Related papers: An Adjoint-based Numerical Method for a class of n…
We propose an alternative approach that avoids the nonlinear equations for the Fourier coefficients that appear in the method of harmonic balance. We apply it to two simple illustrative examples.
We establish that nonconvex definable parametric optimization problems with possibly nonsmooth objectives, inequality constraints, conic constraint systems, and non-unique primal and dual solutions admit an adjoint state formula under a…
We extend the theory of Barles Jakobsen to develop numerical schemes for Hamilton Jacobi Bellman equations. We show that the monotonicity of the schemes can be relaxed still leading to the convergence to the viscosity solution of the…
We unify two paradigmatic mesoscopic mechanisms for the emergence of nonextensive statistics, namely the multiplicative noise mechanism leading to a {\it linear} Fokker-Planck (FP) equation with {\it inhomogenous} diffusion coefficient, and…
Stochastic differential equations play an important role in various applications when modeling systems that have either random perturbations or chaotic dynamics at faster time scales. The time evolution of the probability distribution of a…
This paper introduces a nonlinear acceleration technique that accelerates the convergence of solution of transport problems with highly forward-peaked scattering. The technique is similar to a conventional high-order/low-order (HOLO)…
We propose a high order discontinuous Galerkin (DG) method for solving nonlinear Fokker-Planck equations with a gradient flow structure. For some of these models it is known that the transient solutions converge to steady-states when time…
Optimal control theory aims to find an optimal protocol to steer a system between assigned boundary conditions while minimizing a given cost functional in finite time. Equations arising from these types of problems are often non-linear and…
We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf…
In this work, we propose a positivity-preserving scheme for solving two-dimensional advection-diffusion equations including mixed derivative terms, in order to improve the accuracy of lower-order methods. The solution to these equations, in…
This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of…
We describe quantum-field-theoretical (QFT) techniques for mapping quantum problems onto c-number stochastic problems. This approach yields results which are identical to phase-space techniques [C.W. Gardiner, {\em Quantum Noise} (1991)]…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
The algebraic method enables one to study the properties of the spectrum of a quadratic Hamiltonian through the mathematical properties of a matrix representation called regular or adjoint. This matrix exhibits exceptional points where it…
From the literature it is known that orthogonal polynomials as the Jacobi polynomials can be expressed by hypergeometric series. In this paper, the authors derive several contiguous relations for terminating multivariate hypergeometric…
We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in…
We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The method is based on the spectral decomposition of the…
We propose some finite element schemes to solve a class of fourth-order nonlinear PDEs, which include the vector-valued Landau--Lifshitz--Baryakhtar equation, the Swift--Hohenberg equation, and various Cahn--Hilliard-type equations with…
The new class of alternating-conjugate splitting methods is presented and analyzed. They are obtained by concatenating a given composition involving complex coefficients with the same composition but with the complex conjugate coefficients.…
After a short outline of the factorization and Grassmann picture of the one-dimensional (1D) Fokker-Planck (FP) equation, we consider a class of spatially-inhomogeneous solutions of the 2D FP equation with symmetric 2D (super)potentials. We…