Related papers: Level Set Methods for Stochastic Discontinuity Det…
Linear stationary reaction-convection-diffusion equations with Dirichlet boundary conditions are approximated using a simple finite difference method corresponding to central differences and the addition of a high-order stabilization term…
We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…
A series of third- and fifth-order hybrid compact least-squares central weighted essentially non-oscillatory schemes are proposed and applied to curvilinear structured grids for the finite volume method. In smooth regions, compact…
This paper investigates a Hamilton-Jacobi (HJ) analysis to solve finite-horizon optimal control problems for high-dimensional systems. Although grid-based methods, such as the level-set method [1], numerically solve a general class of HJ…
The use of spectral projection based methods for simulation of a stochastic system with discontinuous solution exhibits the Gibbs phenomenon, which is characterized by oscillations near discontinuities. This paper investigates a dynamic…
We introduce new adaptive schemes for the one- and two-dimensional hyperbolic systems of conservation laws. Our schemes are based on an adaption strategy recently introduced in [{\sc S. Chu, A. Kurganov, and I. Menshov}, Appl. Numer. Math.,…
A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…
In this article, we design and analyze an arbitrary-order stabilized finite element method to approximate the unique continuation problem for laminar steady flow described by the linearized incompressible Navier--Stokes equation. We derive…
Solving bilevel optimization (BLO) problems to global optimality is generally intractable. A common surrogate is to compute a hyper-stationary point -- a stationary point of the hyper-objective function obtained by minimizing or maximizing…
For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
In this article we approach a class of stochastic reachability problems with state constraints from an optimal control perspective. Preceding approaches to solving these reachability problems are either confined to the deterministic setting…
Pseudospectral schemes are a class of numerical methods capable of solving smooth problems with high accuracy thanks to their exponential convergence to the true solution. When applied to discontinuous problems, such as fluid shocks and…
Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…
We propose a level-set approach to characterize the region occupied by the solid in Stefan problems with and without surface tension, based on their recent probabilistic reformulation. The level-set function is parameterized by a…
In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…
We introduce stabilized spline collocation schemes for the numerical solution of nonlinear, hyperbolic conservation laws. A nonlinear, residual-based viscosity stabilization is combined with a projection stabilization-inspired linear…
In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
We propose a new least squares finite element method to solve the Stokes problem with two sequential steps. The approximation spaces are constructed by patch reconstruction with one unknown per element. For the first step, we reconstruct an…
This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of…