English
Related papers

Related papers: The Discrete Empirical Interpolation Method: Canon…

200 papers

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

In this paper, we derive a priori error estimates for a class of interior penalty discontinuous Galerkin (DG) methods using immersed finite element (IFE) functions for a classic second-order elliptic interface problem. The error estimation…

Numerical Analysis · Mathematics 2016-11-02 Tao Lin , Qing Yang , Xu Zhang

Weight-adjusted inner products are easily invertible approximations to weighted $L^2$ inner products. These approximations can be paired with a discontinuous Galerkin (DG) discretization to produce a time-domain method for wave propagation…

Numerical Analysis · Mathematics 2017-12-11 Jesse Chan

Implicit models such as Deep Equilibrium Models (DEQs) have garnered significant attention in the community for their ability to train infinite layer models with elegant solution-finding procedures and constant memory footprint. However,…

Machine Learning · Computer Science 2023-10-23 Haobo Song , Soumajit Majumder , Tao Lin

The paper is devoted to construction of some closed inductive sequence of models of the generalized second-order Dedekind theory of real numbers with exponentially increasing powers. These models are not isomorphic whereas all models of the…

Logic · Mathematics 2019-07-08 Valeriy K. Zakharov , Timofey V. Rodionov

We present the first steps of a procedure which discretises surface theory in classical projective differential geometry in such a manner that underlying integrable structure is preserved. We propose a canonical frame in terms of which the…

Differential Geometry · Mathematics 2018-07-04 W. K. Schief , A. Szereszewski

A discretisation method with the $H_{\rm div}$ inner product for the electric field integral equation~(EFIE) is proposed. The EFIE with the conventional Galerkin discretisation shows bad accuracy for problems with a small frequency, a…

Numerical Analysis · Mathematics 2017-06-22 Kazuki Niino , Sho Akagi , Naoshi Nishimura

This work discusses the model reduction problem for large-scale multi-symplectic PDEs with cubic invariants. For this, we present a linearly implicit global energy-preserving method to construct reduced-order models. This allows to…

Numerical Analysis · Mathematics 2023-08-08 Süleyman Yildiz , Pawan Goyal , Peter Benner

This paper develops interior penalty discontinuous Galerkin (IP-DG) methods to approximate $W^{2,p}$ strong solutions of second order linear elliptic partial differential equations (PDEs) in non-divergence form with continuous coefficients.…

Numerical Analysis · Mathematics 2016-05-17 Xiaobing Feng , Michael Neilan , Stefan Schnake

Time-domain discontinuous Galerkin (DG) methods for wave propagation require accounting for the inversion of dense elemental mass matrices, where each mass matrix is computed with respect to a parameter-weighted L2 inner product. In…

Numerical Analysis · Mathematics 2017-01-03 Jesse Chan , Russell J. Hewett , T. Warburton

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). This article is to propose a Deep Learning Galerkin Method (DGM) for the closed-loop geothermal system, which is a new coupled…

Numerical Analysis · Mathematics 2022-04-19 Wen Zhang , Jian Li

Discrete integration is a fundamental problem in computer science that concerns the computation of discrete sums over exponentially large sets. Despite intense interest from researchers for over three decades, the design of scalable…

Artificial Intelligence · Computer Science 2020-10-22 Jeffrey M. Dudek , Dror Fried , Kuldeep S. Meel

Due to the high complexity and technical requirements of industrial production processes, surface defects will inevitably appear, which seriously affects the quality of products. Although existing lightweight detection networks are highly…

Computer Vision and Pattern Recognition · Computer Science 2024-08-27 Xuyi Yu

Computational modeling is a key resource to gather insight into physical systems in modern scientific research and engineering. While access to large amount of data has fueled the use of Machine Learning (ML) to recover physical models from…

Machine Learning · Computer Science 2023-12-06 Simone Manti , Alessandro Lucantonio

Gaussian Process (GP) models are widely utilized as surrogate models in scientific and engineering fields. However, standard GP models are limited to continuous variables due to the difficulties in establishing correlation structures for…

Machine Learning · Statistics 2025-03-05 Mingyu Pu , Songhao Wang , Haowei Wang , Szu Hui Ng

Deep ensembles (DE) have emerged as a powerful approach for quantifying predictive uncertainty and distinguishing its aleatoric and epistemic components, thereby enhancing model robustness and reliability. However, their high computational…

Machine Learning · Computer Science 2025-11-19 Kaizheng Wang , Fabio Cuzzolin , David Moens , Hans Hallez

We introduce new methods for integrating nonlinear differential equations on low-rank manifolds. These methods rely on interpolatory projections onto the tangent space, enabling low-rank time integration of vector fields that can be…

Numerical Analysis · Mathematics 2024-11-05 Alec Dektor

We propose a generalized CUR (GCUR) decomposition for matrix pairs $(A, B)$. Given matrices $A$ and $B$ with the same number of columns, such a decomposition provides low-rank approximations of both matrices simultaneously, in terms of some…

Numerical Analysis · Mathematics 2021-11-04 Perfect Y. Gidisu , Michiel E. Hochstenbach

In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal…

Computational Finance · Quantitative Finance 2018-11-22 Ali Al-Aradi , Adolfo Correia , Danilo Naiff , Gabriel Jardim , Yuri Saporito

This work proposes a hyper-reduction method for nonlinear parametric dynamical systems characterized by gradient fields such as Hamiltonian systems and gradient flows. The gradient structure is associated with conservation of invariants or…

Numerical Analysis · Mathematics 2023-07-24 Cecilia Pagliantini , Federico Vismara