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Related papers: Automated adjoints of coupled PDE-ODE systems

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A generic framework for the solution of PDE-constrained optimisation problems based on the FEniCS system is presented. Its main features are an intuitive mathematical interface, a high degree of automation, and an efficient implementation…

Mathematical Software · Computer Science 2013-02-19 S. W. Funke , P. E. Farrell

Mixed dimensional partial differential equations (PDEs) are equations coupling unknown fields defined over domains of differing topological dimension. Such equations naturally arise in a wide range of scientific fields including geology,…

Mathematical Software · Computer Science 2019-11-05 Cécile Daversin-Catty , Chris N. Richardson , Ada J. Ellingsrud , Marie E. Rognes

In this paper we demonstrate a new technique for deriving discrete adjoint and tangent linear models of finite element models. The technique is significantly more efficient and automatic than standard algorithmic differentiation techniques.…

Mathematical Software · Computer Science 2013-10-17 Patrick E. Farrell , David A. Ham , Simon F. Funke , Marie E. Rognes

We present a general and automated approach for computing model gradients for PDE solvers built on sparse spectral methods, and implement this capability in the widely used open-source Dedalus framework. We apply reverse-mode automatic…

Numerical Analysis · Mathematics 2026-04-15 Calum S. Skene , Keaton J. Burns

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

We consider adaptive finite element methods for solving a multiscale system consisting of a macroscale model comprising a system of reaction-diffusion partial differential equations coupled to a microscale model comprising a system of…

Numerical Analysis · Mathematics 2015-06-22 A. Johansson , J. H. Chaudry , V. Carey , D. Estep , V. Ginting , M. Larson , S. Tavener

Ordinary Differential Equations (ODEs) are widely used in physics, chemistry, and biology to model dynamic systems, including reaction kinetics, population dynamics, and biological processes. In this work, we integrate GPU-accelerated ODE…

Machine Learning · Computer Science 2024-12-02 Rakshit Kr. Singh , Aaron Rock Menezes , Rida Irfan , Bharath Ramsundar

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

Numerical Analysis · Mathematics 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky

We present and mathematically analyze an online adjoint algorithm for the optimization of partial differential equations (PDEs). Traditional adjoint algorithms would typically solve a new adjoint PDE at each optimization iteration, which…

Optimization and Control · Mathematics 2022-01-27 Justin Sirignano , Konstantinos Spiliopoulos

The solution of optimization problems constrained by partial differential equations (PDEs) plays an important role in many areas of science and industry. In this work we present cashocs, a new software package written in Python, which…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth

We present a methodology combining neural networks with physical principle constraints in the form of partial differential equations (PDEs). The approach allows to train neural networks while respecting the PDEs as a strong constraint in…

Numerical Analysis · Mathematics 2021-09-06 Sebastian K. Mitusch , Simon W. Funke , Miroslav Kuchta

The efficient solution of discretisations of coupled systems of partial differential equations (PDEs) is at the core of much of numerical simulation. Significant effort has been expended on scalable algorithms to precondition Krylov…

Mathematical Software · Computer Science 2018-02-22 Robert C. Kirby , Lawrence Mitchell

The combination of machine learning and physical laws has shown immense potential for solving scientific problems driven by partial differential equations (PDEs) with the promise of fast inference, zero-shot generalisation, and the ability…

Machine Learning · Computer Science 2024-09-11 Nacime Bouziani , David A. Ham , Ado Farsi

Ordinary differential equations (ODEs) are the primary means to modelling dynamical systems in many natural and engineering sciences. The number of equations required to describe a system with high heterogeneity limits our capability of…

Mathematical Software · Computer Science 2017-07-17 Andrea Vandin

The implementation of discontinuous Galerkin finite element methods (DGFEMs) represents a very challenging computational task, particularly for systems of coupled nonlinear PDEs, including multiphysics problems, whose parameters may consist…

Numerical Analysis · Computer Science 2018-04-09 Paul Houston , Nathan Sime

A template-based generic programming approach was presented in a previous paper that separates the development effort of programming a physical model from that of computing additional quantities, such as derivatives, needed for embedded…

Mathematical Software · Computer Science 2012-05-18 Roger P. Pawlowski , Eric T. Phipps , Andrew G. Salinger , Steven J. Owen , Christopher M. Siefert , Matthew L. Staten

In this work, a novel quantum Fourier ordinary differential equation (ODE) solver is proposed to solve both linear and nonlinear partial differential equations (PDEs). Traditional quantum ODE solvers transform a PDE into an ODE system via…

Quantum Physics · Physics 2025-04-15 Yang Xiao , Liming Yang , Chang Shu , Yinjie Du , Yuxin Song

Mechanistic models with differential equations are a key component of scientific applications of machine learning. Inference in such models is usually computationally demanding, because it involves repeatedly solving the differential…

Machine Learning · Statistics 2022-07-06 Jonathan Schmidt , Nicholas Krämer , Philipp Hennig

Numerical continuation calculations for ordinary differential equations (ODEs) are, by now, an established tool for bifurcation analysis in dynamical systems theory as well as across almost all natural and engineering sciences. Although…

Dynamical Systems · Mathematics 2017-02-28 Christian Kuehn

A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…

Numerical Analysis · Mathematics 2019-01-01 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr
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