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In this paper, we propose a compositional approach for the construction of finite abstractions (a.k.a. finite Markov decision processes (MDPs)) for networks of discrete-time stochastic control subsystems that are not necessarily…

Systems and Control · Electrical Eng. & Systems 2020-02-12 Abolfazl Lavaei , Sadegh Soudjani , Majid Zamani

A parallel implementation of a compatible discretization scheme for steady-state Stokes problems is presented in this work. The scheme uses generalized moving least squares to generate differential operators and apply boundary conditions.…

Numerical Analysis · Mathematics 2021-04-30 Quang-Thinh Ha , Paul A. Kuberry , Nathaniel A. Trask , Emily M. Ryan

The principal task to control dynamical systems is to ensure their stability. When the system is unknown, robust approaches are promising since they aim to stabilize a large set of plausible systems simultaneously. We study linear…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Lenart Treven , Sebastian Curi , Mojmir Mutny , Andreas Krause

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…

Numerical Analysis · Mathematics 2020-01-01 Antoine Tambue , Jean Daniel Mukam

We introduce a class of specially structured linear programming (LP) problems, which has favorable modeling capability for important application problems in different areas such as optimal transport, discrete tomography and economics. To…

Optimization and Control · Mathematics 2022-04-26 Hong T. M. Chu , Ling Liang , Kim-Chuan Toh , Lei Yang

This paper introduces a novel approach to evaluating the asymptotic stability of equilibrium points in both continuous-time (CT) and discrete-time (DT) nonlinear autonomous systems. By utilizing indirect Lyapunov methods and linearizing…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Sadredin Hokmi , Mohammad Khajenejad

We present in this paper a pressure correction scheme for barotropic compressible Navier-Stokes equations, which enjoys an unconditional stability property, in the sense that the energy and maximum-principle-based a priori estimates of the…

Numerical Analysis · Mathematics 2010-11-01 Thierry Gallouët , Laura Gastaldo , Jean-Claude Latché , Raphaele Herbin

We present a method for generating higher-order finite volume discretizations for Poisson's equation on Cartesian cut cell grids in two and three dimensions. The discretization is in flux-divergence form, and stencils for the flux are…

Numerical Analysis · Mathematics 2014-11-18 D. Devendran , D. T. Graves , H. Johansen

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

In this paper, we show that diagonal-norm summation by parts (SBP) discretizations of general non-conservative systems of hyperbolic balance laws can be rewritten as a finite-volume-type formula, also known as flux-differencing formula, if…

Numerical Analysis · Mathematics 2022-11-28 Andrés M Rueda-Ramírez , Gregor J Gassner

Structure-preserving finite-difference schemes for general nonlinear fourth-order parabolic equations on the one-dimensional torus are derived. Examples include the thin-film and the Derrida-Lebowitz-Speer-Spohn equations. The schemes…

Numerical Analysis · Mathematics 2020-01-14 Marcel Braukhoff , Ansgar Jüngel

These notes present an alternative approach to the asymptotic stability of stochastic partial differential equations driven by multiplicative noise, applicable to a wide range of dissipative systems. The method builds on general criteria…

Probability · Mathematics 2025-03-13 Ziyu Liu

In this paper, the entropy conservative/stable algorithms presented by Del Rey Fernandez and coauthors [18,16,17] for the compressible Euler and Navier-Stokes equations on nonconforming p-refined/coarsened curvilinear grids is extended to…

Numerical Analysis · Mathematics 2019-10-08 David C. Del Rey Fernandez , Mark H. Carpenter , Lisandro Dalcin , Stefano Zampini , Matteo Parsani

This work presents a sum-of-squares (SOS) based framework to perform data-driven stabilization and robust control tasks on discrete-time linear systems where the full-state observations are corrupted by L-infinity bounded input,…

Optimization and Control · Mathematics 2023-03-31 Jared Miller , Tianyu Dai , Mario Sznaier

This paper develops the high-order accurate entropy stable finite difference schemes for one- and two-dimensional special relativistic hydrodynamic equations. The schemes are built on the entropy conservative flux and the weighted…

Numerical Analysis · Mathematics 2020-03-30 Junming Duan , Huazhong Tang

We investigate the behavior of integral formulations of variable coefficient elliptic partial differential equations (PDEs) in the presence of steep internal layers. In one dimension, the equations that arise can be solved analytically and…

Numerical Analysis · Mathematics 2013-05-31 Travis Askham , Leslie Greengard

We propose an analysis for the stabilized finite element methods proposed in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive, and ill-posed problems. Part I: Elliptic equations. SIAM J. Sci. Comput., 35(6) 2013,…

Numerical Analysis · Mathematics 2014-06-18 Erik Burman

This work is focused on the entropy analysis of a semi-discrete nodal discontinuous Galerkin spectral element method (DGSEM) on moving meshes for hyperbolic conservation laws. The DGSEM is constructed with a local tensor-product…

Numerical Analysis · Mathematics 2018-12-24 Gero Schnücke , Nico Krais , Thomas Bolemann , Gregor J. Gassner