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In this paper, a highly parallel and derivative-free martingale neural network learning method is proposed to solve Hamilton-Jacobi-Bellman (HJB) equations arising from stochastic optimal control problems (SOCPs), as well as general quasilinear parabolic partial differential equations (PDEs). In both cases, the PDEs are reformulated into a martingale formulation such that loss functions will not require the computation of the gradient or Hessian matrix of the PDE solution, while its implementation can be parallelized in both time and spatial domains. Moreover, the martingale conditions for the PDEs are enforced using a Galerkin method in conjunction with adversarial learning techniques, eliminating the need for direct computation of the conditional expectations associated with the martingale property. For SOCPs, a derivative-free implementation of the maximum principle for optimal controls is also introduced. The numerical results demonstrate the effectiveness and efficiency of the proposed method, which is capable of solving HJB and quasilinear parabolic PDEs accurately in dimensions as high as 10,000.

In this paper, we present the numerical analysis and simulations of a multi-dimensional memristive device model. Memristive devices and memtransistors based on two-dimensional (2D) materials have demonstrated promising potential as components for next-generation artificial intelligence (AI) hardware and information technology. Our charge transport model describes the drift-diffusion of electrons, holes, and ionic defects self-consistently in an electric field. We incorporate two types of boundary models: ohmic and Schottky contacts. The coupled drift-diffusion partial differential equations are discretized using a physics-preserving Voronoi finite volume method. It relies on an implicit time-stepping scheme and the excess chemical potential flux approximation. We demonstrate that the fully discrete nonlinear scheme is unconditionally stable, preserving the free-energy structure of the continuous system and ensuring the non-negativity of carrier densities. Novel discrete entropy-dissipation inequalities for both boundary condition types in multiple dimensions allow us to prove the existence of discrete solutions. We perform multi-dimensional simulations to understand the impact of electrode configurations and device geometries, focusing on the hysteresis behavior in lateral 2D memristive devices. Three electrode configurations -- side, top, and mixed contacts -- are compared numerically for different geometries and boundary conditions. These simulations reveal the conditions under which a simplified one-dimensional electrode geometry can well represent the three electrode configurations. This work lays the foundations for developing accurate, efficient simulation tools for 2D memristive devices and memtransistors, offering tools and guidelines for their design and optimization in future applications.

We establish a general convergence theory of the Rayleigh--Ritz method and the refined Rayleigh--Ritz method for computing some simple eigenpair $(\lambda_{*},x_{*})$ of a given analytic regular nonlinear eigenvalue problem (NEP). In terms of the deviation $\varepsilon$ of $x_{*}$ from a given subspace $\mathcal{W}$, we establish a priori convergence results on the Ritz value, the Ritz vector and the refined Ritz vector. The results show that, as $\varepsilon\rightarrow 0$, there exists a Ritz value that unconditionally converges to $\lambda_*$ and the corresponding refined Ritz vector does so too but the Ritz vector converges conditionally and it may fail to converge and even may not be unique. We also present an error bound for the approximate eigenvector in terms of the computable residual norm of a given approximate eigenpair, and give lower and upper bounds for the error of the refined Ritz vector and the Ritz vector as well as for that of the corresponding residual norms. These results nontrivially extend some convergence results on these two methods for the linear eigenvalue problem to the NEP. Examples are constructed to illustrate the main results.

We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient Discretisation Method, we show that the algorithm is long-term stable for a broad class of particular Gradient Discretisations. Building on the long-term stability and the derived continuity of the algorithm's solution operator, we construct two sequences of approximate invariant measures. At the moment, each sequence lacks one important feature: either the existence of a limit measure, or the invariance with respect to the discrete semigroup. We derive an abstract condition that merges both properties, recovering the existence of an invariant measure. We provide an example for which invariance and existence hold simultaneously, and characterise the invariant measure completely. We close the article by conducting two numerical experiments that show the influence of transport noise on the dynamics of power-law fluids; in particular, we find that transport noise enhances the dissipation of kinetic energy, the mixing of particles, as well as the size of vortices.

One of the questions in Rigidity Theory is whether a realization of the vertices of a graph in the plane is flexible, namely, if it allows a continuous deformation preserving the edge lengths. A flexible realization of a connected graph in the plane exists if and only if the graph has a so called NAC-coloring, which is surjective edge coloring by two colors such that for each cycle either all the edges have the same color or there are at least two edges of each color. The question whether a graph has a NAC-coloring, and hence also the existence of a flexible realization, has been proven to be NP-complete. We show that this question is also NP-complete on graphs with maximum degree five and on graphs with the average degree at most $4+\varepsilon$ for every fixed $\varepsilon >0$. The existence of a NAC-coloring is fixed parameter tractable when parametrized by treewidth. Since the only existing implementation of checking the existence of a NAC-coloring is rather naive, we propose new algorithms along with their implementation, which is significantly faster. We also focus on searching all NAC-colorings of a graph, since they provide useful information about its possible flexible realizations.

Computing the crossing number of a graph is one of the most classical problems in computational geometry. Both it and numerous variations of the problem have been studied, and overcoming their frequent computational difficulty is an active area of research. Particularly recently, there has been increased effort to show and understand the parameterized tractability of various crossing number variants. While many results in this direction use a similar approach, a general framework remains elusive. We suggest such a framework that generalizes important previous results, and can even be used to show the tractability of deciding crossing number variants for which this was stated as an open problem in previous literature. Our framework targets variants that prescribe a partial predrawing and some kind of topological restrictions on crossings. Additionally, to provide evidence for the non-generalizability of previous approaches for the partially crossing number problem to allow for geometric restrictions, we show a new more constrained hardness result for partially predrawn rectilinear crossing number. In particular, we show W-hardness of deciding Straight-Line Planarity Extension parameterized by the number of missing edges.

The proximal Galerkin finite element method is a high-order, low-iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of point-wise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. This work is accompanied by open-source implementations of our methods to facilitate reproduction and broader adoption.

This manuscript studies the numerical solution of the time-fractional Burgers-Huxley equation in a reproducing kernel Hilbert space. The analytical solution of the equation is obtained in terms of a convergent series with easily computable components. It is observed that the approximate solution uniformly converges to the exact solution for the aforementioned equation. Also, the convergence of the proposed method is investigated. Numerical examples are given to demonstrate the validity and applicability of the presented method. The numerical results indicate that the proposed method is powerful and effective with a small computational overhead.

In this paper, we present a randomized extension of the deep splitting algorithm introduced in [Beck, Becker, Cheridito, Jentzen, and Neufeld (2021)] using random neural networks suitable to approximately solve both high-dimensional nonlinear parabolic PDEs and PIDEs with jumps having (possibly) infinite activity. We provide a full error analysis of our so-called random deep splitting method. In particular, we prove that our random deep splitting method converges to the (unique viscosity) solution of the nonlinear PDE or PIDE under consideration. Moreover, we empirically analyze our random deep splitting method by considering several numerical examples including both nonlinear PDEs and nonlinear PIDEs relevant in the context of pricing of financial derivatives under default risk. In particular, we empirically demonstrate in all examples that our random deep splitting method can approximately solve nonlinear PDEs and PIDEs in 10'000 dimensions within seconds.

We present a novel spatial discretization for the anisotropic heat conduction equation, aimed at improved accuracy at the high levels of anisotropy seen in a magnetized plasma, for example, for magnetic confinement fusion. The new discretization is based on a mixed formulation, introducing a form of the directional derivative along the magnetic field as an auxiliary variable and discretizing both the temperature and auxiliary fields in a continuous Galerkin (CG) space. Both the temperature and auxiliary variable equations are stabilized using the streamline upwind Petrov-Galerkin (SUPG) method, ensuring a better representation of the directional derivatives and therefore an overall more accurate solution. This approach can be seen as the CG-based version of our previous work (Wimmer, Southworth, Gregory, Tang, 2024), where we considered a mixed discontinuous Galerkin (DG) spatial discretization including DG-upwind stabilization. We prove consistency of the novel discretization, and demonstrate its improved accuracy over existing CG-based methods in test cases relevant to magnetic confinement fusion. This includes a long-run tokamak equilibrium sustainment scenario, demonstrating a 35% and 32% spurious heat loss for existing primal and mixed CG-based formulations versus 4% for our novel SUPG-stabilized discretization.