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We develop a Petrov-Galerkin stabilization method for multiscale convection-diffusion transport systems. Existing stabilization techniques add a limited number of degrees of freedom in the form of bubble functions or a modified diffusion,…
This paper develops and analyzes a general iterative framework for solving parameter-dependent and random convection-diffusion problems. It is inspired by the multi-modes method of [7,8] and the ensemble method of [20] and extends those…
In this paper, we present very first results for the adaptive solution on a grid of the phase space of the Vlasov equation arising in particles accelarator and plasma physics. The numerical algorithm is based on a semi-Lagrangian method…
The master equation of one-dimensional three-species reaction-diffusion processes is mapped onto an imaginary-time Schr\"odinger equation. In many cases the Hamiltonian obtained is that of an integrable quantum chain. Within this approach…
This paper is devoted to the system of coupled KdV-like equations. It is shown that this apparently non-integrable system possesses an integrable reduction which is closely related to the Volterra chain. This fact is used to construct the…
In this article, we deal with a multiple dimensional coupled Markovian BSDEs system with stochastic linear growth generators with respect to volatility processes. An existence result is provided by using approximation techniques.
We construct a family of integrable vertex model based on the typical four-dimensional representations of the quantum group deformation of the Lie superalgebra $sl(2|1)$. Upon alternation of such a representation with its dual this model…
This paper deals with the problem of point-to-point reachability in multi-linear systems. These systems consist of a partition of the Euclidean space into a finite number of regions and a constant derivative assigned to each region in the…
We investigate the dependence of the structural phase transitions in an infinite quasi-one-dimensional system of repulsively interacting particles on the profile of the confining channel. Three different functional expressions for the…
A nonlinear coupled system descriptive of multi-ion electrodiffusion is investigated and all parameters for which the system admits a single-valued general solution are isolated. This is achieved \textit{via} a method initiated by Painleve'…
Discretizations of infinite-dimensional variational inequalities lead to linear and nonlinear complementarity problems with many degrees of freedom. To solve these problems in a parallel computing environment, we propose two active-set…
This work studies the parameter-dependent diffusion equation in a two-dimensional domain consisting of locally mirror symmetric layers. It is assumed that the diffusion coefficient is a constant in each layer. The goal is to find…
In this paper, we present a multi-level mixed element scheme for the Helmholtz transmission eigenvalue problem on polygonal domains that are not necessarily able to be covered by rectangle grids. We first construct an equivalent linear…
An efficient and robust linear scaling method is presented for large scale {\it ab initio} electronic structure calculations of a wide variety of materials including metals. The detailed short range and the effective long range…
In this article, we employ the construction of the time-marching Discontinuous Petrov-Galerkin (DPG) scheme we developed for linear problems to derive high-order multistage DPG methods for non-linear systems of ordinary differential…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…
A variety of problems in device and materials design require the rapid forward modeling of Maxwell's equations in complex micro-structured materials. By combining high-order accurate integral equation methods with classical multiple…
We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…
Multilayer diffusion problems have found significant important that they arise in many medical, environmental and industrial applications of heat and mass transfer. In this article, we study the solvability of one-dimensional nonhomogeneous…
The aim of this expository paper is twofold. We start with a concise overview of the theory of invariant slow manifolds for fast-slow dynamical systems starting with the work by Tikhonov and Fenichel to the most recent works on…