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We propose an efficient algorithm that combines overlapping domain decomposition and proper generalized decomposition (PGD) to construct surrogate models of linear elliptic parametric problems. The technique is composed of an offline and an…

Numerical Analysis · Mathematics 2024-09-16 Marco Discacciati , Ben J. Evans , Matteo Giacomini

A new and efficient neural-network and finite-difference hybrid method is developed for solving Poisson equation in a regular domain with jump discontinuities on embedded irregular interfaces. Since the solution has low regularity across…

Numerical Analysis · Mathematics 2023-06-13 Wei-Fan Hu , Te-Sheng Lin , Yu-Hau Tseng , Ming-Chih Lai

We propose a multiscale method for elliptic problems on complex domains, e.g. domains with cracks or complicated boundary. For local singularities this paper also offers a discrete alternative to enrichment techniques such as XFEM. We…

Numerical Analysis · Mathematics 2016-11-01 Daniel Elfverson , Mats G. Larson , Axel Målqvist

The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations…

Numerical Analysis · Mathematics 2017-05-11 Francisco Bernal , Gonçalo dos Reis , Greig Smith

We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…

Optimization and Control · Mathematics 2020-05-05 Quoc Tran-Dinh , Nhan H. Pham , Dzung T. Phan , Lam M. Nguyen

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2017-09-06 João Carvalho , Manuel Marques , João P. Costeira

Domain decomposition methods are widely used for the numerical solution of partial differential equations on high performance computers. We develop an adjoint-based a posteriori error analysis for both multiplicative and additive…

Numerical Analysis · Mathematics 2019-10-09 Jehanzeb Chaudhry , Don Estep , Simon Tavener

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…

Computation · Statistics 2026-03-17 Abylay Zhumekenov , Elias T. Krainski , Håvard Rue

We shall derive and propose several efficient overlapping domain decomposition methods for solving some typical linear inverse problems, including the identiffication of the flux, the source strength and the initial temperature in second…

Numerical Analysis · Mathematics 2013-09-10 Jiang Daijun , Feng Hui , Zou Jun

There are variety of computational algorithms need sequential sweeping; sweeping based on specific order; on a structured grid, e.g., preconditioning (smoothing) by SOR or ILU methods and solution of eikonal equation by fast sweeping…

Numerical Analysis · Mathematics 2010-08-24 Ruhollah Tavakoli

We present a spectrally-accurate scheme to turn a boundary integral formulation for an elliptic PDE on a single unit cell geometry into one for the fully periodic problem. Applications include computing the effective permeability of…

Numerical Analysis · Mathematics 2016-11-28 Alex H. Barnett , Gary Marple , Shravan Veerapaneni , Lin Zhao

We propose a component-based (CB) parametric model order reduction (pMOR) formulation for parameterized nonlinear elliptic partial differential equations (PDEs) based on overlapping subdomains. Our approach reads as a constrained…

Numerical Analysis · Mathematics 2022-12-21 Angelo Iollo , Giulia Sambataro , Tommaso Taddei

In this paper, we intend to study the geometric meaning of the discrete logarithm problem defined over an Elliptic Curve. The key idea is to reduce the Elliptic Curve Discrete Logarithm Problem (EC-DLP) into a system of equations. These…

Cryptography and Security · Computer Science 2019-09-20 Daniele Di Tullio , Ankan Pal

A multi-cube method is developed for solving systems of elliptic and hyperbolic partial differential equations numerically on manifolds with arbitrary spatial topologies. It is shown that any three-dimensional manifold can be represented as…

Computational Physics · Physics 2015-06-11 Lee Lindblom , Bela Szilagyi

We present an overlapping Schwarz decomposition algorithm for constrained quadratic programs (QPs). Schwarz algorithms have been traditionally used to solve linear algebra systems arising from partial differential equations, but we have…

Optimization and Control · Mathematics 2021-02-17 Sungho Shin , Mihai Anitescu , Victor M. Zavala

This work presents stochastic optimization methods targeted at least-squares problems involving Monte Carlo integration. While the most common approach to solving these problems is to apply stochastic gradient descent (SGD) or similar…

Optimization and Control · Mathematics 2018-04-27 Gustavo T. Pfeiffer , Yoichi Sato

PDDSparse is a new hybrid parallelisation scheme for solving large-scale elliptic boundary value problems on supercomputers, which can be described as a Feynman-Kac formula for domain decomposition. At its core lies a stochastic linear,…

Numerical Analysis · Mathematics 2023-12-08 Francisco Bernal , Jorge Morón-Vidal

Two-level domain decomposition (DD) methods are very powerful techniques for the efficient numerical solution of partial differential equations (PDEs). A two-level domain decomposition method requires two main components: a one-level…

Numerical Analysis · Mathematics 2021-04-22 Gabriele Ciaramella , Tommaso Vanzan

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying