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In this paper we propose a new model-based unsupervised learning method, called VarNet, for the solution of partial differential equations (PDEs) using deep neural networks (NNs). Particularly, we propose a novel loss function that relies…

Machine Learning · Computer Science 2019-12-17 Reza Khodayi-Mehr , Michael M. Zavlanos

In this paper, we are concerned with the micro-macro Parareal algorithm for the simulation of initial-value problems. In this algorithm, a coarse (fast) solver is applied sequentially over the time domain, and a fine (time-consuming) solver…

Numerical Analysis · Mathematics 2025-10-29 Ignace Bossuyt , Stefan Vandewalle , Giovanni Samaey

Neural operators, as a powerful approximation to the non-linear operators between infinite-dimensional function spaces, have proved to be promising in accelerating the solution of partial differential equations (PDE). However, it requires a…

Machine Learning · Computer Science 2024-05-08 Xinquan Huang , Wenlei Shi , Xiaotian Gao , Xinran Wei , Jia Zhang , Jiang Bian , Mao Yang , Tie-Yan Liu

There has been rapid progress recently on the application of deep networks to the solution of partial differential equations, collectively labelled as Physics Informed Neural Networks (PINNs). In this paper, we develop Physics Informed…

Machine Learning · Computer Science 2019-07-09 Vikas Dwivedi , Balaji Srinivasan

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

We present a convergence analysis of the parallel-in-time integration method known as the Parareal algorithm for degenerate differential-algebraic systems arising from quasi-static Biot models, which govern coupled flow and deformation in…

Numerical Analysis · Mathematics 2026-01-22 Iñigo Jimenez-Ciga , Francisco Gaspar , Kundan Kumar , Florin A. Radu

Parallel-in-time integration has been the focus of intensive research efforts over the past two decades due to the advent of massively parallel computer architectures and the scaling limits of purely spatial parallelization. Various…

Numerical Analysis · Mathematics 2023-09-22 M. J. Gander , T. Lunet , D. Ruprecht , R. Speck

In this article, we introduce a novel parallel-in-time solver for nonlinear ordinary differential equations (ODEs). We state the numerical solution of an ODE as a root-finding problem that we solve using Newton's method. The affine…

Numerical Analysis · Mathematics 2025-11-04 Casian Iacob , Hassan Razavi , Simo Särkkä

This work is concerned with linear matrix equations that arise from the space-time discretization of time-dependent linear partial differential equations (PDEs). Such matrix equations have been considered, for example, in the context of…

Numerical Analysis · Mathematics 2023-06-16 Daniel Kressner , Stefano Massei , Junli Zhu

Physics-Informed Neural Networks (PINNs) are machine learning tools that approximate the solution of general partial differential equations (PDEs) by adding them in some form as terms of the loss/cost function of a Neural Network. Most…

Numerical Analysis · Mathematics 2022-08-29 Antonio Tadeu Azevedo Gomes , Larissa Miguez da Silva , Frederic Valentin

We consider a new class of Parareal algorithms, which use ideas from localized reduced basis methods to construct the coarse solver from spectral approximations of the transfer operators mapping initial values for a given time interval to…

Numerical Analysis · Mathematics 2025-08-13 Martin J. Gander , Mario Ohlberger , Stephan Rave

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have…

Numerical Analysis · Mathematics 2022-09-14 Benjamin Carrel , Martin J. Gander , Bart Vandereycken

Deep neural networks (DNNs), especially physics-informed neural networks (PINNs), have recently become a new popular method for solving forward and inverse problems governed by partial differential equations (PDEs). However, these methods…

Machine Learning · Computer Science 2023-10-26 Wenbo Cao , Weiwei Zhang

Partial differential equations (PDEs) play a fundamental role in modeling and simulating problems across a wide range of disciplines. Recent advances in deep learning have shown the great potential of physics-informed neural networks…

Machine Learning · Computer Science 2022-01-31 Pu Ren , Chengping Rao , Yang Liu , Jianxun Wang , Hao Sun

Stochastic parareal (SParareal) is a probabilistic variant of the popular parallel-in-time algorithm known as parareal. Similarly to parareal, it combines fine- and coarse-grained solutions to an ordinary differential equation (ODE) using a…

Numerical Analysis · Mathematics 2023-03-13 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan

The study of parametric differential equations plays a crucial role in weather forecasting and epidemiological modeling. These phenomena are better represented using fractional derivatives due to their inherent memory or hereditary effects.…

Numerical Analysis · Mathematics 2025-03-31 S M Sivalingam , V Govindaraj , A. S. Hendy

This paper presents a new algorithm for the parallel in time (PiT) numerical simulation of time dependent partial/ordinary differential equations. We propose a reliable alternative to the well know parareal in time algorithm, by formulating…

Numerical Analysis · Mathematics 2022-03-22 Mohamed Kamel Riahi