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This article presents a three-step framework for learning and solving partial differential equations (PDEs) using kernel methods. Given a training set consisting of pairs of noisy PDE solutions and source/boundary terms on a mesh, kernel…

Machine Learning · Statistics 2023-04-03 Da Long , Nicole Mrvaljevic , Shandian Zhe , Bamdad Hosseini

We present a new Partial Integral Equation (PIE) representation of Partial Differential Equations (PDEs) in which it is possible to use convex optimization to perform stability analysis with little or no conservatism. The first result gives…

Analysis of PDEs · Mathematics 2020-09-14 Matthew M. Peet

We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…

Numerical Analysis · Mathematics 2016-06-24 Christian Bender , Christian Gaertner , Nikolaus Schweizer

Many physical processes such as weather phenomena or fluid mechanics are governed by partial differential equations (PDEs). Modelling such dynamical systems using Neural Networks is an active research field. However, current methods are…

Machine Learning · Computer Science 2022-10-12 Andrzej Dulny , Andreas Hotho , Anna Krause

We study a quantum-algorithmic framework for parameterizing partial differential equations (PDEs). For a broad class of problems in which the discretized parameter field admits a diagonal representation, block-encodings of diagonal…

Quantum Physics · Physics 2026-03-03 Hiroshi Yano , Yuki Sato

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our…

Analysis of PDEs · Mathematics 2018-09-03 Rainer Picard , Sascha Trostorff , Marcus Waurick

A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential…

Numerical Analysis · Mathematics 2016-05-04 Alex Townsend , Sheehan Olver

Partial differential equations have a wide range of applications in modeling multiple physical, biological, or social phenomena. Therefore, we need to approximate the solutions of these equations in computationally feasible terms. Nowadays,…

Numerical Analysis · Mathematics 2024-11-14 Carlos Uriarte

Digital communication systems inherently operate through physical media governed by partial differential equations (PDEs). In this paper, we introduce a physics-aware decoding framework that integrates gradient descent-based error…

Information Theory · Computer Science 2025-01-28 Tadashi Wadayama , Koji Igarashi , Takumi Takahashi

Computing has revolutionised the study of complex nonlinear systems, both by allowing us to solve previously intractable models and through the ability to visualise solutions in different ways. Using ubiquitous computing infrastructure, we…

Physics Education · Physics 2023-10-18 Benjamin J. Walker , Adam K. Townsend , Alexander K. Chudasama , Andrew L. Krause

We deal with the numerical solution of linear partial differential equations (PDEs) with focus on the goal-oriented error estimates including algebraic errors arising by an inaccurate solution of the corresponding algebraic systems. The…

Numerical Analysis · Mathematics 2020-01-08 Vít Dolejší , Petr Tichý

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky

Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

Machine Learning · Computer Science 2022-10-05 Jiang Yu Nguwi , Nicolas Privault

In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…

Numerical Analysis · Mathematics 2022-09-13 He Zhang , Ran Zhang , Tao Zhou

Symbolic recovery of differential equations is the ambitious attempt at automating the derivation of governing equations with the use of machine learning techniques. In contrast to classical methods which assume the structure of the…

Machine Learning · Computer Science 2024-10-10 Philipp Scholl , Aras Bacho , Holger Boche , Gitta Kutyniok

This study extends the use of symbolic computation in Matrix Structural Analysis (MSA) to plane (2D) trusses, building on previous work that focused on continuous beams. An open-source MATLAB program, hosted on GitHub, was developed to…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Vagelis Plevris , Afaq Ahmad

Many interesting and useful symbolic computation algorithms manipulate mathematical expressions in mathematically meaningful ways. Although these algorithms are commonplace in computer algebra systems, they can be surprisingly difficult to…

Logic in Computer Science · Computer Science 2019-05-07 Jacques Carette , William M. Farmer

Recent advances in quantum computing and their increased availability has led to a growing interest in possible applications. Among those is the solution of partial differential equations (PDEs) for, e.g., material or flow simulation.…

Quantum Physics · Physics 2023-08-08 Mazen Ali , Matthias Kabel

Differential equations are widely used to describe complex dynamical systems with evolving parameters in nature and engineering. Effectively learning a family of maps from the parameter function to the system dynamics is of great…

Machine Learning · Computer Science 2025-03-12 Xin Li , Chengli Zhao , Xue Zhang , Xiaojun Duan