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We consider the Schr\"odinger bridge problem which, given ensemble measurements of the initial and final configurations of a stochastic dynamical system and some prior knowledge on the dynamics, aims to reconstruct the "most likely"…
In mathematical physics it is of interest to study Schr\"odinger equations with friction and possessing an invariant measure. The focus of this paper is the Cauchy problem for the Schr\"odinger equation $\p_t f - i \mathscr L f = 0$, where…
In this paper, we consider some aspects of the numerical analysis of the mathematical model of fractional Duffing with a derivative of variable fractional order of the Riemann-Liouville type. Using numerical methods: an explicit…
We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these…
Many partial differential equations (PDEs) such as Navier--Stokes equations in fluid mechanics, inelastic deformation in solids, and transient parabolic and hyperbolic equations do not have an exact, primal variational structure. Recently,…
In this paper, we propose a variance-reduced primal-dual algorithm with Bregman distance for solving convex-concave saddle-point problems with finite-sum structure and nonbilinear coupling function. This type of problems typically arises in…
In this work, we report the development of a spatially fourth order temporally second order compact scheme for incompressible Navier-Stokes (N-S) equations in time-varying domain. Sen [J. Comput. Phys. 251 (2013) 251-271] put forward an…
Split form schemes for Euler and Navier-Stokes equations are useful for computation of turbulent flows due to their better robustness. This is because they satisfy additional conservation properties of the governing equations like kinetic…
This paper proposes a Separable Projective Approximation Routine-Optimal Power Flow (SPAR-OPF) framework for solving two-stage stochastic optimization problems in power systems. The framework utilizes a separable piecewise linear…
In this paper we present a formally fourth-order accurate hybrid-variable method for the Euler equations in the context of method of lines. The hybrid-variable (HV) method seeks numerical approximations to both cell-averages and nodal…
We construct splitting methods suitable for the solution of the equations of magnetohydrodynamics (MHD). Due to the physical significance of the involved operators, splittings into three or even four operators with positive coefficients are…
We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…
This article describes an approximation technique based on fractional order Bernstein wavelets for the numerical simulations of fractional oscillation equations under variable order, and the fractional order Bernstein wavelets are derived…
In this paper, we consider a class of nonconvex and nonsmooth fractional programming problems, that involve the sum of a convex, possibly nonsmooth function composed with a linear operator and a differentiable, possibly nonconvex function…
We design and compute first-order implicit-in-time variational schemes with high-order spatial discretization for initial value gradient flows in generalized optimal transport metric spaces. We first review some examples of gradient flows…
The splitting scheme (the Kato-Trotter formula) is applied to stochastic flows with common noise of the type introduced by Th.E.~Harris. The case of possibly coalescing flows with continuous infinitesimal covariance is considered and the…
This paper considers computational methods that split a vector field into three components in the case when both the vector field and the split components might be unbounded. We first employ classical Taylor expansion which, after some…
In this note we design a cut finite element method for a low order divergence free element applied to a boundary value problem subject to Stokes' equations. For the imposition of Dirichlet boundary conditions we consider either Nitsche's…
The Osher-Chakrabarthy family of linear flux-modification schemes is considered. Improved lower bounds on the compression factors are provided, which suggest the viability of using the unlimited version. The LLF flux formula is combined…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…