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We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…

偏微分方程分析 · 数学 2018-07-09 Swann Marx , Tillmann Weisser , Didier Henrion , Jean Lasserre

The method of moments in the context of Nonlinear Schrodinger Equations relies on defining a set of integral quantities, which characterize the solution of this partial differential equation and whose evolution can be obtained from a set of…

斑图形成与孤子 · 物理学 2007-05-23 Victor M. Perez-Garcia , P. Torres , Gaspar D. Montesinos

Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…

数值分析 · 数学 2017-11-15 Olivier Bokanowski , Giorevinus Simarmata

In this paper, we study the existence, regularity, and approximation of the solution for a class of nonlinear fractional differential equations. {In order to do this}, suitable variational formulations are defined for a nonlinear boundary…

数值分析 · 数学 2020-10-27 Khadijeh Nedaiasl , Raziyeh Dehbozorgi

The proximal Galerkin finite element method is a high-order, low-iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of point-wise bound constraints in infinite-dimensional function spaces.…

数值分析 · 数学 2024-12-18 Brendan Keith , Thomas M. Surowiec

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

数值分析 · 数学 2021-03-17 Quanhui Zhu , Jiang Yang

This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…

数值分析 · 数学 2022-10-04 Xiaobing Feng , Yukun Li , Yujian Lin

We present a continuous finite element method for some examples of fully nonlinear elliptic equation. A key tool is the discretisation proposed in Lakkis & Pryer (2011, SISC) allowing us to work directly on the strong form of a linear PDE.…

数值分析 · 数学 2015-03-19 Omar Lakkis , Tristan Pryer

Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

数值分析 · 数学 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…

数值分析 · 数学 2014-11-26 Raphael Kruse

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

数值分析 · 计算机科学 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

统计方法学 · 统计学 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

计算金融 · 定量金融 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

数值分析 · 数学 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…

数值分析 · 数学 2018-08-20 Dmitriy Leykekhman , Boris Vexler

We present a model reduction approach for the real-time solution of time-dependent nonlinear partial differential equations (PDEs) with parametric dependencies. The approach integrates several ingredients to develop efficient and accurate…

数值分析 · 数学 2024-10-04 Ngoc Cuong Nguyen

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…

概率论 · 数学 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

数值分析 · 数学 2022-10-26 Siyang Wang , Gunilla Kreiss

The novel idea of weak Galerkin (WG) finite element methods is on the use of weak functions and their weak derivatives defined as distributions. Weak functions and weak derivatives can be approximated by polynomials with various degrees.…

数值分析 · 数学 2013-04-25 Lin Mu , Junping Wang , Xiu Ye

The purpose of this research work is to employ the Optimal Auxiliary Function Method (OAFM) for obtaining numerical approximations of time-dependent nonlinear partial differential equations (PDEs) that arise in many disciplines of science…

数值分析 · 数学 2023-06-13 Nilormy Gupta Trisha , Md. Shafiqul Islam