Related papers: A patch that imparts unconditional stability to ce…
We study the problem of finding solutions to the stable matching problem that are robust to errors in the input and we obtain a polynomial time algorithm for a special class of errors. In the process, we also initiate work on a new…
We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…
We present an algorithm to simulate the many-body depletion interaction between anisotropic colloids in an implicit way, integrating out the degrees of freedom of the depletants, which we treat as an ideal gas. Because the depletant…
To minimise systematic errors in Monte Carlo simulations of charged particles, long range electrostatic interactions have to be calculated accurately and efficiently. Standard approaches, such as Ewald summation or the naive application of…
We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…
We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…
Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…
We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…
The paper is focused on the numerical solution of stochastic reaction-diffusion problems. A special attention is addressed to the conservation of mean-square dissipativity in the time integration of the spatially discretized problem,…
This paper formulates variational integrators for finite element discretizations of deformable bodies with heat conduction in the form of finite speed thermal waves. The cornerstone of the construction consists in taking advantage of the…
We discuss in detail a recently proposed hybrid particle-continuum scheme for complex fluids and evaluate it at the example of a confined homopolymer solution in slit geometry. The hybrid scheme treats polymer chains near the impenetrable…
This paper is concerned with geometric exponential energy-preserving integrators for solving charged-particle dynamics in a magnetic field from normal to strong regimes. We firstly formulate the scheme of the methods for the system in a…
In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
The goal of this work is to develop a novel splitting approach for the numerical solution of multiscale problems involving the coupling between Stokes equations and ODE systems, as often encountered in blood flow modeling applications. The…
Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…
In this paper, a hybrid quasi-static atomistic simulation method at finite temperature is developed, which combines the advantages of MD for thermal equilibrium and atomic-scale finite element method (AFEM) for efficient equilibration. Some…
Finite difference schemes for the simulation of elastic waves in materi- als with jump discontinuities are presented. The key feature is the highly accurate treatment of interfaces where media discontinuities arise. The schemes are…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
Integrating evolutionary partial differential equations (PDEs) is an essential ingredient for studying the dynamics of the solutions. Indeed, simulations are at the core of scientific computing, but their mathematical reliability is often…
To study the nonlinear properties of complex natural phenomena, the evolution of the quantity of interest can be often represented by systems of coupled nonlinear stochastic differential equations (SDEs). These SDEs typically contain…