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Solving high-dimensional partial differential equations (PDEs) is a major challenge in scientific computing. We develop a new numerical method for solving elliptic-type PDEs by adapting the Q-learning algorithm in reinforcement learning.…

Numerical Analysis · Mathematics 2023-06-27 Samuel N. Cohen , Deqing Jiang , Justin Sirignano

This study analyzes the nonasymptotic convergence behavior of the quasi-Monte Carlo (QMC) method with applications to linear elliptic partial differential equations (PDEs) with lognormal coefficients. Building upon the error analysis…

Numerical Analysis · Mathematics 2026-01-13 Yang Liu , Raúl Tempone

In this paper, we introduce a reduced order model-based reinforcement learning (MBRL) approach, utilizing the Iterative Linear Quadratic Regulator (ILQR) algorithm for the optimal control of nonlinear partial differential equations (PDEs).…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Aayushman Sharma , Suman Chakravorty

Quasi-Monte Carlo (QMC) methods are applied to multi-level Finite Element (FE) discretizations of elliptic partial differential equations (PDEs) with a random coefficient, to estimate expected values of linear functionals of the solution.…

Numerical Analysis · Mathematics 2014-05-16 Frances Y. Kuo , Christoph Schwab , Ian H. Sloan

This paper employs a localized orthogonal decomposition (LOD) method with $H^1$ interpolation for solving the multiscale elliptic problem. This method does not need any assumptions on scale separation. We give a priori error estimate for…

Numerical Analysis · Mathematics 2024-11-04 Tao Yu , Xingye Yue

Elliptic partial differential equations are important both from application and analysis points of views. In this paper we apply the Closest Point Method to solving elliptic equations on general curved surfaces. Based on the closest point…

Numerical Analysis · Mathematics 2014-10-28 Yujia Chen , Colin B. Macdonald

We investigate the isogeometric analysis for surface PDEs based on the extended Loop subdivision approach. The basis functions consisting of quartic box-splines corresponding to each subdivided control mesh are utilized to represent the…

Numerical Analysis · Mathematics 2019-11-06 Qing Pan , Timon Rabczuk , Gang Xu , Chong Chen

Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…

Graphics · Computer Science 2022-02-01 Rohan Sawhney , Dario Seyb , Wojciech Jarosz , Keenan Crane

This article discusses the uncertainty quantification (UQ) for time-independent linear and nonlinear partial differential equation (PDE)-based systems with random model parameters carried out using sampling-free intrusive stochastic…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Sudhi Sharma , Pierre Jolivet , Victorita Dolean , Abhijit Sarkar

Numerical solutions of partial differential equations (PDEs) on manifolds continues to generate a lot of interest among scientists in the natural and applied sciences. On the other hand, recent developments of 3D scanning and computer…

Numerical Analysis · Mathematics 2016-01-08 E. O. Asante-Asamani , Lei Wang , Zeyun Yu

An asymptotic investigation of monochromatic electromagnetic fields in a layered periodic medium is carried out under the assumption that the wave frequency is close to the frequency of a stationary point of the dispersion surface. We find…

Mathematical Physics · Physics 2016-05-10 Maria V. Perel , Mikhail S. Sidorenko

In this article we study the estimation of bifurcation coefficients in nonlinear branching problems by means of Rayleigh-Ritz approximation to the eigenvectors of the corresponding linearized problem. It is essential that the approximations…

Spectral Theory · Mathematics 2009-03-05 W. M. Greenlee , L. Hermi

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

This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion coefficients. It considers, and contrasts, the uniform…

Numerical Analysis · Mathematics 2016-06-22 Frances Y. Kuo , Dirk Nuyens

We prove the convergence of meshfree collocation methods for the terminal value problems of fully nonlinear parabolic partial differential equations in the framework of viscosity solutions, provided that the basis function approximations of…

Numerical Analysis · Mathematics 2025-10-31 Yumiharu Nakano

This paper introduces a novel approach to algebraic multigrid methods for large systems of linear equations coming from finite element discretizations of certain elliptic second order partial differential equations. Based on a discrete…

Numerical Analysis · Mathematics 2020-11-30 Lukas Kogler , Joachim Schöberl

The multipole-expansion (MPE) model is an implicit solvation model used to efficiently incorporate solvent effects in quantum chemistry. Even within the recent direct approach, the multipole basis used in MPE to express the dielectric…

Chemical Physics · Physics 2021-12-10 Jakob Filser , Karsten Reuter , Harald Oberhofer

In this paper, we propose a model reduction method for solving multiscale elliptic PDEs with random coefficients in the multiquery setting using an optimization approach. The optimization approach enables us to construct a set of localized…

Numerical Analysis · Mathematics 2018-07-09 Thomas Y. Hou , Dingjiong Ma , Zhiwen Zhang

We solve elliptic systems of equations posed on highly heterogeneous materials. Examples of this class of problems are composite structures and geological processes. We focus on a model problem which is a second-order elliptic equation with…

Numerical Analysis · Mathematics 2015-12-11 Leonardo A. Poveda , Sebastian Huepo , Victor M. Calo , Juan Galvis

The aim of this work is to consider multiscale algorithms for solving PDEs with Galerkin methods on bounded domains. We provide results on convergence and condition numbers. We show how to handle PDEs with Dirichlet boundary conditions. We…

Numerical Analysis · Mathematics 2012-11-08 Andrew Chernih , Quoc Thong Le Gia