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An important theme in modern inverse problems is the reconstruction of time-dependent data from only finitely many measurements. To obtain satisfactory reconstruction results in this setting it is essential to strongly exploit temporal…
The advection-diffusion equation is studied via a global Lagrangian coordinate transformation. The metric tensor of the Lagrangian coordinates couples the dynamical system theory rigorously into the solution of this class of partial…
Metric embeddings are a widely used method in algorithm design, where generally a ``complex'' metric is embedded into a simpler, lower-dimensional one. Historically, the theoretical computer science community has focused on bi-Lipschitz…
Multidimensional scaling (MDS) is a dimensionality reduction tool used for information analysis, data visualization and manifold learning. Most MDS procedures embed data points in low-dimensional Euclidean (flat) domains, such that…
We present a new numerical scheme for solving the advection equation and its application to Vlasov simulations. The scheme treats not only point values of a profile but also its zeroth to second order piecewise moments as dependent…
A novel method to improve the accuracy of pressure field estimation from time-resolved Particle Image Velocimetry data is proposed. This method generates several new time-series of velocity field by propagating in time the original one…
Interior point methods solve small to medium sized problems to high accuracy in a reasonable amount of time. However, for larger problems as well as stochastic problems, one needs to use first-order methods such as stochastic gradient…
Multidimensional scaling (MDS) is a popular technique for mapping a finite metric space into a low-dimensional Euclidean space in a way that best preserves pairwise distances. We study a notion of MDS on infinite metric measure spaces,…
We present a new splitting method for time-dependent convection-dominated diffusion problems. The original convection diffusion system is split into two sub-systems: a pure convection system and a diffusion system. At each time step, a…
In this work, we introduce a Variational Multi-Scale (VMS) method for the numerical approximation of parabolic problems, where sub-grid scales are approximated from the eigenpairs of associated elliptic operator. The abstract method is…
A computationally accurate and efficient numerical method under a unified framework is crucial to various multi-scale scientific and engineering problems. So far, many numerical methods have encountered various challenges in efficiently…
A fully implicit finite difference scheme has been developed to solve the hydrodynamic equations coupled with radiation transport. Solution of the time dependent radiation transport equation is obtained using the discrete ordinates method…
We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…
This paper deals with the numerical integration of well-posed multiscale systems of ODEs or evolutionary PDEs. As these systems appear naturally in engineering problems, time-subcycling techniques are widely used every day to improve…
Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…
The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…
Dynamical systems often exhibit the emergence of long-lived coherent sets, which are regions in state space that keep their geometric integrity to a high extent and thus play an important role in transport. In this article, we provide a…
The Convected Scheme (CS) is a `forward-trajectory' semi-Lagrangian method for solution of transport equations, which has been most often applied to the kinetic description of plasmas and rarefied neutral gases. In its simplest form, the CS…
We present a systematic methodology to develop high order accurate numerical approaches for linear advection problems. These methods are based on evolving parts of the jet of the solution in time, and are thus called jet schemes. Through…
We present a new numerical scheme for solving the advection equation and its application to the Vlasov simulation. The scheme treats not only point values of a profile but also its zeroth to second order piecewise moments as dependent…