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The Mat\'ern covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important reason for this is that the smoothness parameter $\nu$ gives complete control over the…

Computation · Statistics 2022-05-11 Christopher J. Geoga , Oana Marin , Michel Schanen , Michael L. Stein

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

Recent theoretical work on automatic differentiation (autodiff) has focused on characteristics such as correctness and efficiency while assuming that all derivatives are automatically generated by autodiff using program transformation, with…

Programming Languages · Computer Science 2024-08-15 Sam Estep

In this paper we introduce a new class of finite element discretizations of the quadratic optimal transport problem based on its dynamical formulation. These generalize to the finite element setting the finite difference scheme proposed by…

Numerical Analysis · Mathematics 2022-02-24 Andrea Natale , Gabriele Todeschi

We demonstrate a practical differentiable programming approach for acoustic inverse problems through two applications: admittance estimation and shape optimization for resonance damping. First, we show that JAX-FEM's automatic…

Machine Learning · Computer Science 2025-11-17 Nikolas Borrel-Jensen , Josiah Bjorgaard

We provide a new approach for the efficient matrix-free application of the transpose of the Jacobian for the spectral element method for the adjoint based solution of partial differential equation (PDE) constrained optimization. This…

Optimization and Control · Mathematics 2020-05-28 Oana Marin , Emil Constantinescu , Barry Smith

The MFEM (Modular Finite Element Methods) library is a high-performance C++ library for finite element discretizations. MFEM supports numerous types of finite element methods and is the discretization engine powering many computational…

Numerical discretisations of partial differential equations (PDEs) can be written as discrete convolutions, which, themselves, are a key tool in AI libraries and used in convolutional neural networks (CNNs). We therefore propose to…

Fluid Dynamics · Physics 2025-11-06 Boyang Chen , Claire E. Heaney , Christopher C. Pain

All known elimination techniques for (first-order) algorithmic differentiation (AD) rely on Jacobians to be given for a set of relevant elemental functions. Realistically, elemental tangents and adjoints are given instead. They can be…

Optimization and Control · Mathematics 2023-03-29 Uwe Naumann , Erik Schneidereit , Simon Maertens , Markus Towara

This paper presents a novel optimization for differentiable programming named coarsening optimization. It offers a systematic way to synergize symbolic differentiation and algorithmic differentiation (AD). Through it, the granularity of the…

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

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

The scaled boundary finite element method (SBFEM) has recently been employed as an efficient means to model three-dimensional structures, in particular when the geometry is provided as a voxel-based image. To this end, an octree…

Numerical Analysis · Mathematics 2023-10-31 Hauke Gravenkamp , Albert A. Saputra , Sascha Eisenträger

The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…

Numerical Analysis · Mathematics 2014-01-21 Carsten Carstensen , Asha K. Dond , Neela Nataraj , Amiya K. Pani

Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudo-spectral method is implemented by assuming that the grid, used to represent the…

Numerical Analysis · Mathematics 2018-03-29 Lorella Fatone , Daniele Funaro

Differentiable simulators are an emerging concept with applications in several fields, from reinforcement learning to optimal control. Their distinguishing feature is the ability to calculate analytic gradients with respect to the input…

Machine Learning · Computer Science 2021-11-10 Antonio Stanziola , Simon R. Arridge , Ben T. Cox , Bradley E. Treeby

This paper proposes some efficient and accurate adaptive two-grid (ATG) finite element algorithms for linear and nonlinear partial differential equations (PDEs). The main idea of these algorithms is to utilize the solutions on the $k$-th…

Numerical Analysis · Mathematics 2020-09-22 Yukun Li , Yi Zhang

In the present work, we investigate the computational efficiency afforded by higher-order finite-element discretization of the saddle-point formulation of orbital-free density functional theory. We first investigate the robustness of viable…

Computational Physics · Physics 2015-05-30 Phani Motamarri , Mrinal Iyer , Jaroslaw Knap , Vikram Gavini

No single Automatic Differentiation (AD) system is the optimal choice for all problems. This means informed selection of an AD system and combinations can be a problem-specific variable that can greatly impact performance. In the Julia…

Mathematical Software · Computer Science 2022-02-08 Frank Schäfer , Mohamed Tarek , Lyndon White , Chris Rackauckas

We present a methodology combining neural networks with physical principle constraints in the form of partial differential equations (PDEs). The approach allows to train neural networks while respecting the PDEs as a strong constraint in…

Numerical Analysis · Mathematics 2021-09-06 Sebastian K. Mitusch , Simon W. Funke , Miroslav Kuchta
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