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In this paper, we propose a new approach to model reduction of parameterized partial differential equations (PDEs) based on the concept of adaptive reduced bases. The presented approach is particularly suited for large-scale nonlinear…
We propose a quasi-Newton-type method for nonconvex optimization with Lipschitz continuous gradients and Hessians. The algorithm finds an $\varepsilon$-stationary point within $\tilde{\mathrm{O}}(d^{1/4} \varepsilon^{-13/8})$ gradient…
This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near…
In this paper we consider stabilised finite element methods for hyperbolic transport equations without coercivity. Abstract conditions for the convergence of the methods are introduced and these conditions are shown to hold for three…
There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…
In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the…
We introduce new efficient integral representations and methods for evaluation of pdfs, cpds and quantiles of stable distributions. For wide regions in the parameter space, absolute errors of order $10^{-15}$ can be achieved in 0.005-0.1…
In this paper, we study a new type of stochastic functional differential equations which is called hybrid pantograph stochastic functional differential equations. We investigate several moment properties and sample properties of the…
This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…
We propose an accurate and energy-stable parametric finite element method for solving the sharp-interface continuum model of solid-state dewetting in three-dimensional space. The model describes the motion of the film\slash vapor interface…
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…
The conforming finite element Galerkin method is applied to discretise in the spatial direction for a class of strongly nonlinear parabolic problems. Using elliptic projection of the associated linearised stationary problem with Gronwall…
We provide a rigorous numerical computation method to validate tubular neighborhoods of normally hyperbolic slow manifolds with the explicit radii for the fast-slow system \begin{equation*} \begin{cases} x' = f(x,y,\epsilon), and y'…
We propose some finite element schemes to solve a class of fourth-order nonlinear PDEs, which include the vector-valued Landau--Lifshitz--Baryakhtar equation, the Swift--Hohenberg equation, and various Cahn--Hilliard-type equations with…
This paper discerns the invariant manifold of a class of ill-posed stochastic evolution equations driven by a nonlinear multiplicative noise. To be more precise, we establish the existence of mean-square random unstable invariant manifold…
This paper is concerned with the analysis of a new stable space-time finite element method (FEM) for the numerical solution of parabolic evolution problems in moving spatial computational domains. The discrete bilinear form is elliptic on…
Understanding the quasi-static fracture formation and evolution is essential for assessing the mechanical properties and structural load-bearing capacity of materials. Peridynamics (PD) provides an effective computational method to depict…
Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…
This paper provides novel Input-to-State Stability (ISS)-style maximum principle estimates for classical solutions of highly nonlinear 1-D parabolic Partial Differential Equations (PDEs). The derivation of the ISS-style maximum principle…
Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide…