Related papers: Asymptotic Static Hedge via Symmetrization
We consider the simulation of isentropic flow in pipelines and pipe networks. Standard operating conditions in pipe networks suggest an emphasis to simulate low Mach and high friction regimes -- however, the system is stiff in these regimes…
We improve the residual based stabilization technique for Signorini contact problems with Tresca friction in linear elasticity solved with $hp$-mixed BEM which has been recently analyzed by Banz et al.~in Numer.~Math.~135 (2017)…
In this paper, we demonstrate that in many NP-complete variants of the stable matching problem, such as the Stable Hypergraph Matching problem, the Stable Multicommodity Flow problem, and the College Admission problem with common quotas, a…
This paper proposes a control algorithm for stable implementation of asynchronous parallel quadratic programming (PQP) through dual decomposition technique. In general, distributed and parallel optimization requires synchronization of data…
Let X be the mild solution to a semilinear stochastic partial differential equation. In this article, we develop methodology to sample from the infinite-dimensional diffusion bridge that arises from conditioning X on a linear transformation…
In this paper, we consider the asymptotical regularization with convex constraints for nonlinear ill-posed problems. The method allows to use non-smooth penalty terms, including the L1-like and the total variation-like penalty functionals,…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
Continuous symmetries of the Hirota difference equation, commuting with shifts of independent variables, are derived by means of the dressing procedure. Action of these symmetries on the dependent variables of the equation is presented.…
We establish the existence theory of several commonly used finite element (FE) nonlinear fully discrete solutions, and the convergence theory of a linearized iteration. First, it is shown for standard FE, SUPG and edge-averaged method…
We study the stabilization of coherent suppression of tunneling in a driven double-well system subject to random periodic $\delta-$function ``kicks''. We model dissipation due to this stochastic process as a phase diffusion process for an…
In this paper, numerical analysis is carried out for a class of history-dependent variational-hemivariational inequalities arising in contact problems. Three different numerical treatments for temporal discretization are proposed to…
We investigate the linear stability analysis of a pathway-based diffusion model (PBDM), which characterizes the dynamics of the engineered Escherichia coli populations [X. Xue and C. Xue and M. Tang, P LoS Computational Biology, 14 (2018),…
Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…
The paper presents a method for solving hydraulic fracture problems accounting for the lag. The method consists in matching the outer (basic) solution neglecting the lag, with the inner (auxiliary) solution of the derived 1D integral…
We study optimal design problems for stationary diffusion involving one or more state equations and mixtures of an arbitrary number of anisotropic materials. Since such problems typically do not admit classical solutions, we adopt a…
Asynchronous iterative methods tolerate straggling processors by allowing workers to proceed with stale data, but at a cost: the iterates become inconsistent, potentially degrading convergence. We investigate whether convergence…
A variational formulation based on velocity and stress is developed for linear fluid-structure interaction (FSI) problems. The well-posedness and energy stability of this formulation are established. To discretize the problem, a…
In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…
We show that, even for extremely stiff systems, explicit integration may compete in both accuracy and speed with implicit methods if algebraic methods are used to stabilize the numerical integration. The required stabilizing algebra depends…
We analyse a version of the policy iteration algorithm for the discounted infinite-horizon problem for controlled multidimensional diffusion processes, where both the drift and the diffusion coefficient can be controlled. We prove that,…