Related papers: Numerical approximation of the Frobenius-Perron op…
We propose a finite volume stochastic collocation method for the random Euler system. We rigorously prove the convergence of random finite volume solutions under the assumption that the discrete differential quotients remain bounded in…
Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynamical system. Examples of such operators are the…
We derive and study a Lax--Friedrichs type finite volume method for a large class of nonlocal continuity equations in multiple dimensions. We prove that the method converges weakly to the measure-valued solution, and converges strongly if…
Koopman theory studies dynamical systems in terms of operator theoretic properties of the Perron-Frobenius operator $\mathcal{P}$ and Koopman operator $\mathcal{U}$ respectively. In this paper, we derive the rates of convergence of…
The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional…
The Perron-Frobenius theorem plays an important role in many areas of management science and operations research. This paper provides a probabilistic perspective on the theorem, by discussing a proof that exploits a probabilistic…
We complete the picture how the asymptotic behavior of a dynamical system is reflected by properties of the associated Perron-Frobenius operator. Our main result states that strong convergence of the powers of the Perron-Frobenius operator…
We first survey the current state of the art concerning the dynamical properties of multidimensional continued fraction algorithms defined dynamically as piecewise fractional maps and compare them with algorithms based on lattice reduction.…
A popular way to approximate the Koopman operator's action on a finite-dimensional subspace of functions is via orthogonal projections. The quality of the projected model directly depends on the selected subspace, specifically on how close…
We prove strong convergence of an upwind-type finite volume method to a weak solution of the Navier-Stokes-Fourier system with the Dirichlet boundary conditions. The limit solution satisfies a weak form of the mass and momentum equations,…
A constructive numerical approximation of the two-dimensional unsteady stochastic Navier-Stokes equations of an incompressible fluid is proposed via a pseudo-compressibility technique involving a parameter $\epsilon$. Space and time are…
In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…
The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…
We study convergence of a finite volume scheme for the Navier-Stokes-Fourier system describing the motion of compressible viscous and heat conducting fluids. The numerical flux uses upwinding with an additional numerical diffusion of order…
In this paper, we prove the quasi-compactness of the Frobenius-Perron operator for a piecewise convex map $\tau$ with a countably infinite number of branches on the interval $I=[0,1]$. We establish that for high enough $n$ iterates of…
In this paper we study the convergence rate of a finite volume approximation of the compressible Navier--Stokes--Fourier system. To this end we first show the local existence of a highly regular unique strong solution and analyse its global…
We present a new finite volume method for computing numerical approximations of a system of nonlocal transport equation modeling interacting species. This method is based on the work [F. Delarue, F. Lagoutire, N. Vauchelet, Convergence…
Lyapunov functions play a vital role in the context of control theory for nonlinear dynamical systems. Besides its classical use for stability analysis, Lyapunov functions also arise in iterative schemes for computing optimal feedback laws…
This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…
The global behavior of dynamical systems can be studied by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with the system. Two important operators which are frequently used to gain insight into the…