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This article discusses the uncertainty quantification (UQ) for time-independent linear and nonlinear partial differential equation (PDE)-based systems with random model parameters carried out using sampling-free intrusive stochastic…
Multi-objective integer optimization problems are hard to solve, mainly because the number of nondominated images is often extremely large. We present the first exact algorithm, called PEA, that fully utilizes the multicore architecture of…
Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…
We present Gridap, a new scientific software library for the numerical approximation of partial differential equations (PDEs) using grid-based approximations. Gridap is an open-source software project exclusively written in the Julia…
Although multigrid is asymptotically optimal for solving many important partial differential equations, its efficiency relies heavily on the careful selection of the individual algorithmic components. In contrast to recent approaches that…
Multiresolution Analysis (MRA) is a mathematical method that is based on working on a problem at different scales. One of its applications is medical imaging where processing at multiple scales, based on the concept of Gaussian and…
Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…
Computing at the exascale level is expected to be affected by a significantly higher rate of faults, due to increased component counts as well as power considerations. Therefore, current day numerical algorithms need to be reexamined as to…
This paper studies numerical solutions for parameterized partial differential equations (P-PDEs) with deep learning (DL). P-PDEs arise in many important application areas and the computational cost using traditional numerical schemes can be…
We examine the interaction of multigrid methods and shape optimization in appropriate shape spaces. Our aim is a scalable algorithm for application on supercomputers, which can only be achieved by mesh-independent convergence. The impact of…
Partial differential equations (PDEs) are fundamental to modeling physical systems, yet solving them remains a complex challenge. Traditional numerical solvers rely on expert knowledge to implement and are computationally expensive, while…
A scalable algorithm for solving compact banded linear systems on distributed memory architectures is presented. The proposed method factorizes the original system into two levels of memory hierarchies, and solves it using parallel cyclic…
Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…
Multigrid has become a popular method for solving some of the most challenging real-world computational problems, such as computational fluid dynamics (CFD). The reason for this is the very good scaling properties of multigrid, which is…
We present an iterative scheme, reminiscent of the Multigrid method, to solve large boundary value problems with Probabilistic Domain Decomposition (PDD). In it, increasingly accurate approximations to the solution are used as control…
In this thesis we develop techniques to efficiently solve numerical Partial Differential Equations (PDEs) using Graphical Processing Units (GPUs). Focus is put on both performance and re--usability of the methods developed, to this end a…
Multi-level numerical methods that obtain the exact solution of a linear system are presented. The methods are devised by combining ideas from the full multi-grid algorithm and perfect reconstruction filters. The problem is stated as…
Solving high-dimensional partial differential equations (PDEs) efficiently requires handling multi-scale features across varying resolutions. To address this challenge, we present the Multiwavelet-based Multigrid Neural Operator (M2NO), a…
Solving large-scale Partial Differential Equations (PDEs) on complex three-dimensional geometries represents a central challenge in scientific and engineering computing, often impeded by expensive pre-processing stages and substantial…
Many problems in geophysical and atmospheric modelling require the fast solution of elliptic partial differential equations (PDEs) in "flat" three dimensional geometries. In particular, an anisotropic elliptic PDE for the pressure…