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Multilevel techniques are efficient approaches for solving the large linear systems that arise from discretized partial differential equations and other problems. While geometric multigrid requires detailed knowledge about the underlying…

Numerical Analysis · Mathematics 2023-01-23 Tareq. U. Zaman , Scott P. MacLachlan , Luke N. Olson , Matt West

Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic…

Numerical Analysis · Mathematics 2020-04-27 Hanno Gottschalk , Karsten Kahl

We introduce a new class of spatially stochastic physics and data informed deep latent models for parametric partial differential equations (PDEs) which operate through scalable variational neural processes. We achieve this by assigning…

Machine Learning · Computer Science 2023-06-08 Arnaud Vadeboncoeur , Ieva Kazlauskaite , Yanni Papandreou , Fehmi Cirak , Mark Girolami , Ömer Deniz Akyildiz

This work develops a nonlinear multigrid method for diffusion problems discretized by cell-centered finite volume methods on general unstructured grids. The multigrid hierarchy is constructed algebraically using aggregation of degrees of…

Numerical Analysis · Mathematics 2020-10-29 Chak Shing Lee , François Hamon , Nicola Castelletto , Panayot S. Vassilevski , Joshua White

Small-scale features of shallow water flow obtained from direct numerical simulation (DNS) with two different computational codes for the shallow water equations are gathered offline and subsequently employed with the aim of constructing a…

Fluid Dynamics · Physics 2022-02-24 Sagy Ephrati , Erwin Luesink , Golo Wimmer , Paolo Cifani , Bernard Geurts

In this paper, we investigate and design multiscale simulations for stochastic multiscale PDEs. As for the space, we consider a coarse grid and a known multiscale method, the Generalized Multiscale Finite Element Method (GMsFEM). In order…

Numerical Analysis · Mathematics 2020-04-10 Zecheng Zhang , Eric Chung , Yalchin Efendiev , Wing Tat Leung

The use of multigrid and related preconditioners with the finite element method is often limited by the difficulty of applying the algorithm effectively to a problem, especially when the domain has a complex shape or adaptive refinement. We…

Numerical Analysis · Computer Science 2015-03-19 Peter R. Brune , Matthew G. Knepley , L. Ridgway Scott

We propose a sparse grids based adaptive noise reduction strategy for electrostatic particle-in-cell (PIC) simulations. Our approach is based on the key idea of relying on sparse grids instead of a regular grid in order to increase the…

The efficient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for…

Mathematical Software · Computer Science 2018-03-08 Andrew Reisner , Luke N. Olson , J. David Moulton

Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…

Numerical Analysis · Mathematics 2014-04-09 Hans-Werner van Wyk

We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…

Analysis of PDEs · Mathematics 2015-05-12 Max Duarte , Zdenek Bonaventura , Marc Massot , Anne Bourdon

We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the coefficients (e.g. material parameters) exhibit random, fine scale variability. The direct solution to such problems requires grids that are small enough to resolve…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

In this work, we present a novel nonlocal nonlinear coarse grid approximation using a machine learning algorithm. We consider unsaturated and two-phase flow problems in heterogeneous and fractured porous media, where mathematical models are…

Numerical Analysis · Mathematics 2020-04-22 Maria Vasilyeva , Wing T. Leung , Eric T. Chung , Yalchin Efendiev , Mary Wheeler

This paper presents a learnable solver tailored to iteratively solve sparse linear systems from discretized partial differential equations (PDEs). Unlike traditional approaches relying on specialized expertise, our solver streamlines the…

Numerical Analysis · Mathematics 2024-05-10 Yan Xie , Minrui Lv , Chensong Zhang

Differentially private $K$-means clustering enables releasing cluster centers derived from a dataset while protecting the privacy of the individuals. Non-interactive clustering techniques based on privatized histograms are attractive…

Cryptography and Security · Computer Science 2026-03-31 Gokularam Muthukrishnan , Anshoo Tandon

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

Numerical Analysis · Mathematics 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

In this paper, we propose a local model reduction approach for subsurface flow problems in stochastic and highly heterogeneous media. To guarantee the mass conservation, we consider the mixed formulation of the flow problem and aim to solve…

Numerical Analysis · Mathematics 2022-03-23 Yiran Wang , Eric Chung , Shubin Fu

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

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…

Numerical Analysis · Mathematics 2021-02-25 Jean-François Chassagneux , Junchao Chen , Noufel Frikha , Chao Zhou

We present a new mimetic finite difference method for diffusion problems that converges on grids with \textit{curved} (i.e., non-planar) faces. Crucially, it gives a symmetric discrete problem that uses only one discrete unknown per curved…

Numerical Analysis · Mathematics 2023-07-19 Silvano Pitassi , Riccardo Ghiloni , Igor Petretti , Francesco Trevisan , Ruben Specogna
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