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The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…

Analysis of PDEs · Mathematics 2007-05-23 Claire David , Pierre Sagaut

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

Machine Learning · Statistics 2026-05-20 Shubo Li , Yuefeng Han , Xiufan Yu

Classical Computational Fluid Dynamics (CFD) of long-time processes with strongly separated time scales is computationally extremely demanding if not impossible. Consequently, the state-of-the-art description of such systems is not capable…

Fluid Dynamics · Physics 2016-08-08 Thomas Lichtenegger , Stefan Pirker

We propose an efficient numerical algorithm for the solution of diffeomorphic image registration problems. We use a variational formulation constrained by a partial differential equation (PDE), where the constraints are a scalar transport…

Optimization and Control · Mathematics 2018-03-02 Andreas Mang , George Biros

A semi-Lagrangian Characteristic Mapping method for the solution of the tracer transport equations on the sphere is presented. The method solves for the solution operator of the equations by approximating the inverse of the diffeomorphism…

Numerical Analysis · Mathematics 2023-02-01 Seth Taylor , Jean-Christophe Nave

We present a machine learning framework that blends image super-resolution technologies with passive, scalar transport in the level-set method. Here, we investigate whether we can compute on-the-fly, data-driven corrections to minimize…

Machine Learning · Computer Science 2022-09-29 Luis Ángel Larios-Cárdenas , Frédéric Gibou

This work is devoted to the numerical approximation of high-dimensional advection-diffusion equations. It is well-known that classical methods, such as the finite volume method, suffer from the curse of dimensionality, and that their time…

Numerical Analysis · Mathematics 2025-11-26 Emmanuel Franck , Victor Michel-Dansac , Laurent Navoret , Vincent Vigon

Estimation of nonlinear dynamic models from data poses many challenges, including model instability and non-convexity of long-term simulation fidelity. Recently Lagrangian relaxation has been proposed as a method to approximate simulation…

Systems and Control · Computer Science 2018-10-12 Jack Umenberger , Ian R. Manchester

We develop a semi-discrete optimal transport scheme for the compressible semi-geostrophic equations, a system that plays an important role in modelling large-scale atmospheric dynamics and frontogenesis. Unlike the incompressible case, the…

Numerical Analysis · Mathematics 2026-03-10 Théo Lavier , Beatrice Pelloni

Federated learning (FL) is one of the popular distributed machine learning (ML) solutions but incurs significant communication and computation costs at edge devices. Federated split learning (FSL) can train sub-models in parallel and reduce…

Machine Learning · Computer Science 2025-07-22 Yujia Mu , Cong Shen

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…

Numerical Analysis · Computer Science 2010-06-01 Petr N. Vabishchevich

Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…

Numerical Analysis · Mathematics 2014-05-20 L. Bonaventura , R. Ferretti

The paper introduces a finite element method for an Eulerian formulation of partial differential equations governing the transport and diffusion of a scalar quantity in a time-dependent domain. The method follows the idea from Lehrenfeld &…

Numerical Analysis · Mathematics 2025-06-26 Maxim Olshanskii , Henry von Wahl

In this paper, we develop a sparse grid discontinuous Galerkin (DG) scheme for transport equations and applied it to kinetic simulations. The method uses the weak formulations of traditional Runge-Kutta DG (RKDG) schemes for hyperbolic…

Numerical Analysis · Mathematics 2016-02-08 Wei Guo , Yingda Cheng

The simulation of partial differential equations is a central subject of numerical analysis and an indispensable tool in science, engineering and related fields. Existing approaches, such as finite elements, provide (highly) efficient tools…

Numerical Analysis · Mathematics 2022-01-19 Nils Margenberg , Christian Lessig , Thomas Richter

Federated learning (FL) encounters scalability challenges when implemented over fog networks that do not follow FL's conventional star topology architecture. Semi-decentralized FL (SD-FL) has proposed a solution for device-to-device (D2D)…

Networking and Internet Architecture · Computer Science 2026-03-17 Evan Chen , Shiqiang Wang , Christopher G. Brinton

Most numerical schemes proposed for solving BGK models for rarefied gas dynamics are based on the discrete velocity approximation. Since such approach uses fixed velocity grids, one must secure a sufficiently large domain with fine velocity…

Numerical Analysis · Mathematics 2022-04-20 Sebastiano Boscarino , Seung Yeon Cho , Giovanni Russo

Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…

Machine Learning · Computer Science 2019-08-01 Zheng Li , Shi Shu

We develop a semi-discretization approximation for scalar conservation laws with multiple rough time dependence in inhomogeneous fluxes. The method is based on Brenier's transport-collapse algorithm and uses characteristics defined in the…

Numerical Analysis · Mathematics 2015-12-21 Benjamin Gess , Benoît Perthame , Panagiotis E. Souganidis

In this paper, we derive a method for the second-order form of the transport equation that is both globally conservative and compatible with voids, using Continuous Finite Element Methods (CFEM). The main idea is to use the Least-Squares…

Computational Physics · Physics 2016-07-26 Vincent M. Laboure , Ryan G. McClarren , Yaqi Wang