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This paper presents a scalable physics-based block preconditioner for mixed-dimensional models in beam-solid interaction and their application in engineering. In particular, it studies the linear systems arising from a regularized…

Computational Engineering, Finance, and Science · Computer Science 2024-08-09 Max Firmbach , Ivo Steinbrecher , Alexander Popp , Matthias Mayr

We introduce a new algorithm to solve a regularized spatial-spectral image estimation problem. Our approach is based on the linearized alternating directions method of multipliers (LADMM), which is a variation of the popular ADMM algorithm.…

Signal Processing · Electrical Eng. & Systems 2025-02-25 Yunsong Liu , Debdut Mandal , Congyu Liao , Kawin Setsompop , Justin P. Haldar

An extended immersed boundary method utilizing a semi-implicit direct forcing approach for the simulation of confined incompressible viscous thermal flow problems is presented. The method utilizes a Schur complement approach to enforce the…

Fluid Dynamics · Physics 2017-10-27 Yuri Feldman

This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…

Methodology · Statistics 2019-01-21 Filip Tronarp , Simo Särkkä

Simulating the static and dynamic properties of semidilute polymer solutions with Brownian dynamics (BD) requires the computation of a large system of polymer chains coupled to one another through excluded-volume and hydrodynamic…

Soft Condensed Matter · Physics 2020-07-03 Aashish Jain , P. Sunthar , B. Dünweg , J. Ravi Prakash

The nonlinear conjugate gradient methods are known to be an effective approach for standard unconstrained optimization problems especially for large-scale problems. This paper proposes a proximal nonlinear conjugate gradient method, which…

Optimization and Control · Mathematics 2026-04-14 Shodai Hamana , Yasushi Narushima

We assess the applicability and efficiency of time-adaptive high-order splitting methods applied for the numerical solution of (systems of) nonlinear parabolic problems under periodic boundary conditions. We discuss in particular several…

Numerical Analysis · Mathematics 2016-09-08 Winfried Auzinger , Othmar Koch , Michael Quell

This work focuses on the development of a non-conforming domain decomposition method for the approximation of PDEs based on weakly imposed transmission conditions: the continuity of the global solution is enforced by a discrete number of…

Numerical Analysis · Mathematics 2018-03-06 Simone Deparis , Luca Pegolotti

In this paper, new representations of the Green's function for an acoustic d-dimensional half-space problem with impedance boundary conditions are presented. The main features of the new representation are: a) in addition to additive terms…

Numerical Analysis · Mathematics 2025-07-24 C. Lin , J. M. Melenk , S. Sauter

We propose a novel time-splitting scheme for a class of semilinear stochastic evolution equations driven by cylindrical fractional noise. The nonlinearity is decomposed as the sum of a one-sided, non-globally, Lipschitz continuous function,…

Numerical Analysis · Mathematics 2025-12-11 Xiao-Li Ding , Charles-Edouard Bréhier , Dehua Wang

This paper presents a unified Least-Squares framework for solving nonlinear partial differential equations by recasting the governing system as a residual minimisation problem. A Least-Squares functional is formulated and the corresponding…

Numerical Analysis · Mathematics 2025-11-10 Fleurianne Bertrand , Maximilian Brodbeck , Tim Ricken , Henrik Schneider

We present a method for conditional sampling for pre-trained normalizing flows when only part of an observation is available. We derive a lower bound to the conditioning variable log-probability using Schur complement properties in the…

Machine Learning · Statistics 2021-10-18 Vincent Moens , Aivar Sootla , Haitham Bou Ammar , Jun Wang

In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…

Optimization and Control · Mathematics 2025-07-31 Behnam Mafakheri , Jonathan H. Manton , Iman Shames

Accurately describing liquids and their mixtures beyond equilibrium remains a significant challenge in modern chemical physics and physical chemistry, especially regarding the calculation of transport properties in liquid-phase systems.…

Soft Condensed Matter · Physics 2025-06-19 Yury A. Budkov , Nikolai N. Kalikin , Petr E. Brandyshev

Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…

Optimization and Control · Mathematics 2019-06-28 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

In this paper we present computational techniques to investigate the solutions of two-component, nonlinear reaction-diffusion (RD) systems on arbitrary surfaces. We build on standard techniques for linear and nonlinear analysis of RD…

Computational Engineering, Finance, and Science · Computer Science 2016-05-06 Daljit Singh J. Dhillon , Michel C. Milinkovitch , Matthias Zwicker

We develop a Reduced Order Model (ROM) for a Large Eddy Simulation (LES) approach that combines a three-step algorithm called Evolve-Filter-Relax (EFR) with a computationally efficient finite volume method. The main novelty of our ROM lies…

Numerical Analysis · Mathematics 2021-07-28 Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

Green's functions characterize the fundamental solutions of partial differential equations; they are essential for tasks ranging from shape analysis to physical simulation, yet they remain computationally prohibitive to evaluate on…

Graphics · Computer Science 2026-02-16 Joao Teixeira , Eitan Grinspun , Otman Benchekroun

The accuracy of solving partial differential equations (PDEs) on coarse grids is greatly affected by the choice of discretization schemes. In this work, we propose to learn time integration schemes based on neural networks which satisfy…

Numerical Analysis · Mathematics 2023-10-17 Xinxin Yan , Zhideng Zhou , Xiaohan Cheng , Xiaolei Yang

The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…

Statistical Mechanics · Physics 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer
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