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Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

Large-scale unconstrained optimization is a fundamental and important class of, yet not well-solved problems in numerical optimization. The main challenge in designing an algorithm is to require a few storage locations or very inexpensive…

Optimization and Control · Mathematics 2020-01-24 Zheng Li , Shi Shu , Jian-Ping Zhang

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

In this paper we present a methodology for data accesses when solving batches of Tridiagonal and Pentadiagonal matrices that all share the same left-hand-side (LHS) matrix. The intended application is to the numerical solution of Partial…

Computational Physics · Physics 2021-07-13 Enda Carroll , Andrew Gloster , Miguel D. Bustamante , Lennon Ó' Náraigh

In this paper we give a survey on various multiscale methods for the numerical solution of second order hyperbolic equations in highly heterogeneous media. We concentrate on the wave equation and distinguish between two classes of…

Numerical Analysis · Mathematics 2016-05-26 Assyr Abdulle , Patrick Henning

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…

Numerical Analysis · Mathematics 2014-02-24 Terry Haut , Beth Wingate

We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification in subsurface flow modeling. We give a brief…

Numerical Analysis · Mathematics 2012-06-08 A. L. Teckentrup

In this paper we propose a new parallel algorithm for solving global optimization (GO) multidimensional problems. The method unifies two powerful approaches for accelerating the search: parallel computations and local tuning on the behavior…

Optimization and Control · Mathematics 2011-03-31 Yaroslav D. Sergeyev

In this paper, we consider a parabolic problem with time-dependent heterogeneous coefficients. Many applied problems have coupled space and time heterogeneities. Their homogenization or upscaling requires cell problems that are formulated…

Numerical Analysis · Mathematics 2021-06-24 Jiuhua Hu , Wing Tat Leung , Eric Chung , Yalchin Efendiev , Sai-Mang Pun

Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…

Dynamical Systems · Mathematics 2022-04-15 J. E. Bunder , A. J. Roberts

A multilevel adaptive refinement strategy for solving linear elliptic partial differential equations with random data is recalled in this work. The strategy extends the a posteriori error estimation framework introduced by Guignard and…

Numerical Analysis · Mathematics 2022-02-21 Alex Bespalov , David J. Silvester

In this thesis we develop techniques to efficiently solve numerical Partial Differential Equations (PDEs) using Graphical Processing Units (GPUs). Focus is put on both performance and re--usability of the methods developed, to this end a…

Numerical Analysis · Mathematics 2021-01-19 Andrew Gloster

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

In this paper, a generalized finite element method (GFEM) with optimal local approximation spaces for solving high-frequency heterogeneous Helmholtz problems is systematically studied. The local spaces are built from selected eigenvectors…

Numerical Analysis · Mathematics 2022-09-15 Chupeng Ma , Christian Alber , Robert Scheichl

In this paper, we consider the classical wave equation with time-dependent, spatially multiscale coefficients. We propose a fully discrete computational multiscale method in the spirit of the localized orthogonal decomposition in space with…

Numerical Analysis · Mathematics 2021-07-30 Bernhard Maier , Barbara Verfürth

The neural network-based approach to solving partial differential equations has attracted considerable attention due to its simplicity and flexibility in representing the solution of the partial differential equation. In training a neural…

Machine Learning · Computer Science 2022-01-10 Jihun Han , Yoonsang Lee

Partial differential equations (PDEs) with multiple scales or those defined over sufficiently large domains arise in various areas of science and engineering and often present problems when approximating the solutions numerically. Machine…

Numerical Analysis · Mathematics 2024-05-27 Eddel Elí Ojeda Avilés , Daniel Olmos-Liceaga , Jae-Hun Jung

We propose a collocation method based on multivariate polynomial splines over triangulation or tetrahedralization for the numerical solution of partial differential equations. We start with a detailed explanation of the method for the…

Numerical Analysis · Mathematics 2023-04-18 Ming-Jun Lai , Jinsil Lee

In this work, we apply the finite element heterogeneous multiscale method to a class of dispersive first-order time-dependent Maxwell systems. For this purpose, we use an analytic homogenization result, which shows that the effective system…

Numerical Analysis · Mathematics 2022-07-19 Philip Freese
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