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Related papers: LieSolver: A PDE-constrained solver for IBVPs usin…

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Deep models have recently emerged as promising tools to solve partial differential equations (PDEs), known as neural PDE solvers. While neural solvers trained from either simulation data or physics-informed loss can solve PDEs reasonably…

Machine Learning · Computer Science 2025-09-05 Hang Zhou , Yuezhou Ma , Haixu Wu , Haowen Wang , Mingsheng Long

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion,…

Numerical Analysis · Mathematics 2022-09-26 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan , James Buchanan , L. C. Appel

We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…

Machine Learning · Statistics 2023-08-09 Arnaud Vadeboncoeur , Ömer Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami , Fehmi Cirak

In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…

In this contribution we present recent developments in the formulation and solution of Initial Boundary Value Problems (IBVPs). Building upon a modern variational action formulation of classical dynamics, we treat Initial Boundary Value…

Numerical Analysis · Mathematics 2026-04-14 Alexander Rothkopf , W. A. Horowitz , Jan Nordström

The Immersed Boundary (IB) method of Peskin (J. Comput. Phys., 1977) is useful for problems involving fluid-structure interactions or complex geometries. By making use of a regular Cartesian grid that is independent of the geometry, the IB…

Numerical Analysis · Mathematics 2024-02-06 Brittany J. Leathers , Robert D. Guy

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

Numerical Analysis · Mathematics 2020-02-26 Kailai Xu , Eric Darve

We present a method to solve initial and boundary value problems using artificial neural networks. A trial solution of the differential equation is written as a sum of two parts. The first part satisfies the boundary (or initial) conditions…

Computational Physics · Physics 2016-11-15 I. E. Lagaris , A. Likas , D. I. Fotiadis

A method for approximating sixth-order ordinary differential equations is proposed, which utilizes a deep learning feedforward artificial neural network, referred to as a neural solver. The efficacy of this unsupervised machine learning…

Numerical Analysis · Mathematics 2025-09-16 Janavi Bhalala , B. Veena S. N. Rao

Partial differential equations (PDEs) are fundamental to modeling physical systems, yet solving them remains a complex challenge. Traditional numerical solvers rely on expert knowledge to implement and are computationally expensive, while…

Machine Learning · Computer Science 2026-02-24 Shanda Li , Tanya Marwah , Junhong Shen , Weiwei Sun , Andrej Risteski , Yiming Yang , Ameet Talwalkar

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

Surface integral equation (SIE) methods are of great interest for the numerical solution of Maxwell's equations in the presence of homogeneous objects. However, existing SIE algorithms have limitations, either in terms of scalability,…

Computational Physics · Physics 2021-06-14 Shashwat Sharma , Piero Triverio

In this work, we present a numerical method for the initial-boundary value problem (IBVP) of first-order hyperbolic systems with source terms. The scheme directly solves the relaxation system using a relatively coarse mesh and captures the…

Numerical Analysis · Mathematics 2025-05-29 Yizhou Zhou

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

Probability · Mathematics 2016-07-14 Ilias Bilionis

Neural surrogate solvers of partial differential equations (PDEs) promise dramatic speedups over numerical methods, especially in scenarios requiring many solves. However, current accuracy-based evaluations do not fully consider two central…

Machine Learning · Computer Science 2026-05-18 Yijing Zhang , Nicholas Roberts , Tanya Marwah , Mikhail Khodak

We propose a predictor-corrector adaptive method for the simulation of hyperbolic partial differential equations (PDEs) on networks under general uncertainty in parameters, initial conditions, or boundary conditions. The approach is based…

Numerical Analysis · Mathematics 2024-03-26 Jake J. Harmon , Svetlana Tokareva , Anatoly Zlotnik

Like many numerical methods, solvers for initial value problems (IVPs) on ordinary differential equations estimate an analytically intractable quantity, using the results of tractable computations as inputs. This structure is closely…

Numerical Analysis · Mathematics 2017-08-14 Michael Schober , Simo Särkkä , Philipp Hennig

A {\it Lie system} is a nonautonomous system of first-order differential equations admitting a {\it superposition rule}, i.e., a map expressing its general solution in terms of a generic family of particular solutions and some constants.…

Mathematical Physics · Physics 2015-12-24 P. G. Estévez , F. J. Herranz , J. de Lucas , C. Sardón