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We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising for instance in finance and economics. The underlying process is a strong solution of one…

Optimization and Control · Mathematics 2013-05-07 Tiziano De Angelis

We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the $H^{-1}$-gradient flow of the…

Numerical Analysis · Mathematics 2015-09-04 Luca Calatroni , Bertram Düring , Carola-Bibiane Schönlieb

We introduce "state space persistence analysis" for deducing the symbolic dynamics of time series data obtained from high-dimensional chaotic attractors. To this end, we adapt a topological data analysis technique known as persistent…

Chaotic Dynamics · Physics 2020-03-13 Gökhan Yalnız , Nazmi Burak Budanur

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…

Optimization and Control · Mathematics 2019-07-03 Marcus Heitel , Robin Verschueren , Moritz Diehl , Dirk Lebiedz

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Dynamical Systems · Mathematics 2015-01-22 Carmeline J. Dsilva , Ronen Talmon , C. William Gear , Ronald R. Coifman , Ioannis G. Kevrekidis

Diffusion behaviors of heterogeneous materials are of paramount importance in many engineering problems. Numerical models that take into account the internal structure of such materials are robust but computationally very expensive. This…

Numerical Analysis · Mathematics 2023-12-18 Jan Eliáš , Hao Yin , Gianluca Cusatis

We give a new algorithm of slow continued fraction expansion related to any real cubic number field as a 2-dimensional version of the Farey map. Using our algorithm, we can find the generators of dual substitutions (so-called tiling…

Number Theory · Mathematics 2013-10-30 Maki Furukado , Shunji Ito , Asaki Saito , Jun-ichi Tamura , Shin-ichi Yasutomi

Combining dynamic renormalization with equation-free computational tools, we study the apparently self-similar evolution of void distribution dynamics in the diffusion-deposition problem proposed by Stinchcombe and Depken [Phys. Rev. Lett.…

Soft Condensed Matter · Physics 2007-05-23 L. Chen , I. G. Kevrekidis , P. G. Kevrekidis

In this article we discuss the numerical analysis for the finite difference scheme of the one-dimensional nonlinear wave equations with dynamic boundary conditions. From the viewpoint of the discrete variational derivative method we propose…

Numerical Analysis · Mathematics 2021-12-14 Akihiro Umeda , Yuta Wakasugi , Shuji Yoshikawa

In the current work we consider the numerical solutions of equations of stationary states for a general class of the spatial segregation of reaction-diffusion systems with $m\geq 2$ population densities. We introduce a discrete multi-phase…

Numerical Analysis · Mathematics 2016-09-19 Avetik Arakelyan , Rafayel Barkhudaryan

A new time discretization scheme for the numerical simulation of two-phase flow governed by a thermodynamically consistent diffuse interface model is presented. The scheme is consistent in the sense that it allows for a discrete in time…

Analysis of PDEs · Mathematics 2014-02-27 Harald Garcke , Michael Hinze , Christian Kahle

This paper presents a new boundary integral equation (BIE) method for simulating particulate and multiphase flows through periodic channels of arbitrary smooth shape in two dimensions. The authors consider a particular system---multiple…

Numerical Analysis · Mathematics 2015-10-20 Gary Marple , Alex Barnett , Adrianna Gillman , Shravan Veerapaneni

We propose a three-tier machine learning framework based on the next-generation Equation-Free algorithm for learning the spatio-temporal dynamics of mass-constrained complex systems with hidden states, whose dynamics can in principle be…

Numerical Analysis · Mathematics 2026-02-10 Gianmaria Viola , Alessandro Della Pia , Lucia Russo , Ioannis Kevrekidis , Constantinos Siettos

Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…

Optimization and Control · Mathematics 2026-04-14 Sandra Cerrai , Qin Li , Anjali Nair , Jaeyoung Yoon

In the context of a noncommutative differential calculus on the algebra of real valued functions of an $n$-dimensional manifold $M$, a commutative and associative product of 1-forms is naturally defined. Ordinary differential calculus…

q-alg · Mathematics 2008-02-03 A. Dimakis , C. Tzanakis

Recent advances in cell biology and experimental techniques using reconstituted cell extracts have generated significant interest in understanding how geometry and topology influence active fluid dynamics. In this work, we present a…

Soft Condensed Matter · Physics 2024-05-13 Cuncheng Zhu , David Saintillan , Albert Chern

We extend the theory of spectral submanifolds (SSMs) to general non-autonomous dynamical systems that are either weakly forced or slowly varying. Examples of such systems arise in structural dynamics, fluid-structure interactions and…

Dynamical Systems · Mathematics 2024-04-09 George Haller , Roshan S. Kaundinya

We observed existence of periodic orbit in immune network under transitive solvable lie algebra. In this paper, we focus to develop condition of maximal Lie algebra for immune network model and use that condition to construct vector field…

Biological Physics · Physics 2023-11-22 R. Dutta , A. I. Stan

We derive general depth-integrated model equations for overland flows featuring the evolution of suspended sediment that may be eroded from or deposited onto the underlying topography ('morphodynamics'). The resulting equations include…

Fluid Dynamics · Physics 2023-06-29 Jake Langham , Mark J. Woodhouse , Andrew J. Hogg , Luke T. Jenkins , Jeremy C. Phillips
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