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Moment approximation methods are gaining increasing attention for their use in the approximation of the stochastic kinetics of chemical reaction systems. In this paper we derive a general moment expansion method for any type of propensities…

Molecular Networks · Quantitative Biology 2015-06-15 Angelique Ale , Paul Kirk , Michael P. P. Stumpf

Dynamic mechanical metamaterials (MMs) are artificial media composed of periodic micro-structures, designed to manipulate wave propagation. Modeling and designing these materials can be computationally demanding due to the broad design…

Applied Physics · Physics 2023-07-04 Weidi Wang , Alireza Amirkhizi

This note introduces a simple metric for benchmarking shock-capturing schemes. This metric is especially focused on the shock-capturing overshoots, which may undermine the robustness of numerical simulations, as well as the reliability of…

Fluid Dynamics · Physics 2021-06-15 Huaibao Zhang , Fan Zhang

This paper focuses on the regularization of backward time-fractional diffusion problem on unbounded domain. This problem is well-known to be ill-posed, whence the need of a regularization method in order to recover stable approximate…

Numerical Analysis · Mathematics 2022-01-03 Walter Simo Tao Lee

We propose a projection based multi-moment matching method for model order reduction of quadratic-bilinear systems. The goal is to construct a reduced system that ensures higher-order moment matching for the multivariate transfer functions…

Systems and Control · Electrical Eng. & Systems 2023-03-01 Mian Muhammad Arsalan Asif , Mian Ilyas Ahmad , Peter Benner , Lihong Feng , Tatjana Stykel

Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…

Numerical Analysis · Mathematics 2016-11-22 Hengfei Ding , Changpin Li

This paper presents an extension of the hybrid scheme proposed by Wang et al. (J. Comput. Phys. 229 (2010) 169-180) for numerical simulation of compressible isotropic turbulence to flows with higher turbulent Mach numbers. The scheme still…

Computational Physics · Physics 2021-03-11 L. Q. Liu , J. C. Wang , Y. P. Shi , S. Y. Chen , X. T. He

We study numerical methods for the solution of general linear moment problems, where the solution belongs to a family of nested subspaces of a Hilbert space. Multi-level algorithms, based on the conjugate gradient method and the…

Numerical Analysis · Mathematics 2025-10-20 Otmar Scherzer , Thomas Strohmer

Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…

Optimization and Control · Mathematics 2017-03-28 Khem Raj Ghusinga , Mohammad Soltani , Andrew Lamperski , Sairaj Dhople , Abhyudai Singh

We use the one-dimensional steady version of the equations derived in paper I to compute the structure of shock waves. The agreement with experiment is good, especially when we retain the experimental value of the Prandtl number adopted in…

Astrophysics · Physics 2009-11-06 Xinzhong Chen , Hongling Rao , Edward A. Spiegel

This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…

Optimization and Control · Mathematics 2018-02-02 Khem Raj Ghusinga , Andrew Lamperski , Abhyudai Singh

Extreme events play a crucial role in fluid turbulence. Inspired by methods from field theory, these extreme events, their evolution and probability can be computed with help of the instanton formalism as minimizers of a suitable action…

Fluid Dynamics · Physics 2015-10-28 Tobias Grafke , Rainer Grauer , Stephan Schindel

In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a…

Numerical Analysis · Mathematics 2022-07-20 Xiaobing Feng , Akash Ashirbad Panda , Andreas Prohl

In this paper, we generalize (accelerated) Newton's method with cubic regularization under inexact second-order information for (strongly) convex optimization problems. Under mild assumptions, we provide global rate of convergence of these…

Optimization and Control · Mathematics 2017-10-17 Saeed Ghadimi , Han Liu , Tong Zhang

A numerical procedure was developed for solving equations for compressible granular multiphase flows in which the particle volume fraction can range dynamically from very dilute to very dense. The procedure uses a low-dissipation and…

Computational Physics · Physics 2014-10-20 Ryan W. Houim , Elaine S. Oran

We present a new entropy-based moment method for the velocity discretization of kinetic equations. This method is based on a regularization of the optimization problem defining the original entropy-based moment method, and this gives the…

Numerical Analysis · Mathematics 2018-04-17 Graham W. Alldredge , Martin Frank , Cory D. Hauck

Moment methods are classical approaches that approximate the mesoscopic radiative transfer equation by a system of macroscopic moment equations. An expansion in the angular variables transforms the original equation into a system of…

Mathematical Physics · Physics 2023-08-17 Martin Frank , Benjamin Seibold

We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…

Number Theory · Mathematics 2025-12-16 Jean-François Burnol

Momentum is a popular technique to accelerate the convergence in practical training, and its impact on convergence guarantee has been well-studied for first-order algorithms. However, such a successful acceleration technique has not yet…

Optimization and Control · Mathematics 2019-06-28 Zhe Wang , Yi Zhou , Yingbin Liang , Guanghui Lan

In this article we develop and analyze novel iterative regularization techniques for the solution of systems of nonlinear ill--posed operator equations. The basic idea consists in considering separately each equation of this system and…

Numerical Analysis · Mathematics 2020-11-20 M. Haltmeier , A. Leitao , O. Scherzer
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