Related papers: Parallel-in-time solution of hyperbolic PDE system…
The goal of the present paper is to present a new approach to the construction of asymptotic (approximating) solutions to parabolic PDE by using the characteristics.
Using the principle of structural analogy of solutions, approaches have been developed for constructing exact solutions of complex nonlinear PDEs, including PDEs with delay, based on the use of special solutions to auxiliary simpler related…
This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…
In this paper we study fast iterative solvers for the large sparse linear systems resulting from the stochastic Galerkin discretization of stochastic partial differential equations. A block triangular preconditioner is introduced and…
In recent research, the parallel performances of sweeping-type algorithms for high-frequency time-harmonic wave problems have been improved by departing from standard layer-type domain decomposition and introducing a new sweeping strategy…
Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…
We introduce a parallel algorithm to construct a preconditioner for solving a large, sparse linear system where the coefficient matrix is a Laplacian matrix (a.k.a., graph Laplacian). Such a linear system arises from applications such as…
To study the nonlinear properties of complex natural phenomena, the evolution of the quantity of interest can be often represented by systems of coupled nonlinear stochastic differential equations (SDEs). These SDEs typically contain…
In this paper, we propose a parallel solver for solving the quasi-static linear poroelasticity coupled with linear elasticity model in the Lagrange multiplier framework. Firstly, we reformulate the model into a coupling of the nearly…
We consider a sequence of elliptic partial differential equations (PDEs) with different but similar rapidly varying coefficients. Such sequences appear, for example, in splitting schemes for time-dependent problems (with one coefficient per…
As the dimension of a system increases, traditional methods for control and differential games rapidly become intractable, making the design of safe autonomous agents challenging in complex or team settings. Deep-learning approaches avoid…
This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…
The present paper aims at providing a numerical strategy to deal with PDE-constrained optimization problems solved with the adjoint method. It is done through out a unified formulation of the constraint PDE and the adjoint model. The…
In this paper, we consider a Model Predictive Control (MPC) problem of a continuous-time linear time-invariant system subject to continuous-time path constraints on the states and the inputs. By leveraging the concept of differential…
The time harmonic Maxwell equations are of current interest in computational science and applied mathematics with many applications in modern physics. In this work, we present parallel finite element solver for the time harmonic Maxwell…
The Crank-Nicolson (CN) method is a well-known time integrator for evolutionary partial differential equations (PDEs) arising in many real-world applications. Since the solution at any time depends on the solution at previous time steps,…
The aim of this work is to present a parallel solver for a formulation of fluid-structure interaction (FSI) problems which makes use of a distributed Lagrange multiplier in the spirit of the fictitious domain method. The fluid subproblem,…
In this paper, we are interested in an efficient numerical method for the mixed-dimensional approach to modeling single-phase flow in fractured porous media. The model introduces fractures and their intersections as lower-dimensional…
We consider the design of structure-preserving discretization methods for the solution of systems of boundary controlled Partial Differential Equations (PDEs) thanks to the port-Hamiltonian formalism. We first provide a novel general…
In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear…