Related papers: Weak approximations for Wiener functionals
We derive a new discretisation method for first order PDEs of arbitrary spatial dimension, which is based upon a meshfree spatial approximation. This spatial approximation is similar to the SPH (smoothed particle hydrodynamics) technique…
The Wiener-Khinchin theorem for the Fourier-Laplace transformation (WKT-FLT) provides a robust method to calculate numerically single-side Fourier transforms of arbitrary autocorrelation functions from molecular simulations. However, the…
High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…
A novel compressed matrix format is proposed that combines an adaptive hierarchical partitioning of the matrix with low-rank approximation. One typical application is the approximation of discretized functions on rectangular domains; the…
Over decades, the time evolution of Wigner functions along classical Hamiltonian flows has been used for approximating key signatures of molecular quantum systems. Such approximations are for example the Wigner phase space method, the…
A low-order nonconforming finite element discretization of a smooth de Rham complex starting from the $H^2$ space in three dimensions is proposed, involving an $H^2$-nonconforming finite element space, a new tangentially continuous…
We consider a sequence $X^n=(X^n_t)_{t\ge 0},n\ge 1$ of semimartingales. Each $X^n$ is a weak solution to an It\^o equation with respect to a Wiener process and a Poissonian martingale measure and is in general non-Markovian process. For…
This article presents a simplified formulation for the weak Galerkin finite element method for the Stokes equation without using the degrees of freedom associated with the unknowns in the interior of each element as formulated in the…
The discrete gradient structure and the positive definiteness of discrete fractional integrals or derivatives are fundamental to the numerical stability in long-time simulation of nonlinear integro-differential models. We build up a…
We present a continuous and a discontinuous linear Finite Element method based on a predictor-corrector scheme for the numerical approximation of the Ericksen-Leslie equations, a model for nematic liquid crystal flow including a non-convex…
The challenge of approximating functions in infinite-dimensional spaces from finite samples is widely regarded as formidable. We delve into the challenging problem of the numerical approximation of Sobolev-smooth functions defined on…
As the problem of minimizing functionals on the Wasserstein space encompasses many applications in machine learning, different optimization algorithms on $\mathbb{R}^d$ have received their counterpart analog on the Wasserstein space. We…
Smoothed Wigner transforms have been used in signal processing, as a regularized version of the Wigner transform, and have been proposed as an alternative to it in the homogenization and / or semiclassical limits of wave equations. We…
The fully-implicit time discretization (i.e. the backward Euler formula) is applied to compressible nonlinear dynamical models of viscoelastic solids in the Eulerian description, i.e. in the actual deforming configuration. The Kelvin-Voigt…
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…
We prove and apply an optimal low-rank approximation of the Cauchy kernel over separated real domains. A skeleton decomposition is the minimum over real-valued functions of the maximum relative pointwise error. We present an algorithm to…
Weakly-compressible particle-based discretization methods, utilized for the solution of the subsonic Navier-Stokes equation, are gaining increasing popularity in the fluid dynamics community. One of the most popular among these methods is…
We propose in this paper a discretization of the momentum convection operator for fluid flow simulations on quadrangular or hexahedral meshes. The space discretization is performed by the loworder nonconforming Rannacher-Turek finite…
Building on the well-posedness of the backward Kolmogorov partial differential equation in the Wasserstein space, we analyze the strong and weak convergence rates for approximating the unique solution of a class of McKean-Vlasov stochastic…
We present an alternative, Bayesian method for large-scale reconstruction from observed peculiar velocity data. The method stresses a rigorous treatment of the random errors and it allows extrapolation into poorly sampled regions in real…