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This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…

Numerical Analysis · Mathematics 2014-07-21 Markus Bachmayr , Wolfgang Dahmen

We propose and analyze an iterative high-order hybridized discontinuous Galerkin (iHDG) discretization for linear partial differential equations. We improve our previous work (SIAM J. Sci. Comput. Vol. 39, No. 5, pp. S782--S808) in several…

Numerical Analysis · Mathematics 2018-05-23 Sriramkrishnan Muralikrishnan , Minh-Binh Tran , Tan Bui-Thanh

A parallel algorithm for solving a series of matrix equations with a constant tridiagonal matrix and different right-hand sides is proposed and studied. The process of solving the problem is represented in two steps. The first preliminary…

Numerical Analysis · Mathematics 2010-12-07 Andrew Terekhov

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

Discrete variational methods show excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative procedure for the solution of discrete variational equations for boundary value…

Optimization and Control · Mathematics 2022-06-22 Sebastián J. Ferraro , David Martín de Diego , Rodrigo Takuro Sato Martín de Almagro

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…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

In this paper, we propose a novel, computationally efficient reduced order method to solve linear parabolic inverse source problems. Our approach provides accurate numerical solutions without relying on specific training data. The forward…

Numerical Analysis · Mathematics 2023-06-12 Yuxuan Huang , Yangwen Zhang

This paper presents a novel approach to rigorously solving initial value problems for semilinear parabolic partial differential equations (PDEs) using fully spectral Fourier-Chebyshev expansions. By reformulating the PDE as a system of…

Analysis of PDEs · Mathematics 2025-03-03 Matthieu Cadiot , Jean-Philippe Lessard

This work considers two boundary correction techniques to mitigate the reduction in the temporal order of convergence in PDE sense (i.e., when both the space and time resolutions tend to zero independently of each other) of $d$ dimension…

Numerical Analysis · Mathematics 2024-06-11 S. Gonzalez-Pinto , D. Hernandez-Abreu

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec

We are interested in numerically approximating the solution ${\bf U}(t)$ of the large dimensional semilinear matrix differential equation $\dot{\bf U}(t) = { \bf A}{\bf U}(t) + {\bf U}(t){ \bf B} + {\cal F}({\bf U},t)$, with appropriate…

Numerical Analysis · Mathematics 2021-05-26 Gerhard Kirsten , Valeria Simoncini

In this work, we propose a reduced basis method for efficient solution of parametric linear systems. The coefficient matrix is assumed to be a linear matrix-valued function that is symmetric and positive definite for admissible values of…

Numerical Analysis · Mathematics 2021-09-28 Antti Autio , Antti Hannukainen

Deep learning inspired by differential equations is a recent research trend and has marked the state of the art performance for many machine learning tasks. Among them, time-series modeling with neural controlled differential equations…

Machine Learning · Computer Science 2022-09-22 Sheo Yon Jhin , Jaehoon Lee , Minju Jo , Seungji Kook , Jinsung Jeon , Jihyeon Hyeong , Jayoung Kim , Noseong Park

In this paper, we propose and analyze ETD-Multistep-Pad\'{e} (ETD-MS-Pad\'{e}) and ETD Implicit Multistep-Pad\'{e} (ETD-IMS-Pad\'{e}) for semilinear parabolic delay differential equations with smooth solutions. In our previous work [15], we…

Numerical Analysis · Mathematics 2025-07-02 Haishen Dai , Huan Lei

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky

In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…

Optimization and Control · Mathematics 2012-03-13 Yvon Maday , Mohamed-Kamel Riahi , Julien Salomon

This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for…

Numerical Analysis · Mathematics 2021-07-12 Alice Cortinovis , Daniel Kressner , Stefano Massei

We consider the task of updating a matrix function $f(A)$ when the matrix $A\in{\mathbb C}^{n \times n}$ is subject to a low-rank modification. In other words, we aim at approximating $f(A+D)-f(A)$ for a matrix $D$ of rank $k \ll n$. The…

Numerical Analysis · Mathematics 2017-07-12 Bernhard Beckermann , Daniel Kressner , Marcel Schweitzer

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

This paper focuses on proposing a deep learning initialized iterative method (Int-Deep) for low-dimensional nonlinear partial differential equations (PDEs). The corresponding framework consists of two phases. In the first phase, an…

Numerical Analysis · Mathematics 2020-08-26 Jianguo Huang , Haoqin Wang , Haizhao Yang