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A novel reinforcement learning scheme to synthesize policies for continuous-space Markov decision processes (MDPs) is proposed. This scheme enables one to apply model-free, off-the-shelf reinforcement learning algorithms for finite MDPs to…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Abolfazl Lavaei , Fabio Somenzi , Sadegh Soudjani , Ashutosh Trivedi , Majid Zamani

Engineering simulations are usually based on complex, grid-based, or mesh-free methods for solving partial differential equations. The results of these methods cover large fields of physical quantities at very many discrete spatial…

Fluid Dynamics · Physics 2025-08-08 Eduardo Di Costanzo , Niklas Kühl , Jean-Christophe Marongiu , Thomas Rung

We develop a semi-implicit algorithm for time-accurate simulation of the compressible Navier-Stokes equations, with special reference to wall-bounded flows. The method is based on linearization of the partial convective fluxes associated…

Fluid Dynamics · Physics 2016-08-31 Davide Modesti , Sergio Pirozzoli

A high order time stepping applied to spatial discretizations provided by the method of lines for hyperbolic conservations laws is presented. This procedure is related to the one proposed in Qiu and Shu (SIAM J Sci Comput 24(6):2185-2198,…

Numerical Analysis · Mathematics 2025-01-29 David Zorío , Antonio Baeza , Pep Mulet

In the present paper, we propose Krylov-based methods for solving large-scale differential Sylvester matrix equations having a low rank constant term. We present two new approaches for solving such differential matrix equations. The first…

Numerical Analysis · Mathematics 2017-07-10 M. Hached , K. Jbilou

In this work, we develop a localized numerical scheme with low regularity requirements for solving time-fractional integro-differential equations. First, a fully discrete numerical scheme is constructed. Specifically, for temporal…

Numerical Analysis · Mathematics 2025-12-02 Lijing Zhao , Rui Zhao , Wenyi Tian , Yufeng Nie

This paper presents the generalized formulations of fundamental schemes for efficient unconditionally stable implicit finite-difference time-domain (FDTD) methods. The fundamental schemes constitute a family of implicit schemes that feature…

Numerical Analysis · Mathematics 2020-12-01 Eng Leong Tan

For simulating incompressible flows by projection methods. it is generally accepted that the pressure-correction stage is the most time-consuming part of the flow solver. The objective of the present work is to develop a fast hybrid…

Fluid Dynamics · Physics 2023-06-05 Jiannong Fang

We consider the numerical treatment of one of the most popular finite strain models of the viscoelastic Maxwell body. This model is based on the multiplicative decomposition of the deformation gradient, combined with Neo-Hookean…

Numerical Analysis · Mathematics 2013-11-14 Alexey V. Shutov , Ralf Landgraf , Jörn Ihlemann

Symbolic data structures for model checking timed systems have been subject to a significant research, with Difference Bound Matrices (DBMs) still being the preferred data structure in several mature verification tools. In comparison,…

Data Structures and Algorithms · Computer Science 2012-11-28 Kenneth Y. Jørgensen , Kim G. Larsen , Jiří Srba

The Immersed Boundary method has evolved into one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to suffer from a severe timestep stability…

Computational Engineering, Finance, and Science · Computer Science 2009-11-13 Thomas Y. Hou , Zuoqiang Shi

The investigation of fluid-solid systems is very important in a lot of industrial processes. From a computational point of view, the simulation of such systems is very expensive, especially when a huge number of parametric configurations…

In this paper, we propose two discontinuous dynamical systems in continuous time with guaranteed prescribed finite-time local convergence to strict local minima of a given cost function. Our approach consists of exploiting a Lyapunov-based…

Optimization and Control · Mathematics 2019-12-19 Orlando Romero , Mouhacine Benosman

This paper proposes a new method for differentiating through optimal trajectories arising from non-convex, constrained discrete-time optimal control (COC) problems using the implicit function theorem (IFT). Previous works solve a…

Machine Learning · Computer Science 2023-10-25 Ming Xu , Timothy Molloy , Stephen Gould

The time domain analysis of eddy current problems often requires the simulation of long time intervals, e.g. until a steady state is reached. Fast-switching excitations e.g. in pulsedwidth modulated signals require in addition very small…

Numerical Analysis · Mathematics 2021-01-05 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Markus Clemens , Sebastian Schöps

Computational fluid dynamics (CFD) studies have been increasingly used for blood flow simulations in intracranial aneurysms (ICAs). However, despite the continuous progress of body-fitted CFD solvers, generating a high quality mesh is still…

Computational Engineering, Finance, and Science · Computer Science 2020-07-28 D. S. Lampropoulos , G. C. Bourantas , B. F. Zwick , G. C. Kagadis , A. Wittek , K. Miller , V. C. Loukopoulos

We propose Hierarchical Optimization Time Integration (HOT) for efficient implicit time-stepping of the Material Point Method (MPM) irrespective of simulated materials and conditions. HOT is an MPM-specialized hierarchical optimization…

Graphics · Computer Science 2020-04-28 Xinlei Wang , Minchen Li , Yu Fang , Xinxin Zhang , Ming Gao , Min Tang , Danny M. Kaufman , Chenfanfu Jiang

Two phase flows that include phase transition, especially phase creation, with a sharp interface remain a challenging task for numerics. We consider the isothermal Euler equations with phase transition between a liquid and a vapor phase.…

Numerical Analysis · Mathematics 2022-11-03 Sandra May , Ferdinand Thein

The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…

Numerical Analysis · Mathematics 2008-01-14 Ivan Kazachkov

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova