Related papers: Variable Step Size Multiscale Methods for Stiff an…
Large displacement optical flow is an integral part of many computer vision tasks. Variational optical flow techniques based on a coarse-to-fine scheme interpolate sparse matches and locally optimize an energy model conditioned on colour,…
In this contribution we present the first formulation of a heterogeneous multiscale method for an incompressible immiscible two-phase flow system with degenerate permeabilities. The method is in a general formulation which includes…
In this work, we implement a relatively new analytical technique, the Improved Amplitude-Frequency Formulation (IAFF) method, approach for solving accurate approximate analytical solutions for strong nonlinear oscillators, which may contain…
We introduce a higher order phase averaging method for nonlinear oscillatory systems. Phase averaging is a technique to filter fast motions from the dynamics whilst still accounting for their effect on the slow dynamics. Phase averaging is…
We develop numerical multiscale methods for viscous boundary layer flow. The goal is to derive effective boundary conditions, or wall laws, through high resolution simulations localized to the boundary coupled to a coarser simulation in the…
Process variations are a major concern in today's chip design since they can significantly degrade chip performance. To predict such degradation, existing circuit and MEMS simulators rely on Monte Carlo algorithms, which are typically too…
We present a simple technique for the computation of coarse-scale steady states of dynamical systems with time scale separation in the form of a "wrapper" around a fine-scale simulator. We discuss how this approach alleviates certain…
Stabilized explicit methods are particularly efficient for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they loose their efficiency when a severe stiffness is induced by…
We study the allocation of synthetic portfolios under hierarchical nested, one-factor, and diagonal structures of the population covariance matrix in a high-dimensional scenario. The noise reduction approaches for the sample realizations…
We present an explicit multiscale algorithm for solving differential equations for problems with high-frequency modes that can be averaged over by separating and scaling the fast and slow dynamics within a single equation. We introduce a…
This study proposes a high-order multi-scale method tailored for time-dependent nonlinear thermo-electro-mechanical coupling problems of composite structures with highly spatial heterogeneity, which incorporate temperature-dependent…
The aim of this work is to efficiently and robustly solve the statistical inverse problem related to the identification of the elastic properties at both macroscopic and mesoscopic scales of heterogeneous anisotropic materials with a…
Calculating cost-effective solutions to particle dynamics in viscous flows is an important problem in many areas of industry and nature. We implement a second-order symmetric splitting method on the governing equations for a rigid…
We give an algorithm for efficient step size control in numerical integration of non-stiff initial value problems, based on a formula tailormade to methods where the numerical solution is compared with a solution of lower order.
We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
The concept of effective order is a popular methodology in the deterministic literature for the construction of efficient and accurate integrators for differential equations over long times. The idea is to enhance the accuracy of a…
A method is presented for tracing the locus of a specific peak in the frequency response under variation of a parameter. It is applicable to periodic, steady-state vibrations of harmonically forced nonlinear mechanical systems. It operates…
For conventional smoothed particle hydrodynamics (SPH), obtaining the static solution of a problem is time-consuming. To address this drawback, we propose an efficient dynamic relaxation method by adding large artificial-viscosity-based…
We discuss through multiple numerical examples the accuracy and efficiency of a micro-macro acceleration method for stiff stochastic differential equations (SDEs) with a time-scale separation between the fast microscopic dynamics and the…