Related papers: Damping filter method for obtaining spatially loca…
We consider space-periodic evolutionary and travelling-wave solutions to the regularised long-wave equation (RLWE) with damping and forcing. We establish existence, uniqueness and smoothness of the evolutionary solutions for smooth initial…
We introduce novel approximate systems for dispersive and diffusive-dispersive equations with nonlinear fluxes. For purely dispersive equations, we construct a first-order, strictly hyperbolic approximation. Local well-posedness of smooth…
To address the problem of Landau damping in kinetic turbulence, the forcing of the linearized Vlasov equation by a stationary random source is considered. It is found that the time-asymptotic density response is dominated by resonant…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
The aim of this paper is to propose a systematic way to obtain convergent finite element schemes for the Darcy-Stokes flow problem by combining well-known mixed finite elements that are separately convergent for Darcy and Stokes problems.…
Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…
Assuming that a formal approximation of multiple waves has been obtained by matched asymptotic methods, we derive a {\em Spatial Shadowing lemma} to construct exact solutions near the formal approximation. In Part I, we consider a general…
Computing the optimal solution to a spatial filtering problems in a Wireless Sensor Network can incur large bandwidth and computational requirements if an approach relying on data centralization is used. The so-called distributed adaptive…
A one-way wave equation is an evolution equation in one of the space directions that describes (approximately) a wave field. The exact wave field is approximated in a high frequency, microlocal sense. Here we derive the pseudodifferential…
The statistical evolution of ensembles of random, weakly-interacting waves is governed by wave kinetic equations. To simplify the analysis, one frequently works with reduced differential models of the wave kinetics. However, the conditions…
High-frequency solutions of one or several Schr\"odinger-type equations are well known to differ very little from the plane wave solutions $\exp[\pm ik x]$. That is, the potential terms impact the envelope of a high-frequency plane wave by…
We present a mathematical approach that simplifies the theoretical treatment of electromagnetic localization in random media and leads to closed form analytical solutions. Starting with the assumption that the dielectric permittivity of the…
Smoothing algorithms for state-space models, i.e., fixed-interval smoothing, fixed-lag smoothing, and two-filter formula for smoothing, are examined using real examples. For linear and Gaussian state-space models, it is observed that…
Spatial filtering is a commonly deployed technique to improve the quality of laser beams by optically filtering the noise. In the "textbook" example, the noise is usually assumed to be high frequency and the laser beam, Gaussian. In this…
We construct unique martingale solutions to the damped stochastic wave equation $$ \mu \frac{\partial^2u}{\partial t^2}(t,x)=\Delta u(t,x)-\frac{\partial u}{\partial t}(t,x)+b(t,x,u(t,x))+\sigma(t,x,u(t,x))\frac{dW_t}{dt},$$ where $\Delta$…
Building upon score-based learning, new interest in stochastic localization techniques has recently emerged. In these models, one seeks to noise a sample from the data distribution through a stochastic process, called observation process,…
The performance of Schwarz Waveform Relaxation is critically dependent on the choice of transmission conditions. While classical absorbing conditions work well for wave propagation, they prove insufficient for damped wave equations,…
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…
Point source localisation is generally modelled as a Lasso-type problem on measures. However, optimisation methods in non-Hilbert spaces, such as the space of Radon measures, are much less developed than in Hilbert spaces. Most numerical…
We present a localized data assimilation (DA) scheme based on the sequential Markov Chain Monte Carlo (SMCMC) technique [Ruzayqat et al., 2024], a provably convergent method for filtering high-dimensional, nonlinear, and potentially…