Iterative schemes for probabilistic domain decomposition
From MaRDI portal
Publication:6491443
DOI10.1137/22M1503580MaRDI QIDQ6491443
Renato Spigler, Jorge Morón-Vidal, Francisco Bernal
Publication date: 24 April 2024
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Parallel numerical computation (65Y05) Numerical algorithms for specific classes of architectures (65Y10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov-Poisson simulations
- Trust-region methods for nonlinear elliptic equations with radial basis functions
- A multigrid-like algorithm for probabilistic domain decomposition
- Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition
- A probabilistic numerical method for fully nonlinear parabolic PDEs
- Algorithms defined by Nash iteration: Some implementations via multilevel collocation and smoothing
- Elliptic partial differential equations of second order
- Newton iteration with multiquadrics for the solution of nonlinear PDEs
- Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
- Stopped diffusion processes: boundary corrections and overshoot
- An implementation of Milstein's method for general bounded diffusions
- A Highly Scalable Parallel Implementation of Balancing Domain Decomposition by Constraints
- Hybrid PDE solver for data-driven problems and modern branching
- On the Origins of Iterative Substructuring Methods
- Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
- An Introduction to Domain Decomposition Methods
- Functional Integration and Partial Differential Equations. (AM-109)
- Spectral Methods in MATLAB
- A Multigrid Tutorial, Second Edition
- Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions
- Solving high-dimensional partial differential equations using deep learning
- Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods
- A hybrid probabilistic domain decomposition algorithm suited for very large-scale elliptic PDEs
This page was built for publication: Iterative schemes for probabilistic domain decomposition
