相关论文: On integration of multidimensional generalizations…
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…
The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises in financial modeling. We employ the theory of abstract…
Usually, the systems of partial differential equations (PDEs) are discovered from observational data in the single vector equation form. However, this approach restricts the application to the real cases, where, for example, the form of the…
Partial differential equations (PDEs) are central to scientific modeling. Modern workflows increasingly rely on learning-based components to support model reuse, inference, and integration across large computational processes. Despite the…
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…
We investigate the behavior of integral formulations of variable coefficient elliptic partial differential equations (PDEs) in the presence of steep internal layers. In one dimension, the equations that arise can be solved analytically and…
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…
Numerical solvers of Partial Differential Equations (PDEs) are of fundamental significance to science and engineering. To date, the historical reliance on legacy techniques has circumscribed possible integration of big data knowledge and…
In this communication we consider the widely used nonlinear Fokas-Lenells equation, the cubic focussing nonlinear Schr\"{o}dinger equation in (2+1)-dimensions and the coupled Drinfel'd-Sokolov-Wilson equation and attempt to construct almost…
The field of partial differential equations (PDEs) is vast in size and diversity. The basic reason for this is that essentially all fundamental laws of physics are formulated in terms of PDEs. In addition, approximations to these…
Partial Differential Equations (PDEs) describe phenomena ranging from turbulence and epidemics to quantum mechanics and financial markets. Despite recent advances in computational science, solving such PDEs for real-world applications…
A method of finding general solutions of second-order nonlinear ordinary differential equations by extending the Prelle-Singer (PS) method is briefly discussed. We explore integrating factors, integrals of motion and the general solution…
This is a survey paper based on previous results of the author. In the paper, we define and discuss the generalizations of linear partial differential equations to multidimensional variational problems. We consider two examples of such…
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin.…
We discuss various compatibility criteria for overdetermined systems of PDEs generalizing the approach to formal integrability via brackets of differential operators. Then we give sufficient conditions that guarantee that a PDE possessing a…
Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…
As a fundamental mathmatical tool in many engineering disciplines, coupled differential equation groups are being widely used to model complex structures containing multiple physical quantities. Engineers constantly adjust structural…
The generalized second-order partial derivatives of 1/r, where r is the radial distance in 3D, are obtained using a result of the potential theory of classical analysis. Some non-spherical regularization alternatives to the standard…
Symmetries for wave equation with additional conditions are found. Some conditions yield infinite-dimensional symmetry algebra for the nonlinear equation. Ansatzes and solutions corresponding to the new symmetries were constructed.
Recent work has introduced a simple numerical method for solving partial differential equations (PDEs) with deep neural networks (DNNs). This paper reviews and extends the method while applying it to analyze one of the most fundamental…