Related papers: Variational multiscale analysis: the fine-scale Gr…
In this paper, authors focus effort on improving the conventional discrete velocity method (DVM) into a multiscale scheme in finite volume framework for gas flow in all flow regimes. Unlike the typical multiscale kinetic methods unified…
Modeling dynamics in the form of partial differential equations (PDEs) is an effectual way to understand real-world physics processes. For complex physics systems, analytical solutions are not available and numerical solutions are…
To solve nonlinear partial differential equations (PDEs) is one of the most common but important tasks in not only basic sciences but also many practical industries. We here propose a quantum variational (QuVa) PDE solver with the aid of…
Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…
Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…
We present an efficient implementation of a surface Green's-function method for atomistic modeling of surfaces within the framework of density functional theory using a pseudopotential localized basis set approach. In this method, the…
High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…
In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…
Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…
Recent advances in deep learning makes solving parabolic partial differential equations (PDEs) in high dimensional spaces possible via forward-backward stochastic differential equation (FBSDE) formulations. The implementation of most…
The discovery of Partial Differential Equations (PDEs) is an essential task for applied science and engineering. However, data-driven discovery of PDEs is generally challenging, primarily stemming from the sensitivity of the discovered…
Deformable fractured porous media appear in many geoscience applications. While the extended finite element (XFEM) has been successfully developed within the computational mechanics community for accurate modeling of the deformation, its…
Several machine learning applications involve the optimization of higher-order derivatives (e.g., gradients of gradients) during training, which can be expensive in respect to memory and computation even with automatic differentiation. As a…
We provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index $\alpha \in (1,2)$ with polynomial gradient nonlinearities on $d$-dimensional balls, $d\geq 2$. Our approach uses a…
A discretization scheme for variable coefficient elliptic PDEs in the plane is presented. The scheme is based on high-order Gaussian quadratures and is designed for problems with smooth solutions, such as scattering problems involving soft…
Reliable predictions of critical phenomena, such as weather, wildfires and epidemics often rely on models described by Partial Differential Equations (PDEs). However, simulations that capture the full range of spatio-temporal scales…
In this paper, we investigate and design multiscale simulations for stochastic multiscale PDEs. As for the space, we consider a coarse grid and a known multiscale method, the Generalized Multiscale Finite Element Method (GMsFEM). In order…
Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…
The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of…
Stein variational gradient descent (SVGD) refers to a class of methods for Bayesian inference based on interacting particle systems. In this paper, we consider the originally proposed deterministic dynamics as well as a stochastic variant,…