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We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…
In general, high order splitting methods suffer from an order reduction phenomena when applied to the time integration of partial differential equations with non-periodic boundary conditions. In the last decade, there were introduced…
We present a new multigrid scheme for solving the Poisson equation with Dirichlet boundary conditions on a Cartesian grid with irregular domain boundaries. This scheme was developed in the context of the Adaptive Mesh Refinement (AMR)…
Numerically solving parabolic equations with quasiperiodic coefficients is a significant challenge due to the potential formation of space-filling quasiperiodic structures that lack translational symmetry or decay. In this paper, we…
Directional interpolation is a fast and efficient compression technique for high-frequency Helmholtz boundary integral equations, but it requires a very large amount of storage in its original form. Algebraic recompression can significantly…
We present a computational method for the simulation of the solidification of multicomponent alloys in the sharp-interface limit. Contrary to the case of binary alloys where a fixed point iteration is adequate, we hereby propose a…
The Lagrange multiplier method has proven highly effective for mitigating the ill-conditioning of full waveform inversion (FWI), enabling robust and computationally efficient algorithms that converge to accurate velocity models even from…
This paper establishes the iteration-complexity of proximal bundle methods for solving hybrid (i.e., a blend of smooth and nonsmooth) weakly convex composite optimization (HWC-CO) problems. This is done in a unified manner by considering a…
The modeling of solute chemistry at low-symmetry defects in materials is historically challenging, due to the computation cost required to evaluate thermodynamic properties from first principles. Here, we offer a hybrid multiscale approach…
Highly oscillatory differential equations present significant challenges in numerical treatments. The Modulated Fourier Expansion (MFE), used as an ansatz, is a commonly employed tool as a numerical approximation method. In this article,…
In this paper, we develop novel numerical methods based on the Multi-Point Flux Approximation (MPFA) method to solve the degenerated partial differential equation (PDE) arising from pricing two-assets options. The standard MPFA is used as…
This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…
In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…
In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…
In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…
We introduce and compare two domain decomposition based numerical methods, namely the Dirichlet-Neumann and Neumann-Neumann Waveform Relaxation methods (DNWR and NNWR respectively), tailored for solving partial differential equations (PDEs)…
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…
This paper proposes a new hybrid high-order discretization for the biharmonic problem and the corresponding eigenvalue problem. The discrete ansatz space includes degrees of freedom in $n-2$ dimensional submanifolds (e.g., nodal values in…
We consider partitioned time integration for heterogeneous coupled heat equations. First and second order multirate, as well as time-adaptive Dirichlet-Neumann Waveform relaxation (DNWR) methods are derived. In 1D and for implicit Euler…