Related papers: Stochastic domain decomposition for time dependent…
Solving parametric partial differential equations (PDEs) presents significant challenges for data-driven methods due to the sensitivity of spatio-temporal dynamics to variations in PDE parameters. Machine learning approaches often struggle…
Many imaging techniques for biological systems -- like fixation of cells coupled with fluorescence microscopy -- provide sharp spatial resolution in reporting locations of individuals at a single moment in time but also destroy the dynamics…
We introduce an adaptive element-based domain decomposition (DD) method for solving saddle point problems defined as a block two by two matrix. The algorithm does not require any knowledge of the constrained space. We assume that all sub…
Given a partial differential equation (PDE), goal-oriented error estimation allows us to understand how errors in a diagnostic quantity of interest (QoI), or goal, occur and accumulate in a numerical approximation, for example using the…
We introduce a framework for solving a class of parabolic partial differential equations on triangle mesh surfaces, including the Hamilton-Jacobi equation and the Fokker-Planck equation. PDE in this class often have nonlinear or stiff terms…
A numerical method is proposed to solve the full-Eulerian time-dependent Vlasov-Poisson system in high dimension. The algorithm relies on the construction of a tensor decomposition of the solution whose rank is adapted at each time step.…
In this article, we deal with a multiple dimensional coupled Markovian BSDEs system with stochastic linear growth generators with respect to volatility processes. An existence result is provided by using approximation techniques.
We propose a novel approach which employs random sampling to generate an accurate non-uniform mesh for numerically solving Partial Differential Equation Boundary Value Problems (PDE-BVP's). From a uniform probability distribution U over a…
Recent developments in mechanical, aerospace, and structural engineering have driven a growing need for efficient ways to model and analyse structures at much larger and more complex scales than before. While established numerical methods…
When solving partial differential equations (PDEs), classical numerical methods often require fine mesh grids and small time stepping to meet stability, consistency, and convergence conditions, leading to high computational cost. Recently,…
Conservation laws in the form of elliptic and parabolic partial differential equations (PDEs) are fundamental to the modeling of many problems such as heat transfer and flow in porous media. Many of such PDEs are stochastic due to the…
Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…
Mesh generation plays a crucial role in scientific computing. Traditional mesh generation methods, such as TFI and PDE-based methods, often struggle to achieve a balance between efficiency and mesh quality. To address this challenge,…
This paper is concerned with the numerical solution of compressible fluid flow in a fractured porous medium. The fracture represents a fast pathway (i.e., with high permeability) and is modeled as a hypersurface embedded in the porous…
This paper presents a methodology aiming at easing considerably the generation of high-quality meshes for complex 3D domains. We show that the whole mesh generation process can be controlled with only five parameters to generate in one…
The large time and length scales and, not least, the vast number of particles involved in industrial-scale simulations inflate the computational costs of the Discrete Element Method (DEM) excessively. Coarse grain models can help to lower…
The paper introduces a new finite element numerical method for the solution of partial differential equations on evolving domains. The approach uses a completely Eulerian description of the domain motion. The physical domain is embedded in…
With the increase in computational power for the available hardware, the demand for high-resolution data in computer graphics applications increases. Consequently, classical geometry processing techniques based on linear algebra solutions…
Damages due to pitting corrosion of metals cost industry billions of dollars per year and can put human lives at risk. The design and implementation of an adaptive moving mesh method is provided for a moving boundary problem related to…
In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…