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We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…
Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation…
We propose a spectral solver for the Poisson equation on a square domain, achieving optimal complexity through the ultraspherical spectral method and the alternating direction implicit (ADI) method. Compared with the state-of-the-art…
Traditionally, finite differences and finite element methods have been by many regarded as the basic tools for obtaining numerical solutions in a variety of quantum mechanical problems emerging in atomic, nuclear and particle physics,…
This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…
We discuss a numerical scheme to solve the continuum Kardar-Parisi-Zhang equation in generic spatial dimensions. It is based on a momentum-space discretization of the continuum equation and on a pseudo-spectral approximation of the…
In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…
This work proposes and analyzes a generalized acceleration technique for decreasing the computational complexity of using stochastic collocation (SC) methods to solve partial differential equations (PDEs) with random input data. The SC…
In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear…
A three-dimensional (3D) Poisson solver with longitudinal periodic and transverse open boundary conditions can have important applications in beam physics of particle accelerators. In this paper, we present a fast efficient method to solve…
High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…
We present a Python module named PyCheb, to solve the ordinary differential equations by using spectral collocation method. PyCheb incorporates discretization using Chebyshev points, barycentric interpolation and iterate methods. With this…
Numerical solutions of partial differential equations enable a broad range of scientific research. The Dedalus Project is a flexible, open-source, parallelized computational framework for solving general partial differential equations using…
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…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
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…
Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…
Partial Differential Equations (PDEs) describe several problems relevant to many fields of applied sciences, and their discrete counterparts typically involve the solution of sparse linear systems. In this context, we focus on the analysis…
We construct a pseudospectral method for the solution of time-dependent, non-linear partial differential equations on a three-dimensional spherical shell. The problem we address is the treatment of tensor fields on the sphere. As a test…
As the dimension of a system increases, traditional methods for control and differential games rapidly become intractable, making the design of safe autonomous agents challenging in complex or team settings. Deep-learning approaches avoid…