Related papers: Level Set Methods for Stochastic Discontinuity Det…
A recently developed high-order implicit shock tracking (HOIST) framework for resolving discontinuous solutions of inviscid, steady conservation laws [41, 43] is extended to the unsteady case. Central to the framework is an optimization…
In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…
We are interested in the averaged behavior of interfaces moving in stationary ergodic environments, with oscillatory normal velocity which changes sign. This problem can be reformulated, using level sets, as the homogenization of a…
Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…
Stochastic shortest path (SSP) problems arise in a variety of discrete stochastic control contexts. An optimal solutions to such a problem is typically computed using the value function, which can be found by solving the corresponding…
In this paper, the stabilized finite element approximation of the Stokes eigenvalue problems is considered for both the two-field (displacement-pressure) and the three-field (stress-displacement-pressure) formulations. The method presented…
In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…
A finite element method for elliptic problems with discontinuous coefficients is presented. The discontinuity is assumed to take place along a closed smooth curve. The proposed method allows to deal with meshes that are not adapted to the…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
The paper develops and analyzes a higher-order unfitted finite element method for the incompressible Stokes equations, which yields a strongly divergence-free velocity field up to the physical boundary. The method combines an isoparametric…
In this paper, we propose an adaptive high-order method for hyperbolic systems of conservation laws. The proposed method is based on a dual formulation approach: Two numerical solutions, corresponding to conservative and nonconservative…
This paper presents the first energy-dissipative level-set method for the incompressible Navier-Stokes equations with surface tension. The methodology relies on the recently proposed concept of functional entropy variables. Discretization…
We introduce some sparse grids interpolations used in Semi-Lagrangian schemes for linear and fully non-linear diffusion Hamilton Jacobi Bellman equations arising in stochastic control. We prove that the method introduced converges toward…
We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical…
This paper presents an innovative continuous linear finite element approach to effectively solve biharmonic problems on surfaces. The key idea behind this method lies in the strategic utilization of a surface gradient recovery operator to…
In this paper, we develop a high order numerical method for the numerical solutions of scattering problems with slightly perturbed periodic surfaces in two dimensional spaces. Based on the regularity property introduced in Part I, the…
A novel structure-preserving numerical method to solve random hyperbolic systems of conservation laws is presented. The method uses a concept of generalized, measure-valued solutions to random conservation laws. This yields a linear partial…
We adapt the metric approach to the study of stationary ergodic Hamilton-Jacobi equations, for which a notion of admissible random (sub)solution is defined. For any level of the Hamiltonian greater than or equal to a distinguished critical…
A stable numerical solution of the steady Stokes problem requires compatibility between the choice of velocity and pressure approximation that has traditionally proven problematic for meshless methods. In this work, we present a…
Stochastic contact Hamiltonian systems are a class of important mathematical models, which can describe the dissipative properties with odd dimensions in the stochastic environment. In this article, we investigate the numerical dynamics of…