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The general scheme of two-level parallelization (TLP) for direct simulation Monte Carlo of unsteady gas flows on shared memory multiprocessor computers has been described. The high efficient algorithm of parallel independent runs is used on…
In the literatur there exist approximation methods for McKean-Vlasov stochastic differential equations which have a computational effort of order $3$. In this article we introduce full-history recursive multilevel Picard (MLP)…
In this article, we analyze a two-level finite element method for the two dimensional time-dependent incompressible Navier-Stokes equations with non-smooth initial data. It involves solving the non-linear Navier-Stokes problem on a coarse…
Two-stage stochastic programs with binary recourse are challenging to solve and efficient solution methods for such problems have been limited. In this work, we generalize an existing binary decision diagram-based (BDD-based) approach of…
Iterative rounding and relaxation have arguably become the method of choice in dealing with unconstrained and constrained network design problems. In this paper we extend the scope of the iterative relaxation method in two directions: (1)…
This work introduces a novel control strategy called Iterative Linear Quadratic Regulator for Iterative Tasks (i2LQR), which aims to improve closed-loop performance with local trajectory optimization for iterative tasks in a dynamic…
We study the evolution of closed inextensible planar curves under a second order flow that decreases the $p$-elastic energy. A short time existence result for $p \in (1,\infty)$ is obtained via a minimizing movements method. For $p = 2$,…
We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or…
This work introduces a stabilised finite element formulation for the Stokes flow problem with a nonlinear slip boundary condition of friction type. The boundary condition is enforced with the help of an additional Lagrange multiplier and…
The usable limits of the customary and relaxational filtrational theories are considered. The questions of applicable the locality and local thermodynamical equilibrium principles to depict the nonstationary flows are discussed. The…
Two-dimensional free-surface flow over localised topography is examined with the emphasis on the stability of hydraulic-fall solutions. A Gaussian topography profile is assumed with a positive or negative amplitude modelling a bump or a…
Multistage stochastic optimization problems are oftentimes formulated informally in a pathwise way. These are correct in a discrete setting and suitable when addressing computational challenges, for example. But the pathwise problem…
We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.
In this paper we give a solution formula for the two-phase Stokes equations with and without surface tension and gravity in the whole space with flat interface. The solution formula has already considered by Shibata-Shimizu. However we…
In [13], an Inexact variant of Stochastic Dual Dynamic Programming (SDDP) called ISDDP was introduced which uses approximate (instead of exact with SDDP) primal dual solutions of the problems solved in the forward and backward passes of the…
The Euclidean Steiner tree problem, normally posed in two dimensions, seeks to connect a set of prescribed terminal nodes by placing additional nodes, known as Steiner points, with edges connecting such nodes either to another Steiner point…
In this paper, a lattice Boltzmann (LB) model with double distribution functions is proposed for two-phase flow in porous media where one distribution function is used for pressure governed by the Poisson equation, and the other is applied…
Solving an integer least squares (ILS) problem usually consists of two stages: reduction and search. This thesis is concerned with the reduction process for the ordinary ILS problem and the ellipsoid-constrained ILS problem. For the…
The linear stability of stratified two-phase flows in rectangular ducts is studied numerically. The linear stability analysis takes into account all possible infinitesimal three-dimensional disturbances and is carried out by solution of the…
The Loop-Tree Duality (LTD) is a novel perturbative method in QFT that establishes a relation between loop-level and tree-level scattering amplitudes. This is achieved by directly applying the Residue Theorem to the loop-energy-integration.…