well-known adage "a picture is worth a thousand words" might well be "a model is worth a thousand datasets." In this manuscript we introduce the SciML software ecosystem as a tool for mixing the information of…

In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either nonlinear (multilevel) Monte Carlo or deep learning. They are…

Numerical Analysis · Mathematics 2021-12-13 Weinan E , Jiequn Han , Arnulf Jentzen
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