Related papers: Discretized Fast-Slow Systems near Transcritical S…
We present and analyze for a scalar linear evolution model problem a time multigrid algorithm for DG-discretizations in time. We derive asymptotically optimized parameters for the smoother, and also an asymptotically sharp convergence…
We consider two implicit approximation schemes of the one-dimensional supercooled Stefan problem and prove their convergence, even in the presence of finite time blow-ups. All proofs are based on a probabilistic reformulation recently…
We propose an algorithm for approximating the solution of a strongly oscillating SDE, that is, a system in which some ergodic state variables evolve quickly with respect to the other variables. The algorithm profits from homogenization…
We consider a fast-slow partial differential equation (PDE) with reaction-diffusion dynamics in the fast variable and the slow variable driven by a differential operator on a bounded domain. Assuming a transcritical normal form for the…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
In this paper, the convergence of the solutions for a discretized linear state-based static peridynamic system to the corresponding continuous solution is analytically proven. To obtain an implementable model, we further apply…
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…
This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…
This paper addresses a new class of optimal control problems for perturbed sweeping processes with measurable controls in additive perturbations of the dynamics and smooth controls in polyhedral moving sets. We develop a constructive…
Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the…
Recently, relaxation methods have been developed to guarantee the preservation of a single global functional of the solution of an ordinary differential equation. Here, we generalize this approach to guarantee local entropy inequalities for…
We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations,…
We consider deterministic homogenization for discrete-time fast-slow systems of the form $$ X_{k+1} = X_k + n^{-1}a_n(X_k,Y_k) + n^{-1/2}b_n(X_k,Y_k)\;, \quad Y_{k+1} = T_nY_k\;$$ and give conditions under which the dynamics of the slow…
In this paper a novel discrete-time realization of the super-twisting controller is proposed. The closed-loop system is proven to converge to an invariant set around the origin in finite time. Furthermore, the steady-state error is shown to…
Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
Acceleration is a celebrated cornerstone of convex optimization, enabling gradient-based algorithms to converge sublinearly in the condition number. A major open question is whether an analogous acceleration phenomenon is possible for…
Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators and a…
We study two fully discrete evolving surface finite element schemes for the Cahn-Hilliard equation on an evolving surface, given a smooth potential with polynomial growth. In particular we establish optimal order error bounds for a (fully…
Discrete time crystals are a recently proposed and experimentally observed out-of-equilibrium dynamical phase of Floquet systems, where the stroboscopic evolution of a local observable repeats itself at an integer multiple of the driving…