Related papers: Galerkin Approximation of Dynamical Quantities usi…
In this paper the author reviews a version of the global Galerkin that was developed and applied in a series of earlier publications. The method is based on divergence-free basis functions satisfying all the linear and homogeneous boundary…
In the research community, there exists the strong belief that a continuous Galerkin scheme is notoriously unstable and additional stabilization terms have to be added to guarantee stability. In the first part of the series [6], the…
Diffusive approximations of Markov jump processes often fail to accurately capture large fluctuations. This is confounding, as the rare events triggered by these large fluctuations, such as the failure of electronic memories, are often the…
This paper considers the filtering problem which consists in reconstructing the state of a dynamical system with partial observations coming from sensor measurements, and the knowledge that the dynamics are governed by a physical PDE model…
It is known that standard stochastic Galerkin methods encounter challenges when solving partial differential equations with high-dimensional random inputs, which are typically caused by the large number of stochastic basis functions…
Kinetic schemes for compressible flow of gases are constructed by exploiting the connection between Boltzmann equation and the Navier-Stokes equations. This connection allows us to construct a flux splitting for the Navier-Stokes equations…
We present a novel approach to determine the evolution of level sets under uncertainties in the velocity fields. This leads to a stochastic description of the level sets. To compute the quantiles of random level sets, we use the stochastic…
Accurate and rapid prediction of flow-fields is crucial for aerodynamic design. This work proposes a discontinuous Galerkin method (DGM) whose performance enhances with increasing data, for rapid simulation of transonic flow around airfoils…
We derive well-posed boundary conditions for the linearized Serre equations in one spatial dimension by utilizing the energy method. An energy stable and conservative discontinuous Galerkin spectral element method with simple upwind…
This paper studies Galerkin approximations applied to the Zakai equation of stochastic filtering. The basic idea of this approach is to project the infinite-dimensional Zakai equation onto some finite-dimensional subspace generated by…
We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…
Dynamic Mode Decomposition (DMD) is a data-driven method for approximating the spatiotemporal modes of a system. The eigenvectors and eigenvalues of the system are approximated from a series of time-snapshots of the state variables. The…
This paper is concerned with generalized polynomial chaos (gPC) approximation for a general system of quasilinear hyperbolic conservation laws with uncertainty. The one-dimensional (1D) hyperbolic system is first symmetrized with the aid of…
We propose and rigorously analyse semi- and fully discrete discontinuous Galerkin methods for an initial and boundary value problem describing inertial viscoelasticity in terms of elastic and viscoelastic stress components, and with mixed…
We present a reduced basis stochastic Galerkin method for partial differential equations with random inputs. In this method, the reduced basis methodology is integrated into the stochastic Galerkin method, resulting in a significant…
Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…
The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…
This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution.…
The $M_1$ minimum entropy moment system is a system of hyperbolic balance laws that approximates the radiation transport equation, and has many desirable properties. Among them are symmetric hyperbolicity, entropy decay, moment…
Many systems such as autonomous vehicles and quadrotors are subject to parametric uncertainties and external disturbances. These uncertainties can lead to undesired performance degradation and safety issues. Therefore, it is important to…