Related papers: Algebraic structure of stochastic expansions and e…
With recent advances in both responsive materials and fabrication techniques it is now possible to construct integrated functional structures, composed of both structural and active materials. We investigate the robust design of such…
The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation…
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…
In dynamical systems, it is advantageous to identify regions of flow which can exhibit maximal influence on nearby behaviour. Hyperbolic Lagrangian Coherent Structures have been introduced to obtain two-dimensional surfaces which maximise…
Some more general "inheritance conditions" have been found for a given set of symmetry generators $\{\mathbf{Z}_{\bar{l}}\}$ acting on some set of coupled ordinary differential equations, once the "first integration method" has been applied…
The algebraic structure of iterated integrals has been encoded by Chen. Formally, it identifies with the shuffle and Lie calculus of Lyndon, Ree and Sch\"utzenberger. It is mostly incorporated in the modern theory of free Lie algebras.…
The numerical simulation of structural mechanics applications via finite elements usually requires the solution of large-size and ill-conditioned linear systems, especially when accurate results are sought for derived variables interpolated…
In this contribution, we develop a variational integrator for the simulation of (stochastic and multiscale) electric circuits. When considering the dynamics of an electrical circuit, one is faced with three special situations: 1. The system…
We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: preservation of dynamics of certain Casimir and Hamiltonian…
We introduce DISTAL, a compiler for dense tensor algebra that targets modern distributed and heterogeneous systems. DISTAL lets users independently describe how tensors and computation map onto target machines through separate format and…
The processing of mega-dimensional data, such as images, scales linearly with image size only if fixed size processing windows are used. It would be very useful to be able to automate the process of sizing and interconnecting the processing…
In this paper we study the performance of a symplectic numerical integrator based on the splitting method. This method is applied to a subtle problem i.e. higher order resonance of the elastic pendulum. In order to numerically study the…
In the following, we discuss nonlinear simulations of nonlinear dynamical systems, which are applied in technical and biological models. We deal with different ideas to overcome the treatment of the nonlinearities and discuss a novel…
We consider the numerical integration of the matrix Hill's equation. Parametric resonances can appear and this property is of great interest in many different physical applications. Usually, the Hill's equations originate from a Hamiltonian…
Stochastic programming can be applied to consider uncertainties in energy system optimization models for capacity expansion planning. However, these models become increasingly large and time-consuming to solve, even without considering…
Coherent or exact equations of motion for a post-Newtonian Lagrangian formalism are the Euler-Lagrange equations without any terms truncated. They naturally conserve energy {and} angular momentum. Doubling the phase-space variables of…
Robust statistical estimators offer resilience against outliers but are often computationally challenging, particularly in high-dimensional sparse settings. Modern optimization techniques are utilized for robust sparse association…
Variational integrators are well-suited for simulation of mechanical systems because they preserve mechanical quantities about a system such as momentum, or its change if external forcing is involved, and holonomic constraints. While they…
Geometric integrators of the Schr\"{o}dinger equation conserve exactly many invariants of the exact solution. Among these integrators, the split-operator algorithm is explicit and easy to implement, but, unfortunately, is restricted to…
The survey is devoted to algebraic structures related to integrable ODEs and evolution PDEs. A description of Lax representations is given in terms of vector space decomposition of loop algebras into a direct sum of Taylor series and a…