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Developments in dynamical systems theory provides new support for the macroscale modelling of pdes and other microscale systems such as Lattice Boltzmann, Monte Carlo or Molecular Dynamics simulators. By systematically resolving subgrid…
We present a compatible finite element discretisation for the vertical slice compressible Euler equations, at next-to-lowest order (i.e., the pressure space is bilinear discontinuous functions). The equations are numerically integrated in…
In this paper, a stabilized extended finite element method is proposed for Stokes interface problems on unfitted triangulation elements which do not require the interface align with the triangulation. The velocity solution and pressure…
Atmospheric systems incorporating thermal dynamics must be stable with respect to both energy and entropy. While energy conservation can be enforced via the preservation of the skew-symmetric structure of the Hamiltonian form of the…
The Transformer architecture has revolutionized artificial intelligence, yet a principled theoretical understanding of its internal mechanisms remains elusive. This paper introduces a novel analytical framework that reconceptualizes the…
We consider systematic numerical approximation of a viscoelastic phase separation model that describes the demixing of a polymer solvent mixture. An unconditionally stable discretisation method is proposed based on a finite element…
We propose an algorithm for simulating stochastic relativistic fluid dynamics based on Metropolis updates. Each step of the algorithm begins with an update based on ideal hydrodynamics. This is followed by proposing random (spatial)…
We propose a continuous-time formulation of persistent contrastive divergence (PCD) for maximum likelihood estimation (MLE) of unnormalised densities. Our approach expresses PCD as a coupled, multiscale system of stochastic differential…
The fourth-order PDE that models the density variation of smectic A liquid crystals presents unique challenges in its (numerical) analysis beyond more common fourth-order operators, such as the classical biharmonic. While the operator is…
Many successful methods to learn dynamical systems from data have recently been introduced. However, ensuring that the inferred dynamics preserve known constraints, such as conservation laws or restrictions on the allowed system states,…
This work targets the development of an efficient abstraction method for formal analysis and control synthesis of discrete-time stochastic hybrid systems (SHS) with linear dynamics. The focus is on temporal logic specifications, both over…
In this paper we analyze a PDE system modelling (non-isothermal) phase transitions and damage phenomena in thermoviscoelastic materials. The model is thermodynamically consistent: in particular, no {\em small perturbation assumption} is…
In this paper, we present new types of exponential integrators for Stochastic Differential Equations (SDEs) that take the advantage of the exact solution of (generalised) geometric Brownian motion. We examine both Euler and Milstein…
We consider data assimilation for the heat equation using a finite element space semi-discretization. The approach is optimization based, but the design of regularization operators and parameters rely on techniques from the theory of…
A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides with the classical deterministic stabilized scheme (or…
Symplectic integrators offer vastly superior performance over traditional numerical techniques for conservative dynamical systems, but their application to \emph{dissipative} systems is inherently difficult due to dissipative systems' lack…
In recent years, various interacting particle samplers have been developed to sample from complex target distributions, such as those found in Bayesian inverse problems. These samplers are motivated by the mean-field limit perspective and…
Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…
We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDEs) driven by space-time noise, for multiplicative and additive noise. We examine convergence of…
By combining a standard symmetric, symplectic integrator with a new step size controller, we provide an integration scheme that is symmetric, reversible and conserves the values of the constants of motion. This new scheme is appropriate for…