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A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
Neural PDE solvers offer a powerful tool for modeling complex dynamical systems, but often struggle with error accumulation over long time horizons and maintaining stability and physical consistency. We introduce a multiscale implicit…
This article presents an entropy stability analysis of smoothed dissipative particle dynamics (SDPD) to review the validity of particle discretization of entropy equations. First, we consider the simplest SDPD system: a simulation of…
Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…
The existence of explicit symplectic integrators for general nonseparable Hamiltonian systems is an open and important problem in both numerical analysis and computing in science and engineering, as explicit integrators are usually more…
We consider a strongly nonlinear PDE system describing solid-solid phase transitions in shape memory alloys. The system accounts for the evolution of an order parameter (related to different symmetries of the crystal lattice in the phase…
We present explicit methods for simulating diffusions whose generator is self-adjoint with respect to a known (but possibly not normalizable) density. These methods exploit this property and combine an optimized Runge-Kutta algorithm with a…
We present a structure-preserving scheme based on a recently-proposed mixed formulation for incompressible hyperelasticity formulated in principal stretches. Although there exist Hamiltonians introduced for quasi-incompressible…
Discrete Element Methods (DEM), i.e.~the simulation of many rigid particles, suffer from very stiff differential equations plus multiscale challenges in space and time. The particles move smoothly through space until they interact almost…
We consider a parameter estimation problem for one dimensional stochastic heat equations, when data is sampled discretely in time or spatial component. We prove that, the real valued parameter next to the Laplacian (the drift), and the…
We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a…
We introduce a new algorithm for the simulation of Euclidean dynamical triangulations that mimics the Metropolis-Hastings algorithm, but where all proposed moves are accepted. This rejection-free algorithm allows for the factorization of…
Periodic solutions of delay equations are usually approximated as continuous piecewise polynomials on meshes adapted to the solutions' profile. In practical computations this affects the regularity of the (coefficients of the) linearized…
The usual explicit finite-difference method of solving partial differential equations is limited in stability because it approximates the exact amplification factor by power-series. By adapting the same exponential-splitting method of…
In this paper we present a new method for deriving It\^{o} stochastic delay differential equations (SDDEs) from delayed chemical master equations (DCMEs). Considering alternative formulations of SDDEs that can be derived from the same DCME,…
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…
Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…
We propose an algorithmic procedure i) to study the ``distance'' between an integrable PDE and any discretization of it, in the small lattice spacing epsilon regime, and, at the same time, ii) to test the (asymptotic) integrability…
A parallel implementation of a compatible discretization scheme for steady-state Stokes problems is presented in this work. The scheme uses generalized moving least squares to generate differential operators and apply boundary conditions.…
The main result in this paper is a provably entropy stable shock capturing approach for the high order entropy stable DGSEM based on a hybrid blending with a subcell low order variant. Since it is possible to rewrite a high order SBP…