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We present a novel control variate technique for enhancing the efficiency of Monte Carlo (MC) estimation of expectations involving solutions to stochastic differential equations (SDEs). Our method integrates a primary fine-time-step…

Probability · Mathematics 2025-11-12 Josselin Garnier , Laurent Mertz

In this work we study the problem of step size selection for numerical schemes, which guarantees that the numerical solution presents the same qualitative behavior as the original system of ordinary differential equations, by means of tools…

Numerical Analysis · Mathematics 2015-05-13 Iasson Karafyllis , Lars Grune

We consider fully discrete numerical schemes for a downscaling data assimilation algorithm aimed at approximating the velocity field of the 2D Navier-Stokes equations corresponding to given coarse mesh observational measurements. The time…

Numerical Analysis · Mathematics 2018-05-07 Hussain A. Ibdah , Cecilia F. Mondaini , Edriss S. Titi

We develop a general distributed implementation of an adaptive fast multipole method in three space dimensions. We rely on a balanced type of adaptive space discretisation which supports a highly transparent and fully distributed…

Numerical Analysis · Mathematics 2020-02-13 Jonathan Bull , Stefan Engblom

In this paper we develop an adaptive procedure for the numerical solution of semilinear parabolic problems, with possible singular perturbations. Our approach combines a linearization technique using Newton's method with an adaptive…

Numerical Analysis · Mathematics 2015-10-05 Mario Amrein , Thomas P. Wihler

An adaptive BDF2 implicit time-stepping method is analyzed for the phase field crystal model. The suggested method is proved to preserve a modified energy dissipation law at the discrete levels if the time-step ratios…

Numerical Analysis · Mathematics 2020-12-22 Hong-lin Liao , Bingquan Ji , Luming Zhang

We present an accurate and efficient discretization approach for the adaptive discretization of typical model equations employed in numerical weather prediction. A semi-Lagrangian approach is combined with the TR-BDF2 semi-implicit time…

Numerical Analysis · Mathematics 2014-05-23 G. Tumolo , L. Bonaventura

When solids melt while sliding down heated inclines, their motion is governed by a complex coupling between heat transfer, phase change, gravity and viscous dissipation. Despite relevance across a variety of domains, like kitchen physics,…

We present a numerical and experimental study of feedback control of unstable cellular patterns in directional solidification (DS). The sample, a dilute binary alloy, solidifies in a 2D geometry under a control scheme which applies local…

Materials Science · Physics 2015-06-25 A. J. Pons , A. Karma , S. Akamatsu , M. Newey , A. Pomerance , H. Singer , W. Losert

Continuous-time adaptive controllers for systems with a matched uncertainty often comprise an online parameter estimator and a corresponding parameterized controller to cancel the uncertainty. However, such methods are often impossible to…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Aren Karapetyan , Efe C. Balta , Anastasios Tsiamis , Andrea Iannelli , John Lygeros

We introduce and analyze a post-processing for a family of variational space-time approximations to wave problems. The discretization in space and time is based on continuous finite element methods. The post-processing lifts the fully…

Numerical Analysis · Mathematics 2018-03-09 Markus Bause , Uwe Köcher , Florin A. Radu , Friedhelm Schieweck

We study the evolution of solidification microstructures using a phase-field model computed on an adaptive, finite element grid. We discuss the details of our algorithm and show that it greatly reduces the computational cost of solving the…

Materials Science · Physics 2009-10-31 Nikolas Provatas , Nigel Goldenfeld , Jonathan Dantzig

This article focuses on a nonlinear Neumann boundary feedback control formulation for the viscous Burgers' equation and develops a class of finite difference schemes to achieve global stabilization. The proposed procedure, known as the…

Numerical Analysis · Mathematics 2025-12-02 Shishu Pal Singh , Sudeep Kundu

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Methodology · Statistics 2014-03-18 Michael Vogt , Holger Dette

In this paper, we investigate the Milstein numerical scheme with step size $\eta$ for a stochastic differential equation driven by multiplicative Brownian motion. Under some appropriate coefficient conditions, the continuous-time system and…

Probability · Mathematics 2025-10-06 Peng Chen , Hui Jiang , Jing Wang

This paper presents a systematic approach to the advanced control of continuous crystallization processes using model predictive control. We provide a tutorial introduction to controlling complex particle size distributions by integrating…

Systems and Control · Electrical Eng. & Systems 2026-02-04 Collin R. Johnson , Kerstin Wohlgemuth , Sergio Lucia

Differential flatness serves as a powerful tool for controlling continuous time nonlinear systems in problems such as motion planning and trajectory tracking. A similar notion, called difference flatness, exists for discrete-time systems.…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Ashutosh Jindal , Florentina Nicolau , David Martin Diego , Ravi Banavar

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

Numerical Analysis · Mathematics 2025-05-20 Daan Bon , Benjamin Caris , Olga Mula

In practical applications, the efficacy of a control algorithm relies critically on the accurate knowledge of the parameters and states of the underlying system. However, obtaining these quantities in practice is often challenging. Adaptive…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Anchita Dey , Soutrik Bandyopadhyay , Shubhendu Bhasin

In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…

Numerical Analysis · Mathematics 2018-03-23 Christoph Lehrenfeld , Maxim A. Olshanskii , Xianmin Xu