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A method is developed for solving quasilinear convection diffusion problems starting on a coarse mesh where the data and solution-dependent coefficients are unresolved, the problem is unstable and approximation properties do not hold. The…

Numerical Analysis · Mathematics 2015-02-10 Sara Pollock

This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson…

Probability · Mathematics 2015-10-27 Jose Blanchet , Xinyun Chen

Filtering is often used in Large Eddy Simulation with a global filter width, instead here a filter width in the reference domain of high order Flux Reconstruction is considered. It is shown via Von Neumann analysis how filtering effects the…

Numerical Analysis · Mathematics 2018-05-17 Will Trojak , Rob Watson , Paul G. Tucker

An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…

Computational Physics · Physics 2018-05-09 Shu-Jie Li , Li-Shi Luo , Z. J. Wang , Lili Ju

Built on the tenets of rational thermodynamics, this article proposes a theory of strain gradient thermo-visco-plasticity for isotropic polycrystalline materials under high strain rates. The effect of micro-inertia, which arises due to…

Materials Science · Physics 2016-01-28 Md M Rahaman , A Pathak , D Roy , J N Reddy

A variational time discretization of anisotropic Willmore flow combined with a spatial discretization via piecewise affine finite elements is presented. Here, both the energy and the metric underlying the gradient flow are anisotropic,…

Numerical Analysis · Mathematics 2015-03-25 Ricardo Perl , Paola Pozzi , Martin Rumpf

The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…

Analysis of PDEs · Mathematics 2019-11-01 Benjamin Seeger

We present a general variational approach to determine the steady state of open quantum lattice systems via a neural network approach. The steady-state density matrix of the lattice system is constructed via a purified neural network ansatz…

Quantum Physics · Physics 2019-07-03 Filippo Vicentini , Alberto Biella , Nicolas Regnault , Cristiano Ciuti

We present a particle filter construction for a system that exhibits time-scale separation. The separation of time-scales allows two simplifications that we exploit: i) The use of the averaging principle for the dimensional reduction of the…

Numerical Analysis · Mathematics 2008-06-05 Dror Givon , Panagiotis Stinis , Jonathan Weare

This article presents stability and convergence analyses of subgrid multiscale stabilized finite element formulation of non-Newtonian power-law fluid flow model strongly coupled with variable coefficients Advection-Diffusion-Reaction…

Numerical Analysis · Mathematics 2021-02-19 Manisha Chowdhury , B. V. Rathish Kumar

For conventional smoothed particle hydrodynamics (SPH), obtaining the static solution of a problem is time-consuming. To address this drawback, we propose an efficient dynamic relaxation method by adding large artificial-viscosity-based…

Computational Engineering, Finance, and Science · Computer Science 2021-03-17 Yujie Zhu , Chi Zhang , Xiangyu Hu

This paper studies the convergence difficulty of cohesive zone models in static analysis. It is shown that an inappropriate starting point of iterations in the Newton-Raphson method is responsible for the convergence difficulty. A simple,…

Computational Physics · Physics 2020-05-07 Reza Sepasdar , Maryam Shakiba

This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…

Computational Engineering, Finance, and Science · Computer Science 2023-05-23 Juan F. Giraldo , Victor M. Calo

The Newton-Raphson (NR) method is widely used for solving power flow (PF) equations due to its quadratic convergence. However, its performance deteriorates under poor initialization or extreme operating scenarios, e.g., high levels of…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Zeynab Kaseb , Matthias Moller , Lindsay Spoor , Jerry J. Guo , Yu Xiang , Peter Palensky , Pedro P. Vergara

We consider a recently introduced formulation for fluid-structure interaction problems which makes use of a distributed Lagrange multiplier in the spirit of the fictitious domain method. In this paper we focus on time integration methods of…

Numerical Analysis · Mathematics 2019-07-02 Daniele Boffi , Lucia Gastaldi , Sebastian Wolf

We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…

Machine Learning · Computer Science 2025-06-24 Mengjian Hua , Eric Vanden-Eijnden , Ricky T. Q. Chen

From extensive Monte Carlo simulations of a Larson model of perfectly periodic heteropolymers (PHP) in water a striking stiffening is observed as the period of the alternating hydrophobic and hydrophilic blocks is shortened. At short period…

Statistical Mechanics · Physics 2009-10-31 Debashish Chowdhury , Dietrich Stauffer , Reinhard Strey , ;

Advection-diffusion coupling can enhance particle and solute dispersion by orders of magnitude as compared to pure diffusion, with a steady state being reached for confined flow regions such as a nanopore or blood vessel. Here, by using…

We present iterative solvers to approximate the solution of numerical schemes for stochastic Stefan problems. After briefly talking about the convergence results, we tackle the question of efficient strategies for solving the nonlinear…

Numerical Analysis · Mathematics 2025-08-12 Muhammad Awais Khan , Jérôme Droniou , Kim-Ngan Le , Iuliu Sorin Pop

We discuss a finite-plasticity model based on the symmetric tensor $P^T P$ instead of the classical plastic strain $P$. Such a model structure arises from assuming that the material behavior is invariant with respect to frame…

Mathematical Physics · Physics 2015-09-30 Diego Grandi , Ulisse Stefanelli