中文
相关论文

相关论文: Solving Stochastic PDEs Using FEniCS and UQtk

200 篇论文

We present a 3D hybrid method which combines the Finite Element Method (FEM) and the Spectral Boundary Integral method (SBIM) to model nonlinear problems in unbounded domains. The flexibility of FEM is used to model the complex,…

数值分析 · 数学 2021-02-18 Gabriele Albertini , Ahmed Elbanna , David S. Kammer

Finite difference method and pseudo-spectral method have been widely used in the numerical relativity to solve the Einstein equations. As the third major category method to solve partial differential equations, finite element method is much…

广义相对论与量子宇宙学 · 物理学 2018-05-29 Zhoujian Cao , Pei Fu , Li-Wei Ji , Yinhua Xia

In this article we consider the widely used immersed finite element method (IFEM), in both explicit and implicit form, and its relationship to our more recent one-field fictitious domain method (FDM). We review and extend the formulation of…

数值分析 · 计算机科学 2019-10-23 Yongxing Wang , Peter K. Jimack , Mark A. Walkley

In this paper, we present a new immersed finite element scheme for solving elliptic interface problems on unfitted meshes by combining the skeletal finite element method (FEM) with the standard FEM. The skeletal FEM is used for the…

数值分析 · 数学 2025-09-17 Lin Yang , Qilong Zhai

We propose a methodology to address two analysis problems concerning complex systems, namely bounding state functionals of stochastic differential equations (SDEs) and verifying set avoidance of systems described by partial differential…

最优化与控制 · 数学 2016-03-30 Mohamadreza Ahmadi , Giorgio Valmorbida , Antonis Papachristodoulou

In this paper, we replace the asymptotic enrichments around the crack tip in the extended finite element method (XFEM) with the semi-analytical solution obtained by the scaled boundary finite element method (SBFEM). The proposed method does…

数值分析 · 数学 2013-09-04 Sundararajan Natarajan , Chongmin Song

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying…

机器学习 · 计算机科学 2026-02-26 Nick Winovich , Mitchell Daneker , Lu Lu , Guang Lin

The finite element method (FEM) is applied to obtain numerical solutions to a recently derived nonlinear equation for the shallow water wave problem. A weak formulation and the Petrov-Galerkin method are used. It is shown that the FEM gives…

流体动力学 · 物理学 2016-09-20 Anna Karczewska , Piotr Rozmej , Maciej Szczeciński , Bartosz Boguniewicz

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

统计计算 · 统计学 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

This paper presents a partial state of the art about the topic of representation of generalized Fokker-Planck Partial Differential Equations (PDEs) by solutions of McKean Feynman-Kac Equations (MFKEs) that generalize the notion of McKean…

概率论 · 数学 2019-12-09 Lucas Izydorczyk , Nadia Oudjane , Francesco Russo

We present DeepFDM, a differentiable finite-difference framework for learning spatially varying coefficients in time-dependent partial differential equations (PDEs). By embedding a classical forward-Euler discretization into a convolutional…

数值分析 · 数学 2025-07-30 Patrick Chatain , Michael Rizvi-Martel , Guillaume Rabusseau , Adam Oberman

Neural operators (NOs) struggle with high-contrast multiscale partial differential equations (PDEs), where fine-scale heterogeneities cause large errors. To address this, we use the Generalized Multiscale Finite Element Method (GMsFEM) that…

Partial differential equations (PDEs) govern a wide range of physical systems, but solving them efficiently remains a major challenge. The idea of a scientific foundation model (SciFM) is emerging as a promising tool for learning…

机器学习 · 计算机科学 2025-03-26 Amin Totounferoush , Serge Kotchourko , Michael W. Mahoney , Steffen Staab

The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…

统计理论 · 数学 2025-06-17 Toni Karvonen , Fehmi Cirak , Mark Girolami

High-order partial differential equations (PDEs) require derivative regularity that standard $C^0$ finite element infrastructures do not directly provide on unstructured meshes. We propose a mesh-intrinsic generalized finite element method…

数值分析 · 数学 2026-04-28 Rong Tian

Efficiently solving the Fokker-Planck equation (FPE) is crucial for understanding the probabilistic evolution of stochastic particles in dynamical systems, however, analytical solutions or density functions are only attainable in specific…

计算物理 · 物理学 2025-03-13 Xiaolong Wang , Jing Feng , Gege Wang , Tong Li , Yong Xu

We propose and study a scheme combining the finite element method and machine learning techniques for the numerical approximations of coupled nonlinear forward-backward stochastic partial differential equations (FBSPDEs) with homogeneous…

数值分析 · 数学 2020-12-16 Hasib Uddin Molla , Jinniao Qiu

Partial differential equations (PDEs) are ubiquitous in the world around us, modelling phenomena from heat and sound to quantum systems. Recent advances in deep learning have resulted in the development of powerful neural solvers; however,…

人工智能 · 计算机科学 2023-11-13 Yolanne Yi Ran Lee

Uncertainty quantification (UQ) in machine learning is currently drawing increasing research interest, driven by the rapid deployment of deep neural networks across different fields, such as computer vision, natural language processing, and…

机器学习 · 计算机科学 2022-08-26 Zongren Zou , Xuhui Meng , Apostolos F Psaros , George Em Karniadakis

We study continuous finite element dicretizations for one dimensional hyperbolic partial differential equations. The main contribution of the paper is to provide a fully discrete spectral analysis, which is used to suggest optimal values of…

数值分析 · 数学 2022-11-17 Sixtine Michel , Davide Torlo , Mario Ricchiuto , Rémi Abgrall