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Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously…

Numerical Analysis · Mathematics 2021-02-12 Qiang Han , Shaolin Ji

This paper introduces a Variational Multiscale Stabilization (VMS) formulation of the incompressible Navier--Stokes equations that utilizes the Finite Element Exterior Calculus (FEEC) framework. The FEEC framework preserves the geometric…

Numerical Analysis · Mathematics 2025-12-17 Kevin Dijkstra , Deepesh Toshniwal

A broad class of hybrid quantum-classical algorithms known as "variational algorithms" have been proposed in the context of quantum simulation, machine learning, and combinatorial optimization as a means of potentially achieving a quantum…

Quantum Physics · Physics 2021-04-09 Aram Harrow , John Napp

We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function…

Analysis of PDEs · Mathematics 2017-01-03 Dominic Breit , Martina Hofmanová

This paper presents a physics-informed neural network approach for dynamic modeling of saturable synchronous machines, including cases with spatial harmonics. We introduce an architecture that incorporates gradient networks directly into…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Junyi Li , Tim Foissner , Floran Martin , Antti Piippo , Marko Hinkkanen

There is a tension between robustness and efficiency when designing Markov chain Monte Carlo (MCMC) sampling algorithms. Here we focus on robustness with respect to tuning parameters, showing that more sophisticated algorithms tend to be…

Computation · Statistics 2020-05-12 Samuel Livingstone , Giacomo Zanella

We introduce a finite volume scheme for the two-dimensional incompressible Navier-Stokes equations. We use a triangular mesh. The unknowns for the velocity and pressure are respectively piecewise constant and affine. We use a projection…

Numerical Analysis · Mathematics 2007-11-20 Sebastien Zimmermann

An improved understanding of the divergence-free constraint for the incompressible Navier--Stokes equations leads to the observation that a semi-norm and corresponding equivalence classes of forces are fundamental for their nonlinear…

Numerical Analysis · Mathematics 2019-04-18 Nicolas R. Gauger , Alexander Linke , Philipp W. Schroeder

In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…

Optimization and Control · Mathematics 2025-04-21 Spyridon Pougkakiotis , Dionysios S. Kalogerias

We present a new enriched Galerkin (EG) scheme for the Stokes equations based on piecewise linear elements for the velocity unknowns and piecewise constant elements for the pressure. The proposed EG method augments the conforming piecewise…

Numerical Analysis · Mathematics 2022-04-12 Son-Young Yi , Xiaozhe Hu , Sanghyun Lee , James H. Adler

Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…

Numerical Analysis · Mathematics 2026-01-06 Philipp L. Kinon , Riccardo Morandin , Philipp Schulze

We perform numerical analysis of a nonlinear gradient flow, which can be regarded as a parabolic minimal surface problem or a regularised total variation flow, using the gradient discretisation method (GDM). GDM is a unified convergence…

Numerical Analysis · Mathematics 2026-04-21 Jerome Droniou , Kim-Ngan Le , Huateng Zhu

Piecewise divergence-free nonconforming virtual elements are designed for Stokes problem in any dimensions. After introducing a local energy projector based on the Stokes problem and the stabilization, a divergence-free nonconforming…

Numerical Analysis · Mathematics 2021-03-22 Huayi Wei , Xuehai Huang , Ao Li

We introduce novel high order well-balanced finite volume methods for the full compressible Euler system with gravity source term. They require no a priori knowledge of the hydrostatic solution which is to be well-balanced and are not…

Numerical Analysis · Mathematics 2020-12-16 Jonas P. Berberich , Roger Käppeli , Praveen Chandrashekar , Christian Klingenberg

In this paper, we consider numerical approximations for solving the nonlinear magneto-hydrodynamical system, that couples the Navier-Stokes equations and Maxwell equations together. A challenging issue to solve this model numerically is…

Numerical Analysis · Mathematics 2017-11-28 Guodong Zhang , Xiaoming He , Xiaofeng Yang

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

Optimization and Control · Mathematics 2024-02-14 Alberto De Marchi

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…

Numerical Analysis · Mathematics 2025-12-16 Michael Neilan , Maxim Olshanskii , Henry von Wahl

Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical…

Machine Learning · Statistics 2018-04-11 Nico S. Gorbach , Stefan Bauer , Joachim M. Buhmann

We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…

Numerical Analysis · Mathematics 2019-07-22 Clément Cancès , Thomas O. Gallouët , Gabriele Todeschi

The gradient discretisation method (GDM) is a generic framework for designing and analysing numerical schemes for diffusion models. In this paper, we study the GDM for the porous medium equation, including fast diffusion and slow diffusion…

Numerical Analysis · Mathematics 2020-04-02 Jerome Droniou , Kim-Ngan Le