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This paper introduces a new method based on Deep Galerkin Methods (DGMs) for solving high-dimensional stochastic Mean Field Games (MFGs). We achieve this by using two neural networks to approximate the unknown solutions of the MFG system…

Machine Learning · Computer Science 2023-08-09 Mouhcine Assouli , Badr Missaoui

We present a matrix-free GPU multigrid preconditioner with algebraically consistent coarsening for solving Poisson equations on adaptive octree grids with irregular domains. Within uniform-resolution regions, the coarsening satisfies the…

Numerical Analysis · Mathematics 2026-04-22 Mengdi Wang , Yuchen Sun , Bo Zhu

We present evidence that multigrid (MG) works for wave equations in disordered systems, e.g. in the presence of gauge fields, no matter how strong the disorder. We introduce a "neural computations" point of view into large scale…

High Energy Physics - Lattice · Physics 2009-10-22 M. Baeker , G. Mack , M. Speh

Four adaptations of the smoothed aggregation algebraic multigrid (SA-AMG) method are proposed with an eye towards improving the convergence and robustness of the solver in situations when the discretization matrix contains many weak…

Numerical Analysis · Mathematics 2021-03-22 Jonathan J. Hu , Chris Siefert , Raymond S. Tuminaro

Unstructured grid data are essential for modelling complex geometries and dynamics in computational physics. Yet, their inherent irregularity presents significant challenges for conventional machine learning (ML) techniques. This paper…

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence…

Optimization and Control · Mathematics 2024-05-20 Gabriele Ciaramella , Fabio Nobile , Tommaso Vanzan

We consider the parallel time integration of the linear advection equation with the Parareal and two-level multigrid-reduction-in-time (MGRIT) algorithms. Our aim is to develop a better understanding of the convergence behaviour of these…

Numerical Analysis · Mathematics 2019-10-15 Oliver A. Krzysik , Hans De Sterck , Scott P. MacLachlan , Stephanie Friedhoff

This papers introduces an algorithm for the solution of multiple kernel learning (MKL) problems with elastic-net constraints on the kernel weights. The algorithm compares very favourably in terms of time and space complexity to existing…

Machine Learning · Statistics 2019-04-08 Luca Citi

This paper presents a generalized weak Galerkin (gWG) finite element method for linear elasticity problems on general polygonal and polyhedral meshes. The proposed framework is flexible and efficient, allowing for the use of nonpolynomial…

Numerical Analysis · Mathematics 2026-01-27 Junping Wang , Yue Wang

Operator learning focuses on approximating mappings $\mathcal{G}^\dagger:\mathcal{U} \rightarrow\mathcal{V}$ between infinite-dimensional spaces of functions, such as $u: \Omega_u\rightarrow\mathbb{R}$ and $v:…

Machine Learning · Computer Science 2024-09-10 Carlos Mora , Amin Yousefpour , Shirin Hosseinmardi , Houman Owhadi , Ramin Bostanabad

Multigrid methods were invented for the solution of discretized partial differential equations in ordered systems. The slowness of traditional algorithms is overcome by updates on various length scales. In this article we discuss…

High Energy Physics - Lattice · Physics 2011-04-15 Thomas Kalkreuter

Coarse-grained (CG) molecular dynamics (MD) simulations can simulate large molecular complexes over extended timescales by reducing degrees of freedom. A critical step in CG modeling is the selection of the CG mapping algorithm, which…

Soft Condensed Matter · Physics 2025-07-23 Soumya Mondal , Subhanu Halder , Debarchan Basu , Sandeep Kumar , Tarak Karmakar

Modeling a high-dimensional Hamiltonian system in reduced dimensions with respect to coarse-grained (CG) variables can greatly reduce computational cost and enable efficient bottom-up prediction of main features of the system for many…

Computational Engineering, Finance, and Science · Computer Science 2021-04-09 Shu Wang , Zhan Ma , Wenxiao Pan

In this paper, we investigate neural networks applied to multiscale simulations and discuss a design of a novel deep neural network model reduction approach for multiscale problems. Due to the multiscale nature of the medium, the fine-grid…

Numerical Analysis · Mathematics 2024-12-20 Min Wang , Siu Wun Cheung , Wing Tat Leung , Eric T. Chung , Yalchin Efendiev , Mary Wheeler

Partial differential equations (PDEs) are central to modeling physical and engineering systems, but repeatedly solving parametric PDEs remains computationally expensive. Operator learning enables fast surrogate inference, yet typically…

Quantum Physics · Physics 2026-05-28 Chanyoung Kim , Myeonghwan Seong , Yujin Kim , Daniel K. Park , Youngjoon Hong

We present a convergent and scalable multigrid solver for high-frequency Helmholtz equations. Standard multigrid methods do not converge for high-frequency Helmholtz problems, and a common cure is adding a complex shift and using the…

Numerical Analysis · Mathematics 2026-04-22 Rachel Yovel , Eran Treister

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that…

Numerical Analysis · Mathematics 2023-03-22 H. De Sterck , R. D. Falgout , O. A. Krzysik , J. B. Schroder

One of the main challenges in using deep learning-based methods for simulating physical systems and solving partial differential equations (PDEs) is formulating physics-based data in the desired structure for neural networks. Graph neural…

Domain decomposition methods (DDMs) are popular solvers for discretized systems of partial differential equations (PDEs), with one-level and multilevel variants. These solvers rely on several algorithmic and mathematical parameters,…

Machine Learning · Computer Science 2023-03-03 Ali Taghibakhshi , Nicolas Nytko , Tareq Uz Zaman , Scott MacLachlan , Luke Olson , Matthew West

This paper presents a distributed optimization algorithm tailored to solve optimization problems arising in smart grids. In detail, we propose a variant of the Augmented Lagrangian based Alternating Direction Inexact Newton (ALADIN) method,…

Systems and Control · Electrical Eng. & Systems 2020-04-06 Yuning Jiang , Philipp Sauerteig , Boris Houska , Karl Worthmann