Related papers: On the three-stage version of stable dynamic model
This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…
In arXiv:1906.09232v2, Golovaty et al. present a $Q$-tensor model for liquid crystal dynamics which reduces to the well-known Oseen-Frank director field model in uniaxial states. We study a closely related model and present an energy stable…
In this paper we consider a nonlinear partial differential equation describing heat flow with ice-water phase transition in permafrost soils. Such models and their numerical approximations have been well explored in the applications…
In the Optimal Velocity Model proposed as a new version of Car Following Model, it has been found that a congested flow is generated spontaneously from a homogeneous flow for a certain range of the traffic density. A well-established…
In this paper, we consider numerical approximations for solving the nonlinear magneto-hydrodynamical system, that couples the Navier-Stokes equations and Maxwell equations together. A challenging issue to solve this model numerically is…
In a Hilbert setting, for convex differentiable optimization, we develop a general framework for adaptive accelerated gradient methods. They are based on damped inertial dynamics where the coefficients are designed in a closed-loop way.…
The dynamics of a membrane is a coupled system comprising a moving elastic surface and an incompressible membrane fluid. We will consider a reduced elastic surface model, which involves the evolution equations of the moving surface, the…
To figure out the stability issues brought by renewable energy sources (RES) with non-Gaussian uncertainties in isolated microgrids, this paper proposes a chance constrained stability constrained optimal power flow (CC-SC-OPF) model.…
This paper presents an algorithmic study and complexity analysis for solving distributionally robust multistage convex optimization (DR-MCO). We generalize the usual consecutive dual dynamic programming (DDP) algorithm to DR-MCO and propose…
A Support Vector Method for multivariate performance measures was recently introduced by Joachims (2005). The underlying optimization problem is currently solved using cutting plane methods such as SVM-Perf and BMRM. One can show that these…
We introduce a new $\mathbf F$-modulated energy stability framework for general linear multistep methods. We showcase the theory for the two dimensional molecular beam epitaxy model with no slope selection which is a prototypical gradient…
The off-lattice Boltzmann (OLB) method consists of numerical schemes which are used to solve the discrete Boltzmann equation. Unlike the commonly used lattice Boltzmann method, the spatial and time steps are uncoupled in the OLB method. In…
We study dynamic traffic assignment with side-constraints. We first give a counter-example to a key result from the literature regarding the existence of dynamic equilibria for volume-constrained traffic models in the classical edge-delay…
Starting from a simple mapping of a generator of local stochastic dynamics to a quantum Hamiltonian, we derive a condition, which allows us to use the quasi-adiabatic evolution and so relate gapped quantum phases with non-equilibrium's.…
Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…
Many vesicles have a spherical resting shape and exposure to fluid flows induces an exchange between sub-optical area and visible (systematic) deformation, while the total area is conserved. The dynamics which controls the exchange between…
Optimization techniques play a crucial role in estimating parameters and state information for nonlinear systems. However, some critical aspects of these problems have received little attention in previous research. In this paper, we…
We examine stability properties of primal-dual gradient flow dynamics for composite convex optimization problems with multiple, possibly nonsmooth, terms in the objective function under the generalized consensus constraint. The proposed…
This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr\"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br\"odinger…
In a Hilbert setting, we develop a gradient-based dynamic approach for fast solving convex optimization problems. By applying time scaling, averaging, and perturbation techniques to the continuous steepest descent (SD), we obtain…