The automatic solution of partial differential equations using a global spectral method

A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential operators and the one-dimensional ultraspherical spectral method. If a partial differential operator is of splitting rank $2$, such as the operator associated with Poisson or Helmholtz, the corresponding PDE is solved via a generalized Sylvester matrix equation, and a bivariate polynomial approximation of the solution of degree $(n_x,n_y)$ is computed in $\mathcal{O}((n_x n_y)^{3/2})$ operations. Partial differential operators of splitting rank $\geq 3$ are solved via a linear system involving a block-banded matrix in $\mathcal{O}(\min(n_x^{3} n_y,n_x n_y^{3}))$ operations. Numerical examples demonstrate the applicability of our 2D spectral method to a broad class of PDEs, which includes elliptic and dispersive time-evolution equations. The resulting PDE solver is written in MATLAB and is publicly available as part of CHEBFUN. It can resolve solutions requiring over a million degrees of freedom in under $60$ seconds. An experimental implementation in the Julia language can currently perform the same solve in $10$ seconds.Comment: 22 page

Solving high-order partial differential equations with indirect radial basis function networks

This paper reports a new numerical method based on radial basis function networks (RBFNs) for solving high-order partial differential equations (PDEs). The variables and their derivatives in the governing equations are represented by integrated RBFNs. The use of integration in constructing neural networks allows the straightforward implementation of multiple boundary conditions and the accurate approximation of high-order derivatives. The proposed RBFN method is verified successfully through the solution of thin-plate bending and viscous flow problems which are governed by biharmonic equations. For thermally driven cavity flows, the solutions are obtained up to a high Rayleigh number