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We present the Deep Picard Iteration (DPI) method, a new deep learning approach for solving high-dimensional partial differential equations (PDEs). The core innovation of DPI lies in its use of Picard iteration to reformulate the typically…

Numerical Analysis · Mathematics 2025-07-08 Jiequn Han , Wei Hu , Jihao Long , Yue Zhao

PDE-to-solver code generation aims to automatically synthesize executable numerical solvers from partial differential equation (PDE) specifications. This task requires not only understanding the mathematical structure of PDEs, but also…

The Finite Difference Time Domain (FDTD) method is a widely used numerical technique for solving Maxwell's equations, particularly in computational electromagnetics and photonics. It enables accurate modeling of wave propagation in complex…

Computation and Language · Computer Science 2025-04-15 Yifei He , Måns I. Andersson , Stefano Markidis

Numerical approximations of partial differential equations (PDEs) are routinely employed to formulate the solution of physics, engineering, and mathematical problems involving functions of several variables, such as the propagation of heat…

We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous…

Optimization and Control · Mathematics 2020-08-07 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou , Paul Goulart , Andrew Wynn

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

The implementation of discontinuous Galerkin finite element methods (DGFEMs) represents a very challenging computational task, particularly for systems of coupled nonlinear PDEs, including multiphysics problems, whose parameters may consist…

Numerical Analysis · Computer Science 2018-04-09 Paul Houston , Nathan Sime

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

Solving Partial Differential Equations (PDEs) is fundamental to numerous scientific and engineering disciplines. A common challenge arises from solving the PDE families, which are characterized by sharing an identical mathematical structure…

Artificial Intelligence · Computer Science 2026-02-13 Yipeng Huang , Dejun Xu , Zexin Lin , Zhenzhong Wang , Min Jiang

In this paper we discuss three symbolic approaches for the generation of a finite difference scheme of a partial differential equation (PDE). We prove, that for a linear PDE with constant coefficients these three approaches are equivalent…

Mathematical Physics · Physics 2019-03-06 Viktor Levandovskyy , Bernd Martin

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus…

Numerical Analysis · Mathematics 2025-01-09 Zheyuan Hu , Kenji Kawaguchi , Zhongqiang Zhang , George Em Karniadakis

Molecular Dynamics (MD) codes predict the fundamental properties of matter by following the trajectories of a collection of interacting model particles. To exploit diverse modern manycore hardware, efficient codes must use all available…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-04 William R. Saunders , James Grant , Eike H. Müller

Partial differential equations (PDEs) have become an essential tool for modeling complex physical systems. Such equations are typically solved numerically via mesh-based methods, such as finite element methods, with solutions over the…

Methodology · Statistics 2024-02-15 Chih-Li Sung , Wenjia Wang , Liang Ding , Xingjian Wang

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

This article deals with the computation of guaranteed lower bounds of the error in the framework of finite element (FE) and domain decomposition (DD) methods. In addition to a fully parallel computation, the proposed lower bounds separate…

Numerical Analysis · Mathematics 2016-06-22 Valentine Rey , Pierre Gosselet , Christian Rey

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

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…

Numerical Analysis · Mathematics 2022-09-07 Xiaodan Ren

The differentiable programming paradigm is a cornerstone of modern scientific computing. It refers to numerical methods for computing the gradient of a numerical model's output. Many scientific models are based on differential equations,…

The electrical and electronic engineering has used parallel programming to solve its large scale complex problems for performance reasons. However, as parallel programming requires a non-trivial distribution of tasks and data, developers…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-07-05 Antonio Wendell De Oliveira Rodrigues , Frédéric Guyomarc'H , Jean-Luc Dekeyser , Yvonnick Le Menach

We present an assignment for a full Parallel Computing course. Since 2017/2018, we have proposed a different problem each academic year to illustrate various methodologies for approaching the same computational problem using different…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-11 Arturo Gonzalez-Escribano , Diego García-Álvarez , Jesús Cámara
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