Related papers: Entropy-stable, high-order summation-by-parts disc…
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…
A new iteration method is represented to study the interior $L_{p}$ regularity for Stokes systems both in divergence form and in non-divergence form. By the iteration, we improve the integrability of derivatives of solutions for Stokes…
We study the stochastic $p$-Laplace system in a bounded domain. We propose two new space-time discretizations based on the approximation of time-averaged values. We establish linear convergence in space and $1/2$ convergence in time.…
We investigate operator delocalization in disordered one-dimensional spin chains by introducing -- besides the already known operator mass -- a complementary measure of operator complexity: the operator length. Like the operator…
In this article, we analyse a stabilised equal-order finite element approximation for the Stokes equations on anisotropic meshes. In particular, we allow arbitrary anisotropies in a sub-domain, for example along the boundary of the domain,…
Current carrying steady states of interacting spin chains exhibit rich structures generated through an interplay of constraints from the Hamiltonian dynamics and those induced by the current. The \textit{XXZ} spin chain when coupled to…
A novel approach for the stabilization of the Spectral-Volume (SV) method based on Dafermos' entropy rate criterion is presented. The method is an adaption of an already existing approach for the stabilization of the Discontinuous-Galerkin…
Building upon score-based learning, new interest in stochastic localization techniques has recently emerged. In these models, one seeks to noise a sample from the data distribution through a stochastic process, called observation process,…
In this work we propose a nonlinear stabilization technique for convection-diffusion-reaction and pure transport problems discretized with space-time isogeometric analysis. The stabilization is based on a graph-theoretic artificial…
We develop a structure-preserving numerical discretization for the electrostatic Euler-Poisson equations with a constant magnetic field. The scheme preserves positivity of the density, positivity of the internal energy and a minimum…
Deep neural networks have achieved state-of-the-art performance in a variety of fields. Recent works observe that a class of widely used neural networks can be viewed as the Euler method of numerical discretization. From the numerical…
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H\subseteq V^*$ $$ \left\{ \begin{align} &dX_t=A(t,X_t)dt+B(t,X_t)dW_t,\ t\in (0,T]\\\\& X_0=x\in H,…
We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…
We introduce new control-volume finite-element discretization schemes suitable for solving the Stokes problem. Within a common framework, we present different approaches for constructing such schemes. The first and most established strategy…
Numerical continuation methods for deterministic dynamical systems have been one of the most successful tools in applied dynamical systems theory. Continuation techniques have been employed in all branches of the natural sciences as well as…
In this paper, we develop a set of efficient methods to compute stationary states of the spherical Landau-Brazovskii (LB) model in a discretization-then-optimization way. First, we discretize the spherical LB energy functional into a…
We design observer-based controllers to stabilise abstract linear boundary control systems on Hilbert spaces. Our main results introduce conditions for exponential, strong, and polynomial stability, and establish external well-posedness of…
In this work, we consider the discretization of nonlinear hyperbolic systems in nonconservative form with the high-order discontinuous Galerkin spectral element method (DGSEM) based on collocation of quadrature and interpolation points…
Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under…
A novel approach for the stabilization of the Discontinuous Galerkin method based on the Dafermos entropy rate crition is presented. First, estimates for the maximal possible entropy dissipation rate of a weak solution are derived. Second,…