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This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick

The construction of stochastic solutions is a powerful method to obtain localized solutions in configuration or Fourier space and for parallel computation with domain decomposition. Here a stochastic solution is obtained for the…

Plasma Physics · Physics 2015-06-03 E. Floriani , R. Vilela Mendes

This paper presents two novel ensemble domain decomposition methods for fast-solving the Stokes-Darcy coupled models with random hydraulic conductivity and body force. To address such random systems, we employ the Monte Carlo (MC) method to…

Numerical Analysis · Mathematics 2024-08-13 Chunchi Liu , Yao Rong , Yizhong Sun , Jiaping Yu , Haibiao Zheng

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

Numerical Analysis · Mathematics 2022-10-26 Petr N. Vabishchevich

Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…

Analysis of PDEs · Mathematics 2023-12-27 Joel Fotso Tachago , Hubert Nnang

Seismic datasets contain valuable information that originate from areas of interest in the subsurface; such seismic reflections are however inevitably contaminated by other events created by waves reverberating in the overburden.…

Geophysics · Physics 2022-08-10 Matteo Ravasi , Tamil Selvan , Nick Luiken

Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…

Numerical Analysis · Mathematics 2014-05-23 Aretha L. Teckentrup , Peter Jantsch , Clayton G. Webster , Max Gunzburger

We present a domain decomposition approach for the computation of the electromagnetic field within periodic structures. We use a Schwarz method with transparent boundary conditions at the interfaces of the domains. Transparent boundary…

Numerical Analysis · Mathematics 2011-02-24 Achim Schädle , Lin Zschiedrich , Sven Burger , Roland Klose , Frank Schmidt

Numerical algorithms for solving problems of mathematical physics on modern parallel computers employ various domain decomposition techniques. Domain decomposition schemes are developed here to solve numerically initial/boundary value…

Numerical Analysis · Computer Science 2011-02-04 Petr N. Vabishchevich

A framework is developed for a robust and highly accurate numerical solution of the coupled Stokes-Darcy system in three dimensions. The domain decomposition method is based on a Dirichlet-Neumann type splitting of the interface conditions…

Numerical Analysis · Mathematics 2022-01-19 Svetlana Tlupova

We propose a numerical method to solve the three-dimensional static Maxwell equations in a singular axisymmetric domain, generated by the rotation of a singular polygon around one of its sides. The mathematical tools and an in-depth study…

Numerical Analysis · Mathematics 2019-10-07 Franck Assous , Irina Raichik

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

In this paper we develop and analyse domain decomposition methods for linear systems of equations arising from conforming finite element discretisations of positive Maxwell-type equations. Convergence of domain decomposition methods rely…

Numerical Analysis · Mathematics 2021-07-08 Niall Bootland , Victorita Dolean , Frédéric Nataf , Pierre-Henri Tournier

In this work, we consider the time-harmonic Maxwell's equations and their numerical solution with a domain decomposition method. As an innovative feature, we propose a feedforward neural network-enhanced approximation of the interface…

Numerical Analysis · Mathematics 2023-03-07 T. Knoke , S. Kinnewig , S. Beuchler , A. Demircan , U. Morgner , T. Wick

A domain decomposition method for the solution of general variable-coefficient elliptic partial differential equations on regular domains is introduced. The method is based on tessellating the domain into overlapping thin slabs or shells,…

Numerical Analysis · Mathematics 2025-10-31 Simon Dirckx , Anna Yesypenko , Per-Gunnar Martinsson

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…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

In this work, we propose a new stochastic domain decomposition method for solving steady-state partial differential equations (PDEs) with random inputs. Based on the efficiency of the Variable-separation (VS) method in simulating stochastic…

Numerical Analysis · Mathematics 2025-02-06 Liang Chen , Yaru Chen , Qiuqi Li , Zhiwen Zhang

We consider a system of nonlinear equations that extends the Maxwell theory. It was pointed out in a previous paper that symmetric solutions of these equations display properties characteristic of magnetic oscillations. In this paper I…

Superconductivity · Physics 2007-05-23 Artur Sowa

In this paper, we propose fast solvers for Maxwell's equations in rectangular domains. We first discretize the simplified Maxwell's eigenvalue problems by employing the lowest-order rectangular N\'ed\'elec elements and derive the discrete…

Numerical Analysis · Mathematics 2025-03-14 Lixiu Wang , Lueling Jia , Zijian Cao , Huiyuan Li , Zhimin Zhang

The simulation of three dimensional magnetostatic problems plays an important role, for example when simulating synchronous electric machines. Building on prior work that developed a domain decomposition algorithm using isogeometric…

Computational Engineering, Finance, and Science · Computer Science 2025-01-09 Mario Mally , Melina Merkel
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