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We introduce a score-based generative sampling method for solving the nonlinear filtering problem with robust accuracy. A major drawback of existing nonlinear filtering methods, e.g., particle filters, is the low stability. To overcome this…
We demonstrate an analytical method for calculating the phase sensitivity of a class of oscillators whose phase does not affect the time evolution of the other dynamic variables. We show that such oscillators possess the possibility for…
We consider nonlinear solvers for the incompressible, steady (or at a fixed time step for unsteady) Navier-Stokes equations in the setting where partial measurement data of the solution is available. The measurement data is…
A fractional time derivative is introduced into the Burger's equation to model losses of nonlinear waves. This term amounts to a time convolution product, which greatly penalizes the numerical modeling. A diffusive representation of the…
An efficient direct solver for solving the Lippmann-Schwinger integral equation modeling acoustic scattering in the plane is presented. For a problem with $N$ degrees of freedom, the solver constructs an approximate inverse in…
In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow can not be computed exactly. Instead, we use a numerical…
Numerical methods for the Euler equations with a singular source are discussed in this paper. The stationary discontinuity induced by the singular source and its coupling with the convection of fluid presents challenges to numerical…
We address the exploitation of an optical parametric oscillator (OPO) in the task of mitigating, at least partially, phase noise produced by phase diffusion. In particular, we analyze two scenarios where phase diffusion is typically…
We use a free-energy minimization approach to describe the secular and dynamical instabilities as well as the bifurcations along equilibrium sequences of rotating, self-gravitating fluid systems. Our approach is fully nonlinear and stems…
We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…
On an example of the open nonlinear electrodynamic system - transverse non-homogeneous, isotropic, nonmagnetic, linearly polarized, nonlinear (a Kerr-like dielectric nonlinearity) dielectric layer, the algorithms of solution of the…
System of semilinear ordinary differential equation and fractional differential equation of distributed order is investigated and solved in a mild and classical sense. Such a system arises as a distributed derivative model of…
Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These…
In this paper, we propose a semi-implicit Euler scheme to discretize the stochastic nonlinear Maxwell equations with multiplicative Ito noise, which is implicit in the drift term and explicit in the diffusion term of the equations, in order…
We study the two-dimensional incompressible Navier-Stokes equations in a channel $\Omega=(0,L)\times(0,H)$ with small viscosity $\varepsilon\ll1$, an $\varepsilon$-Navier slip condition on the horizontal walls, and a viscous inflow…
Numerical simulations of compressible real-fluid flows are notoriously plagued by spurious pressure oscillations arising in regions of abrupt flow variations. As a possible remedy, several numerical formulations enforce the pressure…
Diffusion models have emerged as a powerful framework in generative modeling, typically relying on optimizing neural networks to estimate the score function via forward SDE simulations. In this work, we propose an alternative method that is…
An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…
We study the Cauchy problem for the defocusing nonlinear Schr\"odinger (NLS) equation under the assumption that the solution vanishes as $x \to + \infty$ and approaches an oscillatory plane wave as $x \to -\infty$. We first develop an…
This paper is concerned with the design of two different classes of Galerkin boundary element methods for the solution of high-frequency sound-hard scattering problems in the exterior of two-dimensional smooth convex scatterers. Both…