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This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

数值分析 · 数学 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

This paper focuses on establishing the existence of a class of steady solutions, termed least total curvature solutions, to the incompressible Euler system in a strip. The solutions obtained in this paper complement the least total…

偏微分方程分析 · 数学 2025-07-17 Changfeng Gui , David Ruiz , Chunjing Xie , Huan Xu

In this paper we obtain the Lebesgue and Hausdorff measure results for the set of vectors satisfying infinitely many fully non-linear Diophantine inequalities. The set is associated with a class of linear inhomogeneous partial differential…

数论 · 数学 2018-04-25 Stephen Harrap , Mumtaz Hussain , Simon Kristensen

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

Many important systems across biology, engineering, physics, and economics are characterized by polynomial ordinary differential equations (ODEs), yet analytical solutions are rare. We develop a framework for identifying and solving a broad…

动力系统 · 数学 2026-05-11 Megan Morrison , Sonja Petrović

The branching methods developed are effective methods to solve some semi linear PDEs and are shown numerically to be able to solve some full non linear PDEs. These methods are however restricted to some small coefficients in the PDE and…

概率论 · 数学 2017-01-27 Xavier Warin

For the first time, Schr\"odinger equations with cubic and more complex nonlinearities containing the unknown function with constant delay are analyzed. The physical considerations that can lead to the appearance of a delay in such…

可精确求解与可积系统 · 物理学 2025-01-09 Andrei D. Polyanin , Nikolay A. Kudryashov

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…

机器学习 · 计算机科学 2019-05-14 Craig Michoski , Milos Milosavljevic , Todd Oliver , David Hatch

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

数值分析 · 数学 2025-02-10 Jiamin Jian , Qingshuo Song , Xiaojie Wang , Zhongqiang Zhang , Yuying Zhao

Providing fast and accurate solutions to partial differential equations is a problem of continuous interest to the fields of applied mathematics and physics. With the recent advances in machine learning, the adoption learning techniques in…

计算物理 · 物理学 2019-04-16 S. Mohammad H. Hashemi , Demetri Psaltis

We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. Due to the…

概率论 · 数学 2017-11-20 Luigi Amedeo Bianchi , Dirk Blömker

Using a combination of recurrent neural networks and signature methods from the rough paths theory we design efficient algorithms for solving parametric families of path dependent partial differential equations (PPDEs) that arise in pricing…

计算金融 · 定量金融 2020-11-24 Marc Sabate-Vidales , David Šiška , Lukasz Szpruch

The Multiquadric Radial Basis Function (MQ) Method is a meshless collocation method with global basis functions. It is known to have exponentional convergence for interpolation problems. We descretize nonlinear elliptic PDEs by the MQ…

数值分析 · 数学 2025-10-20 A. I. Fedoseyev , M. J. Friedman , E. J. Kansa

In this paper, we investigate the existence and nonexistence of entire solutions to a general class of Cauchy problems in the positive half line. Our results provide a unified approach to proving sharp local and entire solvability of…

偏微分方程分析 · 数学 2026-01-12 Feida Jiang , Neil S. Trudinger , Qiao-Qiao Xu

A nonlinear generalisation of Schrodinger's equation had previously been obtained using information-theoretic arguments. The nonlinearities in that equation were of a nonpolynomial form, equivalent to the occurence of higher-derivative…

量子物理 · 物理学 2015-06-26 R. Parwani , H. S. Tan

The paper introduces a new finite element numerical method for the solution of partial differential equations on evolving domains. The approach uses a completely Eulerian description of the domain motion. The physical domain is embedded in…

数值分析 · 数学 2018-08-03 Christoph Lehrenfeld , Maxim A. Olshanskii

We present a discretization-free scalable framework for solving a large class of mass-conserving partial differential equations (PDEs), including the time-dependent Fokker-Planck equation and the Wasserstein gradient flow. The main…

机器学习 · 计算机科学 2023-11-15 Lingxiao Li , Samuel Hurault , Justin Solomon

Mathematical models that couple partial differential equations (PDEs) and spatially distributed ordinary differential equations (ODEs) arise in biology, medicine, chemistry and many other fields. In this paper we discuss an extension to the…

数值分析 · 数学 2017-08-28 Patrick E. Farrell , Johan E. Hake , Simon W. Funke , Marie E. Rognes

In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…

数值分析 · 数学 2022-07-13 Jonas Zeifang , Jochen Schuetz

Scaling similarity solutions of three integrable PDEs, namely the Sawada-Kotera, fifth order KdV and Kaup-Kupershmidt equations, are considered. It is shown that the resulting ODEs may be written as non-autonomous Hamiltonian equations,…

solv-int · 物理学 2009-10-30 Andrew N. W. Hone
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