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In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

Numerical Analysis · Mathematics 2025-04-24 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

A popular approach for modeling and inference in spatial statistics is to represent Gaussian random fields as solutions to stochastic partial differential equations (SPDEs) of the form $L^{\beta}u = \mathcal{W}$, where $\mathcal{W}$ is…

Methodology · Statistics 2019-12-03 David Bolin , Kristin Kirchner

Solving partial differential equations (PDEs) on fine spatio-temporal scales for high-fidelity solutions is critical for numerous scientific breakthroughs. Yet, this process can be prohibitively expensive, owing to the inherent complexities…

Numerical Analysis · Mathematics 2024-04-09 Yulong Lu , Wuzhe Xu

The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the semigroup of the mild solution is derived and a general error…

Numerical Analysis · Mathematics 2022-04-25 Mihály Kovács , Annika Lang , Andreas Petersson

Partial differential equations (PDEs) provide a mathematical foundation for simulating and understanding intricate behaviors in both physical sciences and engineering. With the growing capabilities of deep learning, data$-$driven approaches…

Machine Learning · Computer Science 2025-10-14 Narayan S Iyer , Bivas Bhaumik , Ram S Iyer , Satyasaran Changdar

We study the inverse problem of recovering the spatial support of parameter variations in a system of partial differential equations (PDEs) from boundary measurements. A reconstruction method is developed based on the monotonicity…

Optimization and Control · Mathematics 2025-05-29 Houcine Meftahi , Chayma Nssibi

We introduce the concept of half-closed nodes for nodal discontinuous Galerkin (DG) discretisations. Unlike more commonly used closed nodes in DG, where on every element nodes are placed on all of its boundaries, half-closed nodes only…

Numerical Analysis · Mathematics 2024-11-21 Yulong Pan , Per-Olof Persson

We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the coefficients (e.g. material parameters) exhibit random, fine scale variability. The direct solution to such problems requires grids that are small enough to resolve…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

We introduce a real-space renormalisation group procedure for driven diffusive systems which predicts both steady state and dynamic properties. We apply the method to the boundary driven asymmetric simple exclusion process and recover exact…

Statistical Mechanics · Physics 2009-11-11 T. Hanney , R. B. Stinchcombe

In the present work we shall describe and apply the techniques of the Renormalization Group - based in data rescaling and operator renormalizing - and of Homogenization - that substitutes, in a certain limit, a periodically inhomogeneous…

Analysis of PDEs · Mathematics 2011-03-15 Leonardo Rolla

We introduce a novel meshless method called the Constrained Least-Squares Ghost Sample Points (CLS-GSP) method for solving partial differential equations on irregular domains or manifolds represented by randomly generated sample points. Our…

Numerical Analysis · Mathematics 2024-07-10 Ningchen Ying , Kwunlun Chu , Shingyu Leung

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

Numerical Analysis · Mathematics 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

This work presents a numerical study of the Dirichlet problem for the fractional Laplacian $(-\Delta)^s$ with $s\in(0,1)$ using Finite Element methods with non-standard bases. Classical approaches based on piece-wise linear basis yield…

Numerical Analysis · Mathematics 2025-11-19 Félix del Teso , Stefano Fronzoni , David Gómez-Castro

Finite difference/element/volume methods of discretising PDEs impose a subgrid scale interpolation on the dynamics. In contrast, the holistic discretisation approach developed herein constructs a natural subgrid scale field adapted to the…

Numerical Analysis · Mathematics 2016-02-04 G. A. Jarrad , A. J. Roberts

We consider the use of Gaussian Processes (GPs) or Neural Networks (NNs) to numerically approximate the solutions to nonlinear partial differential equations (PDEs) with rough forcing or source terms, which commonly arise as pathwise…

Numerical Analysis · Mathematics 2025-01-31 Ricardo Baptista , Edoardo Calvello , Matthieu Darcy , Houman Owhadi , Andrew M. Stuart , Xianjin Yang

We describe a simple quantum mechanical method that can be used to obtain accurate numerical results over long time scales for the spin correlation tensor of an electron spin that is hyperfine coupled to a large number of nuclear spins.…

Quantum Physics · Physics 2018-08-13 Lachlan P. Lindoy , David E. Manolopoulos

We present a novel way of constructing reduced models for systems of ordinary differential equations. The reduced models we construct depend on coefficients which measure the importance of the different terms appearing in the model and need…

Numerical Analysis · Mathematics 2016-01-20 Panagiotis Stinis

Physics-informed neural networks (PINNs) have successfully addressed various computational physics problems based on partial differential equations (PDEs). However, while tackling issues related to irregularities like singularities and…

Machine Learning · Computer Science 2024-11-25 Hang Hu , Sidi Wu , Guoxiong Cai , Na Liu

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

Numerical Analysis · Mathematics 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin