Related papers: Jet schemes for advection problems
A new class of asynchronous discrete-event simulation schemes for advection-diffusion-reaction equations are introduced, which is based on the principle of allowing quanta of mass to pass through faces of a Cartesian finite volume grid. The…
We study numerical methods for the nonlinear partial differential equation that governs the motion of level sets by affine curvature. We show that standard finite difference schemes are nonlinearly unstable. We build convergent finite…
In this contribution, we address the numerical solutions of high-order asymptotic equivalent partial differential equations with the results of a lattice Boltzmann scheme for an inhomogeneous advection problem in one spatial dimension. We…
Higher order finite difference Weighted Essentially Non-Oscillatory (WENO) schemes have been constructed for conservation laws. For multidimensional problems, they offer high order accuracy at a fraction of the cost of a finite volume WENO…
We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…
When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…
We develop new adaptive alternative weighted essentially non-oscillatory (A-WENO) schemes for hyperbolic systems of conservation laws. The new schemes employ the recently proposed local characteristic decomposition based central-upwind…
In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…
It is common practice to apply gradient-based optimization algorithms to numerically solve large-scale ODE constrained optimal control problems. Gradients of the objective function are most efficiently computed by approximate adjoint…
This work extends our previous study from S. Shrestha et al. (2024) by introducing a new abstract framework for Variational Multiscale (VMS) methods at the discrete level. We introduce the concept of what we define as the optimal projector…
Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…
This paper is concerned with the theory, construction and application of variable-stepsize implicit Peer two-step methods that are super-convergent for variable stepsizes, i.e., preserve their classical order achieved for uniform stepsizes…
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…
In this work, high-order discrete well-balanced methods for one-dimensional hyperbolic systems of balance laws are proposed. We aim to construct a method whose discrete steady states correspond to solutions of arbitrary high-order ODE…
In ordinary turbulence research it has been a long standing tradition to solve the equations in spectral space giving the best possible accuracy. This is indeed a natural choice for incompressible problems with periodic boundaries, but it…
In this work, high order asymptotic preserving schemes are constructed and analysed for kinetic equations under a diffusive scaling. The framework enables to consider different cases: the diffusion equation, the advection-diffusion equation…
We present a new subtraction scheme for computing jet cross sections in electron-positron annihilation at next-to-leading order accuracy in perturbative QCD. The new scheme is motivated by problems emerging in extending the subtraction…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
Applying high-order finite-difference schemes, like the extensively used linear-upwind or WENO schemes, to curvilinear grids can be problematic. The geometrically induced error from grid Jacobian and metrics evaluation can pollute the flow…
This paper describes a method for scheduling the events of a switched system to achieve an optimal performance. The approach has guarantees on convergence and computational complexity that parallel derivative-based iterative optimization…