Related papers: Level Set Methods for Stochastic Discontinuity Det…
National parks often serve as hotspots for environmental crime such as illegal deforestation and animal poaching. Previous attempts to model environmental crime were either discrete and network-based or required very restrictive assumptions…
This paper proposes a new indirect solution method for solving state-constrained optimal control problems by revisiting the well-established optimal control theory and addressing the long-standing issue of discontinuous control and costate…
We introduce the notion of pathwise entropy solutions for a class of degenerate parabolic-hyperbolic equations with non-isotropic nonlinearity and fluxes with rough time dependence and prove their well-posedness. In the case of Brownian…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…
This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial…
Many interfacial phenomena in physical and biological systems are dominated by high order geometric quantities such as curvature. Here a semi-implicit method is combined with a level set jet scheme to handle stiff nonlinear advection…
We present a new high order finite element method for the discretization of partial differential equations on stationary smooth surfaces which are implicitly described as the zero level of a level set function. The discretization is based…
A trademark of nonlinear, time-dependent, convection-dominated problems is the spontaneous formation of non-smooth macro-scale features, like shock discontinuities and non-differentiable kinks, which pose a challenge for high-resolution…
We propose a method to modify a polygonal mesh in order to fit the zero-isoline of a level set function by extending a standard body-fitted strategy to a tessellation with arbitrarily-shaped elements. The novel level set-fitted approach, in…
In this paper we are concerned with numerical methods for the one-sided event location in discontinuous differential problems, whose event function is nonlinear (in particular, of polynomial type). The original problem is transformed into…
Level set methods are widely used for image segmentation because of their capability to handle topological changes. In this paper, we propose a novel parametric level set method called Disjunctive Normal Level Set (DNLS), and apply it to…
We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…
We propose a novel stochastic gradient descent method for solving linear least squares problems with partially observed data. Our method uses submatrices indexed by a randomly selected pair of row and column index sets to update the iterate…
This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We establish the dynamic programming principle (DPP) via…
High-order implicit shock tracking (fitting) is a class of high-order, optimization-based numerical methods to approximate solutions of conservation laws with non-smooth features by aligning elements of the computational mesh with…
In this paper, we propose a multiscale method for heterogeneous Stokes problems. The method is based on the Localized Orthogonal Decomposition (LOD) methodology and has approximation properties independent of the regularity of the…
We present a graph-based numerical method for solving hyperbolic systems of conservation laws using discontinuous finite elements. This work fills important gaps in the theory as well as practice of graph-based schemes. In particular, four…
The simulation of certain flow problems requires a means for modeling a free fluid surface; examples being viscoelastic die swell or fluid sloshing in tanks. In a finite-element context, this type of problem can, among many other options,…
This work introduces a novel discontinuity-tracking framework for resolving discontinuous solutions of conservation laws with high-order numerical discretizations that support inter-element solution discontinuities, such as discontinuous…
We study step-wise time approximations of non-linear hyperbolic initial value problems. The technique used here is a generalization of the minimizing movements method, using two time-scales: one for velocity, the other (potentially much…