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We propose a new discretization method for PDEs on moving domains in the setting of unfitted finite element methods, which is provably higher-order accurate in space and time. In the considered setting, the physical domain that evolves…

数值分析 · 数学 2022-02-18 Yimin Lou , Christoph Lehrenfeld

Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…

机器学习 · 统计学 2019-10-28 Batuhan Güler , Alexis Laignelet , Panos Parpas

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

We present a black-box method to numerically investigate the linear stability of arbitrary multi-physics problems. While the user just has to enter the system's residual in weak formulation, i.e. by a finite element method, all required…

计算物理 · 物理学 2024-08-02 Christian Diddens , Duarte Rocha

We present a new numerical system using classical finite elements with mesh adaptivity for computing stationary solutions of the Gross-Pitaevskii equation. The programs are written as a toolbox for FreeFem++ (www.freefem.org), a free…

数值分析 · 数学 2016-11-23 Guillaume Vergez , Ionut Danaila , Sylvain Auliac , Frédéric Hecht

The evolution of any complex dynamical system is described by its state derivative operators. However, the extraction of the exact N-order state derivative operators is often inaccurate and requires approximations. The open-source CFD code…

流体动力学 · 物理学 2022-10-26 Arthur Poulain , Cedric Content , Denis Sipp , Georgios Rigas , Eric Garnier

This article aims to demonstrate and discuss the applications of automatic differentiation (AD) for finding derivatives in PDE-constrained optimization problems and Jacobians in non-linear finite element analysis. The main idea is to…

数值分析 · 数学 2025-06-03 Julian Andrej , Tzanio Kolev , Boyan Lazarov

Solving partial differential equations is difficult. Recently proposed neural resolution-invariant models, despite their effectiveness and efficiency, usually require equispaced spatial points of data. However, sampling in spatial domain is…

机器学习 · 计算机科学 2023-03-21 Haitao Lin , Lirong Wu , Yongjie Xu , Yufei Huang , Siyuan Li , Guojiang Zhao , Stan Z. Li

Although FFT-based methods are renowned for their numerical efficiency and stability, traditional discretizations fail to capture material interfaces that are not aligned with the grid, resulting in suboptimal accuracy. To address this…

计算工程、金融与科学 · 计算机科学 2026-05-21 Flavia Gehrig , Matti Schneider

In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…

数值分析 · 数学 2018-03-23 Christoph Lehrenfeld , Maxim A. Olshanskii , Xianmin Xu

When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…

数值分析 · 数学 2026-01-26 Anne Poot , Iuri Rocha , Pierre Kerfriden , Frans van der Meer

We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of…

数值分析 · 数学 2025-07-30 Erik Burman , Mats G. Larson , Karl Larsson , Carl Lundholm

Solving partial differential equations (PDEs) is the canonical approach for understanding the behavior of physical systems. However, large scale solutions of PDEs using state of the art discretization techniques remains an expensive…

计算工程、金融与科学 · 计算机科学 2021-01-14 Xiaoxuan Zhang , Krishna Garikipati

Neural Operators (NOs) provide a powerful framework for computations involving physical laws that can be modelled by (integro-) partial differential equations (PDEs), directly learning maps between infinite-dimensional function spaces that…

Accurately depicting multiphysics interactions in interfacial systems requires computational frameworks capable of reconciling geometric adaptability with strict conservation fidelity. However, traditional spatiotemporal discretisation…

计算工程、金融与科学 · 计算机科学 2025-11-18 Suhaib Ardah , Francisco J. Profito , Daniele Dini

We present and distribute a parallel finite-element toolbox written in the free software FreeFem for computing the Bogoliubov-de Gennes (BdG) spectrum of stationary solutions to one- and two-component Gross-Pitaevskii (GP) equations, in two…

量子气体 · 物理学 2024-04-02 Georges Sadaka , Pierre Jolivet , Efstathios G. Charalampidis , Ionut Danaila

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

数值分析 · 数学 2022-01-10 Marcelo Forets , Daniel Freire Caporale , Jorge M. Pérez Zerpa

We address a new numerical scheme based on a class of machine learning methods, the so-called Extreme Learning Machines with both sigmoidal and radial-basis functions, for the computation of steady-state solutions and the construction of…

数值分析 · 数学 2023-03-17 Gianluca Fabiani , Francesco Calabrò , Lucia Russo , Constantinos Siettos

Motivated by problems where the response is needed at select localized regions in a large computational domain, we devise a novel finite element discretization that results in exponential convergence at pre-selected points. The two key…

数值分析 · 数学 2016-08-03 Murthy N. Guddati , Vladimir Druskin , Ali Vaziri Astaneh

In this article, we develop a systematic approach of the invariant subspace method combined with variable transformation to find the generalized separable exact solutions of the nonlinear two-component system of time-fractional PDEs…

可精确求解与可积系统 · 物理学 2024-06-17 P. Prakash , K. S. Priyendhu , M. Lakshmanan
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