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We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

We developed fast direct solver for 3D Helmholtz and Maxwell equations in layered medium. The algorithm is based on the ideas of cyclic reduction for separable matrices. For the grids with major uniform part (within the survey domain in the…

Numerical Analysis · Mathematics 2019-09-04 Vladimir Druskin , Mikhail Zaslavsky

A novel finite element method for the approximation of Maxwell's equations over hybrid two-dimensional grids is studied. The choice of appropriate basis functions and numerical quadrature leads to diagonal mass matrices which allow for…

Numerical Analysis · Mathematics 2022-09-22 Herbert Egger , Bogdan Radu

We describe a fast, direct solver for elliptic partial differential equations on a two-dimensional hierarchy of adaptively refined, Cartesian meshes. Our solver, inspired by the Hierarchical Poincar\'e-Steklov (HPS) method introduced by…

Numerical Analysis · Mathematics 2024-04-09 Damyn Chipman , Donna Calhoun , Carsten Burstedde

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

Numerical Analysis · Mathematics 2021-03-17 Quanhui Zhu , Jiang Yang

In this paper, we give a detailed account of the algorithm outlined in [1] for Feynman integral reduction and $\varepsilon$-factorised differential equations. The algorithm consists of two steps. In the first step, we use a new geometric…

We make progress towards a 3D finite-element model for the magnetization of a high temperature superconductor (HTS): We suggest a method that takes into account demagnetisation effects and flux creep, while it neglects the effects…

We consider the reliable implementation of high-order unfitted finite element methods on Cartesian meshes with hanging nodes for elliptic interface problems. We construct a reliable algorithm to merge small interface elements with their…

Numerical Analysis · Mathematics 2023-08-16 Zhiming Chen , Yong Liu

A finite element method for elliptic problems with discontinuous coefficients is presented. The discontinuity is assumed to take place along a closed smooth curve. The proposed method allows to deal with meshes that are not adapted to the…

Numerical Analysis · Mathematics 2007-07-12 Gunther H. Peichl , Rachid Touzani

This chapter provides an overview of state-of-the-art adaptive finite element methods (AFEMs) for the numerical solution of second-order elliptic partial differential equations (PDEs), where the primary focus is on the optimal interplay of…

Numerical Analysis · Mathematics 2024-04-11 Philipp Bringmann , Ani Miraçi , Dirk Praetorius

With tens of petaflops supercomputers already in operation and exaflops machines expected to appear within the next 10 years, efficient parallel computational methods are required to take advantage of such extreme-scale machines. In this…

Materials Science · Physics 2012-11-13 Truong Vinh Truong Duy , Taisuke Ozaki

We propose a class of temporally high-order parametric finite element methods for simulating solid-state dewetting of thin films in two dimensions using a sharp-interface model. The process is governed by surface diffusion and contact point…

Numerical Analysis · Mathematics 2025-10-21 Xiaowen Gan , Yuqian Teng , Sisheng Wang

The modeling of electric machines and power transformers typically involves systems of nonlinear magnetostatics or -quasistatics, and their efficient and accurate simulation is required for the reliable design, control, and optimization of…

Numerical Analysis · Mathematics 2024-08-23 Herbert Egger , Felix Engertsberger , Bogdan Radu

The recently proposed soft finite element method (SoftFEM) reduces the stiffness (condition numbers), consequently improving the overall approximation accuracy. The method subtracts a least-square term that penalizes the gradient jumps…

Numerical Analysis · Mathematics 2024-02-27 Jipei Chen , Victor M. Calo , Quanling Deng

This paper introduces general methodologies for constructing closed-form solutions to linear constant-coefficient partial differential equations (PDEs) with polynomial right-hand sides in two and three spatial dimensions. Polynomial…

Numerical Analysis · Mathematics 2023-12-21 Thomas G. Anderson , Marc Bonnet , Luiz M. Faria , Carlos Pérez-Arancibia

This work introduces a novel, fully robust and highly-scalable, $h$-adaptive aggregated unfitted finite element method for large-scale interface elliptic problems. The new method is based on a recent distributed-memory implementation of the…

Numerical Analysis · Mathematics 2021-04-07 Eric Neiva , Santiago Badia

The purpose of this research is to describe an efficient iterative method suitable for obtaining high accuracy solutions to high frequency time-harmonic scattering problems. The method allows for both refinement of local polynomial degree…

Computational Physics · Physics 2018-12-26 Ryan Galagusz , Steve McFee

This study develops a numerical scheme for path-dependent FBSDEs and PDEs. We introduce a Picard iteration method for solving path-dependent FBSDEs, prove its convergence to the true solution, and establish its rate of convergence. A key…

Probability · Mathematics 2025-10-01 Jiuk Jang , Hyungbin Park

In this paper we focus on high order finite element approximations of the electric field combined with suitable preconditioners, to solve the time-harmonic Maxwell's equations in waveguide configurations. The implementation of high order…

Numerical Analysis · Mathematics 2017-05-16 Marcella Bonazzoli , Victorita Dolean , Frédéric Hecht , Francesca Rapetti

A new higher-order accurate method is proposed that combines the advantages of the classical $p$-version of the FEM on body-fitted meshes with embedded domain methods. A background mesh composed by higher-order Lagrange elements is used.…

Numerical Analysis · Computer Science 2016-04-04 Samir Omerović , Thomas-Peter Fries