It is shown that large classes of nonlinear systems of PDEs, with possibly associated initial and/or boundary value problems, can be solved by the method of order completion. The solutions obtained can be assimilated with Hausdorff continuous functions. The usual Navier-Stokes equations, as well as their various modifications aiming at a realistic modelling are included as particular cases. The same holds for the critically important constitutive relations in various branches of Continuum Mechanics. The solution method does not involve functional analysis, nor various Sobolev or other spaces of distributions or generalized functions. The general and type independent existence and regularity results regarding solutions presented here are a first in the literature.
In the present paper invariant subspace method has been extended for solving systems of multi-term fractional partial differential equations (FPDEs) involving both time and space fractional derivatives. Further the method has also been employed for solving multi-term fractional PDEs in $(1+n)$ dimensions. A diverse set of examples is solved to illustrate the method.
In this paper we consider some new classes of integral equations that arise from Lie symmetry analysis. Specifically, we consider the task of obtaining solutions of a Cauchy problem for some classes of second order hyperbolic partial differential equations. Our analysis leads to new integral equations of non-convolution type, which can be solved by classical methods. We derive solutions of these integral equations, which in turn lead to solutions of the associated Cauchy problems.
We introduce some families of generalized Black--Scholes equations which involve the Riemann-Liouville and Weyl space-fractional derivatives. We prove that these generalized Black--Scholes equations are well-posed in $(L^1-L^\infty)$-interpolation spaces. More precisely, we show that the elliptic type operators involved in these equations generate holomorphic semigroups. Then, we give explicit integral expressions for the associated solutions. In the way to obtain well-posedness, we prove a new connection between bisectorial operators and sectorial operators in an abstract setting. Such a conn…
We consider the unified transform method, also known as the Fokas method, for solving partial differential equations. We adapt and modify the methodology, incorporating new ideas where necessary, in order to apply it to solve a large class of partial differential equations of fractional order. We demonstrate the applicability of the method by implementing it to solve a model fractional problem.
We obtain approximate convexity principles for solutions to some classes of nonlinear elliptic partial differential equations in convex domains involving approximately concave nonlinearities. Furthermore, we provide some applications to some meaningful special cases.
Integration operational matrix methods based on Zernike polynomials are used to determine approximate solutions of a class of non-homogeneous partial differential equations (PDEs) of first and second order. Due to the nature of the Zernike polynomials being described in the unit disk, this method is particularly effective in solving PDEs over a circular region. Further, the proposed method can solve PDEs with discontinuous Dirichlet and Neumann boundary conditions, and as these discontinuous functions cannot be defined at some of the Chebyshev or Gauss-Lobatto points, the much acclaimed pseudo…
In this paper, we propose a new adaptive technique, named adaptive trajectories sampling (ATS), which is used to select training points for the numerical solution of partial differential equations (PDEs) with deep learning methods. The key feature of the ATS is that all training points are adaptively selected from trajectories that are generated according to a PDE-related stochastic process. We incorporate the ATS into three known deep learning solvers for PDEs, namely the adaptive derivative-free-loss method (ATS-DFLM), the adaptive physics-informed neural network method (ATS-PINN), and the a…
We describe a way of solving a partial differential equation using the differential invariants of its point symmetries. By first solving its quotient PDE, which is given by the differential syzygies in the algebra of differential invariants, we obtain new differential constraints which are compatible with the PDE under consideration. Adding these constraints to our system makes it overdetermined, and thus easier to solve. We focus on second-order scalar PDEs whose quotients are first-order scalar PDEs. This situation occurs only when the Lie algebra of symmetries of the second-order PDE is inf…
When using Neural Networks as trial functions to numerically solve PDEs, a key choice to be made is the loss function to be minimised, which should ideally correspond to a norm of the error. In multiple problems, this error norm coincides with--or is equivalent to--the $H^{-1}$-norm of the residual; however, it is often difficult to accurately compute it. This work assumes rectangular domains and proposes the use of a Discrete Sine/Cosine Transform to accurately and efficiently compute the $H^{-1}$ norm. The resulting Deep Fourier-based Residual (DFR) method efficiently and accurately approxim…
The intrusive (sample-free) spectral stochastic finite element method (SSFEM) is a powerful numerical tool for solving stochastic partial differential equations (PDEs). However, it is not widely adopted in academic and industrial applications because it demands intrusive adjustments in the PDE solver, which require substantial coding efforts compared to the non-intrusive (sampling) SSFEM. Using an example of stochastic PDE, in this article, we demonstrate that the implementational challenges of the intrusive approach can be alleviated using FEniCS -- a general purpose finite element package an…
Compared with conventional numerical approaches to solving partial differential equations (PDEs), physics-informed neural networks (PINN) have manifested the capability to save development effort and computational cost, especially in scenarios of reconstructing the physics field and solving the inverse problem. Considering the advantages of parameter sharing, spatial feature extraction and low inference cost, convolutional neural networks (CNN) are increasingly used in PINN. However, some challenges still remain as follows. To adapt convolutional PINN to solve different PDEs, considerable effo…
As a significant strengthening of properties of earlier algebras of generalized functions, here are presented classes of such algebras which can deal with dense singularities. In fact, the cardinal of the set of singular points can be larger than that of the nonsingular points. This large class of singularities allows the solution of large classes of smooth nonlinear PDEs. This in certain ways overcomes the celebrated 1957 H. Lewy impossibility result.
The inverse scattering theory is a basic tool to solve linear differential equations and some Partial Differential Equations (PDEs). Using this theory the Korteweg-de Vries (KdV), the family of evolutionary Non Linear Schrodinger (NLS) equations, Kadomtzev-Petviashvili and many more completely integrable PDEs of mathematical physics are solved, using Zacharv-Shabath scheme. This last approach includes the use of a Lax pair, and has an advantage to be applied to wider class of equations, like difference equations, but has a disadvantage to be used only for "rapidly decreasing solutions". This t…
Duke University(杜克大学);University of Massachusetts(马萨诸塞大学)
This paper concerns the a priori generalization analysis of the Deep Ritz Method (DRM) [W. E and B. Yu, 2017], a popular neural-network-based method for solving high dimensional partial differential equations. We derive the generalization error bounds of two-layer neural networks in the framework of the DRM for solving two prototype elliptic PDEs: Poisson equation and static Schrödinger equation on the $d$-dimensional unit hypercube. Specifically, we prove that the convergence rates of generalization errors are independent of the dimension $d$, under the a priori assumption that the exact solu…
EDF R&D(法国电力公司研发部);FiME, Laboratoire de Finance des Marchés de l’Energie(能源市场金融实验室(FiME))
Recent machine learning algorithms dedicated to solving semi-linear PDEs are improved by using different neural network architectures and different parameterizations. These algorithms are compared to a new one that solves a fixed point problem by using deep learning techniques. This new algorithm appears to be competitive in terms of accuracy with the best existing algorithms.
Non-degenerate Eulerian finite element method for solving PDEs on surfaces
Institute of Numerical Mathematics, Russian Academy of Sciences(俄罗斯科学院计算数学研究所);Department of Mathematics, University of Houston(休斯顿大学数学系);Department of Mechanics and Mathematics, Moscow State University(莫斯科国立大学力学与数学系)
Implementing deep neural networks for learning the solution maps of parametric partial differential equations (PDEs) turns out to be more efficient than using many conventional numerical methods. However, limited theoretical analyses have been conducted on this approach. In this study, we investigate the expressive power of deep rectified quadratic unit (ReQU) neural networks for approximating the solution maps of parametric PDEs. The proposed approach is motivated by the recent important work of G. Kutyniok, P. Petersen, M. Raslan and R. Schneider (Gitta Kutyniok, Philipp Petersen, Mones Rasl…