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We propose an accelerated computational fluid dynamics framework based on a hybrid Fourier Neural Operator-Lattice Boltzmann Method (FNO-LBM) for steady and unsteady weakly compressible flows. FNO-based initialization significantly…

Fluid Dynamics · Physics 2026-05-01 Alexandra Junk , Josef M. Winter , Meike Tütken , Steffen Schmidt , Nikolaus A. Adams

Automatic differentiation is involved for long in applied mathematics as an alternative to finite difference to improve the accuracy of numerical computation of derivatives. Each time a numerical minimization is involved, automatic…

Computational Finance · Quantitative Finance 2017-06-08 Sébastien Geeraert , Charles-Albert Lehalle , Barak Pearlmutter , Olivier Pironneau , Adil Reghai

We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters.…

Numerical Analysis · Mathematics 2018-08-14 Fanhai Zeng , Ian Turner , Kevin Burrage , George Em Karniadakis

An efficient, iterative semi-implicit (SI) numerical method for the time integration of stiff wave systems is presented. Physics-based assumptions are used to derive a convergent iterative formulation of the SI scheme which enables the…

Computational Physics · Physics 2008-07-02 N. F. Loureiro , G. W. Hammett

In appropriate frameworks, automatic differentiation is transparent to the user at the cost of being a significant computational burden when the number of operations is large. For iterative algorithms, implicit differentiation alleviates…

Optimization and Control · Mathematics 2023-05-24 Jérôme Bolte , Edouard Pauwels , Samuel Vaiter

Direct methods to obtain global stability modes are restricted by the daunting sizes and complexity of Jacobians encountered in general three-dimensional flows. Jacobian-free iterative approaches such as Arnoldi methods have greatly…

Fluid Dynamics · Physics 2020-07-13 Rajesh Ranjan , S. Unnikrishnan , Datta Gaitonde

Neural operators, which aim to approximate mappings between infinite-dimensional function spaces, have been widely applied in the simulation and prediction of physical systems. However, the limited representational capacity of network…

Machine Learning · Computer Science 2025-06-03 Jin Song , Kenji Kawaguchi , Zhenya Yan

We propose a mathematical model for fluids in multiphase flows in order to establish a solid theoretical foundation for the study of their complex topology, large geometric deformations, and topological changes such as merging. Our modeling…

Algebraic Topology · Mathematics 2019-02-19 Qinghai Zhang , Zhixuan Li

The numerical solution of implicit and stiff differential equations by implicit numerical integrators has been largely investigated and there exist many excellent efficient codes available in the scientific community, as Radau5 (based on a…

Numerical Analysis · Mathematics 2025-06-27 Nicola Guglielmi , Ernst Hairer

We present a differentiable soft-body physics simulator that can be composed with neural networks as a differentiable layer. In contrast to other differentiable physics approaches that use explicit forward models to define state…

Machine Learning · Computer Science 2021-09-13 Junior Rojas , Eftychios Sifakis , Ladislav Kavan

In this paper four iterative algorithms for learning analysis operators are presented. They are built upon the same optimisation principle underlying both Analysis K-SVD and Analysis SimCO. The Forward and Sequential Analysis Operator…

Machine Learning · Computer Science 2018-02-02 Michael Sandbichler , Karin Schnass

In the domain of computer vision, optical flow stands as a cornerstone for unraveling dynamic visual scenes. However, the challenge of accurately estimating optical flow under conditions of large nonlinear motion patterns remains an open…

Computer Vision and Pattern Recognition · Computer Science 2024-10-15 Chanuka Algama , Kasun Amarasinghe

Financial derivatives pricing aims to find the fair value of a financial contract on an underlying asset. Here we consider option pricing in the partial differential equations framework. The contemporary models lead to one-dimensional or…

Computational Finance · Quantitative Finance 2015-04-07 Karel in 't Hout , Jari Toivanen

This paper proposes a numerical method based on the Adomian decomposition approach for the time discretization, applied to Euler equations. A recursive property is demonstrated that allows to formulate the method in an appropriate and…

Numerical Analysis · Mathematics 2022-04-19 Imanol Garcia-Beristain , Lakhdar Remaki

Topology Optimization (TO) holds the promise of designing next-generation compact and efficient fluidic devices. However, the inherent complexity of fluid-based TO systems, characterized by multiphysics nonlinear interactions, poses…

Computational Engineering, Finance, and Science · Computer Science 2025-08-26 Rahul Kumar Padhy , Krishnan Suresh , Aaditya Chandrasekhar

Automatic differentiation (AD) has driven recent advances in machine learning, including deep neural networks and Hamiltonian Markov Chain Monte Carlo methods. Partially observed nonlinear stochastic dynamical systems have proved resistant…

Methodology · Statistics 2024-07-04 Kevin Tan , Giles Hooker , Edward L. Ionides

In the present study, two schemes named face discernment and flux correction are proposed to achieve single-phase transportation of free charge in multiphase electrohydrodynamic(EHD) problems. Many EHD phenomena occur between air and…

Fluid Dynamics · Physics 2022-07-19 Qiang Liu , Jie Zhang , Jian Wu

We present a generalized form of open boundary conditions, and an associated numerical algorithm, for simulating incompressible flows involving open or outflow boundaries. The generalized form represents a family of open boundary…

Fluid Dynamics · Physics 2015-04-16 Suchuan Dong , Jie Shen

We present a hybrid continuum-atomistic scheme which combines molecular dynamics (MD) simulations with on-the-fly machine learning techniques for the accurate and efficient prediction of multiscale fluidic systems. By using a Gaussian…

Fluid Dynamics · Physics 2016-03-16 David Stephenson , James R Kermode , Duncan A Lockerby

The versatile Arbitrary-DERivative (ADER) scheme is cast in a multilevel framework (ML-ADER) for fast solution of system of linear hyperbolic partial differential equations. The solution is cycled through spatial operators of varying…

Computational Physics · Physics 2017-04-05 S. M. Joshi , A. Chatterjee