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Eulerian nonlinear uncertainty propagation methods often suffer from finite domain limitations and computational inefficiencies. A recent approach to this class of algorithm, Grid-based Bayesian Estimation Exploiting Sparsity, addresses the…

Chaotic Dynamics · Physics 2025-08-20 Benjamin L. Hanson , Carlos Rubio , Adrián García-Gutiérrez , Thomas Bewley

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…

Computational Engineering, Finance, and Science · Computer Science 2024-01-26 Kasia Świrydowicz , Nicholson Koukpaizan , Maksudul Alam , Shaked Regev , Michael Saunders , Slaven Peleš

In this work, we consider the solution of boundary integral equations by means of a scalable hierarchical matrix approach on clusters equipped with graphics hardware, i.e. graphics processing units (GPUs). To this end, we extend our…

Mathematical Software · Computer Science 2018-07-02 Helmut Harbrecht , Peter Zaspel

We develop an algorithm to solve tridiagonal systems of linear equations, which appear in implicit finite-difference schemes of partial differential equations (PDEs), being the time-dependent Schr\"{o}dinger equation (TDSE) an ideal…

Computational Physics · Physics 2023-03-14 Yaroslav Lutsyshyn , Francisco Navarrete , Dieter Bauer

A principally novel approach towards solving the few-particle (many-dimensional) quantum scattering problems is described. The approach is based on a complete discretization of few-particle continuum and usage of massively parallel…

Computational Physics · Physics 2016-06-22 V. N. Pomerantsev , V. I. Kukulin , O. A. Rubtsova , S. K. Sakhiev

Partial differential equations (PDEs) on surfaces are fundamental to scientific computing and geometry processing. A popular approach to solving PDEs on surfaces is the finite element method (FEM), where the surface is divided into discrete…

Graphics · Computer Science 2026-05-27 Pranav Jain , Navami Kairanda , Peter Yichen Chen , Oded Stein

In this paper we revisit stencil methods on GPUs in the context of exponential integrators. We further discuss boundary conditions, in the same context, and show that simple boundary conditions (for example, homogeneous Dirichlet or…

Numerical Analysis · Computer Science 2014-05-27 Lukas Einkemmer , Alexander Ostermann

Heterogeneous computing environments combining CPU and GPU resources provide a great boost to large-scale scientific computing applications. Code generation utilities that partition the work into CPU and GPU tasks while considering data…

Computational Engineering, Finance, and Science · Computer Science 2023-06-01 Eric Heisler , Siddharth Saurav , Aadesh Deshmukh , Sandip Mazumder , Ponnuswamy Sadayappan , Hari Sundar

This paper presents an overview of the functionalities and applications of Exasim, an open-source code for generating high-order discontinuous Galerkin codes to numerically solve parametrized partial differential equations (PDEs). The…

Mathematical Software · Computer Science 2022-05-17 Jordi Vila-Pérez , R. Loek Van Heyningen , Ngoc-Cuong Nguyen , Jaume Peraire

We demonstrate a high-performance vendor-agnostic method for massively parallel solving of ensembles of ordinary differential equations (ODEs) and stochastic differential equations (SDEs) on GPUs. The method is integrated with a widely used…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-20 Utkarsh Utkarsh , Valentin Churavy , Yingbo Ma , Tim Besard , Prakitr Srisuma , Tim Gymnich , Adam R. Gerlach , Alan Edelman , George Barbastathis , Richard D. Braatz , Christopher Rackauckas

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

Since the seminal work of [9] and their Physics-Informed neural networks (PINNs), many efforts have been conducted towards solving partial differential equations (PDEs) with Deep Learning models. However, some challenges remain, for…

Machine Learning · Computer Science 2023-11-27 Marien Chenaud , José Alves , Frédéric Magoulès

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

Partial Differential Equations (PDEs) have long been recognized as powerful tools for image processing and analysis, providing a framework to model and exploit structural and geometric properties inherent in visual data. Over the years,…

Image and Video Processing · Electrical Eng. & Systems 2024-12-17 Alejandro Garnung Menéndez

In scientific computing, the formulation of numerical discretisations of partial differential equations (PDEs) as untrained convolutional layers within Convolutional Neural Networks (CNNs), referred to by some as Neural Physics, has…

We present a Pseudo-Transient Topology Optimization (PeTTO) approach that can leverage graphics processing units (GPUs) to efficiently solve single-material and multi-material topology optimization problems. By integrating PeTTO with phase…

Numerical Analysis · Mathematics 2025-09-10 Mingyuan Yang , Qian Yu , Chao Yang

Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…

Numerical Analysis · Mathematics 2025-07-30 Channa Hatharasinghe , Run Yan Teh , Jesse van Rhijn , Peter D. Drummond , Margaret D. Reid

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

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