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Motivated by the idea of imposing paralleling computing on solving stochastic differential equations (SDEs), we introduce a new Domain Decomposition Scheme to solve forward-backward stochastic differential equations (FBSDEs) parallely. We…

Numerical Analysis · Mathematics 2010-08-03 Minh-Binh Tran

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…

Computation · Statistics 2012-11-02 Piyush Tagade , Han-Lim Choi

The aim of this work is to present a model reduction technique in the framework of optimal control problems for partial differential equations. We combine two approaches used for reducing the computational cost of the mathematical numerical…

Numerical Analysis · Mathematics 2023-11-09 Ivan Prusak , Monica Nonino , Davide Torlo , Francesco Ballarin , Gianluigi Rozza

Neural operators have become increasingly popular in solving \textit{partial differential equations} (PDEs) due to their superior capability to capture intricate mappings between function spaces over complex domains. However, the…

Machine Learning · Computer Science 2026-03-02 Jianing Huang , Kaixuan Zhang , Youjia Wu , Ze Cheng

This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…

Numerical Analysis · Mathematics 2017-11-28 Vassilis Kalantzis , Yuanzhe Xi , Yousef Saad

Reduction of computational cost of solutions is a key issue to crack identification or crack propagation problems. One of the solution is to avoid re-meshing the domain when the crack position changes or when the crack extends. To avoid…

Numerical Analysis · Mathematics 2015-02-12 Olivier Bodart , Valérie Cayol , Sébastien Court , Jonas Koko

Domain adaptation approaches aim to exploit useful information from the source domain where supervised learning examples are easier to obtain to address a learning problem in the target domain where there is no or limited availability of…

Computer Vision and Pattern Recognition · Computer Science 2020-08-05 Qian Wang , Toby P. Breckon

In this work, we consider the time-harmonic Maxwell's equations and their numerical solution with a domain decomposition method. As an innovative feature, we propose a feedforward neural network-enhanced approximation of the interface…

Numerical Analysis · Mathematics 2023-03-07 T. Knoke , S. Kinnewig , S. Beuchler , A. Demircan , U. Morgner , T. Wick

This paper deals with the parallel simulation of delamination problems at the meso-scale by means of multi-scale methods, the aim being the Virtual Delamination Testing of Composite parts. In the non-linear context, Domain Decomposition…

Numerical Analysis · Mathematics 2013-04-26 Olivier Allix , Pierre Gosselet , Pierre Kerfriden , Karin Saavedra

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

A framework is developed for a robust and highly accurate numerical solution of the coupled Stokes-Darcy system in three dimensions. The domain decomposition method is based on a Dirichlet-Neumann type splitting of the interface conditions…

Numerical Analysis · Mathematics 2022-01-19 Svetlana Tlupova

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Methodology · Statistics 2023-10-02 Navid Shervani-Tabar

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

Numerical Analysis · Mathematics 2022-10-26 Petr N. Vabishchevich

Bayesian Optimization (BO) is a powerful tool for optimizing complex non-linear systems. However, its performance degrades in high-dimensional problems with tightly coupled parameters and highly asymmetric objective landscapes, where…

Machine Learning · Computer Science 2026-02-12 Aashwin Mishra , Matt Seaberg , Ryan Roussel , Daniel Ratner , Apurva Mehta

This paper presents a new Bayesian estimation technique for hidden Potts-Markov random fields with unknown regularisation parameters, with application to fast unsupervised K-class image segmentation. The technique is derived by first…

Computation · Statistics 2016-02-03 Marcelo Pereyra , Steve McLaughlin

Domain invariant learning aims to learn models that extract invariant features over various training domains, resulting in better generalization to unseen target domains. Recently, Bayesian Neural Networks have achieved promising results in…

Machine Learning · Computer Science 2023-10-26 Shiyu Shen , Bin Pan , Tianyang Shi , Tao Li , Zhenwei Shi

The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…

Numerical Analysis · Mathematics 2026-05-13 Luke Benfield , Andreas Dedner

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick
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