Related papers: Parallelizing the Kolmogorov-Fokker-Planck Equatio…
This tutorial summarizes recent advances in the convex relaxation of the optimal power flow (OPF) problem, focusing on structural properties rather than algorithms. Part I presents two power flow models, formulates OPF and their relaxations…
We introduce a new scheme to analyze the kinetics of homogeneous nucleation in terms of a global order parameter. Our approach is based on the application of the internal degrees of freedom formalism to derive a kinetic equation of the…
The focus of the present work is the (theoretical) approximation of a solution of the p(x)-Poisson equation. To devise an iterative solver with guaranteed convergence, we will consider a relaxation of the original problem in terms of a…
A parallel algorithm for computing the finite difference solution to the elliptic equations with non-separable variables is presented. The resultant matrix is symmetric positive definite, thus the preconditioning conjugate gradient or the…
We consider a variational method to solve the optical flow problem with varying illumination. We apply an adaptive control of the regularization parameter which allows us to preserve the edges and fine features of the computed flow. To…
We present a numerical method to accurately simulate particle size distributions within the formalism of rate equation cluster dynamics. This method is based on a discretization of the associated Fokker-Planck equation. We show that…
We derive a new parallel-in-time approach for solving large-scale optimization problems constrained by time-dependent partial differential equations arising from fluid dynamics. The solver involves the use of a block circulant approximation…
We develop a fourth order simulation algorithm for solving the stochastic Langevin equation. The method consists of identifying solvable operators in the Fokker-Planck equation, factorizing the evolution operator for small time steps to…
We consider the problem of computing an equilibrium in a class of \textit{nonlinear generalized Nash equilibrium problems (NGNEPs)} in which the strategy sets for each player are defined by equality and inequality constraints that may…
We present a new parallel numerical method for solving the non-stationary Schr\"odinger equation with linear nonlocal condition and time-dependent potential which does not commute with the stationary part of the Hamiltonian. The given…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
We first prove a homogenization result for the fundamental solution of the linear kinetic Fokker Planck equation. We show that this solution converges, in an averaged $L^2$ sense, to the fundamental solution of an effective heat equation…
A multi-species Fokker-Planck model for simulating particle collisions in a plasma is presented. The model includes various parameters that must be tuned. Under reasonable assumptions on these parameters, the model satisfies appropriate…
High-velocity fluid flow through porous media is modeled by prescribing a nonlinear relationship between the flow rate and the pressure gradient, called the Darcy--Forchheimer equation. This paper is concerned with the analysis of parallel…
The Helmholtz equation is notoriously difficult to solve with standard numerical methods, increasingly so, in fact, at higher frequencies. Controllability methods instead transform the problem back to the time-domain, where they seek the…
The concern of the present paper is the design of efficient numerical schemes for a specific Fokker-Planck equation describing the dynamics of energetic particles occurring in thermonuclear fusion plasmas (runaway electrons for example). In…
A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…
This paper deals with the Darcy-Forchheimer problem with two kinds of boundary conditions. We discretize the system by using the finite element methods and we propose two iterative schemes to solve the discrete problems. The well-posedness…
In this paper we study the hydrodynamic (small mass approximation) limit of a Fokker-Planck equation. This equation arises in the kinetic description of the evolution of a particle system immersed in a viscous Stokes flow. We discuss two…
We propose compact finite difference schemes to solve the KP equations $u\_t + u\_{xxx} + u^p u\_x + $\lambda$ \partial^{--1}\_x u\_{yy} = 0$. When $p = 1$, this equation describes the propagation of small amplitude long waves in shallow…