Related papers: A Multigrid-like Algorithm for Probabilistic Domai…
The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…
The geometric multigrid algorithm is an efficient numerical method for solving a variety of elliptic partial differential equations (PDEs). The method damps errors at progressively finer grid scales, resulting in faster convergence compared…
Differential network is an important tool to capture the changes of conditional correlations under two sample cases. In this paper, we introduce a fast iterative algorithm to recover the differential network for high-dimensional data. The…
The use of deep learning methods for solving PDEs is a field in full expansion. In particular, Physical Informed Neural Networks, that implement a sampling of the physical domain and use a loss function that penalizes the violation of the…
In this paper, a novel multigrid method based on Newton iteration is proposed to solve nonlinear eigenvalue problems. Instead of handling the eigenvalue $\lambda$ and eigenfunction $u$ separately, we treat the eigenpair $(\lambda, u)$ as…
In this paper, we propose a $W$-cycle $p$-multigrid method for solving the $p$-version symmetric interior penalty discontinuous Galerkin (SIPDG) discretization of elliptic problems. This SIPDG discretization employs hierarchical Legendre…
A new method to solve computationally challenging (random) parametric obstacle problems is developed and analyzed, where the parameters can influence the related partial differential equation (PDE) and determine the position and surface…
We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…
Nowadays, a posteriori error control methods have formed a new important part of the numerical analysis. Their purpose is to obtain computable error estimates in various norms and error indicators that show distributions of global and local…
Ptychography is a popular imaging technique that combines diffractive imaging with scanning microscopy. The technique consists of a coherent beam that is scanned across an object in a series of overlapping positions, leading to reliable and…
We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…
To numerically solve a generic elliptic equation on two-dimensional domains with rectangular Cartesian grids, we propose a cut-cell geometric multigrid method that features (1) general algorithmic steps that apply to two-dimensional…
A non-intrusive proper generalized decomposition (PGD) strategy, coupled with an overlapping domain decomposition (DD) method, is proposed to efficiently construct surrogate models of parametric linear elliptic problems. A parametric…
This paper introduces a novel error estimator for the Proper Generalized Decomposition (PGD) approximation of parametrized equations. The estimator is intrinsically random: It builds on concentration inequalities of Gaussian maps and an…
The Massive Parallel Computation (MPC) model is a theoretical framework for popular parallel and distributed platforms such as MapReduce, Hadoop, or Spark. We consider the task of computing a large matching or small vertex cover in this…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
This paper puts forward a new generalized polynomial dimensional decomposition (PDD), referred to as GPDD, comprising hierarchically ordered measure-consistent multivariate orthogonal polynomials in dependent random variables. Unlike the…
This paper proposes a mode multigrid (MMG) method, and applies it to accelerate the convergence of the steady state flow on unstructured grids. The dynamic mode decomposition (DMD) technique is used to analyze the convergence process of…
We present a multigrid iterative algorithm for solving a system of coupled free boundary problems for pricing American put options with regime-switching. The algorithm is based on our recently developed compact finite difference scheme…
A numerical algorithm for solving mantle convection problems with strongly variable viscosity is presented. Equations for conservation of mass and momentum for highly viscous and incompressible fluids are solved iteratively by a multigrid…