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In this paper we describe the research and development activities in the Center for Efficient Exascale Discretization within the US Exascale Computing Project, targeting state-of-the-art high-order finite-element algorithms for high-order…

The Preconditioned Conjugate Gradient (PCG) method is widely used for solving linear systems of equations with sparse matrices. A recent version of PCG, Pipelined PCG, eliminates the dependencies in the computations of the PCG algorithm so…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-14 Manasi Tiwari , Sathish Vadhiyar

This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…

Numerical Analysis · Mathematics 2023-08-09 Rui Meng , Xianjin Yang

Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…

Numerical Analysis · Mathematics 2025-08-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

In recent years graphical processing units (GPUs) have become a powerful tool in scientific computing. Their potential to speed up highly parallel applications brings the power of high performance computing to a wider range of users.…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-04-26 Uldis Locans , Andreas Adelmann , Andreas Suter , Jannis Fischer , Werner Lustermann , Gunther Dissertori , Qiulin Wang

A novel approach is presented for fast generation of synthetic seismograms due to microseismic events, using heterogeneous marine velocity models. The partial differential equations (PDEs) for the 3D elastic wave equation have been…

Geophysics · Physics 2017-05-16 Saptarshi Das , Xi Chen , Michael P. Hobson

Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…

Numerical Analysis · Mathematics 2021-07-29 Edward Caunt

We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-24 Ioannis Sakiotis , Kamesh Arumugam , Marc Paterno , Desh Ranjan , Balša Terzić , Mohammad Zubair

This work introduces a new approach for accelerating the numerical analysis of time-domain partial differential equations (PDEs) governing complex physical systems. The methodology is based on a combination of a classical reduced-order…

Machine Learning · Computer Science 2024-06-06 Victor Matray , Faisal Amlani , Frédéric Feyel , David Néron

We discuss the development, verification, and performance of a GPU accelerated discontinuous Galerkin method for the solutions of two dimensional nonlinear shallow water equations. The shallow water equations are hyperbolic partial…

Numerical Analysis · Mathematics 2023-07-19 R Gandham , D S Medina , T Warburton

In this paper, we propose a novel numerical method for Path-Dependent Partial Differential Equations (PPDEs). These equations firstly appeared in the seminal work of Dupire [2009], where the functional It\^o calculus was developed to deal…

Computational Finance · Quantitative Finance 2020-04-07 Yuri F. Saporito , Zhaoyu Zhang

Neural networks are increasingly used to construct numerical solution methods for partial differential equations. In this expository review, we introduce and contrast three important recent approaches attractive in their simplicity and…

Numerical Analysis · Mathematics 2021-04-15 Jan Blechschmidt , Oliver G. Ernst

Efficient algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the curse of dimensionality. We extend the forward-backward stochastic neural networks…

Numerical Analysis · Mathematics 2024-06-21 Yangtao Deng , Qiaolin He

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

This work focuses on the numerical study of a recently published class of Runge-Kutta methods designed for mixed-precision arithmetic. We employ the methods in solving partial differential equations on modern hardware. In particular we…

Numerical Analysis · Mathematics 2024-12-24 Ivo Dravins , Marcel Koch , Victoria Griehl , Katharina Kormann

We present a novel implementation of the modal discontinuous Galerkin (DG) method for hyperbolic conservation laws in two dimensions on graphics processing units (GPUs) using NVIDIA's Compute Unified Device Architecture (CUDA). Both…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-02-01 Martin Fuhry , Andrew Giuliani , Lilia Krivodonova

In this technical note we show how to reach a remarkable speed up when solving elliptic partial differential equations with finite differences thanks to the joint use of the Chebyshev-Jacobi method with high order discretizations and its…

Numerical Analysis · Mathematics 2017-05-02 J. E. Adsuara , M. A. Aloy , P. Cerdá-Durán , I. Cordero-Carrión

We present a framework for solving partial different equations on evolving surfaces. Based on the grid-based particle method (GBPM) [18], the method can naturally resample the surface even under large deformation from the motion law. We…

Numerical Analysis · Mathematics 2024-07-25 Ningchen Ying , Shingyu Leung

The Poisson-Fermi model is an extension of the classical Poisson-Boltzmann model to include the steric and correlation effects of ions and water treated as nonuniform spheres in aqueous solutions. Poisson-Boltzmann electrostatic…

Computational Physics · Physics 2018-07-04 Jen-Hao Chen , Ren-Chuen Chen , Jinn-Liang Liu

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

Graphics · Computer Science 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas
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