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In this paper we present a new algorithm for the solution of Hamilton-Jacobi-Bellman equations related to optimal control problems. The key idea is to divide the domain of computation into subdomains which are shaped by the optimal dynamics…

Numerical Analysis · Mathematics 2014-08-04 Simone Cacace , Emiliano Cristiani , Maurizio Falcone , Athena Picarelli

The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations…

Numerical Analysis · Mathematics 2017-05-11 Francisco Bernal , Gonçalo dos Reis , Greig Smith

Multiscale and inhomogeneous molecular systems are challenging topics in the field of molecular simulation. In particular, modeling biological systems in the context of multiscale simulations and exploring material properties are driving a…

Computational Physics · Physics 2017-12-06 Horacio V. Guzman , Christoph Junghans , Kurt Kremer , Torsten Stuehn

We present a temporal decomposition scheme for solving long-horizon optimal control problems. In the proposed scheme, the time domain is decomposed into a set of subdomains with partially overlapping regions. Subproblems associated with the…

Optimization and Control · Mathematics 2020-04-01 Sungho Shin , Timm Faulwasser , Mario Zanon , Victor M. Zavala

In this paper, we propose a domain decomposition dynamical low-rank method to solve high-dimensional radiative transfer problems and similar kinetic equations. The algorithm uses a separate low-rank approximation on each spatial subdomain,…

Numerical Analysis · Mathematics 2026-02-17 Stefan Brunner , Lukas Einkemmer , Terry Haut

High fidelity scientific simulations modeling physical phenomena typically require solving large linear systems of equations which result from discretization of a partial differential equation (PDE) by some numerical method. This step often…

Mathematical Software · Computer Science 2020-07-01 Mohammad Shafaet Islam , Qiqi Wang

Many applications require efficient methods for solving continuous shortest path problems. Such paths can be viewed as characteristics of static Hamilton-Jacobi equations. Several fast numerical algorithms have been developed to solve such…

Numerical Analysis · Mathematics 2016-01-06 Zachary Clawson , Adam Chacon , Alexander Vladimirsky

Modern trends in data collection are bringing current mainstream techniques for database query processing to their limits. Consequently, various novel approaches for efficient query processing are being actively studied. One such approach…

Databases · Computer Science 2022-04-13 Georg Gottlob , Matthias Lanzinger , Cem Okulmus , Reinhard Pichler

We analyse parallel overlapping Schwarz domain decomposition methods for the Helmholtz equation, where the subdomain problems satisfy first-order absorbing (impedance) transmission conditions, and exchange of information between subdomains…

Numerical Analysis · Mathematics 2022-09-07 Shihua Gong , Martin J. Gander , Ivan G. Graham , David Lafontaine , Euan A. Spence

In the constraint programming framework, state-of-the-art static and dynamic decomposition techniques are hard to apply to problems with complete initial constraint graphs. For such problems, we propose a hybrid approach of these techniques…

Computational Complexity · Computer Science 2008-12-18 Stephane Zampelli , Martin Mann , Yves Deville , Rolf Backofen

Domain decomposition methods are used for approximate solving boundary problems for partial differential equations on parallel computing systems. Specific features of unsteady problems are taken into account in the most complete way in…

Numerical Analysis · Computer Science 2011-05-18 Petr N. Vabishchevich

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

Computational Physics · Physics 2024-11-12 Andrew J. Christlieb , Pierson T. Guthrey , William A. Sands , Mathialakan Thavappiragasm

This work proposes a discretization of the acoustic wave equation with possibly oscillatory coefficients based on a superposition of discrete solutions to spatially localized subproblems computed with an implicit time discretization. Based…

Numerical Analysis · Mathematics 2024-03-11 Dietmar Gallistl , Roland Maier

In recent research, the parallel performances of sweeping-type algorithms for high-frequency time-harmonic wave problems have been improved by departing from standard layer-type domain decomposition and introducing a new sweeping strategy…

Numerical Analysis · Mathematics 2023-04-03 Ruiyang Dai

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

Domain decomposition based time integrators allow the usage of parallel and distributed hardware, making them well-suited for the temporal discretization of parabolic systems, in general, and degenerate parabolic problems, in particular.…

Numerical Analysis · Mathematics 2017-08-07 Monika Eisenmann , Eskil Hansen

In this paper we present an algebraic dimension-oblivious two-level domain decomposition solver for discretizations of elliptic partial differential equations. The proposed parallel solver is based on a space-filling curve partitioning…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…

Numerical Analysis · Mathematics 2026-05-13 Olivier Bokanowski , Carlos Esteve-Yagüe , Richard Tsai

Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…

Optimization and Control · Mathematics 2024-01-11 Ion Necoara

We present domain decomposition finite element/finite difference method for the solution of hyperbolic equation. The domain decomposition is performed such that finite elements and finite differences are used in different subdomains of the…

Numerical Analysis · Mathematics 2016-03-23 L. Beilina