相关论文: Random domain decomposition for parabolic PDEs on …
The concept of the path-dependent partial differential equation (PPDE) was first introduced in the context of path-dependent derivatives in financial markets. Its semilinear form was later identified as a non-Markovian backward stochastic…
Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…
We present a novel reduced order model (ROM) approach for parameterized time-dependent PDEs based on modern learning. The ROM is suitable for multi-query problems and is nonintrusive. It is divided into two distinct stages: A nonlinear…
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…
Numerous applications require algorithms that can align partially overlapping point sets while maintaining invariance to geometric transformations (e.g., similarity, affine, rigid). This paper introduces a novel global optimization method…
The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…
We present ROBO (Riemannian Overlapping Block Optimization), a distributed and parallel approach to multi-robot pose graph optimization (PGO) based on the idea of overlapping domain decomposition. ROBO offers a middle ground between…
In this paper we propose the first better than second order accurate method in space and time for the numerical solution of the resistive relativistic magnetohydrodynamics (RRMHD) equations on unstructured meshes in multiple space…
The present work proposes a framework for nonlinear model order reduction based on a Graph Convolutional Autoencoder (GCA-ROM). In the reduced order modeling (ROM) context, one is interested in obtaining real-time and many-query evaluations…
A domain decomposition method for the solution of general variable-coefficient elliptic partial differential equations on regular domains is introduced. The method is based on tessellating the domain into overlapping thin slabs or shells,…
A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemble-based, Monte Carlo sampling algorithm and the…
We develop and analyze a nonlinear reduced basis (RB) method for parametrized elliptic partial differential equations based on a binary-tree partition of the parameter domain into tensor-product structured subdomains. Each subdomain is…
In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…
Recently, graph mining approaches have become very popular, especially in domains such as bioinformatics, chemoinformatics and social networks. In this scope, one of the most challenging tasks is frequent subgraph discovery. This task has…
We propose a new integrated method of exploiting model, batch and domain parallelism for the training of deep neural networks (DNNs) on large distributed-memory computers using minibatch stochastic gradient descent (SGD). Our goal is to…
The numerical approximation of partial differential equations (PDEs) poses formidable challenges in high dimensions since classical grid-based methods suffer from the so-called curse of dimensionality. Recent attempts rely on a combination…
We introduce a general and fast convolution-based method (FCBM) for peridynamics (PD). Expressing the PD integrals in terms of convolutions and computing them by fast Fourier transform (FFT), we reduce the computational complexity of PD…
Over the past decade, we witness an increasing amount of interest in the design of exact exponential-time and parameterized algorithms for problems in Graph Drawing. Unfortunately, we still lack knowledge of general methods to develop such…
A general method to generate a centrosymmetric matrix associated with the solving of partial differential equation (PDE) on an irreducible domain by means of a linear equation system is proposed. The method applies to any PDE for which both…
Parallel-in-time (PinT) techniques have been proposed to solve systems of time-dependent differential equations by parallelizing the temporal domain. Among them, Parareal computes the solution sequentially using an inaccurate (fast) solver,…