Related papers: A monotone scheme for high-dimensional fully nonli…
In this article we develop a fully discrete variational scheme that approximates the equations of three dimensional elastodynamics with polyconvex stored energy. The fully discrete scheme is based on a time-discrete variational scheme…
We study the homogenization of a stationary random maximal monotone operator on a probability space equipped with an ergodic dynamical system. The proof relies on Fitzpatrick's variational formulation of monotone relations, on Visintin's…
A general method to generate a centrosymmetric matrix associated with the solving of partial differential equation (PDE) on an irreducible domain by means of a linear equation system is proposed. The method applies to any PDE for which both…
Mixed dimensional partial differential equations (PDEs) are equations coupling unknown fields defined over domains of differing topological dimension. Such equations naturally arise in a wide range of scientific fields including geology,…
We introduce the deep multi-FBSDE method for robust approximation of coupled forward-backward stochastic differential equations (FBSDEs), focusing on cases where the deep BSDE method of Han, Jentzen, and E (2018) fails to converge. To…
In this paper, we consider diagonal hyperbolic systems with monotone continuous initial data. We propose a natural semi-explicit and upwind first order scheme. Under a certain non-negativity condition on the Jacobian matrix of the…
This paper is concerned with the numerical solution of the unified first order hyperbolic formulation of continuum mechanics proposed by Peshkov & Romenski (HPR model), which is based on the theory of nonlinear hyperelasticity of Godunov &…
This paper introduces general methodologies for constructing closed-form solutions to linear constant-coefficient partial differential equations (PDEs) with polynomial right-hand sides in two and three spatial dimensions. Polynomial…
Recently, the deep learning method has been used for solving forward-backward stochastic differential equations (FBSDEs) and parabolic partial differential equations (PDEs). It has good accuracy and performance for high-dimensional…
This work continues a series of papers where we propose an algorithm for quasioptical modeling of electromagnetic beams with and without mode conversion. The general theory was reported in the first paper of this series, where a parabolic…
We propose numerical simulations of viscoelastic fluids based on a hybrid algorithm combining Lattice-Boltzmann models (LBM) and Finite Differences (FD) schemes, the former used to model the macroscopic hydrodynamic equations, and the…
We introduce a numerical scheme to approximate a quasi-linear hyperbolic system which models the movement of cells under the influence of chemotaxis. Since we expect to find solutions which contain vacuum parts, we propose an upwinding…
We propose an approximation scheme for a class of semilinear parabolic equations that are convex and coercive in their gradients. Such equations arise often in pricing and portfolio management in incomplete markets and, more broadly, are…
This article is concerned with the development of a theoretical framework of global measure-valued solutions for a class of hyperbolic-parabolic cross-diffusion systems, and its application to the convergence analysis of a fully discrete…
In this work, we focus on the development of high-order Implicit-Explicit (IMEX) finite volume numerical methods for plasmas in quasineutral regimes. At large temporal and spatial scales, plasmas tend to be quasineutral, meaning that the…
The present paper aims at providing a numerical strategy to deal with PDE-constrained optimization problems solved with the adjoint method. It is done through out a unified formulation of the constraint PDE and the adjoint model. The…
(Working Paper) Using a purely probabilistic argument, we prove the global well-posedness of multidimensional superquadratic backward stochastic differential equations (BSDEs) without Markovian assumption. The key technique is the interplay…
In this paper implicit and explicit exact difference schemes (EDS) for system $\textbf{x}' = A\textbf{x}$ of three linear differential equations with constant coefficients are constructed. Numerical simulations for stiff problem and for…
This article introduces a novel numerical approach, based on Finite Volume Techniques, for studying fully nonlinear coagulation-fragmentation models, where both the coagulation and fragmentation components of the collision operator are…
This paper analyzes two classes of second order level set PDE in periodic media in the parabolic scaling. First, we study fully nonlinear geometric operators under general assumptions in dimension $d = 2$ and prove that the associated…