Related papers: A multidomain spectral method for solving elliptic…
This paper deals with the solution of large classes of systems of nonlinear partial differential equations (PDEs) in spaces of generalized functions that are constructed as the completion of uniform convergence spaces. The existence result…
We provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index $\alpha \in (1,2)$ with polynomial gradient nonlinearities on $d$-dimensional balls, $d\geq 2$. Our approach uses a…
A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…
In this paper, we propose a semigroup method for solving high-dimensional elliptic partial differential equations (PDEs) and the associated eigenvalue problems based on neural networks. For the PDE problems, we reformulate the original…
We analyze and test using Fourier extensions that minimize a Hilbert space norm for the purpose of solving partial differential equations (PDEs) on surfaces. In particular, we prove that the approach is arbitrarily high-order and also show…
In the present paper, we precisely conduct a q-calculus method for the numerical solutions of PDEs. A nonlinear Schrodinger equation is considered. Instead of the classical discretization methods we consider subdomains according to…
The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations…
This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated…
High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…
We generalize our earlier results concerning meshfree collocation methods for semilinear elliptic second order problems to the quasilinear case. The stability question, however, is treated differently, namely by extending a paper on…
We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…
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.…
We introduce a framework for solving a class of parabolic partial differential equations on triangle mesh surfaces, including the Hamilton-Jacobi equation and the Fokker-Planck equation. PDE in this class often have nonlinear or stiff terms…
Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…
In this paper we show that we can use a modified version of the h-p spectral element method proposed in \cite{duttora1,duttom,duttora2,tomarth} to solve elliptic problems with general boundary conditions to exponential accuracy on polygonal…
In this note, we address the following question: Why certain nonassociative algebra structures emerge in the regularity theory of elliptic type PDEs and also in constructing nonclassical and singular solutions? The aim of the paper is…
Solving partial differential equations (PDEs) using an annealing-based approach involves solving generalized eigenvalue problems. Discretizing a PDE yields a system of linear equations (SLE). Solving an SLE can be formulated as a general…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…
This work focuses on the development of a non-conforming domain decomposition method for the approximation of PDEs based on weakly imposed transmission conditions: the continuity of the global solution is enforced by a discrete number of…