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We develop a mesh-free, derivative-free, matrix-free, and highly parallel localized stochastic method for high-dimensional semilinear parabolic PDEs. The efficiency of the proposed method is built upon four essential components: (i) a…

Numerical Analysis · Mathematics 2025-10-14 Shuixin Fang , Changtao Sheng , Bihao Su , Tao Zhou

Stochastic gradient descent based algorithms are typically used as the general optimization tools for most deep learning models. A Restricted Boltzmann Machine (RBM) is a probabilistic generative model that can be stacked to construct deep…

Machine Learning · Statistics 2017-04-07 Kai Fan

In multimodal graph learning, graph structures that integrate information from multiple sources, such as vision and text, can more comprehensively model complex entity relationships. However, the continuous growth of their data scale poses…

Machine Learning · Computer Science 2026-02-10 Lian Shen , Zhendan Chen , Meijia Song , Yinhui jiang , Ziming Su , Juan Liu , Xiangrong Liu

We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and…

Numerical Analysis · Mathematics 2023-03-01 H. Egger , J. Giesselmann , T. Kunkel , N. Philippi

In recent years, reduced basis methods (RBMs) have been adapted to the many-body eigenvalue problem and they have been used, largely in nuclear physics, as fast emulators able to bypass expensive direct computations while still providing…

Superconductivity · Physics 2023-04-19 Virgil V. Baran , Denis R. Nichita

We consider locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of parabolic initial-boundary value problems with variable, possibly discontinuous in space…

Numerical Analysis · Mathematics 2020-03-23 Ulrich Langer , Andreas Schafelner

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

Using Domain Decomposition (DD) algorithm on non--overlapping domains, we compare couplings of different discretisation models, such as Finite Element (FEM) and Reduced Order (ROM) models for separate subcomponents. In particular, we…

Numerical Analysis · Mathematics 2025-05-14 Ivan Prusak , Davide Torlo , Monica Nonino , Gianluigi Rozza

Randomized algorithms are used in many state-of-the-art solvers for constraint satisfaction problems (CSP) and Boolean satisfiability (SAT) problems. For many of these problems, there is no single solver which will dominate others. Having…

Machine Learning · Computer Science 2021-06-25 Jake Tuero , Michael Buro

Solving and optimising Partial Differential Equations (PDEs) in geometrically parameterised domains often requires iterative methods, leading to high computational and time complexities. One potential solution is to learn a direct mapping…

Numerical Analysis · Mathematics 2025-06-12 Guglielmo Padula , Gianluigi Rozza

This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…

Optimization and Control · Mathematics 2026-04-28 Boou Jiang , Jongho Park , Jinchao Xu

The hyperbolic random graph model (HRG) has proven useful in the analysis of scale-free networks, which are ubiquitous in many fields, from social network analysis to biology. However, working with this model is algorithmically and…

Social and Information Networks · Computer Science 2022-05-03 Dorota Celińska-Kopczyńska , Eryk Kopczyński

The Massively Parallel Computation (MPC) model is an emerging model which distills core aspects of distributed and parallel computation. It has been developed as a tool to solve (typically graph) problems in systems where the input is…

Data Structures and Algorithms · Computer Science 2020-02-20 Artur Czumaj , Peter Davies , Merav Parter

The Richards equation is a nonlinear parabolic equation that is commonly used for modelling saturated/unsaturated flow in porous media. We assume that the medium occupies a bounded Lipschitz domain partitioned into two disjoint subdomains…

Numerical Analysis · Mathematics 2018-03-14 David Seus , Koondanibha Mitra , Iuliu Sorin Pop , Florin Adrian Radu , Christian Rohde

Recently, Meta-Auto-Decoder (MAD) was proposed as a novel reduced order model (ROM) for solving parametric partial differential equations (PDEs), and the best possible performance of this method can be quantified by the decoder width. This…

Numerical Analysis · Mathematics 2023-06-27 Zhanhong Ye , Hongsheng Liu , Zidong Wang , Bin Dong

The computational cost of parametric studies currently represents the major limitation to the application of simulation-based engineering techniques in a daily industrial environment. This work presents the first nonintrusive implementation…

Numerical Analysis · Mathematics 2020-02-05 Vasileios Tsiolakis , Matteo Giacomini , Ruben Sevilla , Carsten Othmer , Antonio Huerta

Motivated by the idea of imposing paralleling computing on solving stochastic differential equations (SDEs), we introduce a new Domain Decomposition Scheme to solve forward-backward stochastic differential equations (FBSDEs) parallely. We…

Numerical Analysis · Mathematics 2010-08-03 Minh-Binh Tran

Simulations of complex physical systems are typically realized by discretizing partial differential equations (PDEs) on unstructured meshes. While neural networks have recently been explored for surrogate and reduced order modeling of PDE…

Machine Learning · Computer Science 2021-10-27 Jiayang Xu , Aniruddhe Pradhan , Karthik Duraisamy

We present a novel uncertainty quantification approach for high-dimensional stochastic partial differential equations that reduces the computational cost of polynomial chaos methods by decomposing the computational domain into…

Numerical Analysis · Mathematics 2017-09-11 Ramakrishna Tipireddy , Panos Stinis , Alexandre Tartakovsky

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

Machine Learning · Computer Science 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens