21,797 research outputs found

    Hybrid PDE solver for data-driven problems and modern branching

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    The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations about the parallelization and scalability of realistic problems are often critical enough to warrant acknowledgement in the modelling phase. The purpose of this paper is to spread awareness of the Probabilistic Domain Decomposition (PDD) method, a fresh approach to the parallelization of PDEs with excellent scalability properties. The idea exploits the stochastic representation of the PDE and its approximation via Monte Carlo in combination with deterministic high-performance PDE solvers. We describe the ingredients of PDD and its applicability in the scope of data science. In particular, we highlight recent advances in stochastic representations for nonlinear PDEs using branching diffusions, which have significantly broadened the scope of PDD. We envision this work as a dictionary giving large-scale PDE practitioners references on the very latest algorithms and techniques of a non-standard, yet highly parallelizable, methodology at the interface of deterministic and probabilistic numerical methods. We close this work with an invitation to the fully nonlinear case and open research questions.Comment: 23 pages, 7 figures; Final SMUR version; To appear in the European Journal of Applied Mathematics (EJAM

    Analog, hybrid, and digital simulation

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    Analog, hybrid, and digital computerized simulation technique

    Hybrid computer Monte-Carlo techniques

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    Hybrid analog-digital computer systems for Monte Carlo method application

    Data-driven modelling of biological multi-scale processes

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    Biological processes involve a variety of spatial and temporal scales. A holistic understanding of many biological processes therefore requires multi-scale models which capture the relevant properties on all these scales. In this manuscript we review mathematical modelling approaches used to describe the individual spatial scales and how they are integrated into holistic models. We discuss the relation between spatial and temporal scales and the implication of that on multi-scale modelling. Based upon this overview over state-of-the-art modelling approaches, we formulate key challenges in mathematical and computational modelling of biological multi-scale and multi-physics processes. In particular, we considered the availability of analysis tools for multi-scale models and model-based multi-scale data integration. We provide a compact review of methods for model-based data integration and model-based hypothesis testing. Furthermore, novel approaches and recent trends are discussed, including computation time reduction using reduced order and surrogate models, which contribute to the solution of inference problems. We conclude the manuscript by providing a few ideas for the development of tailored multi-scale inference methods.Comment: This manuscript will appear in the Journal of Coupled Systems and Multiscale Dynamics (American Scientific Publishers

    Coarse Stability and Bifurcation Analysis Using Stochastic Simulators: Kinetic Monte Carlo Examples

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    We implement a computer-assisted approach that, under appropriate conditions, allows the bifurcation analysis of the coarse dynamic behavior of microscopic simulators without requiring the explicit derivation of closed macroscopic equations for this behavior. The approach is inspired by the so-called time-step per based numerical bifurcation theory. We illustrate the approach through the computation of both stable and unstable coarsely invariant states for Kinetic Monte Carlo models of three simple surface reaction schemes. We quantify the linearized stability of these coarsely invariant states, perform pseudo-arclength continuation, detect coarse limit point and coarse Hopf bifurcations and construct two-parameter bifurcation diagrams.Comment: 26 pages, 5 figure
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