Hybrid PDE solver for data-driven problems and modern branching

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

Combining the radial basis function Eulerian and Lagrangian schemes with geostatistics for modeling of radionuclide migration through the geosphere

To assess the long-term safety of a radioactive waste disposal system, mathematical models are used to describe groundwater flow, chemistry, and potential radionuclide migration through geological formations. A number of processes need to be considered, when predicting the movement of radionuclides through the geosphere. The most important input data are obtained from field measurements, which are not available for all regions of interest. For example, the hydraulic conductivity as an input parameter varies from place to place. In such cases, geostatistical science offers a variety of spatial estimation procedures. Methods for solving the solute transport equation can also be classified as Eulerian, Lagrangian and mixed. The numerical solution of partial differential equations (PDE) has usually been obtained by finite-difference methods (FDM), finite-element methods (FEM), or finite-volume methods (FVM). Kansa introduced the concept of solving partial differential equations using radial basis functions (RBF) for hyperbolic, parabolic, and elliptic PDEs. The aim of this study was to present a relatively new approach to the modeling of radionuclide migration through the geosphere using radial basis function methods in Eulerian and Lagrangian coordinates. In this study, we determine the average and standard deviation of radionuclide concentration with regard to variable hydraulic conductivity, which was modelled by a geostatistical approach. Radionuclide concentrations will also be calculated in heterogeneous and partly heterogeneous 2D porous media. (C) 2004 Elsevier Ltd. All rights reserved