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Solving time-dependent partial differential equations (PDEs) that exhibit sharp gradients or local singularities is computationally demanding, as traditional physics-informed neural networks (PINNs) often suffer from inefficient point…

Numerical Analysis · Mathematics 2026-01-27 Beining Xu , Haijun Yu , Jiayu Zhai , Kejun Tang , Xiaoliang Wan

The Conditional Gradient Method is generalized to a class of non-smooth non-convex optimization problems with many applications in machine learning. The proposed algorithm iterates by minimizing so-called model functions over the constraint…

Optimization and Control · Mathematics 2019-01-25 Yura Malitsky , Peter Ochs

This study proposes an intrusive projection-based model-order reduction framework for nonlinear problems with a polynomial structure, solved iteratively using a Newton solver in the reduced space. It is demonstrated that for the targeted…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Liam K. Magargal , Parisa Khodabakhshi , Steven N. Rodriguez

The efficient computation of parametric solution sensitivities is a key challenge in the integration of learning-enhanced methods with nonlinear model predictive control (MPC), as their availability is crucial for many learning algorithms.…

We present a methodology combining neural networks with physical principle constraints in the form of partial differential equations (PDEs). The approach allows to train neural networks while respecting the PDEs as a strong constraint in…

Numerical Analysis · Mathematics 2021-09-06 Sebastian K. Mitusch , Simon W. Funke , Miroslav Kuchta

Recursive marginal quantization (RMQ) allows the construction of optimal discrete grids for approximating solutions to stochastic differential equations in d-dimensions. Product Markovian quantization (PMQ) reduces this problem to d…

Computational Finance · Quantitative Finance 2020-06-30 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

Computing the solution of linear systems of equations is invariably the most time consuming task in the numerical solutions of PDEs in many fields of computational science. In this study, we focus on the numerical simulation of…

Computational Physics · Physics 2019-01-24 Jongmin Seo , Daniele E. Schiavazzi , Alison L. Marsden

We present a method for solving linear and nonlinear PDEs based on the variable projection (VarPro) framework and artificial neural networks (ANN). For linear PDEs, enforcing the boundary/initial value problem on the collocation points…

Numerical Analysis · Mathematics 2022-07-20 Suchuan Dong , Jielin Yang

In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…

Numerical Analysis · Mathematics 2025-08-18 Guanhang Lei , Zhen Lei , Lei Shi , Chenyu Zeng

We aim to solve the incompressible Navier-Stokes equations within the complex microstructure of a porous material. Discretizing the equations on a fine grid using a staggered (e.g., marker-and-cell, mixed FEM) scheme results in a nonlinear…

Numerical Analysis · Mathematics 2025-10-28 Kangan Li , Yashar Mehmani

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

In this paper we propose the first better than second order accurate method in space and time for the numerical solution of the resistive relativistic magnetohydrodynamics (RRMHD) equations on unstructured meshes in multiple space…

General Relativity and Quantum Cosmology · Physics 2015-05-13 Michael Dumbser , Olindo Zanotti

The ground state energy of a many-electron system can be approximated by an variational approach in which the total energy of the system is minimized with respect to one and two-body reduced density matrices (RDM) instead of many-electron…

Optimization and Control · Mathematics 2017-09-01 Yongfeng Li , Zaiwen Wen , Chao Yang , Yaxiang Yuan

Since the advent of mesh-free methods as a tool for the numerical analysis of systems of Partial Differential Equations (PDEs), many variants of differential operator approximation have been proposed. In this work, we propose a local…

Numerical Analysis · Mathematics 2022-03-07 Mitja Jančič , Gregor Kosec

The aggregated unfitted finite element method (AgFEM) is a methodology recently introduced in order to address conditioning and stability problems associated with embedded, unfitted, or extended finite element methods. The method is based…

Numerical Analysis · Computer Science 2019-08-20 Francesc Verdugo , Alberto F. Martín , Santiago Badia

IFOSMONDI iterative algorithm for implicit co-simulation of coupled physical systems (introduced by the authors in july 2019 during the Simultech conference, p.176-186) enables us to solve the nonlinear coupling function while keeping the…

Numerical Analysis · Mathematics 2021-01-13 Yohan Eguillon , Bruno Lacabanne , Damien Tromeur-Dervout

Partial differential equations (PDEs) are widely used for modeling various physical phenomena. These equations often depend on certain parameters, necessitating either the identification of optimal parameters or the solution of the…

Numerical Analysis · Mathematics 2025-10-17 Martina Bukač , Iva Manojlović , Boris Muha , Domagoj Vlah

The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

Numerical Analysis · Mathematics 2017-12-27 Iqra Javed , Ashfaq Ahmad , Muzammil Hussain , S. Iqbal

Atkinson developed a strategy which splits solution of a PDE system into homogeneous and particular solutions, where the former have to satisfy the boundary and governing equation, while the latter only need to satisfy the governing…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W. Chen

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen