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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

This paper introduces a second-order method for solving general elliptic partial differential equations (PDEs) on irregular domains using GPU acceleration, based on Ying's kernel-free boundary integral (KFBI) method. The method addresses…

Numerical Analysis · Mathematics 2024-04-24 Liwei Tan , Minsheng Huang , Wenjun Ying

We present a computational method for extreme-scale simulations of incompressible turbulent wall flows at high Reynolds numbers. The numerical algorithm extends a popular method for solving second-order finite differences Poisson/Helmholtz…

Fluid Dynamics · Physics 2025-08-07 Rafael Diez Sanhueza , Jurriaan Peeters , Pedro Costa

A high fidelity flow simulation for complex geometries for high Reynolds number ($Re$) flow is still very challenging, which requires more powerful computational capability of HPC system. However, the development of HPC with traditional CPU…

Computational Physics · Physics 2022-03-03 Chuangchao Ye , Pengjunyi Zhang , Rui Yan , Dejun Sun , Zhenhua Wan

This paper presents a spectral element finite element scheme that efficiently solves elliptic problems on unstructured hexahedral meshes. The discrete equations are solved using a matrix-free preconditioned conjugate gradient algorithm. An…

Computational Engineering, Finance, and Science · Computer Science 2016-09-21 J. -F. Remacle , R. Gandham , T. Warburton

Memory bound applications such as solvers for large sparse systems of equations remain a challenge for GPUs. Fast solvers should be based on numerically efficient algorithms and implemented such that global memory access is minimised. To…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-01 Eike Hermann Müller , Robert Scheichl , Eero Vainikko

This paper presents a Graphics Processing Units (GPUs) acceleration method of an iterative scheme for gas-kinetic model equations. Unlike the previous GPU parallelization of explicit kinetic schemes, this work features a fast converging…

Computational Physics · Physics 2020-01-08 Lianhua Zhu , Peng Wang , Songze Chen , Zhaoli Guo , Yonghao Zhang

We investigate the potential of Graphics Processing Units (GPUs) to solve large-scale nonlinear programs with a dynamic structure. Using ExaModels, a GPU-accelerated automatic differentiation tool, and the interior-point solver MadNLP, we…

Optimization and Control · Mathematics 2024-09-13 François Pacaud , Sungho Shin

Partial differential equations (PDEs) on surfaces arise in a wide range of applications. The closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is a recent embedding method that has been used to solve a…

Numerical Analysis · Mathematics 2019-11-04 A. Petras , S. J. Ruuth

The recent rise of deep learning has led to numerous applications, including solving partial differential equations using Physics-Informed Neural Networks. This approach has proven highly effective in several academic cases. However, their…

Numerical Analysis · Mathematics 2024-10-07 Marien Chenaud , Frédéric Magoulès , José Alves

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

Recent advances in deep learning makes solving parabolic partial differential equations (PDEs) in high dimensional spaces possible via forward-backward stochastic differential equation (FBSDE) formulations. The implementation of most…

Numerical Analysis · Mathematics 2025-06-19 Wenjun Xu , Wenzhong Zhang

In this work, we study physics-informed neural networks (PINNs) constrained by partial differential equations (PDEs) and their application in approximating PDEs with two characteristic scales. From a continuous perspective, our formulation…

Optimization and Control · Mathematics 2024-09-06 Michael Hintermüller , Denis Korolev

This work concerns the numerical simulation of the Vlasov-Poisson set of equations using semi- Lagrangian methods on Graphical Processing Units (GPU). To accomplish this goal, modifications to traditional methods had to be implemented.…

Plasma Physics · Physics 2013-01-25 M. Mehrenberger , C. Steiner , L. Marradi , N. Crouseilles , E. Sonnendrucker , B. Afeyan

The expedient design of precision components in aerospace and other high-tech industries requires simulations of physical phenomena often described by partial differential equations (PDEs) without exact solutions. Modern design problems…

Computational Physics · Physics 2018-01-11 Daniel J Magee , Kyle E Niemeyer

In the Exa-Dune project we have developed, implemented and optimised numerical algorithms and software for the scalable solution of partial differential equations (PDEs) on future exascale systems exhibiting a heterogeneous massively…

Les unit\'{e}s graphiques (Graphic Processing Units- GPU) sont d\'{e}sormais des processeurs puissants et flexibles. Les derni\`{e}res g\'{e}n\'{e}rations de GPU contiennent des unit\'{e}s programmables de traitement des sommets (vertex…

Mathematical Software · Computer Science 2007-05-23 Marc Daumas , Guillaume Da Graça , David Defour

We equip dynamic geometry software (DGS) with a user-friendly method that enables massively parallel calculations on the graphics processing unit (GPU). This interplay of DGS and GPU opens up various applications in education and…

Mathematical Software · Computer Science 2018-08-15 Aaron Montag , Jürgen Richter-Gebert

Physics-informed neural networks (PINNs) have successfully addressed various computational physics problems based on partial differential equations (PDEs). However, while tackling issues related to irregularities like singularities and…

Machine Learning · Computer Science 2024-11-25 Hang Hu , Sidi Wu , Guoxiong Cai , Na Liu

In this note we shall introduce a simple, effective numerical method for solving partial differential equations for scalar and vector-valued data defined on surfaces. Even though we shall follow the traditional way to approximate the…

Computational Geometry · Computer Science 2009-07-13 Sheng-Gwo Chen , Mei-Hsiu Chi , Jyh-Yang Wu