Many important problems in science and engineering require solving the so-called parametric partial differential equations(PDEs),i.e.,PDEs with different physical parameters,boundary conditions,shapes of computational...Many important problems in science and engineering require solving the so-called parametric partial differential equations(PDEs),i.e.,PDEs with different physical parameters,boundary conditions,shapes of computational domains,etc.Typical reduced order modeling techniques accelerate the solution of the parametric PDEs by projecting them onto a linear trial manifold constructed in the ofline stage.These methods often need a predefined mesh as well as a series of precomputed solution snapshots,and may struggle to balance between the efficiency and accuracy due to the limitation of the linear ansatz.Utilizing the nonlinear representation of neural networks(NNs),we propose the Meta-Auto-Decoder(MAD)to construct a nonlinear trial manifold,whose best possible performance is measured theoretically by the decoder width.Based on the meta-learning concept,the trial manifold can be learned in a mesh-free and unsupervised way during the pre-training stage.Fast adaptation to new(possibly heterogeneous)PDE parameters is enabled by searching on this trial manifold,and optionally fine-tuning the trial manifold at the same time.Extensive numerical experiments show that the MAD method exhibits a faster convergence speed without losing the accuracy than other deep learning-based methods.展开更多
In this paper, we shall be concerned with the numerical solution of parabolic equations in one space variable and the time variable t. We expand Taylor series to derive a higher-order approximation for U<sub>t&l...In this paper, we shall be concerned with the numerical solution of parabolic equations in one space variable and the time variable t. We expand Taylor series to derive a higher-order approximation for U<sub>t</sub>. We begin with the simplest model problem, for heat conduction in a uniform medium. For this model problem, an explicit difference method is very straightforward in use, and the analysis of its error is easily accomplished by the use of a maximum principle. As we shall show, however, the numerical solution becomes unstable unless the time step is severely restricted, so we shall go on to consider other, more elaborate, numerical methods which can avoid such a restriction. The additional complication in the numerical calculation is more than offset by the smaller number of time steps needed. We then extend the methods to problems with more general boundary conditions, then to more general linear parabolic equations. Finally, we shall discuss the more difficult problem of the solution of nonlinear equations.展开更多
The leaderless and leader-following finite-time consensus problems for multiagent systems(MASs)described by first-order linear hyperbolic partial differential equations(PDEs)are studied.The Lyapunov theorem and the un...The leaderless and leader-following finite-time consensus problems for multiagent systems(MASs)described by first-order linear hyperbolic partial differential equations(PDEs)are studied.The Lyapunov theorem and the unique solvability result for the first-order linear hyperbolic PDE are used to obtain some sufficient conditions for ensuring the finite-time consensus of the leaderless and leader-following MASs driven by first-order linear hyperbolic PDEs.Finally,two numerical examples are provided to verify the effectiveness of the proposed methods.展开更多
In this paper, a numerical solution of nonlinear partial differential equation, Benjamin-Bona-Mahony (BBM) and Cahn-Hilliard equation is presented by using Adomain Decomposition Method (ADM) and Variational Iteration ...In this paper, a numerical solution of nonlinear partial differential equation, Benjamin-Bona-Mahony (BBM) and Cahn-Hilliard equation is presented by using Adomain Decomposition Method (ADM) and Variational Iteration Method (VIM). The results reveal that the two methods are very effective, simple and very close to the exact solution.展开更多
We considerer partial differential equations of second order, for example the Klein-Gordon equation, the Poisson equation, on a region E = （a1, b1 ） × （a2, b2 ） x （a3, b3 ）. We will see that with a common p...We considerer partial differential equations of second order, for example the Klein-Gordon equation, the Poisson equation, on a region E = （a1, b1 ） × （a2, b2 ） x （a3, b3 ）. We will see that with a common procedure in all cases, we can write the equation in partial derivatives as an Fredholm integral equation of first kind and will solve this latter with the techniques of inverse problem moments. We will find an approximated solution and bounds for the error of the estimated solution using the techniques on problem of moments.展开更多
Lie algorithm combined with differential form Wu's method is used to complete the symmetry classification of partial differential equations(PDEs)containing arbitrary parameter.This process can be reduced to solve ...Lie algorithm combined with differential form Wu's method is used to complete the symmetry classification of partial differential equations(PDEs)containing arbitrary parameter.This process can be reduced to solve a large system of determining equations,which seems rather difficult to solve,then the differential form Wu's method is used to decompose the determining equations into a series of equations,which are easy to solve.To illustrate the usefulness of this method,we apply it to some test problems,and the results show the performance of the present work.展开更多
In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation （PDE） was invesigated in a fixed domain for valuing two assets of American （call-max/put-min） options...In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation （PDE） was invesigated in a fixed domain for valuing two assets of American （call-max/put-min） options. From the viscosity solution of a PDE, a unique viscosity solution was obtained for the semilinear Black-Scholes PDE.展开更多
基金supported by the National Key R&D Program of China under Grant No.2021ZD0110400.
文摘Many important problems in science and engineering require solving the so-called parametric partial differential equations(PDEs),i.e.,PDEs with different physical parameters,boundary conditions,shapes of computational domains,etc.Typical reduced order modeling techniques accelerate the solution of the parametric PDEs by projecting them onto a linear trial manifold constructed in the ofline stage.These methods often need a predefined mesh as well as a series of precomputed solution snapshots,and may struggle to balance between the efficiency and accuracy due to the limitation of the linear ansatz.Utilizing the nonlinear representation of neural networks(NNs),we propose the Meta-Auto-Decoder(MAD)to construct a nonlinear trial manifold,whose best possible performance is measured theoretically by the decoder width.Based on the meta-learning concept,the trial manifold can be learned in a mesh-free and unsupervised way during the pre-training stage.Fast adaptation to new(possibly heterogeneous)PDE parameters is enabled by searching on this trial manifold,and optionally fine-tuning the trial manifold at the same time.Extensive numerical experiments show that the MAD method exhibits a faster convergence speed without losing the accuracy than other deep learning-based methods.
文摘In this paper, we shall be concerned with the numerical solution of parabolic equations in one space variable and the time variable t. We expand Taylor series to derive a higher-order approximation for U<sub>t</sub>. We begin with the simplest model problem, for heat conduction in a uniform medium. For this model problem, an explicit difference method is very straightforward in use, and the analysis of its error is easily accomplished by the use of a maximum principle. As we shall show, however, the numerical solution becomes unstable unless the time step is severely restricted, so we shall go on to consider other, more elaborate, numerical methods which can avoid such a restriction. The additional complication in the numerical calculation is more than offset by the smaller number of time steps needed. We then extend the methods to problems with more general boundary conditions, then to more general linear parabolic equations. Finally, we shall discuss the more difficult problem of the solution of nonlinear equations.
基金the National Natural Science Foundation of China(Nos.11671282 and 12171339)。
文摘The leaderless and leader-following finite-time consensus problems for multiagent systems(MASs)described by first-order linear hyperbolic partial differential equations(PDEs)are studied.The Lyapunov theorem and the unique solvability result for the first-order linear hyperbolic PDE are used to obtain some sufficient conditions for ensuring the finite-time consensus of the leaderless and leader-following MASs driven by first-order linear hyperbolic PDEs.Finally,two numerical examples are provided to verify the effectiveness of the proposed methods.
文摘In this paper, a numerical solution of nonlinear partial differential equation, Benjamin-Bona-Mahony (BBM) and Cahn-Hilliard equation is presented by using Adomain Decomposition Method (ADM) and Variational Iteration Method (VIM). The results reveal that the two methods are very effective, simple and very close to the exact solution.
文摘We considerer partial differential equations of second order, for example the Klein-Gordon equation, the Poisson equation, on a region E = （a1, b1 ） × （a2, b2 ） x （a3, b3 ）. We will see that with a common procedure in all cases, we can write the equation in partial derivatives as an Fredholm integral equation of first kind and will solve this latter with the techniques of inverse problem moments. We will find an approximated solution and bounds for the error of the estimated solution using the techniques on problem of moments.
基金National Natural Science Foundation of China(No.61862048)。
文摘Lie algorithm combined with differential form Wu's method is used to complete the symmetry classification of partial differential equations(PDEs)containing arbitrary parameter.This process can be reduced to solve a large system of determining equations,which seems rather difficult to solve,then the differential form Wu's method is used to decompose the determining equations into a series of equations,which are easy to solve.To illustrate the usefulness of this method,we apply it to some test problems,and the results show the performance of the present work.
基金Project supported by the National Natural Science Foundation of China (Grant No.10271072)
文摘In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation （PDE） was invesigated in a fixed domain for valuing two assets of American （call-max/put-min） options. From the viscosity solution of a PDE, a unique viscosity solution was obtained for the semilinear Black-Scholes PDE.
